# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0001752724-23-038637
**Filing Date:** 2023-2
**Character Count:** 911175
**Document Hash:** cd3e0474f28562dbc1617c0710b7678a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038637.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038637

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001066602
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 23664681

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980721

## Series and Classes Contracts Data

### Voya Strategic Income Opportunities Fund (Series ID: S000038555)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000119020 | Class A      | ISIAX           |
| C000119021 | Class C      | ISICX           |
| C000119022 | Class I      | IISIX           |
| C000119023 | Class R      | ISIRX           |
| C000119024 | Class W      | ISIWX           |
| C000159021 | Class R6     | VSIRX           |

## Nport-Ex

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: 21.5%** | **CORPORATE BONDS/NOTES: 21.5%** | **CORPORATE BONDS/NOTES: 21.5%** | |
|  | **Basic Materials: 1.1%** |  |  |
| 200000<sup>(1)</sup> | ASP Unifrax Holdings, Inc., 5.250%, 09/30/2028 | $161198 | 0.0 |
| 425000<sup>(1),(2)</sup> | ASP Unifrax Holdings, Inc., 7.500%, 09/30/2029 | 270300 | 0.0 |
| 1350000 | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | 1265642 | 0.1 |
| 1500000<sup>(1)</sup> | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | 1406759 | 0.1 |
| 525000<sup>(1),(2)</sup> | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | 466696 | 0.0 |
| 350000<sup>(1),(2)</sup> | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | 309553 | 0.0 |
| 625000<sup>(1),(2)</sup> | Coeur Mining, Inc., 5.125%, 02/15/2029 | 488579 | 0.0 |
| 600000<sup>(1)</sup> | Consolidated Energy Finance S.A., 5.625%, 10/15/2028 | 510586 | 0.0 |
| 625000<sup>(1)</sup> | Constellium SE, 5.625%, 06/15/2028 | 578637 | 0.0 |
| 1000000<sup>(1)</sup> | Equate Petrochemical BV, 2.625%, 04/28/2028 | 873750 | 0.1 |
| 600000<sup>(1)</sup> | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | 564170 | 0.0 |
| 1800000<sup>(1)</sup> | GC Treasury Center Co. Ltd., 4.400%, 03/30/2032 | 1599093 | 0.1 |
| 1200000<sup>(1)</sup> | HudBay Minerals, Inc., 4.500%, 04/01/2026 | 1091471 | 0.1 |
| 560000<sup>(1)</sup> | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | 469757 | 0.0 |
| 800000<sup>(1)</sup> | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | 735996 | 0.1 |
| 200000 | Inversiones CMPC SA, 4.375%, 04/04/2027 | 193591 | 0.0 |
| 925000<sup>(1),(3)</sup> | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 02/15/2026 | 795500 | 0.1 |
| 825000<sup>(1)</sup> | LSF11 A5 Holdco LLC, 6.625%, 10/15/2029 | 682614 | 0.1 |
| 925000<sup>(1)</sup> | Mativ, Inc., 6.875%, 10/01/2026 | 818505 | 0.1 |
| 750000<sup>(1)</sup> | Novelis Corp., 3.875%, 08/15/2031 | 613307 | 0.0 |
| 100000<sup>(1)</sup> | Novelis Corp., 4.750%, 01/30/2030 | 88882 | 0.0 |
| 675000<sup>(1)</sup> | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.000%, 01/27/2030 | 585792 | 0.0 |
| 325000<sup>(1)</sup> | OCP SA, 3.750%, 06/23/2031 | 273393 | 0.0 |
| 450000<sup>(2)</sup> | Olin Corp., 5.000%, 02/01/2030 | 411424 | 0.0 |
| 400000 | Olin Corp., 5.125%, 09/15/2027 | 378688 | 0.0 |
| 800000<sup>(1)</sup> | Olympus Water US Holding Corp., 6.250%, 10/01/2029 | 608405 | 0.0 |
| 200000<sup>(1)</sup> | Olympus Water US Holding Corp., 7.125%, 10/01/2027 | 191759 | 0.0 |
| 1100000<sup>(1)</sup> | POSCO, 4.500%, 08/04/2027 | 1034524 | 0.1 |
| 1350000 | Suzano Austria GmbH, 5.000%, 01/15/2030 | 1266334 | 0.1 |
| 200000 | Suzano Austria GmbH, 6.000%, 01/15/2029 | 199402 | 0.0 |
| 700000<sup>(1)</sup> | Taseko Mines Ltd., 7.000%, 02/15/2026 | 616412 | 0.0 |
| 675000<sup>(1)</sup> | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.125%, 04/01/2029 | 438088 | 0.0 |
| 750000<sup>(1)</sup> | Tronox, Inc., 4.625%, 03/15/2029 | 624844 | 0.0 |
|  |  | **20613651** | **1.1** |
|  | **Communications: 1.9%** |  |  |
| 700000<sup>(1)</sup> | Acuris Finance Us, Inc. / Acuris Finance SARL, 5.000%, 05/01/2028 | 562054 | 0.0 |
| 1000000<sup>(1),(2)</sup> | Altice France Holding SA, 6.000%, 02/15/2028 | 592442 | 0.0 |
| 1000000<sup>(1)</sup> | Altice France SA/France, 5.500%, 10/15/2029 | 764315 | 0.1 |
| 575000<sup>(1)</sup> | Altice France SA/France, 8.125%, 02/01/2027 | 524940 | 0.0 |
| 140000 | AMC Networks, Inc., 4.250%, 02/15/2029 | 87439 | 0.0 |
| 875000<sup>(1)</sup> | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | 528281 | 0.0 |
| 825000<sup>(1)</sup> | CCO Holdings LLC / CCO Holdings Capital Corp., 4.250%, 01/15/2034 | 610500 | 0.1 |
| 1125000 | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | 897666 | 0.1 |
| 600000<sup>(1)</sup> | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 546117 | 0.0 |
| 975000<sup>(1)</sup> | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 910913 | 0.1 |
| 500000<sup>(1)</sup> | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | 368073 | 0.0 |
| 450000<sup>(1)</sup> | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | 329087 | 0.0 |
| 3016000 | Comcast Corp., 2.937%, 11/01/2056 | 1878936 | 0.1 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 325000<sup>(1)</sup> | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 296420 | 0.0 |
| 200000<sup>(1)</sup> | CommScope Technologies LLC, 5.000%, 03/15/2027 | 136156 | 0.0 |
| 375000<sup>(1)</sup> | CommScope, Inc., 4.750%, 09/01/2029 | 303028 | 0.0 |
| 675000<sup>(1)</sup> | CommScope, Inc., 7.125%, 07/01/2028 | 483633 | 0.0 |
| 925000<sup>(1)</sup> | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | 859158 | 0.1 |
| 800000<sup>(1)</sup> | CSC Holdings LLC, 4.625%, 12/01/2030 | 443871 | 0.0 |
| 325000<sup>(2)</sup> | CSC Holdings LLC, 5.250%, 06/01/2024 | 303063 | 0.0 |
| 1600000<sup>(1)</sup> | CSC Holdings LLC, 5.750%, 01/15/2030 | 905912 | 0.1 |
| 400000<sup>(1)</sup> | CSC Holdings LLC, 7.500%, 04/01/2028 | 272880 | 0.0 |
| 675000<sup>(1)</sup> | Directv Financing LLC / Directv Financing Co-Obligor, Inc., 5.875%, 08/15/2027 | 605178 | 0.0 |
| 950000 | DISH DBS Corp., 5.125%, 06/01/2029 | 614636 | 0.1 |
| 275000<sup>(1)</sup> | DISH DBS Corp., 5.250%, 12/01/2026 | 232158 | 0.0 |
| 425000<sup>(1)</sup> | DISH DBS Corp., 5.750%, 12/01/2028 | 340000 | 0.0 |
| 525000 | DISH DBS Corp., 7.375%, 07/01/2028 | 372291 | 0.0 |
| 600000 | Embarq Corp., 7.995%, 06/01/2036 | 280323 | 0.0 |
| 775000<sup>(1)</sup> | GCI LLC, 4.750%, 10/15/2028 | 652329 | 0.1 |
| 900000<sup>(1)</sup> | Gray Escrow II, Inc., 5.375%, 11/15/2031 | 650192 | 0.1 |
| 275000<sup>(1)</sup> | iHeartCommunications, Inc., 5.250%, 08/15/2027 | 233382 | 0.0 |
| 600000<sup>(1)</sup> | ION Trading Technologies Sarl, 5.750%, 05/15/2028 | 502770 | 0.0 |
| 450000<sup>(1)</sup> | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | 373445 | 0.0 |
| 720000<sup>(1)</sup> | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | 674870 | 0.1 |
| 270000 | Lumen Technologies, Inc., 5.625%, 04/01/2025 | 259549 | 0.0 |
| 655000<sup>(1)</sup> | McGraw-Hill Education, Inc., 8.000%, 08/01/2029 | 542515 | 0.0 |
| 825000<sup>(1)</sup> | Millennium Escrow Corp., 6.625%, 08/01/2026 | 529073 | 0.0 |
| 440000 | Netflix, Inc., 5.875%, 11/15/2028 | 447053 | 0.0 |
| 475000<sup>(4)</sup> | Paramount Global, 6.250%, 02/28/2057 | 383702 | 0.0 |
| 3650000<sup>(4)</sup> | Paramount Global, 6.375%, 03/30/2062 | 2989274 | 0.2 |
| 875000<sup>(1)</sup> | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | 368060 | 0.0 |
| 325000<sup>(1)</sup> | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | 244085 | 0.0 |
| 460000<sup>(1),(2)</sup> | Sinclair Television Group, Inc., 5.500%, 03/01/2030 | 322398 | 0.0 |
| 1400000<sup>(1)</sup> | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 1297186 | 0.1 |
| 625000<sup>(1)</sup> | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | 360156 | 0.0 |
| 1350000 | Sprint Corp., 7.125%, 06/15/2024 | 1379349 | 0.1 |
| 375000 | Sprint Corp., 7.625%, 03/01/2026 | 395440 | 0.0 |
| 650000<sup>(1)</sup> | Stagwell Global LLC, 5.625%, 08/15/2029 | 537196 | 0.0 |
| 175000 | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 132534 | 0.0 |
| 775000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 635213 | 0.1 |
| 275000<sup>(1)</sup> | Univision Communications, Inc., 4.500%, 05/01/2029 | 230487 | 0.0 |
| 1225000<sup>(1)</sup> | Univision Communications, Inc., 6.625%, 06/01/2027 | 1184495 | 0.1 |
| 500000<sup>(1)</sup> | Urban One, Inc., 7.375%, 02/01/2028 | 423280 | 0.0 |
| 600000<sup>(1)</sup> | ViaSat, Inc., 5.625%, 09/15/2025 | 557621 | 0.0 |
| 140000<sup>(1)</sup> | ViaSat, Inc., 5.625%, 04/15/2027 | 127414 | 0.0 |
| 325000<sup>(1)</sup> | ViaSat, Inc., 6.500%, 07/15/2028 | 244351 | 0.0 |
| 625000<sup>(1)</sup> | Viavi Solutions, Inc., 3.750%, 10/01/2029 | 526312 | 0.0 |
| 1100000<sup>(1)</sup> | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | 963207 | 0.1 |
| 325000<sup>(1)</sup> | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | 264649 | 0.0 |
| 1075000<sup>(1)</sup> | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | 611921 | 0.1 |
|  |  | **34092978** | **1.9** |
|  | **Consumer, Cyclical: 3.0%** |  |  |
| 575000<sup>(1)</sup> | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | 466840 | 0.0 |
| 875000<sup>(1)</sup> | Academy Ltd., 6.000%, 11/15/2027 | 838955 | 0.1 |
| 710000<sup>(1)</sup> | Adams Homes, Inc., 7.500%, 02/15/2025 | 605859 | 0.0 |
| 900000<sup>(1),(2)</sup> | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | 839196 | 0.1 |
| 975000<sup>(1)</sup> | Affinity Gaming, 6.875%, 12/15/2027 | 827862 | 0.1 |
| 175000<sup>(1)</sup> | Allison Transmission, Inc., 3.750%, 01/30/2031 | 144156 | 0.0 |
| 800000<sup>(1)</sup> | Allison Transmission, Inc., 5.875%, 06/01/2029 | 752700 | 0.1 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 541913 | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | 441436 | 0.0 |
| 42147 | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | 34403 | 0.0 |
| 1200000<sup>(1)</sup> | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | 1098913 | 0.1 |
| 725000<sup>(1)</sup> | Arko Corp., 5.125%, 11/15/2029 | 570212 | 0.0 |
| 400000 | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | 352666 | 0.0 |
| 170000<sup>(1)</sup> | Asbury Automotive Group, Inc., 4.625%, 11/15/2029 | 143449 | 0.0 |
| 290000 | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 242932 | 0.0 |
| 1025000 | Bath & Body Works, Inc., 6.750%, 07/01/2036 | 902718 | 0.1 |
| 150000<sup>(1),(3)</sup> | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750%), 04/01/2027 | 92874 | 0.0 |
| 650000<sup>(1)</sup> | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | 632909 | 0.0 |
| 750000<sup>(1)</sup> | Carnival Corp., 6.000%, 05/01/2029 | 501193 | 0.0 |
| 825000<sup>(1)</sup> | Carnival Corp., 9.875%, 08/01/2027 | 780990 | 0.1 |
| 650000<sup>(1)</sup> | CCM Merger, Inc., 6.375%, 05/01/2026 | 613346 | 0.0 |
| 600000<sup>(1)</sup> | Century Communities, Inc., 3.875%, 08/15/2029 | 472530 | 0.0 |
| 525000<sup>(1)</sup> | Cinemark USA, Inc., 8.750%, 05/01/2025 | 531551 | 0.0 |
| 1500000<sup>(1)</sup> | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | 1238858 | 0.1 |
| 575000<sup>(1)</sup> | Crocs, Inc., 4.125%, 08/15/2031 | 469329 | 0.0 |
| 750000<sup>(2)</sup> | Delta Air Lines 2020-1 Class A Pass Through Trust, 4.375%, 04/19/2028 | 669753 | 0.1 |
| 200000<sup>(2)</sup> | Delta Air Lines 2020-1 Class A Pass Through Trust, 7.375%, 01/15/2026 | 204674 | 0.0 |
| 184782<sup>(1)</sup> | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 173974 | 0.0 |
| 900000<sup>(1)</sup> | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc., 6.750%, 01/15/2030 | 727628 | 0.1 |
| 525000<sup>(1)</sup> | Foot Locker, Inc., 4.000%, 10/01/2029 | 409762 | 0.0 |
| 1100000 | Ford Motor Co., 6.100%, 08/19/2032 | 1017811 | 0.1 |
| 1000000 | Ford Motor Credit Co. LLC, 2.700%, 08/10/2026 | 869650 | 0.1 |
| 1500000 | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | 1345943 | 0.1 |
| 875000 | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | 807734 | 0.1 |
| 600000 | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 544680 | 0.0 |
| 500000 | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | 494525 | 0.0 |
| 700000<sup>(1)</sup> | Foundation Building Materials, Inc., 6.000%, 03/01/2029 | 527257 | 0.0 |
| 700000<sup>(1)</sup> | Gap, Inc./The, 3.875%, 10/01/2031 | 489360 | 0.0 |
| 495000<sup>(1)</sup> | Golden Entertainment, Inc., 7.625%, 04/15/2026 | 488662 | 0.0 |
| 625000<sup>(2)</sup> | Goodyear Tire & Rubber Co/The, 5.250%, 07/15/2031 | 512025 | 0.0 |
| 425000<sup>(1)</sup> | Hilton Domestic Operating Co., Inc., 4.000%, 05/01/2031 | 356443 | 0.0 |
| 2920000 | Home Depot, Inc./The, 3.625%, 04/15/2052 | 2269343 | 0.1 |
| 1125000<sup>(1)</sup> | InRetail Consumer, 3.250%, 03/22/2028 | 968939 | 0.1 |
| 725000<sup>(1)</sup> | Installed Building Products, Inc., 5.750%, 02/01/2028 | 653026 | 0.1 |
| 725000<sup>(1)</sup> | Interface, Inc., 5.500%, 12/01/2028 | 599601 | 0.0 |
| 1100000<sup>(1)</sup> | International Game Technology PLC, 5.250%, 01/15/2029 | 1026893 | 0.1 |
| 615000<sup>(1)</sup> | LBM Acquisition LLC, 6.250%, 01/15/2029 | 392156 | 0.0 |
| 850000<sup>(1)</sup> | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | 681775 | 0.1 |
| 850000<sup>(1)</sup> | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | 493932 | 0.0 |
| 2183000 | Lowe's Cos, Inc., 4.450%, 04/01/2062 | 1708409 | 0.1 |
| 200000 | M/I Homes, Inc., 3.950%, 02/15/2030 | 161743 | 0.0 |
| 550000 | M/I Homes, Inc., 4.950%, 02/01/2028 | 489522 | 0.0 |
| 305000 | Macy's Retail Holdings LLC, 4.500%, 12/15/2034 | 212820 | 0.0 |
| 135000<sup>(1)</sup> | Macy's Retail Holdings LLC, 5.875%, 03/15/2030 | 117342 | 0.0 |
| 475000<sup>(1)</sup> | Macy's Retail Holdings LLC, 6.125%, 03/15/2032 | 399950 | 0.0 |
| 400000 | Mattel, Inc., 5.450%, 11/01/2041 | 326249 | 0.0 |
| 800000<sup>(1)</sup> | Melco Resorts Finance Ltd., 5.375%, 12/04/2029 | 643272 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 150000<sup>(1)</sup> | Murphy Oil USA, Inc., 3.750%, 02/15/2031 | 123723 | 0.0 |
| 450000 | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | 412562 | 0.0 |
| 165000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 160500 | 0.0 |
| 810000<sup>(1)</sup> | NCL Corp. Ltd., 7.750%, 02/15/2029 | 617657 | 0.0 |
| 500000<sup>(1),(2)</sup> | NCL Finance Ltd., 6.125%, 03/15/2028 | 369736 | 0.0 |
| 500000<sup>(1)</sup> | Penn Entertainment, Inc., 4.125%, 07/01/2029 | 395652 | 0.0 |
| 450000<sup>(1)</sup> | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 408744 | 0.0 |
| 1250000<sup>(1)</sup> | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | 1176334 | 0.1 |
| 825000<sup>(1)</sup> | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | 566610 | 0.0 |
| 1725000<sup>(1)</sup> | Royal Caribbean Cruises Ltd., 5.375%, 07/15/2027 | 1398890 | 0.1 |
| 375000<sup>(1),(2)</sup> | Royal Caribbean Cruises Ltd., 11.625%, 08/15/2027 | 377235 | 0.0 |
| 850000<sup>(1),(2)</sup> | Scientific Games Holdings L.P./Scientific Games US FinCo, Inc., 6.625%, 03/01/2030 | 719100 | 0.1 |
| 500000<sup>(1)</sup> | Scientific Games International, Inc., 7.000%, 05/15/2028 | 477853 | 0.0 |
| 325000<sup>(1)</sup> | Scientific Games International, Inc., 8.625%, 07/01/2025 | 332125 | 0.0 |
| 625000 | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | 526528 | 0.0 |
| 675000<sup>(1)</sup> | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | 621936 | 0.0 |
| 800000<sup>(1)</sup> | Sonic Automotive, Inc., 4.625%, 11/15/2029 | 641606 | 0.0 |
| 275000<sup>(1)</sup> | SRS Distribution, Inc., 6.000%, 12/01/2029 | 219217 | 0.0 |
| 625000<sup>(1)</sup> | SRS Distribution, Inc., 6.125%, 07/01/2029 | 506138 | 0.0 |
| 1200000<sup>(1),(2)</sup> | Staples, Inc., 10.750%, 04/15/2027 | 866016 | 0.1 |
| 975000<sup>(1)</sup> | Station Casinos LLC, 4.500%, 02/15/2028 | 849158 | 0.1 |
| 700000<sup>(1)</sup> | STL Holding Co. LLC, 7.500%, 02/15/2026 | 620515 | 0.0 |
| 675000<sup>(1)</sup> | Taylor Morrison Communities, Inc., 5.125%, 08/01/2030 | 585906 | 0.0 |
| 675000<sup>(1)</sup> | Tempur Sealy International, Inc., 3.875%, 10/15/2031 | 530867 | 0.0 |
| 650000<sup>(1)</sup> | United Airlines 2015-1 Class AA Pass Through Trust, 4.625%, 04/15/2029 | 567093 | 0.0 |
| 650000<sup>(2)</sup> | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | 621868 | 0.0 |
| 250000<sup>(1)</sup> | United Airlines, Inc., 4.375%, 04/15/2026 | 232157 | 0.0 |
| 1025000<sup>(1),(2)</sup> | Victoria's Secret & Co., 4.625%, 07/15/2029 | 806060 | 0.1 |
| 950000<sup>(1)</sup> | Viking Cruises Ltd., 5.875%, 09/15/2027 | 775907 | 0.1 |
| 255000<sup>(1)</sup> | Viking Cruises Ltd., 13.000%, 05/15/2025 | 269442 | 0.0 |
| 2268000<sup>(1)</sup> | Warnermedia Holdings, Inc., 5.141%, 03/15/2052 | 1657516 | 0.1 |
| 775000<sup>(1)</sup> | White Cap Buyer LLC, 6.875%, 10/15/2028 | 671649 | 0.1 |
| 275000<sup>(1),(3)</sup> | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250%), 03/15/2026 | 238079 | 0.0 |
| 550000<sup>(1)</sup> | William Carter Co/The, 5.625%, 03/15/2027 | 528517 | 0.0 |
| 275000<sup>(1)</sup> | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | 248628 | 0.0 |
| 750000<sup>(1),(2)</sup> | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | 569273 | 0.0 |
| 1000000<sup>(1)</sup> | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.250%, 05/15/2027 | 904051 | 0.1 |
|  |  | **55975578** | **3.0** |
|  | **Consumer, Non-cyclical: 1.5%** |  |  |
| 77235<sup>(1)</sup> | 1375209 BC Ltd., 9.000%, 01/30/2028 | 75594 | 0.0 |
| 750000<sup>(1)</sup> | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | 712575 | 0.1 |
| 700000<sup>(1)</sup> | ACCO Brands Corp., 4.250%, 03/15/2029 | 578410 | 0.0 |
| 805000<sup>(1)</sup> | ADT Security Corp./The, 4.125%, 08/01/2029 | 685704 | 0.1 |
| 440000<sup>(1)</sup> | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 370124 | 0.0 |
| 275000<sup>(1)</sup> | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | 245915 | 0.0 |
| 675000<sup>(1)</sup> | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 642870 | 0.0 |
| 300000<sup>(1)</sup> | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.000%, 06/01/2029 | 218118 | 0.0 |
| 150000<sup>(1)</sup> | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | 137559 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 620000<sup>(1)</sup> | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | 540733 | 0.0 |
| 825000<sup>(1)</sup> | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | 745948 | 0.1 |
| 875000<sup>(1)</sup> | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 808316 | 0.1 |
| 450000<sup>(1)</sup> | APi Escrow Corp., 4.750%, 10/15/2029 | 392389 | 0.0 |
| 300000<sup>(1)</sup> | APi Group DE, Inc., 4.125%, 07/15/2029 | 249000 | 0.0 |
| 225000<sup>(1)</sup> | Bausch Health Cos, Inc., 4.875%, 06/01/2028 | 143530 | 0.0 |
| 137000<sup>(1)</sup> | Bausch Health Cos, Inc., 11.000%, 09/30/2028 | 107524 | 0.0 |
| 675000<sup>(1)</sup> | BellRing Brands, Inc., 7.000%, 03/15/2030 | 650379 | 0.0 |
| 225000 | Centene Corp., 2.625%, 08/01/2031 | 177238 | 0.0 |
| 975000 | Centene Corp., 4.625%, 12/15/2029 | 893189 | 0.1 |
| 1000000<sup>(1)</sup> | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | 837780 | 0.1 |
| 325000<sup>(1)</sup> | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | 236566 | 0.0 |
| 400000<sup>(1)</sup> | CHS/Community Health Systems, Inc., 5.250%, 05/15/2030 | 302329 | 0.0 |
| 500000<sup>(1)</sup> | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | 429640 | 0.0 |
| 835000<sup>(1)</sup> | CoreLogic, Inc., 4.500%, 05/01/2028 | 641693 | 0.0 |
| 765000<sup>(1)</sup> | CPI CG, Inc., 8.625%, 03/15/2026 | 755351 | 0.1 |
| 275000<sup>(1)</sup> | DaVita, Inc., 3.750%, 02/15/2031 | 205853 | 0.0 |
| 725000<sup>(1)</sup> | DaVita, Inc., 4.625%, 06/01/2030 | 584743 | 0.0 |
| 825000 | Encompass Health Corp., 4.750%, 02/01/2030 | 725791 | 0.1 |
| 575000<sup>(1)</sup> | Graham Holdings Co., 5.750%, 06/01/2026 | 565849 | 0.0 |
| 800000<sup>(1)</sup> | Jazz Securities DAC, 4.375%, 01/15/2029 | 714460 | 0.1 |
| 599000<sup>(1)</sup> | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | 590404 | 0.0 |
| 555000<sup>(1)</sup> | Medline Borrower L.P., 3.875%, 04/01/2029 | 448299 | 0.0 |
| 825000<sup>(1),(2)</sup> | Medline Borrower L.P., 5.250%, 10/01/2029 | 656745 | 0.0 |
| 555000<sup>(1),(2)</sup> | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | 370303 | 0.0 |
| 850000<sup>(1)</sup> | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | 744855 | 0.1 |
| 400000 | New Albertsons L.P., 7.450%, 08/01/2029 | 407558 | 0.0 |
| 1100000<sup>(1)</sup> | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 5.125%, 04/30/2031 | 954399 | 0.1 |
| 630000<sup>(1)</sup> | PECF USS Intermediate Holding III Corp., 8.000%, 11/15/2029 | 410124 | 0.0 |
| 568000<sup>(1)</sup> | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | 563200 | 0.0 |
| 425000<sup>(1)</sup> | Post Holdings, Inc., 4.625%, 04/15/2030 | 367551 | 0.0 |
| 1000000<sup>(1)</sup> | Post Holdings, Inc., 5.625%, 01/15/2028 | 942805 | 0.1 |
| 875000<sup>(1)</sup> | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | 756675 | 0.1 |
| 675000<sup>(1)</sup> | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | 550302 | 0.0 |
| 355000<sup>(1)</sup> | Spectrum Brands, Inc., 3.875%, 03/15/2031 | 276557 | 0.0 |
| 375000<sup>(1)</sup> | Spectrum Brands, Inc., 5.500%, 07/15/2030 | 331561 | 0.0 |
| 605000<sup>(1)</sup> | Teleflex, Inc., 4.250%, 06/01/2028 | 553351 | 0.0 |
| 350000<sup>(1)</sup> | Tenet Healthcare Corp., 4.250%, 06/01/2029 | 303851 | 0.0 |
| 200000<sup>(1)</sup> | Tenet Healthcare Corp., 5.125%, 11/01/2027 | 186454 | 0.0 |
| 1150000<sup>(1),(2)</sup> | Tenet Healthcare Corp., 6.125%, 10/01/2028 | 1032045 | 0.1 |
| 740000<sup>(1)</sup> | Tenet Healthcare Corp., 6.125%, 06/15/2030 | 706371 | 0.1 |
| 725000<sup>(1)</sup> | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | 582494 | 0.0 |
| 675000<sup>(1)</sup> | United Natural Foods, Inc., 6.750%, 10/15/2028 | 649640 | 0.0 |
| 200000 | United Rentals North America, Inc., 3.750%, 01/15/2032 | 163426 | 0.0 |
| 425000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 403688 | 0.0 |
| 125000 | United Rentals North America, Inc., 5.250%, 01/15/2030 | 117669 | 0.0 |
| 600000<sup>(1)</sup> | Varex Imaging Corp., 7.875%, 10/15/2027 | 597204 | 0.0 |
|  |  | **28042701** | **1.5** |
|  | **Energy: 2.9%** |  |  |
| 875000<sup>(1)</sup> | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | 868963 | 0.1 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 350000<sup>(1)</sup> | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 06/15/2029 | 320456 | 0.0 |
| 525000<sup>(1)</sup> | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | 497216 | 0.0 |
| 360000<sup>(1)</sup> | Antero Resources Corp., 5.375%, 03/01/2030 | 334246 | 0.0 |
| 103000<sup>(1)</sup> | Antero Resources Corp., 7.625%, 02/01/2029 | 103706 | 0.0 |
| 450000 | Apache Corp., 5.100%, 09/01/2040 | 373935 | 0.0 |
| 415000 | Apache Corp., 5.250%, 02/01/2042 | 341710 | 0.0 |
| 775000<sup>(1)</sup> | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | 710394 | 0.0 |
| 250000<sup>(1)</sup> | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 239061 | 0.0 |
| 850000<sup>(1)</sup> | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 5.875%, 06/30/2029 | 758990 | 0.1 |
| 800000<sup>(1)</sup> | Atlantica Sustainable Infrastructure PLC, 4.125%, 06/15/2028 | 710883 | 0.0 |
| 675000<sup>(1),(2)</sup> | Baytex Energy Corp., 8.750%, 04/01/2027 | 687909 | 0.0 |
| 825000 | Cenovus Energy, Inc., 5.250%, 06/15/2037 | 754779 | 0.1 |
| 900000<sup>(1)</sup> | Chesapeake Energy Corp., 6.750%, 04/15/2029 | 877455 | 0.1 |
| 625000<sup>(1)</sup> | Chord Energy Corp., 6.375%, 06/01/2026 | 609575 | 0.0 |
| 575000<sup>(1)</sup> | CNX Midstream Partners LP, 4.750%, 04/15/2030 | 472630 | 0.0 |
| 825000<sup>(1)</sup> | Colgate Energy Partners III LLC, 5.875%, 07/01/2029 | 709632 | 0.0 |
| 875000<sup>(1)</sup> | Comstock Resources, Inc., 5.875%, 01/15/2030 | 753375 | 0.1 |
| 1025000<sup>(1)</sup> | Crescent Energy Finance LLC, 7.250%, 05/01/2026 | 967205 | 0.1 |
| 1050000<sup>(1)</sup> | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | 964903 | 0.1 |
| 250000 | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | 248082 | 0.0 |
| 520000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 503173 | 0.0 |
| 525000<sup>(1)</sup> | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 7.125%, 06/01/2028 | 474243 | 0.0 |
| 162000 | Devon Energy Corp., 4.500%, 01/15/2030 | 151193 | 0.0 |
| 275000<sup>(1)</sup> | DT Midstream, Inc., 4.125%, 06/15/2029 | 236785 | 0.0 |
| 575000<sup>(1)</sup> | DT Midstream, Inc., 4.375%, 06/15/2031 | 483144 | 0.0 |
| 625000<sup>(1)</sup> | Earthstone Energy Holdings LLC, 8.000%, 04/15/2027 | 598688 | 0.0 |
| 2500000 | Ecopetrol SA, 6.875%, 04/29/2030 | 2272794 | 0.1 |
| 1450000<sup>(1)</sup> | EIG Pearl Holdings Sarl, 3.545%, 08/31/2036 | 1220366 | 0.1 |
| 500000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 469910 | 0.0 |
| 1200000 | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | 1163766 | 0.1 |
| 340000<sup>(1)</sup> | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | 329734 | 0.0 |
| 825000<sup>(1)</sup> | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | 755110 | 0.1 |
| 330000<sup>(1)</sup> | Enerflex Ltd., 9.000%, 10/15/2027 | 329528 | 0.0 |
| 5725000<sup>(4)</sup> | Energy Transfer L.P., 7.125%, 12/31/2199 | 4794688 | 0.3 |
| 1225000<sup>(2)</sup> | EnLink Midstream LLC, 5.375%, 06/01/2029 | 1135524 | 0.1 |
| 700000<sup>(1)</sup> | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | 660394 | 0.0 |
| 285000 | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | 255347 | 0.0 |
| 131000<sup>(1)</sup> | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 126640 | 0.0 |
| 500000<sup>(1)</sup> | Hess Midstream Operations L.P., 4.250%, 02/15/2030 | 428135 | 0.0 |
| 425000<sup>(1)</sup> | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | 393748 | 0.0 |
| 175000<sup>(1)</sup> | Hess Midstream Operations L.P., 5.500%, 10/15/2030 | 160336 | 0.0 |
| 400000<sup>(1)</sup> | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | 356605 | 0.0 |
| 400000<sup>(1)</sup> | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 04/15/2030 | 360500 | 0.0 |
| 475000<sup>(1)</sup> | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | 411497 | 0.0 |
| 725000<sup>(1)</sup> | Howard Midstream Energy Partners LLC, 6.750%, 01/15/2027 | 695852 | 0.0 |
| 925000<sup>(1)</sup> | Kinetik Holdings L.P., 5.875%, 06/15/2030 | 868698 | 0.1 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 1050000<sup>(1)</sup> | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 948318 | 0.1 |
| 400000 | Murphy Oil Corp., 5.875%, 12/01/2027 | 385604 | 0 |
| 700000 | Murphy Oil Corp., 6.375%, 07/15/2028 | 674786 | 0 |
| 675000<sup>(1)</sup> | Nabors Industries Ltd., 7.500%, 01/15/2028 | 618621 | 0 |
| 255000 | Nabors Industries, Inc., 5.100%, 09/15/2023 | 251111 | 0 |
| 300000<sup>(1)</sup> | Nabors Industries, Inc., 7.375%, 05/15/2027 | 290955 | 0 |
| 400000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 323811 | 0 |
| 1005000 | Occidental Petroleum Corp., 5.500%, 12/01/2025 | 1002990 | 0.1 |
| 1300000 | Occidental Petroleum Corp., 6.625%, 09/01/2030 | 1346326 | 0.1 |
| 575000 | Occidental Petroleum Corp., 8.500%, 07/15/2027 | 620152 | 0 |
| 2100000<sup>(1)</sup> | Pertamina Persero PT, 2.300%, 02/09/2031 | 1702358 | 0.1 |
| 1000000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | 774700 | 0.1 |
| 6450000 | Petroleos Mexicanos, 5.950%, 01/28/2031 | 4896408 | 0.3 |
| 33000 | Petroleos Mexicanos, 6.700%, 02/16/2032 | 25978 | 0 |
| 1625000<sup>(1)</sup> | Reliance Industries Ltd., 2.875%, 01/12/2032 | 1318958 | 0.1 |
| 1700000<sup>(1)</sup> | Reliance Industries Ltd., 3.625%, 01/12/2052 | 1118782 | 0.1 |
| 1275000 | Southwestern Energy Co., 5.375%, 02/01/2029 | 1183844 | 0.1 |
| 625000<sup>(1)</sup> | SunCoke Energy, Inc., 4.875%, 06/30/2029 | 537305 | 0 |
| 250000 | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | 219036 | 0 |
| 650000 | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 04/30/2030 | 565110 | 0 |
| 350000<sup>(1)</sup> | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 310947 | 0 |
| 450000<sup>(1)</sup> | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | 454759 | 0 |
| 612500<sup>(1)</sup> | Transocean Poseidon Ltd., 6.875%, 02/01/2027 | 597004 | 0 |
| 475000<sup>(1)</sup> | Transocean, Inc., 7.500%, 01/15/2026 | 400625 | 0 |
| 1025000<sup>(1)</sup> | Weatherford International Ltd., 8.625%, 04/30/2030 | 986146 | 0.1 |
| 975000 | Western Midstream Operating L.P., 5.450%, 04/01/2044 | 811683 | 0.1 |
|  |  | **54307820** | **2.9** |
|  | **Financial: 7.7%** |  |  |
| 750000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 727350 | 0.1 |
| 3624000 | American Express Co., 3.950%, 08/01/2025 | 3553790 | 0.2 |
| 625000<sup>(1)</sup> | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | 517161 | 0 |
| 1250000 | Banco Nacional de Panama, 2.500%, 08/11/2030 | 1004094 | 0.1 |
| 1628000<sup>(1),(4)</sup> | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | 1545895 | 0.1 |
| 2100000 | Bank Hapoalim, 3.255%, 01/21/2032 | 1807008 | 0.1 |
| 7636000<sup>(4)</sup> | Bank of America Corp., 1.530%, 12/06/2025 | 7048127 | 0.4 |
| 28470000<sup>(4)</sup> | Bank of America Corp., 3.384%, 04/02/2026 | 27214043 | 1.5 |
| 177000<sup>(4)</sup> | Bank of America Corp., 3.846%, 03/08/2037 | 147022 | 0 |
| 825000<sup>(1)</sup> | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | 703215 | 0 |
| 625000<sup>(1)</sup> | Burford Capital Global Finance LLC, 6.875%, 04/15/2030 | 559057 | 0 |
| 5076000<sup>(4)</sup> | Capital One Financial Corp., 4.166%, 05/09/2025 | 4960867 | 0.3 |
| 6327000<sup>(1),(4)</sup> | Corebridge Financial, Inc., 6.875%, 12/15/2052 | 5875825 | 0.3 |
| 875000<sup>(1)</sup> | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | 836609 | 0.1 |
| 255000<sup>(1)</sup> | Freedom Mortgage Corp., 6.625%, 01/15/2027 | 198773 | 0 |
| 375000<sup>(1)</sup> | Freedom Mortgage Corp., 7.625%, 05/01/2026 | 313390 | 0 |
| 527000<sup>(1)</sup> | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 474857 | 0 |
| 19936000<sup>(4)</sup> | JPMorgan Chase & Co., 2.083%, 04/22/2026 | 18523497 | 1 |
| 4589000<sup>(4)</sup> | JPMorgan Chase & Co., 5.717%, 09/14/2033 | 4492837 | 0.3 |
| 825000<sup>(1)</sup> | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | 667285 | 0 |
| 800000<sup>(1)</sup> | LPL Holdings, Inc., 4.000%, 03/15/2029 | 697160 | 0 |
| 400000<sup>(1)</sup> | Midcap Financial Issuer Trust, 5.625%, 01/15/2030 | 324468 | 0 |
| 515000<sup>(1)</sup> | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | 443654 | 0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 15379000<sup>(4)</sup> | Morgan Stanley, 2.188%, 04/28/2026 | 14304363 | 0.8 |
| 22252000<sup>(4)</sup> | Morgan Stanley, 4.679%, 07/17/2026 | 21892050 | 1.2 |
| 535000 | MPT Operating Partnership L.P. / MPT Finance Corp., 4.625%, 08/01/2029 | 408946 | 0.0 |
| 675000<sup>(2)</sup> | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 568863 | 0.0 |
| 2591000 | Nasdaq, Inc., 3.950%, 03/07/2052 | 1981241 | 0.1 |
| 850000<sup>(1)</sup> | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | 657630 | 0.0 |
| 875000 | Navient Corp., 4.875%, 03/15/2028 | 720858 | 0.1 |
| 475000<sup>(2)</sup> | Navient Corp., 5.000%, 03/15/2027 | 416652 | 0.0 |
| 165000 | Navient Corp., 7.250%, 09/25/2023 | 165380 | 0.0 |
| 425000<sup>(2)</sup> | OneMain Finance Corp., 4.000%, 09/15/2030 | 317664 | 0.0 |
| 1050000 | OneMain Finance Corp., 5.375%, 11/15/2029 | 860539 | 0.1 |
| 900000<sup>(1)</sup> | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer, 5.875%, 10/01/2028 | 817286 | 0.1 |
| 700000<sup>(1)</sup> | PRA Group, Inc., 5.000%, 10/01/2029 | 578529 | 0.0 |
| 175000<sup>(1)</sup> | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 04/15/2030 | 127892 | 0.0 |
| 800000<sup>(1)</sup> | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | 606152 | 0.0 |
| 700000<sup>(1)</sup> | RLJ Lodging Trust L.P., 4.000%, 09/15/2029 | 568477 | 0.0 |
| 1000000<sup>(1)</sup> | United Wholesale Mortgage LLC, 5.750%, 06/15/2027 | 862311 | 0.1 |
| 325000<sup>(1)</sup> | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 6.000%, 01/15/2030 | 206076 | 0.0 |
| 500000<sup>(1)</sup> | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | 332185 | 0.0 |
| 700000<sup>(1)</sup> | VistaJet Malta Finance PLC / XO Management Holding, Inc., 6.375%, 02/01/2030 | 562188 | 0.0 |
| 13090000<sup>(4)</sup> | Wells Fargo & Co., 4.540%, 08/15/2026 | 12840695 | 0.7 |
| 725000<sup>(1)</sup> | XHR L.P., 4.875%, 06/01/2029 | 594809 | 0.0 |
|  |  | **143026770** | **7.7** |
|  | **Industrial: 1.3%** |  |  |
| 1025000<sup>(1),(3)</sup> | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | 714540 | 0.1 |
| 375000 | Ball Corp., 3.125%, 09/15/2031 | 301661 | 0.0 |
| 335000 | Ball Corp., 6.875%, 03/15/2028 | 344537 | 0.0 |
| 405000<sup>(1)</sup> | Bombardier, Inc., 7.875%, 04/15/2027 | 393675 | 0.0 |
| 775000<sup>(1)</sup> | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | 707494 | 0.1 |
| 200000<sup>(1)</sup> | Builders FirstSource, Inc., 4.250%, 02/01/2032 | 162497 | 0.0 |
| 475000<sup>(1)</sup> | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 421662 | 0.0 |
| 950000<sup>(1)</sup> | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | 863702 | 0.1 |
| 1025000<sup>(1)</sup> | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 899784 | 0.1 |
| 725000<sup>(1)</sup> | Chart Industries, Inc., 7.500%, 01/01/2030 | 729742 | 0.1 |
| 195000<sup>(1)</sup> | Chart Industries, Inc., 9.500%, 01/01/2031 | 200229 | 0.0 |
| 775000<sup>(1)</sup> | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | 662183 | 0.0 |
| 875000<sup>(1)</sup> | GFL Environmental, Inc., 4.000%, 08/01/2028 | 749276 | 0.1 |
| 425000<sup>(1)</sup> | GFL Environmental, Inc., 4.375%, 08/15/2029 | 360708 | 0.0 |
| 325000<sup>(1)</sup> | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | 255359 | 0.0 |
| 350000<sup>(1)</sup> | Global Infrastructure Solutions, Inc., 7.500%, 04/15/2032 | 277515 | 0.0 |
| 625000<sup>(1),(2)</sup> | GrafTech Finance, Inc., 4.625%, 12/15/2028 | 514183 | 0.0 |
| 725000<sup>(1)</sup> | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | 606080 | 0.0 |
| 600000<sup>(1)</sup> | Granite US Holdings Corp., 11.000%, 10/01/2027 | 633126 | 0.0 |
| 125000 | Howmet Aerospace, Inc., 5.125%, 10/01/2024 | 123880 | 0.0 |
| 550000 | Howmet Aerospace, Inc., 5.900%, 02/01/2027 | 547806 | 0.0 |
| 775000<sup>(1)</sup> | Imola Merger Corp., 4.750%, 05/15/2029 | 673962 | 0.1 |
| 400000<sup>(1),(3)</sup> | Intelligent Packaging Holdco Issuer LP, 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 01/15/2026 | 281526 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 725000<sup>(1)</sup> | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | 586141 | 0.0 |
| 600000<sup>(1)</sup> | Koppers, Inc., 6.000%, 02/15/2025 | 570948 | 0.0 |
| 3425000<sup>(1)</sup> | Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027 | 3108048 | 0.2 |
| 800000<sup>(1)</sup> | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | 741772 | 0.1 |
| 1005000<sup>(1)</sup> | PGT Innovations, Inc., 4.375%, 10/01/2029 | 842710 | 0.1 |
| 575000<sup>(1)</sup> | Roller Bearing Co. of America, Inc., 4.375%, 10/15/2029 | 497921 | 0.0 |
| 200000<sup>(1)</sup> | Rolls-Royce PLC, 3.625%, 10/14/2025 | 185000 | 0.0 |
| 600000<sup>(1)</sup> | Rolls-Royce PLC, 5.750%, 10/15/2027 | 572478 | 0.0 |
| 950000<sup>(1)</sup> | Sealed Air Corp., 4.000%, 12/01/2027 | 863414 | 0.1 |
| 225000<sup>(1)</sup> | Sensata Technologies BV, 5.000%, 10/01/2025 | 220124 | 0.0 |
| 585000<sup>(1)</sup> | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 482142 | 0.0 |
| 220000<sup>(1)</sup> | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | 166009 | 0.0 |
| 425000<sup>(1)</sup> | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | 347229 | 0.0 |
| 675000<sup>(1)</sup> | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 677849 | 0.1 |
| 475000<sup>(1)</sup> | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 443080 | 0.0 |
| 400000<sup>(1)</sup> | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 392676 | 0.0 |
| 425000 | TransDigm, Inc., 4.625%, 01/15/2029 | 374436 | 0.0 |
| 500000 | TransDigm, Inc., 5.500%, 11/15/2027 | 470540 | 0.0 |
| 575000 | TransDigm, Inc., 6.375%, 06/15/2026 | 560289 | 0.0 |
| 575000<sup>(1)</sup> | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | 484173 | 0.0 |
|  |  | **24012106** | **1.3** |
|  | **Technology: 0.4%** |  |  |
| 820000<sup>(1)</sup> | Condor Merger Sub, Inc., 7.375%, 02/15/2030 | 660769 | 0.1 |
| 625000<sup>(1)</sup> | Consensus Cloud Solutions, Inc., 6.500%, 10/15/2028 | 575668 | 0.0 |
| 345000<sup>(1)</sup> | Entegris Escrow Corp., 6.950%, 06/15/2030 | 318608 | 0.0 |
| 275000<sup>(1),(2)</sup> | Entegris, Inc., 3.625%, 05/01/2029 | 224269 | 0.0 |
| 1175000<sup>(1)</sup> | NCR Corp., 5.125%, 04/15/2029 | 984777 | 0.1 |
| 175000<sup>(1)</sup> | Open Text Corp., 3.875%, 02/15/2028 | 150474 | 0.0 |
| 300000<sup>(1)</sup> | Open Text Corp., 3.875%, 12/01/2029 | 241690 | 0.0 |
| 650000<sup>(1)</sup> | Open Text Holdings, Inc., 4.125%, 02/15/2030 | 522561 | 0.0 |
| 2291000 | Oracle Corp., 3.800%, 11/15/2037 | 1822103 | 0.1 |
| 1253000 | Oracle Corp., 3.950%, 03/25/2051 | 898177 | 0.1 |
| 600000<sup>(1)</sup> | Playtika Holding Corp., 4.250%, 03/15/2029 | 471750 | 0.0 |
| 775000<sup>(1)</sup> | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | 339044 | 0.0 |
| 310000<sup>(1)</sup> | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | 214169 | 0.0 |
| 750000<sup>(1)</sup> | Virtusa Corp., 7.125%, 12/15/2028 | 572642 | 0.0 |
|  |  | **7996701** | **0.4** |
|  | **Utilities: 1.7%** |  |  |
| 1325000<sup>(1)</sup> | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | 1154135 | 0.1 |
| 85000<sup>(1)</sup> | Clearway Energy Operating LLC, 3.750%, 01/15/2032 | 68455 | 0.0 |
| 600000<sup>(1),(2)</sup> | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | 554697 | 0.0 |
| 1250000<sup>(1)</sup> | Comision Federal de Electricidad, 4.688%, 05/15/2029 | 1111061 | 0.1 |
| 4028000<sup>(4)</sup> | Dominion Energy, Inc., 4.650%, 12/31/2199 | 3544640 | 0.2 |
| 600000<sup>(1)</sup> | Drax Finco PLC, 6.625%, 11/01/2025 | 574336 | 0.0 |
| 1343000<sup>(4)</sup> | Duke Energy Corp., 4.875%, 12/31/2199 | 1228845 | 0.1 |
| 895000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 754698 | 0.0 |
| 1266000 | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 884546 | 0.1 |
| 625000 | Inkia Energy Ltd., 5.875%, 11/09/2027 | 591506 | 0.0 |
| 4907000<sup>(4)</sup> | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | 4551489 | 0.2 |
| 2875000<sup>(4)</sup> | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | 2617078 | 0.1 |
| 1525000<sup>(1)</sup> | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | 1354577 | 0.1 |
| 2950000 | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 2926680 | 0.2 |
| 3751000<sup>(2)</sup> | South Jersey Industries, Inc., 5.020%, 04/15/2031 | 2923708 | 0.2 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 3625000<sup>(4)</sup> | Southern Co/The, 4.000%, 01/15/2051 | 3307813 | 0.2 |
| 2538000 | Southern Co/The, 4.475%, 08/01/2024 | 2507768 | 0.1 |
| 415000 | TransAlta Corp., 7.750%, 11/15/2029 | 424390 | 0 |
| 300000<sup>(1)</sup> | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 289514 | 0 |
| 625000<sup>(1)</sup> | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 594289 | 0 |
|  |  | **31964225** | **1.7** |
|  | &nbsp;&nbsp;&nbsp;Total Corporate Bonds/Notes |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $445,687,136) | **400032530** | **21.5** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS: 23.6%** | **COLLATERALIZED MORTGAGE OBLIGATIONS: 23.6%** |  |  |
| 217310<sup>(4)</sup> | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.228%, 05/25/2036 | 189520 | 0 |
| 1258156<sup>(1),(4)</sup> | Agate Bay Mortgage Trust 2015-2 B3, 3.621%, 03/25/2045 | 1145760 | 0.1 |
| 495752<sup>(1),(4)</sup> | Agate Bay Mortgage Trust 2015-4 B3, 3.523%, 06/25/2045 | 406113 | 0 |
| 1613222<sup>(1),(4)</sup> | Agate Bay Mortgage Trust 2016-1 B3, 3.659%, 12/25/2045 | 1347110 | 0.1 |
| 1000000<sup>(1),(4)</sup> | Agate Bay Mortgage Trust 2016-1 B4, 3.659%, 12/25/2045 | 815510 | 0.1 |
| 1137085<sup>(1),(4)</sup> | Agate Bay Mortgage Trust 2016-2 B4, 3.773%, 03/25/2046 | 780023 | 0.1 |
| 401797 | Alternative Loan Trust 2004-J7 MI, 4.179%, (US0001M + 1.020%), 10/25/2034 | 400112 | 0 |
| 332347 | Alternative Loan Trust 2005-10CB 1A2, 4.839%, (US0001M + 0.450%), 05/25/2035 | 250388 | 0 |
| 328521 | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | 266153 | 0 |
| 36128 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 30389 | 0 |
| 179571 | Alternative Loan Trust 2005-J2 1A12, 4.789%, (US0001M + 0.400%), 04/25/2035 | 140711 | 0 |
| 30549 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 15565 | 0 |
| 483642 | Alternative Loan Trust 2006-18CB A10, 4.789%, (US0001M + 0.400%), 07/25/2036 | 212760 | 0 |
| 114614 | Alternative Loan Trust 2006-19CB A12, 4.789%, (US0001M + 0.400%), 08/25/2036 | 58380 | 0 |
| 485365 | Alternative Loan Trust 2006-19CB A28, 4.989%, (US0001M + 0.600%), 08/25/2036 | 254283 | 0 |
| 849739 | Alternative Loan Trust 2006-27CB A5, 6.000%, 11/25/2036 | 501503 | 0 |
| 267157 | Alternative Loan Trust 2006-HY11 A1, 4.629%, (US0001M + 0.120%), 06/25/2036 | 239410 | 0 |
| 847201 | Alternative Loan Trust 2007-15CB A5, 5.750%, 07/25/2037 | 532145 | 0 |
| 120946 | Alternative Loan Trust 2007-2CB 2A1, 4.989%, (US0001M + 0.600%), 03/25/2037 | 57089 | 0 |
| 183581 | Alternative Loan Trust 2007-HY8C A1, 4.709%, (US0001M + 0.320%), 09/25/2047 | 158665 | 0 |
| 567240 | Alternative Loan Trust 2007-OA4 A1, 4.729%, (US0001M + 0.170%), 05/25/2047 | 478525 | 0 |
| 505567<sup>(1),(4)</sup> | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | 465438 | 0 |
| 291060 | Banc of America Funding 2007-2 1A16 Trust, 4.989%, (US0001M + 0.600%), 03/25/2037 | 220743 | 0 |
| 1515408 | Banc of America Funding 2007-C 7A1 Trust, 4.773%, (US0001M + 0.210%), 05/20/2047 | 1330666 | 0.1 |
| 158459<sup>(4)</sup> | Bear Stearns ALT-A Trust 2005-3 4A3, 3.042%, 04/25/2035 | 155620 | 0 |
| 392555<sup>(4)</sup> | Bear Stearns ALT-A Trust 2006-6 31A1, 3.602%, 11/25/2036 | 223752 | 0 |
| 570590<sup>(4)</sup> | Bear Stearns ALT-A Trust 2006-6 32A1, 3.586%, 11/25/2036 | 305601 | 0 |
| 107270<sup>(4)</sup> | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.524%, 01/26/2036 | 86272 | 0 |
| 1300000<sup>(1)</sup> | Bellemeade Re 2019-1A M2 Ltd., 7.089%, (US0001M + 2.700%), 03/25/2029 | 1291173 | 0.1 |
| 2100000<sup>(1)</sup> | Bellemeade RE 2021-3 A M1C Ltd., 5.478%, (SOFR30A + 1.550%), 09/25/2031 | 1883538 | 0.1 |
| 137634<sup>(1),(4)</sup> | Chase Home Lending Mortgage Trust 2019-ATR2 A3, 3.500%, 07/25/2049 | 122994 | 0 |
| 934098<sup>(1),(4)</sup> | Chase Mortgage Finance Corp. 2019-1 B2, 3.899%, 03/25/2050 | 760927 | 0 |
| 1215093<sup>(1),(4)</sup> | Chase Mortgage Finance Corp. 2019-1 B3, 3.899%, 03/25/2050 | 924674 | 0.1 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 316563<sup>(4)</sup> | Chase Mortgage Finance Trust Series 2006-A1 2A3, 3.989%, 09/25/2036 | 272584 | 0.0 |
| 42809<sup>(4)</sup> | CHL Mortgage Pass-Through Trust 2004-22 A3, 3.793%, 11/25/2034 | 38685 | 0.0 |
| 267131 | CHL Mortgage Pass-Through Trust 2005-HYB9 2A1, 5.512%, (US0012M + 1.750%), 02/20/2036 | 236546 | 0.0 |
| 2012242<sup>(1),(4)</sup> | CHNGE Mortgage Trust 2022-1 A1, 3.007%, 01/25/2067 | 1792812 | 0.1 |
| 168694<sup>(1),(4)</sup> | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | 158496 | 0.0 |
| 176881<sup>(1),(4)</sup> | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | 166610 | 0.0 |
| 178650<sup>(1),(4)</sup> | CIM Trust 2019-INV3 A15, 3.500%, 08/25/2049 | 162437 | 0.0 |
| 267976<sup>(1),(4)</sup> | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | 244072 | 0.0 |
| 1624238<sup>(1),(4)</sup> | CIM Trust 2019-J1 B3, 3.943%, 08/25/2049 | 1292081 | 0.1 |
| 3016225<sup>(1),(4)</sup> | CIM Trust 2019-J2 B2, 3.766%, 10/25/2049 | 2497271 | 0.1 |
| 1893952<sup>(1),(4)</sup> | CIM Trust 2019-J2 B3, 3.766%, 10/25/2049 | 1563156 | 0.1 |
| 1231387<sup>(1),(4)</sup> | CIM Trust 2020-J2 B3, 2.758%, 01/25/2051 | 824620 | 0.1 |
| 1839630<sup>(1),(4)</sup> | CIM Trust 2021-J3 B3, 2.619%, 06/25/2051 | 1203238 | 0.1 |
| 393627 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | 344911 | 0.0 |
| 75437<sup>(4)</sup> | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.412%, 03/25/2036 | 58834 | 0.0 |
| 33171<sup>(4)</sup> | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.070%, 11/25/2036 | 28004 | 0.0 |
| 189252<sup>(1),(4)</sup> | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 178675 | 0.0 |
| 78647<sup>(4)</sup> | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 4.194%, 08/25/2035 | 76754 | 0.0 |
| 265744 | Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2, 6.000%, 11/25/2035 | 257915 | 0.0 |
| 370423<sup>(1)</sup> | Connecticut Avenue Securities Trust 2019-R07 1M2, 6.489%, (US0001M + 2.100%), 10/25/2039 | 369567 | 0.0 |
| 3540000<sup>(1)</sup> | Connecticut Avenue Securities Trust 2020-R02 2B1, 7.389%, (US0001M + 3.000%), 01/25/2040 | 3191589 | 0.2 |
| 1650763<sup>(1)</sup> | Connecticut Avenue Securities Trust 2020-R02 2M2, 6.389%, (US0001M + 2.000%), 01/25/2040 | 1626800 | 0.1 |
| 2500000<sup>(1)</sup> | Connecticut Avenue Securities Trust 2022-R01 1B1, 7.078%, (SOFR30A + 3.150%), 12/25/2041 | 2353634 | 0.1 |
| 2000000<sup>(1)</sup> | Connecticut Avenue Securities Trust 2022-R02 2B1, 8.428%, (SOFR30A + 4.500%), 01/25/2042 | 1898914 | 0.1 |
| 750000<sup>(1)</sup> | Connecticut Avenue Securities Trust 2022-R04 1B1, 9.178%, (SOFR30A + 5.250%), 03/25/2042 | 752407 | 0.0 |
| 19580 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 4.889%, (US0001M + 0.500%), 11/25/2035 | 10080 | 0.0 |
| 299064<sup>(1),(4)</sup> | CSMC 2017-HL1 A12 Trust, 3.500%, 06/25/2047 | 261988 | 0.0 |
| 1760564<sup>(1),(4),(5)</sup> | CSMC 2019-AFC1 A3 Trust, 2.877% (Step Rate @ 3.877% on 08/01/2023), 07/25/2049 | 1638158 | 0.1 |
| 2969575<sup>(1),(4)</sup> | CSMC 2021-AFC1 M1 Trust, 2.193%, 03/25/2056 | 1966579 | 0.1 |
| 297246 | CSMC Series 2007-2 3A6, 5.400%, 03/25/2037 | 165386 | 0.0 |
| 440238<sup>(1),(4)</sup> | CSMC Trust 2013-7 A11, 3.500%, 08/25/2043 | 386723 | 0.0 |
| 6213362<sup>(1),(4)</sup> | Deephaven Residential Mortgage Trust 2022-2 A1, 4.300%, 03/25/2067 | 5936399 | 0.3 |
| 2276958<sup>(1),(4)</sup> | Deephaven Residential Mortgage Trust 2022-2 A3, 4.300%, 03/25/2067 | 2033447 | 0.1 |
| 388350 | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 4.689%, (US0001M + 0.300%), 04/25/2037 | 273230 | 0.0 |
| 83648<sup>(1),(4)</sup> | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.465%, 06/27/2037 | 72274 | 0.0 |
| 948427<sup>(1),(4)</sup> | Ellington Financial Mortgage Trust 2022-2 A1, 4.299%, 04/25/2067 | 910424 | 0.1 |
| 1700000<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 8.039%, (US0001M + 3.650%), 02/25/2040 | 1682404 | 0.1 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 397057<sup>(6)</sup> | Fannie Mae 2007-18 BS, 2.211%, (-1.000\*US0001M + 6.600%), 06/25/2035 | 39138 | 0.0 |
| 1421655<sup>(6)</sup> | Fannie Mae 2008-94 SI, 1.111%, (-1.000\*US0001M + 5.500%), 04/25/2036 | 103484 | 0.0 |
| 160463 | Fannie Mae 2010-15 FD, 5.129%, (US0001M + 0.740%), 03/25/2040 | 160237 | 0.0 |
| 419412 | Fannie Mae 2011-47 GF, 4.959%, (US0001M + 0.570%), 06/25/2041 | 414759 | 0.0 |
| 48837 | Fannie Mae 2012-10 UF, 4.939%, (US0001M + 0.550%), 02/25/2042 | 48062 | 0.0 |
| 165035<sup>(6)</sup> | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | 31339 | 0.0 |
| 398095<sup>(6)</sup> | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | 16439 | 0.0 |
| 2546941<sup>(6)</sup> | Fannie Mae 2013-67 AI, 3.000%, 07/25/2028 | 110319 | 0.0 |
| 18833571<sup>(6)</sup> | Fannie Mae 2018-86 US, 1.811%, (-1.000\*US0001M + 6.200%), 12/25/2048 | 1408533 | 0.1 |
| 40849 | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 9.289%, (US0001M + 4.900%), 11/25/2024 | 41939 | 0.0 |
| 531376 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 8.389%, (US0001M + 4.000%), 05/25/2025 | 534450 | 0.0 |
| 1010983 | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 8.689%, (US0001M + 4.300%), 02/25/2025 | 1029188 | 0.1 |
| 1020000 | Fannie Mae Connecticut Avenue Securities 2018-C05 1B1, 8.639%, (US0001M + 4.250%), 01/25/2031 | 1055177 | 0.1 |
| 267858<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 6.689%, (US0001M + 2.300%), 08/25/2031 | 267556 | 0.0 |
| 147578<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 6.539%, (US0001M + 2.150%), 09/25/2031 | 147238 | 0.0 |
| 554904<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 6.839%, (US0001M + 2.450%), 07/25/2031 | 553638 | 0.0 |
| 846290<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 8.489%, (US0001M + 4.100%), 07/25/2039 | 858210 | 0.1 |
| 1262842<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 6.439%, (US0001M + 2.050%), 01/25/2040 | 1254925 | 0.1 |
| 3898000<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 8.039%, (US0001M + 3.650%), 02/25/2040 | 3925454 | 0.2 |
| 450787<sup>(6)</sup> | Fannie Mae Interest Strip Series 346 6, 5.000%, 10/25/2033 | 71746 | 0.0 |
| 88874<sup>(6)</sup> | Fannie Mae REMIC Trust 2000-26 SP, 4.111%, (-1.000\*US0001M + 8.500%), 08/25/2030 | 5801 | 0.0 |
| 101102<sup>(6)</sup> | Fannie Mae REMIC Trust 2002-13 SR, 2.211%, (-1.000\*US0001M + 6.600%), 03/25/2032 | 4845 | 0.0 |
| 63937<sup>(6)</sup> | Fannie Mae REMIC Trust 2004-64 SW, 2.661%, (-1.000\*US0001M + 7.050%), 08/25/2034 | 5485 | 0.0 |
| 45614<sup>(6)</sup> | Fannie Mae REMIC Trust 2004-66 SE, 2.111%, (-1.000\*US0001M + 6.500%), 09/25/2034 | 3094 | 0.0 |
| 231334<sup>(6)</sup> | Fannie Mae REMIC Trust 2009-25 SN, 2.161%, (-1.000\*US0001M + 6.550%), 04/25/2039 | 21682 | 0.0 |
| 9135331<sup>(6)</sup> | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000\*US0001M + 6.050%), 06/25/2042 | 19345 | 0.0 |
| 220631<sup>(6)</sup> | Fannie Mae REMIC Trust 2013-116 SC, 1.811%, (-1.000\*US0001M + 6.200%), 04/25/2033 | 4177 | 0.0 |
| 1129901<sup>(6)</sup> | Fannie Mae REMICS 2004-53 UC, 3.161%, (-1.000\*US0001M + 7.550%), 07/25/2034 | 133810 | 0.0 |
| 780761<sup>(6)</sup> | Fannie Mae REMICS 2005-59 NS, 2.361%, (-1.000\*US0001M + 6.750%), 05/25/2035 | 26599 | 0.0 |
| 96390 | Fannie Mae REMICS 2006-46 SP, 8.108%, (-3.667\*US0001M + 24.200%), 06/25/2036 | 142591 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 3395742<sup>(6)</sup> | Fannie Mae REMICS 2007-22 SD, 2.011%, (-1.000\*US0001M + 6.400%), 03/25/2037 | 311709 | 0.0 |
| 3334017<sup>(6)</sup> | Fannie Mae REMICS 2007-30 IE, 2.351%, (-1.000\*US0001M + 6.740%), 04/25/2037 | 402459 | 0.0 |
| 2009839<sup>(6)</sup> | Fannie Mae REMICS 2007-55 S, 2.371%, (-1.000\*US0001M + 6.760%), 06/25/2037 | 187147 | 0.0 |
| 512482<sup>(6)</sup> | Fannie Mae REMICS 2011-123 SD, 2.211%, (-1.000\*US0001M + 6.600%), 08/25/2039 | 3517 | 0.0 |
| 9227513<sup>(6)</sup> | Fannie Mae REMICS 2012-111 UI, 3.000%, 10/25/2027 | 406118 | 0.0 |
| 713488<sup>(6)</sup> | Fannie Mae REMICS 2012-121 DI, 2.500%, 11/25/2027 | 26754 | 0.0 |
| 7562734<sup>(6)</sup> | Fannie Mae REMICS 2012-128 KI, 3.000%, 11/25/2027 | 352098 | 0.0 |
| 7398072<sup>(6)</sup> | Fannie Mae REMICS 2012-133 NS, 1.761%, (-1.000\*US0001M + 6.150%), 12/25/2042 | 790600 | 0.1 |
| 1702440<sup>(6)</sup> | Fannie Mae REMICS 2012-148 IB, 3.500%, 01/25/2028 | 84898 | 0.0 |
| 3922608<sup>(6)</sup> | Fannie Mae REMICS 2012-150 PS, 1.761%, (-1.000\*US0001M + 6.150%), 01/25/2043 | 387296 | 0.0 |
| 7733548<sup>(6)</sup> | Fannie Mae REMICS 2013-1 LI, 2.500%, 02/25/2028 | 312839 | 0.0 |
| 1606049<sup>(6)</sup> | Fannie Mae REMICS 2013-137 PI, 5.000%, 10/25/2041 | 322297 | 0.0 |
| 7486791<sup>(6)</sup> | Fannie Mae REMICS 2013-19 JS, 1.811%, (-1.000\*US0001M + 6.200%), 10/25/2041 | 369222 | 0.0 |
| 1282692<sup>(6)</sup> | Fannie Mae REMICS 2013-2 NI, 4.000%, 02/25/2043 | 187613 | 0.0 |
| 3031426<sup>(6)</sup> | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | 132999 | 0.0 |
| 4178701<sup>(6)</sup> | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | 323565 | 0.0 |
| 1130165<sup>(6)</sup> | Fannie Mae REMICS 2013-41 BI, 3.000%, 05/25/2028 | 55619 | 0.0 |
| 1347256<sup>(6)</sup> | Fannie Mae REMICS 2013-69 PI, 3.000%, 04/25/2033 | 93792 | 0.0 |
| 3164843<sup>(6)</sup> | Fannie Mae REMICS 2013-97 JS, 1.761%, (-1.000\*US0001M + 6.150%), 04/25/2038 | 237554 | 0.0 |
| 6356812<sup>(6)</sup> | Fannie Mae REMICS 2016-19 SB, 1.711%, (-1.000\*US0001M + 6.100%), 04/25/2046 | 471708 | 0.0 |
| 2048275<sup>(6)</sup> | Fannie Mae REMICS 2016-4 BI, 4.000%, 02/25/2046 | 375151 | 0.0 |
| 1432528<sup>(6)</sup> | Fannie Mae REMICS 2016-61 PI, 4.500%, 01/25/2046 | 246457 | 0.0 |
| 14327946<sup>(6)</sup> | Fannie Mae REMICS 2017-16 SG, 1.661%, (-1.000\*US0001M + 6.050%), 03/25/2047 | 1519191 | 0.1 |
| 9403147<sup>(6)</sup> | Fannie Mae REMICS 2019-15 AI, 4.000%, 04/25/2059 | 1921766 | 0.1 |
| 14848401<sup>(6)</sup> | Fannie Mae REMICS 2019-17 SA, 1.711%, (-1.000\*US0001M + 6.100%), 04/25/2049 | 1148666 | 0.1 |
| 13122874<sup>(6)</sup> | Fannie Mae REMICS 2019-8 SB, 1.711%, (-1.000\*US0001M + 6.100%), 03/25/2049 | 1011539 | 0.1 |
| 19935199<sup>(6)</sup> | Fannie Mae REMICS 2020-49 SB, 1.711%, (-1.000\*US0001M + 6.100%), 07/25/2050 | 2783004 | 0.2 |
| 40329732<sup>(6)</sup> | Fannie Mae REMICS 2020-64 IO, 3.000%, 09/25/2050 | 7480996 | 0.4 |
| 23430226<sup>(6)</sup> | Fannie Mae REMICS 2020-65 CI, 4.000%, 09/25/2050 | 4292692 | 0.2 |
| 19681489<sup>(6)</sup> | Fannie Mae REMICS 2021-2 PI, 2.000%, 02/25/2051 | 2019191 | 0.1 |
| 41132160<sup>(6)</sup> | Fannie Mae REMICS 2021-65 KI, 3.500%, 10/25/2051 | 7219665 | 0.4 |
| 329738 | Fannie Mae Series 2006-11 FA, 4.689%, (US0001M + 0.300%), 03/25/2036 | 325030 | 0.0 |
| 64469 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7, 6.000%, 02/25/2037 | 27831 | 0.0 |
| 181061<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2017-2 A7, 3.500%, 10/25/2047 | 164795 | 0.0 |
| 620867<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2018-1 B3, 3.950%, 03/25/2048 | 522984 | 0.0 |
| 4497022<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2018-2 B2, 4.001%, 04/25/2048 | 3790250 | 0.2 |
| 830532<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | 763620 | 0.0 |
| 3619481<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2018-4 B3, 4.202%, 07/25/2048 | 3128603 | 0.2 |
| 911513<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2018-5 B3, 4.475%, 09/25/2048 | 723812 | 0.0 |
| 253411<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2018-6RR 1A7, 4.000%, 10/25/2048 | 232825 | 0.0 |
| 3437887<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2018-6RR B1, 4.920%, 10/25/2048 | 3017453 | 0.2 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 1404388 | Flagstar Mortgage Trust 2019-2 B1, 4.027%, 12/25/2049 | 1247301 | 0.1 |
| 1966143<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2019-2 B2, 4.027%, 12/25/2049 | 1690190 | 0.1 |
| 3319740<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2020-1NV B2A, 4.221%, 03/25/2050 | 2648124 | 0.2 |
| 2845491<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2020-1NV B3, 4.221%, 03/25/2050 | 2257188 | 0.1 |
| 3695488<sup>(1),(4)</sup> | Flagstar Mortgage Trust 2021-2 B3, 2.784%, 04/25/2051 | 2452033 | 0.1 |
| 922008<sup>(6)</sup> | Freddie Mac 2009-70 PS, 2.361%, (-1.000\*US0001M + 6.750%), 01/25/2037 | 93950 | 0.0 |
| 235521<sup>(6)</sup> | Freddie Mac 2525 SM, 3.682%, (-1.000\*US0001M + 8.000%), 02/15/2032 | 25737 | 0.0 |
| 222437<sup>(6)</sup> | Freddie Mac 2981 CS, 2.402%, (-1.000\*US0001M + 6.720%), 05/15/2035 | 15492 | 0.0 |
| 236955<sup>(6)</sup> | Freddie Mac 2989 HS, 2.832%, (-1.000\*US0001M + 7.150%), 08/15/2034 | 40121 | 0.0 |
| 111862<sup>(6)</sup> | Freddie Mac 3018 SM, 2.882%, (-1.000\*US0001M + 7.200%), 08/15/2035 | 12582 | 0.0 |
| 1355545<sup>(6)</sup> | Freddie Mac 3222 SN, 2.282%, (-1.000\*US0001M + 6.600%), 09/15/2036 | 116320 | 0.0 |
| 226923<sup>(4),(6)</sup> | Freddie Mac 324 144, 6.000%, 06/15/2039 | 46400 | 0.0 |
| 443606<sup>(6)</sup> | Freddie Mac 3523 SA, 1.682%, (-1.000\*US0001M + 6.000%), 09/15/2036 | 31716 | 0.0 |
| 381671<sup>(6)</sup> | Freddie Mac 3582 MS, 1.832%, (-1.000\*US0001M + 6.150%), 10/15/2039 | 31994 | 0.0 |
| 549003<sup>(6)</sup> | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | 89740 | 0.0 |
| 2185152<sup>(6)</sup> | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | 200521 | 0.0 |
| 79419<sup>(6)</sup> | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | 14049 | 0.0 |
| 4606074<sup>(6)</sup> | Freddie Mac 4813 IO, 5.500%, 08/15/2048 | 929536 | 0.1 |
| 1272<sup>(6)</sup> | Freddie Mac REMIC Trust 2266 S, 4.232%, (-1.000\*US0001M + 8.550%), 11/15/2030 | 42 | 0.0 |
| 111405<sup>(6)</sup> | Freddie Mac REMIC Trust 2374 S, 3.782%, (-1.000\*US0001M + 8.100%), 06/15/2031 | 10555 | 0.0 |
| 57524<sup>(6)</sup> | Freddie Mac REMIC Trust 2417 SY, 4.082%, (-1.000\*US0001M + 8.400%), 12/15/2031 | 6677 | 0.0 |
| 116793<sup>(6)</sup> | Freddie Mac REMIC Trust 2577 SA, 3.132%, (-1.000\*US0001M + 7.450%), 02/15/2033 | 11752 | 0.0 |
| 55137<sup>(6)</sup> | Freddie Mac REMIC Trust 2981 SU, 3.482%, (-1.000\*US0001M + 7.800%), 05/15/2030 | 4350 | 0.0 |
| 129167 | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723\*US0001M + 44.975%), 08/15/2035 | 123487 | 0.0 |
| 439105<sup>(6)</sup> | Freddie Mac REMIC Trust 3049 PI, 2.332%, (-1.000\*US0001M + 6.650%), 10/15/2035 | 41934 | 0.0 |
| 39135 | Freddie Mac REMIC Trust 3085 SK, 14.186%, (-12.000\*US0001M + 66.000%), 12/15/2035 | 60353 | 0.0 |
| 51046<sup>(7)</sup> | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | 41464 | 0.0 |
| 151879<sup>(6)</sup> | Freddie Mac REMIC Trust 3624 TS, 0.482%, (-1.000\*US0001M + 4.800%), 01/15/2040 | 6268 | 0.0 |
| 124017<sup>(6)</sup> | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | 10506 | 0.0 |
| 413726<sup>(6)</sup> | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | 45489 | 0.0 |
| 1161167<sup>(6)</sup> | Freddie Mac REMICS 2781 SB, 2.832%, (-1.000\*US0001M + 7.150%), 04/15/2034 | 108303 | 0.0 |
| 263981 | Freddie Mac REMICS 2921 PF, 4.668%, (US0001M + 0.350%), 01/15/2035 | 259715 | 0.0 |
| 2760994<sup>(6)</sup> | Freddie Mac REMICS 3128 JI, 2.312%, (-1.000\*US0001M + 6.630%), 03/15/2036 | 263114 | 0.0 |
| 1249910<sup>(6)</sup> | Freddie Mac REMICS 3298 S, 1.792%, (-1.000\*US0001M + 6.110%), 04/15/2037 | 91837 | 0.0 |
| 2210141<sup>(6)</sup> | Freddie Mac REMICS 4097 IC, 2.500%, 08/15/2027 | 79140 | 0.0 |
| 840761<sup>(6)</sup> | Freddie Mac REMICS 4116 IL, 4.500%, 05/15/2042 | 104650 | 0.0 |
| 7757762<sup>(6)</sup> | Freddie Mac REMICS 4120 TI, 2.500%, 10/15/2027 | 295236 | 0.0 |
| 1071889<sup>(6)</sup> | Freddie Mac REMICS 4136 QI, 3.000%, 11/15/2032 | 55749 | 0.0 |
| 629102<sup>(6)</sup> | Freddie Mac REMICS 4143 IK, 4.000%, 10/15/2041 | 50233 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 12207707<sup>(6)</sup> | Freddie Mac REMICS 4146 SA, 1.832%, (-1.000\*US0001M + 6.150%), 12/15/2042 | 1312581 | 0.1 |
| 570656<sup>(6)</sup> | Freddie Mac REMICS 4153 YI, 3.000%, 09/15/2042 | 18515 | 0.0 |
| 1705648<sup>(6)</sup> | Freddie Mac REMICS 4157 IH, 3.500%, 01/15/2043 | 265987 | 0.0 |
| 995505<sup>(6)</sup> | Freddie Mac REMICS 4162 DI, 2.000%, 02/15/2028 | 31064 | 0.0 |
| 3724119<sup>(6)</sup> | Freddie Mac REMICS 4182 IL, 3.000%, 03/15/2028 | 180072 | 0.0 |
| 327416<sup>(6)</sup> | Freddie Mac REMICS 4266 LI, 3.500%, 06/15/2028 | 5492 | 0.0 |
| 25045291<sup>(6)</sup> | Freddie Mac REMICS 4273 PS, 1.782%, (-1.000\*US0001M + 6.100%), 11/15/2043 | 2122260 | 0.1 |
| 1743072<sup>(6)</sup> | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | 327109 | 0.0 |
| 1046048 | Freddie Mac REMICS 4385 LS, 13.725%, (-2.333\*US0001M + 9.333%), 07/15/2037 | 729990 | 0.0 |
| 1980547<sup>(6)</sup> | Freddie Mac REMICS 4494 LI, 5.000%, 12/15/2043 | 223099 | 0.0 |
| 6597797<sup>(6)</sup> | Freddie Mac REMICS 4618 SA, 1.682%, (-1.000\*US0001M + 6.000%), 09/15/2046 | 736872 | 0.0 |
| 1605202 | Freddie Mac REMICS 4625 BI, 3.500%, 06/15/2046 | 270380 | 0.0 |
| 1823333<sup>(6)</sup> | Freddie Mac REMICS 4708 KI, 4.500%, 11/15/2046 | 280663 | 0.0 |
| 21630236<sup>(6)</sup> | Freddie Mac REMICS 4903 NS, 1.711%, (-1.000\*US0001M + 6.100%), 08/25/2049 | 2221225 | 0.1 |
| 11767273<sup>(6)</sup> | Freddie Mac REMICS 4909 SJ, 1.661%, (-1.000\*US0001M + 6.050%), 09/25/2049 | 1404165 | 0.1 |
| 4625081<sup>(6)</sup> | Freddie Mac REMICS 4910 SD, 1.732%, (-1.000\*US0001M + 6.050%), 06/15/2049 | 523973 | 0.0 |
| 14753153<sup>(6)</sup> | Freddie Mac REMICS 4910 SH, 1.661%, (-1.000\*US0001M + 6.050%), 09/25/2049 | 1731010 | 0.1 |
| 18837457<sup>(6)</sup> | Freddie Mac REMICS 4924 SY, 1.661%, (-1.000\*US0001M + 6.050%), 10/25/2049 | 2290859 | 0.1 |
| 15454485<sup>(6)</sup> | Freddie Mac REMICS 4967 IQ, 4.000%, 02/25/2050 | 3132802 | 0.2 |
| 38313205<sup>(6)</sup> | Freddie Mac REMICS 4974 I, 4.000%, 04/25/2050 | 7570118 | 0.4 |
| 34304486<sup>(6)</sup> | Freddie Mac REMICS 5010 MI, 3.000%, 09/25/2050 | 5229122 | 0.3 |
| 27961490<sup>(6)</sup> | Freddie Mac REMICS 5049 UI, 3.000%, 12/25/2050 | 5034072 | 0.3 |
| 14316946<sup>(6)</sup> | Freddie Mac REMICS 5074 GI, 2.000%, 02/25/2051 | 1585313 | 0.1 |
| 23960736<sup>(6)</sup> | Freddie Mac REMICS 5081 CI, 2.000%, 03/25/2051 | 2494061 | 0.1 |
| 11091286<sup>(6)</sup> | Freddie Mac REMICS 5142 LI, 2.500%, 09/25/2051 | 1773562 | 0.1 |
| 380571 | Freddie Mac REMICS Trust 3740 FB, 4.818%, (US0001M + 0.500%), 10/15/2040 | 372249 | 0.0 |
| 858494<sup>(1)</sup> | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 6.239%, (US0001M + 1.850%), 02/25/2050 | 857103 | 0.1 |
| 1077836<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 6.289%, (US0001M + 1.900%), 01/25/2050 | 1068233 | 0.1 |
| 5100000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-DNA6 B1, 7.328%, (SOFR30A + 3.400%), 10/25/2041 | 4768921 | 0.3 |
| 2500000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 6.028%, (SOFR30A + 2.100%), 09/25/2041 | 2208039 | 0.1 |
| 6100000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 7.678%, (SOFR30A + 3.750%), 12/25/2041 | 5247674 | 0.3 |
| 5000000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-HQA4 M2, 6.278%, (SOFR30A + 2.350%), 12/25/2041 | 4428095 | 0.2 |
| 3800000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 7.328%, (SOFR30A + 3.400%), 01/25/2042 | 3386351 | 0.2 |
| 2500000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA1 M1B, 5.778%, (SOFR30A + 1.850%), 01/25/2042 | 2375823 | 0.1 |
| 3000000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA1 M2, 6.428%, (SOFR30A + 2.500%), 01/25/2042 | 2717181 | 0.2 |
| 3400000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA3 M2, 8.278%, (SOFR30A + 4.350%), 04/25/2042 | 3276253 | 0.2 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 2500000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA4 M2, 9.178%, (SOFR30A + 5.250%), 05/25/2042 | 2505182 | 0.1 |
| 1000000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA6 M2, 9.678%, (SOFR30A + 5.750%), 09/25/2042 | 1023385 | 0.1 |
| 1200000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-HQA1 M2, 9.178%, (SOFR30A + 5.250%), 03/25/2042 | 1168489 | 0.1 |
| 3000000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-HQA3 M2, 9.278%, (SOFR30A + 5.350%), 08/25/2042 | 2850123 | 0.2 |
| 1000153<sup>(6)</sup> | Freddie Mac Strips 287 IO, 3.000%, 10/15/2027 | 41904 | 0.0 |
| 770447<sup>(6)</sup> | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | 136160 | 0.0 |
| 366969<sup>(6)</sup> | Freddie Mac Strips Series 237 S23, 2.782%, (-1.000\*US0001M + 7.100%), 05/15/2036 | 42871 | 0.0 |
| 433420<sup>(6)</sup> | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | 68876 | 0.0 |
| 1840000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 B1, 7.539%, (US0001M + 3.150%), 07/25/2030 | 1858454 | 0.1 |
| 3000000<sup>(1)</sup> | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 6.228%, (SOFR30A + 2.300%), 08/25/2033 | 2968045 | 0.2 |
| 2300000<sup>(1)</sup> | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 B1, 7.578%, (SOFR30A + 3.650%), 11/25/2041 | 2143469 | 0.1 |
| 2500000<sup>(1)</sup> | Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA5 M2, 10.678%, (SOFR30A + 6.750%), 06/25/2042 | 2628044 | 0.1 |
| 1583051<sup>(1),(4)</sup> | Galton Funding Mortgage Trust 2018-2 B2, 4.629%, 10/25/2058 | 1363256 | 0.1 |
| 2364428<sup>(1),(4)</sup> | Galton Funding Mortgage Trust 2019-1 B1, 4.250%, 02/25/2059 | 2057796 | 0.1 |
| 1895868<sup>(1),(4)</sup> | Galton Funding Mortgage Trust 2019-1 B2, 4.500%, 02/25/2059 | 1652456 | 0.1 |
| 3388037<sup>(6)</sup> | Ginnie Mae 2007-59 SC, 2.147%, (-1.000\*US0001M + 6.500%), 07/20/2037 | 343306 | 0.0 |
| 111504<sup>(6)</sup> | Ginnie Mae 2011-101 EI, 6.000%, (-19.355\*US0001M + 109.161%), 10/16/2039 | 24116 | 0.0 |
| 18987998<sup>(6)</sup> | Ginnie Mae 2013-130 SB, 0.930%, (-1.000\*US0001M + 5.050%), 09/16/2043 | 684802 | 0.0 |
| 7890330<sup>(6)</sup> | Ginnie Mae 2014-58 SM, 1.774%, (-1.000\*US0001M + 6.100%), 04/16/2044 | 762312 | 0.0 |
| 44530799<sup>(6)</sup> | Ginnie Mae 2021-194 IK, 3.000%, 11/20/2051 | 7503239 | 0.4 |
| 292617<sup>(6)</sup> | Ginnie Mae Series 2008-40 SA, 2.074%, (-1.000\*US0001M + 6.400%), 05/16/2038 | 21888 | 0.0 |
| 523460<sup>(6)</sup> | Ginnie Mae Series 2009-116 SJ, 2.154%, (-1.000\*US0001M + 6.480%), 12/16/2039 | 53146 | 0.0 |
| 598152<sup>(6)</sup> | Ginnie Mae Series 2010-143 JI, 4.000%, 08/16/2039 | 35640 | 0.0 |
| 953499<sup>(6)</sup> | Ginnie Mae Series 2010-4 IP, 5.000%, 01/16/2039 | 76455 | 0.0 |
| 479064<sup>(6)</sup> | Ginnie Mae Series 2010-4 SL, 2.074%, (-1.000\*US0001M + 6.400%), 01/16/2040 | 47264 | 0.0 |
| 30645<sup>(6)</sup> | Ginnie Mae Series 2010-98 QS, 2.247%, (-1.000\*US0001M + 6.600%), 01/20/2040 | 337 | 0.0 |
| 1385800<sup>(6)</sup> | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000\*US0001M + 6.650%), 11/20/2037 | 30236 | 0.0 |
| 1517906<sup>(6)</sup> | Ginnie Mae Series 2011-124 KI, 4.000%, 08/20/2039 | 89970 | 0.0 |
| 3933000<sup>(6)</sup> | Ginnie Mae Series 2011-25 AS, 1.707%, (-1.000\*US0001M + 6.060%), 02/20/2041 | 291510 | 0.0 |
| 1560552<sup>(6)</sup> | Ginnie Mae Series 2012-148 IP, 3.500%, 04/20/2041 | 68565 | 0.0 |
| 15462<sup>(6)</sup> | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | 1452 | 0.0 |
| 1859811<sup>(6)</sup> | Ginnie Mae Series 2012-39 PI, 4.000%, 03/16/2042 | 185947 | 0.0 |
| 1836657<sup>(6)</sup> | Ginnie Mae Series 2013-103 DS, 1.797%, (-1.000\*US0001M + 6.150%), 07/20/2043 | 179009 | 0.0 |
| 70299<sup>(6)</sup> | Ginnie Mae Series 2013-134 DS, 1.747%, (-1.000\*US0001M + 6.100%), 09/20/2043 | 6715 | 0.0 |
| 177666<sup>(6)</sup> | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | 22620 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 734138<sup>(6)</sup> | Ginnie Mae Series 2013-81 IO, 4.500%, 01/16/2040 | 58793 | 0.0 |
| 1912976<sup>(6)</sup> | Ginnie Mae Series 2014-84 PI, 4.500%, 04/20/2043 | 221347 | 0.0 |
| 1792411<sup>(6)</sup> | Ginnie Mae Series 2015-132 BI, 4.000%, 11/20/2044 | 227091 | 0.0 |
| 15857809<sup>(6)</sup> | Ginnie Mae Series 2015-144 SA, 1.847%, (-1.000\*US0001M + 6.200%), 10/20/2045 | 1834166 | 0.1 |
| 2875210<sup>(6)</sup> | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000\*US0001M + 6.700%), 07/20/2034 | 20548 | 0.0 |
| 185890<sup>(6)</sup> | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | 25587 | 0.0 |
| 6023278<sup>(6)</sup> | Ginnie Mae Series 2016-66 ES, 1.697%, (-1.000\*US0001M + 6.050%), 05/20/2046 | 612547 | 0.0 |
| 413512<sup>(6)</sup> | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | 51499 | 0.0 |
| 5775412<sup>(6)</sup> | Ginnie Mae Series 2018-153 SQ, 1.847%, (-1.000\*US0001M + 6.200%), 11/20/2048 | 488094 | 0.0 |
| 14360194<sup>(6)</sup> | Ginnie Mae Series 2018-93 SJ, 1.847%, (-1.000\*US0001M + 6.200%), 07/20/2048 | 1267678 | 0.1 |
| 159024<sup>(6)</sup> | Ginnie Mae Series 2019-111 TI, 5.000%, 09/20/2049 | 26695 | 0.0 |
| 104005<sup>(6)</sup> | Ginnie Mae Series 2019-86 GI, 6.500%, 07/20/2049 | 19126 | 0.0 |
| 360025<sup>(6)</sup> | Ginnie Mae Series 2019-86 HI, 5.500%, 07/20/2049 | 69667 | 0.0 |
| 11744631<sup>(6)</sup> | Ginnie Mae Series 2019-89 SC, 1.747%, (-1.000\*US0001M + 6.100%), 07/20/2049 | 1298020 | 0.1 |
| 266197<sup>(1),(4)</sup> | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/25/2050 | 232896 | 0.0 |
| 422783<sup>(1),(4)</sup> | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/25/2050 | 356101 | 0.0 |
| 1064839<sup>(1),(4)</sup> | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/25/2050 | 931629 | 0.1 |
| 2315562<sup>(1),(4)</sup> | GS Mortage-Backed Securities Trust 2020-PJ1 B2, 3.625%, 05/25/2050 | 1913254 | 0.1 |
| 3618386<sup>(1),(4)</sup> | GS Mortage-Backed Securities Trust 2020-PJ1 B3, 3.625%, 05/25/2050 | 2829654 | 0.2 |
| 1479646<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 B3, 4.061%, 08/25/2049 | 1198424 | 0.1 |
| 85884<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 81264 | 0.0 |
| 3706327<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B2, 4.336%, 11/25/2049 | 3202259 | 0.2 |
| 3815927<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.336%, 11/25/2049 | 3105435 | 0.2 |
| 454177<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 3.986%, 03/25/2050 | 391743 | 0.0 |
| 462898<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B2, 3.986%, 03/25/2050 | 394553 | 0.0 |
| 1760098<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B4, 3.420%, 10/25/2050 | 1269205 | 0.1 |
| 1676889<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2021-PJ3 B3, 2.652%, 08/25/2051 | 1117497 | 0.1 |
| 3832349<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2021-PJ4 B3, 2.619%, 09/25/2051 | 2539911 | 0.1 |
| 4963259<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Corp. Trust 2021-PJ5 B3, 2.588%, 10/25/2051 | 3264229 | 0.2 |
| 978452<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Trust 2021-GR3 B3, 3.390%, 04/25/2052 | 681225 | 0.0 |
| 978452<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Trust 2021-GR3 B4, 3.390%, 04/25/2052 | 621538 | 0.0 |
| 2596062<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Trust 2021-PJ9 A4, 2.500%, 02/26/2052 | 1996160 | 0.1 |
| 2535696<sup>(1),(4)</sup> | GS Mortgage-Backed Securities Trust 2022-NQM1 A4, 4.000%, 05/25/2062 | 2278734 | 0.1 |
| 344114 | HarborView Mortgage Loan Trust 2007-5 A1A, 4.529%, (US0001M + 0.190%), 09/19/2037 | 295598 | 0.0 |
| 4769000<sup>(1)</sup> | Home RE 2019-1 M2 Ltd., 7.639%, (US0001M + 3.250%), 05/25/2029 | 4708575 | 0.3 |
| 1205 | HomeBanc Mortgage Trust 2004-1 2A, 5.249%, (US0001M + 0.860%), 08/25/2029 | 1140 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 2600000 | Imperial Fund Mortgage Trust 2021-NQM4 M1, 3.446%, 01/25/2057 | 1681613 | 0.1 |
| 2356799<sup>(1),(4),(5)</sup> | Imperial Fund Mortgage Trust 2022-NQM3 A1, 4.380% (Step Rate @ 5.380% on 04/01/2026), 05/25/2067 | 2233545 | 0.1 |
| 54546 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 4.809%, (US0001M + 0.420%), 04/25/2046 | 44892 | 0.0 |
| 82157<sup>(1),(4)</sup> | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | 78475 | 0.0 |
| 1052333<sup>(1),(4)</sup> | J.P. Morgan Mortgage Trust 2019-2 B1, 4.488%, 08/25/2049 | 932768 | 0.1 |
| 2549706<sup>(1),(4)</sup> | J.P. Morgan Mortgage Trust 2019-2 B2, 4.488%, 08/25/2049 | 2201516 | 0.1 |
| 1593041<sup>(1),(4)</sup> | J.P. Morgan Mortgage Trust 2019-LTV1 B2, 4.545%, 06/25/2049 | 1491472 | 0.1 |
| 2444023<sup>(1),(4)</sup> | J.P. Morgan Mortgage Trust 2021-14 B4, 3.170%, 05/25/2052 | 1546431 | 0.1 |
| 959956<sup>(1),(4)</sup> | J.P. Morgan Mortgage Trust 2022-5 A9, 2.800%, 09/25/2052 | 763367 | 0.0 |
| 1594447<sup>(4)</sup> | JP Morgan Mortgage Trust 2005-A4 B1, 3.703%, 07/25/2035 | 1430509 | 0.1 |
| 71012 | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | 36230 | 0.0 |
| 156286 | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | 92204 | 0.0 |
| 395583 | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | 165363 | 0.0 |
| 784352<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2014-5 B3, 2.787%, 10/25/2029 | 612933 | 0.0 |
| 469140<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2016-1 B3, 3.786%, 05/25/2046 | 419117 | 0.0 |
| 2095000<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2016-1 B4, 3.786%, 05/25/2046 | 1387676 | 0.1 |
| 380230<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | 337812 | 0.0 |
| 833963<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2017-1 B4, 3.449%, 01/25/2047 | 685368 | 0.0 |
| 1363393<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2017-3 B1, 3.752%, 08/25/2047 | 1177018 | 0.1 |
| 1867538<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2017-5 B1, 3.211%, 10/26/2048 | 1683512 | 0.1 |
| 535318<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2017-6 B3, 3.782%, 12/25/2048 | 448182 | 0.0 |
| 1505135<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2017-6 B4, 3.782%, 12/25/2048 | 1249301 | 0.1 |
| 1027274<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2017-6 B5, 3.782%, 12/25/2048 | 740011 | 0.0 |
| 2189740<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2018-1 B2, 3.614%, 06/25/2048 | 1826890 | 0.1 |
| 2232435<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2018-3 B3, 3.711%, 09/25/2048 | 1828562 | 0.1 |
| 448184<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2018-4 B2, 3.716%, 10/25/2048 | 366730 | 0.0 |
| 1817604<sup>(1),(4)</sup> | JP MORGAN MORTGAGE TRUST 2018-5 A13, 3.500%, 10/25/2048 | 1532576 | 0.1 |
| 108208<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2018-6 1A10, 3.500%, 12/25/2048 | 92922 | 0.0 |
| 174140<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2018-8 A3, 4.000%, 01/25/2049 | 160667 | 0.0 |
| 7811684<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2018-8 B1, 4.038%, 01/25/2049 | 6601284 | 0.4 |
| 3640538<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2018-8 B2, 4.038%, 01/25/2049 | 3068665 | 0.2 |
| 922921<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2018-9 B2, 4.223%, 02/25/2049 | 772402 | 0.1 |
| 1824079<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2018-9 B3, 4.223%, 02/25/2049 | 1498020 | 0.1 |
| 216718<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | 203400 | 0.0 |
| 471090<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | 437781 | 0.0 |
| 2796700<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-5 B1, 4.485%, 11/25/2049 | 2479461 | 0.1 |
| 4666607<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-5 B2, 4.485%, 11/25/2049 | 4137259 | 0.2 |
| 122097<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | 110673 | 0.0 |
| 6081246<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-6 B2, 4.207%, 12/25/2049 | 5279698 | 0.3 |
| 925664<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-7 B3A, 3.276%, 02/25/2050 | 733028 | 0.0 |
| 457426<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | 390384 | 0.0 |
| 937681<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-8 B3A, 3.418%, 03/25/2050 | 764056 | 0.0 |
| 3731765<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-INV1 B2, 4.978%, 10/25/2049 | 3290926 | 0.2 |
| 282061<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-INV2 A15, 3.500%, 02/25/2050 | 247753 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 3972888 | JP Morgan Mortgage Trust 2019-INV3 B3, 4.388%, 05/25/2050 | 3324669 | 0.2 |
| 68090<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 67140 | 0.0 |
| 1847723<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-LTV2 B2, 4.701%, 12/25/2049 | 1643773 | 0.1 |
| 1873008<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.701%, 12/25/2049 | 1651928 | 0.1 |
| 2647032<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-LTV3 B2, 4.381%, 03/25/2050 | 2260883 | 0.1 |
| 6161400<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2019-LTV3 B3, 4.381%, 03/25/2050 | 5251723 | 0.3 |
| 301807<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | 264253 | 0.0 |
| 2940085<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2020-3 B2, 3.845%, 08/25/2050 | 2319370 | 0.1 |
| 4737395<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2020-4 B1, 3.653%, 11/25/2050 | 3794021 | 0.2 |
| 1705462<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2020-4 B2, 3.653%, 11/25/2050 | 1352392 | 0.1 |
| 170463<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2020-LTV1 A15, 3.500%, 06/25/2050 | 164708 | 0.0 |
| 880614<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | 850318 | 0.1 |
| 2488514<sup>(1),(4)</sup> | JP Morgan Mortgage Trust 2022-2 B3, 3.131%, 08/25/2052 | 1732590 | 0.1 |
| 590534<sup>(1),(4)</sup> | JP Morgan Trust 2015-3 B3, 3.603%, 05/25/2045 | 509450 | 0.0 |
| 1327529<sup>(1),(4)</sup> | JP Morgan Trust 2015-3 B4, 3.603%, 05/25/2045 | 907656 | 0.1 |
| 1427972419<sup>(1),(6)</sup> | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | 3810187 | 0.2 |
| 74310 | Lehman XS Trust Series 2005-5N 1A2, 4.749%, (US0001M + 0.360%), 11/25/2035 | 69916 | 0.0 |
| 1833912<sup>(1),(4)</sup> | Mello Mortgage Capital Acceptance 2021-MTG3 B3, 2.900%, 07/01/2051 | 1329171 | 0.1 |
| 2820280<sup>(1),(4)</sup> | Mello Mortgage Capital Acceptance 2022-INV1 B3, 3.324%, 03/25/2052 | 2000283 | 0.1 |
| 2000000<sup>(1),(4)</sup> | MFA 2021-INV2 M1 Trust, 3.199%, 11/25/2056 | 1262215 | 0.1 |
| 655000 | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 6.189%, (US0001M + 1.800%), 09/25/2035 | 624424 | 0.0 |
| 1011946 | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 4.689%, (US0001M + 0.150%), 08/25/2036 | 307883 | 0.0 |
| 6000000<sup>(1)</sup> | Mortgage Insurance-Linked Notes 2021-3 M1B, 6.828%, (SOFR30A + 2.900%), 02/25/2034 | 5638488 | 0.3 |
| 345326<sup>(1),(4)</sup> | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | 318112 | 0.0 |
| 1942832<sup>(1),(4),(5)</sup> | New Residential Mortgage Loan Trust 2022-NQM3 A1, 3.900% (Step Rate @ 4.900% on 04/01/2026), 04/25/2062 | 1769653 | 0.1 |
| 1300000<sup>(1)</sup> | Oaktown Re VII Ltd. 2021-2 M1C, 7.278%, (SOFR30A + 3.350%), 04/25/2034 | 1131061 | 0.1 |
| 228427<sup>(1),(4)</sup> | OBX 2019-EXP3 1A9 Trust, 3.500%, 10/25/2059 | 211620 | 0.0 |
| 391184<sup>(1),(4)</sup> | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 367210 | 0.0 |
| 282237<sup>(1),(4)</sup> | OBX 2020-INV1 A21 Trust, 3.500%, 12/25/2049 | 243226 | 0.0 |
| 1878642<sup>(1),(4)</sup> | OBX 2022-J1 A14 Trust, 2.500%, 02/25/2052 | 1444523 | 0.1 |
| 2500000<sup>(1),(4),(5)</sup> | OBX 2022-NQM4 A1B Trust, 3.900% (Step Rate @ 4.900% on 04/01/2026), 04/25/2062 | 2180265 | 0.1 |
| 2209684<sup>(1),(4)</sup> | Oceanview Mortgage Trust 2021-1 B3, 2.725%, 05/25/2051 | 1460770 | 0.1 |
| 2924823<sup>(1),(4)</sup> | Onslow Bay Mortgage Loan Trust 2021-NQM4 A1, 1.957%, 10/25/2061 | 2340596 | 0.1 |
| 18165 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 14976 | 0.0 |
| 155795<sup>(1),(4)</sup> | PSMC 2019-3 A12 Trust, 3.500%, 11/25/2049 | 149106 | 0.0 |
| 6856000<sup>(1)</sup> | Radnor RE 2021-1 M1C Ltd., 6.628%, (SOFR30A + 2.700%), 12/27/2033 | 6409996 | 0.4 |
| 3582867<sup>(1),(4)</sup> | RCKT Mortgage Trust 2019-1 B1A, 3.830%, 09/25/2049 | 2954065 | 0.2 |
| 2326259<sup>(1),(4)</sup> | RCKT Mortgage Trust 2019-1 B2A, 3.830%, 09/25/2049 | 1911730 | 0.1 |
| 1569391<sup>(1),(4)</sup> | RCKT Mortgage Trust 2020-1 B2A, 3.472%, 02/25/2050 | 1247132 | 0.1 |
| 2584304<sup>(1),(4)</sup> | RCKT Mortgage Trust 2021-4 A21, 2.500%, 09/25/2051 | 1987120 | 0.1 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 5462569 | RCKT Mortgage Trust 2021-6 B3, 2.796%, 12/25/2051 | 3555052 | 0.2 |
| 968715<sup>(1),(4)</sup> | RCKT Mortgage Trust 2022-3 A21, 3.000%, 05/25/2052 | 774566 | 0.1 |
| 898981<sup>(1)</sup> | Sequoia Mortgage Trust 2013-9 B2, 3.500%, 07/25/2043 | 829601 | 0.1 |
| 568607<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2015-1 B1, 3.913%, 01/25/2045 | 528161 | 0.0 |
| 1396997<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2017-1 B2, 3.607%, 02/25/2047 | 1216226 | 0.1 |
| 1117704<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2018-6 B1, 4.167%, 07/25/2048 | 993398 | 0.1 |
| 538922<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2018-CH1 B2B, 4.448%, 03/25/2048 | 460895 | 0.0 |
| 1636412<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2019-2 B2, 4.256%, 06/25/2049 | 1425104 | 0.1 |
| 1547374<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2019-2 B3, 4.256%, 06/25/2049 | 1300850 | 0.1 |
| 2011741<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2019-5 B2, 3.720%, 12/25/2049 | 1632281 | 0.1 |
| 2012666<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2019-5 B3, 3.720%, 12/25/2049 | 1553276 | 0.1 |
| 844860<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2019-CH1 B2B, 4.860%, 03/25/2049 | 801447 | 0.1 |
| 117646<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | 115095 | 0.0 |
| 203078<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2019-CH3 A13, 4.000%, 09/25/2049 | 189536 | 0.0 |
| 1876260<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2019-CH3 B1B, 4.508%, 09/25/2049 | 1674347 | 0.1 |
| 194895<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2020-1 A1, 3.500%, 02/25/2050 | 170834 | 0.0 |
| 1425779<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2020-2 B3, 3.635%, 03/25/2050 | 1109867 | 0.1 |
| 556977<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2021-3 B3, 2.653%, 05/25/2051 | 368440 | 0.0 |
| 1211312<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2021-5 B3, 3.050%, 07/25/2051 | 777912 | 0.1 |
| 1095770<sup>(1),(4)</sup> | Sequoia Mortgage Trust 2022-1 B3, 2.947%, 02/25/2052 | 701922 | 0.0 |
| 2209226<sup>(1),(4)</sup> | Shellpoint Co-Originator Trust 2017-2 B2, 3.641%, 10/25/2047 | 1933241 | 0.1 |
| 2928733<sup>(1),(4)</sup> | Shellpoint Co-Originator Trust 2017-2 B3, 3.641%, 10/25/2047 | 2556935 | 0.1 |
| 2000000<sup>(1),(4)</sup> | Starwood Mortgage Residential Trust 2022-2 M1, 4.200%, 02/25/2067 | 1425688 | 0.1 |
| 34712<sup>(4)</sup> | Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1, 3.670%, 03/25/2035 | 31281 | 0.0 |
| 2485399<sup>(1),(4)</sup> | UWM Mortgage Trust 2021-INV4 B3, 3.229%, 12/25/2051 | 1757783 | 0.1 |
| 57299<sup>(4)</sup> | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.191%, 10/25/2036 | 51135 | 0.0 |
| 123430<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 3.469%, 06/25/2034 | 115878 | 0.0 |
| 859214<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2004-AR7 A6, 3.495%, 07/25/2034 | 803430 | 0.1 |
| 70298173<sup>(4),(6)</sup> | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 X Trust, 0.391%, 01/25/2045 | 707 | 0.0 |
| 148604<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 3.833%, 09/25/2035 | 131816 | 0.0 |
| 27040126<sup>(4),(6)</sup> | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 X Trust, 0.001%, 01/25/2045 | 272 | 0.0 |
| 11998<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.801%, 10/25/2036 | 10732 | 0.0 |
| 78475<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 3.329%, 11/25/2036 | 66359 | 0.0 |
| 301588<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.329%, 11/25/2036 | 255023 | 0.0 |
| 41066<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.682%, 08/25/2046 | 36160 | 0.0 |
| 71467<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.372%, 12/25/2036 | 63327 | 0.0 |
| 372833<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.945%, 03/25/2037 | 291105 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 45888.0<sup>(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.368%, 07/25/2037 | 38395.0 | 0.0 |
| 436276.0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 5.289%, (US0001M + 0.900%), 11/25/2035 | 375072.0 | 0.0 |
| 462591.0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9, 6.000%, 11/25/2035 | 431775.0 | 0.0 |
| 414696.0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 338187.0 | 0.0 |
| 533068.0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | 473788.0 | 0.0 |
| 98666.0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 91373.0 | 0.0 |
| 611921.0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 4.989%, (US0001M + 0.600%), 07/25/2036 | 337853.0 | 0.0 |
| 1649636.0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 3A Trust, 2.988%, (12MTA + 0.940%), 07/25/2046 | 1014998.0 | 0.1 |
| 663714.0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.008%, (12MTA + 0.960%), 08/25/2046 | 409955.0 | 0.0 |
| 21817.0 | Wells Fargo Alternative Loan 2007-PA2 2A1, 4.819%, (US0001M + 0.430%), 06/25/2037 | 17678.0 | 0.0 |
| 462512.0<sup>(4)</sup> | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 4.092%, 09/25/2036 | 412848.0 | 0.0 |
| 91771.0<sup>(4)</sup> | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.332%, 12/28/2037 | 79869.0 | 0.0 |
| 1348065.0<sup>(1),(4)</sup> | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.665%, 07/25/2047 | 1120686.0 | 0.1 |
| 1506593.0<sup>(1),(4)</sup> | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.510%, 09/25/2049 | 901715.0 | 0.1 |
| 1908053.0<sup>(1),(4)</sup> | Wells Fargo Mortgage Backed Securities 2020-1 B3 Trust, 3.369%, 12/25/2049 | 1433803.0 | 0.1 |
| 2824383.0<sup>(1),(4)</sup> | Wells Fargo Mortgage Backed Securities 2020-4 B2 Trust, 3.163%, 07/25/2050 | 2210822.0 | 0.1 |
| 1949468.0<sup>(1),(4)</sup> | Wells Fargo Mortgage Backed Securities 2021-1 B3 Trust, 2.711%, 12/25/2050 | 1241945.0 | 0.1 |
| 393282.0<sup>(1),(4)</sup> | WinWater Mortgage Loan Trust 2015-5 B4, 3.756%, 08/20/2045 | 337441.0 | 0.0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | Total Collateralized Mortgage Obligations | Total Collateralized Mortgage Obligations | Total Collateralized Mortgage Obligations |
|  | (Cost $520,484,040) | **437495797** | **23.6** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS: 3.9%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: 3.9%** |  |  |
|  | **Federal National Mortgage Association: 3.7%<sup>(8)</sup>** | **Federal National Mortgage Association: 3.7%<sup>(8)</sup>** |  |
| 68743000<sup>(9)</sup> | 5.000%,01/15/2053 | **67748558** | **3.7** |
|  | **Uniform Mortgage-Backed Securities: 0.2%** | **Uniform Mortgage-Backed Securities: 0.2%** |  |
| 674000<sup>(9)</sup> | 2.000%,01/15/2053 | 548588 | 0.0 |
| 2898000<sup>(9)</sup> | 4.000%,01/15/2053 | 2718244 | 0.2 |
| 673000<sup>(9)</sup> | 4.500%,01/15/2053 | 647809 | 0.0 |
| 3211 | 5.500%,10/01/2039 | 3332 | 0.0 |
|  |  | **3917973** | **0.2** |
|  | Total U.S. Government Agency Obligations | Total U.S. Government Agency Obligations |  |
|  | (Cost $72,313,040) | **71666531** | **3.9** |

---

---

| | | | |
|:---|:---|:---|:---|
| **SOVEREIGN BONDS: 1.7%** | **SOVEREIGN BONDS: 1.7%** |  |  |
| 2425000 | Colombia Government International Bond, 3.250%, 04/22/2032 | 1771335 | 0.1 |
| 200000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 177691 | 0 |
| 1000000 | Colombia Government International Bond, 5.200%, 05/15/2049 | 684836 | 0 |
| <sup>MXN</sup> 385750000 | Mexican Bonos, 7.750%, 05/29/2031 | 18333641 | 1 |
| 1200000<sup>(2)</sup> | Mexico Government International Bond, 3.250%, 04/16/2030 | 1048378 | 0.1 |
| 700000 | Mexico Government International Bond, 3.750%, 04/19/2071 | 437543 | 0 |
| 1600000 | Mexico Government International Bond, 4.500%, 04/22/2029 | 1528755 | 0.1 |
| 600000 | Oman Government International Bond, 6.000%, 08/01/2029 | 603702 | 0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 500000<sup>(1)</sup> | Oman Government International Bond, 6.750%, 10/28/2027 | 519081 | 0 |
| 1300000<sup>(1)</sup> | Oman Government International Bond, 7.375%, 10/28/2032 | 1414499 | 0.1 |
| 600000 | Panama Government International Bond, 3.160%, 01/23/2030 | 518090 | 0 |
| 1200000<sup>(2)</sup> | Panama Government International Bond, 3.298%, 01/19/2033 | 974510 | 0 |
| 3365000 | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 3011924 | 0.2 |
| 800000<sup>(10)</sup> | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | 240000 | 0 |
| 450000<sup>(10)</sup> | Ukraine Government International Bond, 7.375%, 09/25/2034 | 86671 | 0 |
| 975000<sup>(10)</sup> | Ukraine Government International Bond, 7.750%, 09/01/2025 | 225347 | 0 |
| 4550000<sup>(10)</sup> | Ukraine Government International Bond, 7.750%, 09/01/2027 | 988283 | 0.1 |
|  | Total Sovereign Bonds |  |  |
|  | (Cost $39,323,840) | **32564286** | **1.7** |
| **U.S. TREASURY OBLIGATIONS: 3.8%** | **U.S. TREASURY OBLIGATIONS: 3.8%** |  |  |
|  | **U.S. Treasury Bonds: 0.4%** |  |  |
| 4841000 | 3.000%,08/15/2052 | 3990043 | 0.2 |
| 458100 | 3.250%,05/15/2042 | 401840 | 0 |
| 1781000 | 3.375%,08/15/2042 | 1592325 | 0.1 |
| 1818000<sup>(2)</sup> | 4.000%,11/15/2042 | 1780504 | 0.1 |
|  |  | **7764712** | **0.4** |
|  | **U.S. Treasury Notes: 3.4%** |  |  |
| 3600000 | 0.250%,06/15/2024 | 3379219 | 0.2 |
| 858000 | 0.375%,09/30/2027 | 723435 | 0 |
| 3638200 | 0.500%,11/30/2023 | 3500501 | 0.2 |
| 6348300 | 0.875%,01/31/2024 | 6094120 | 0.3 |
| 3137700 | 1.250%,11/30/2026 | 2815963 | 0.2 |
| 7367100 | 1.500%,01/31/2027 | 6652549 | 0.4 |
| 842900 | 1.625%,10/31/2023 | 822025 | 0 |
| 94000 | 2.750%,08/15/2032 | 85613 | 0 |
| 4434000 | 2.875%,06/15/2025 | 4286085 | 0.2 |
| 3831700 | 3.875%,11/30/2027 | 3811344 | 0.2 |
| 14347300 | 3.875%,12/31/2027 | 14266596 | 0.8 |
| 2239900 | 3.875%,11/30/2029 | 2225376 | 0.1 |
| 5445000 | 3.875%,12/31/2029 | 5407566 | 0.3 |
| 114000 | 4.125%,11/15/2032 | 116360 | 0 |
| 8935000 | 4.250%,12/31/2024 | 8904635 | 0.5 |
|  |  | **63091387** | **3.4** |
|  | Total U.S. Treasury Obligations |  |  |
|  | (Cost $72,873,562) | **70856099** | **3.8** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES: 16.2%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: 16.2%** |  |  |
| 555000<sup>(4)</sup> | BANK 2017-BNK4 C, 4.372%, 05/15/2050 | 476126 | 0 |
| 5320000<sup>(1),(4),(6)</sup> | BANK 2017-BNK4 XE, 1.482%, 05/15/2050 | 258201 | 0 |
| 4380000<sup>(1)</sup> | BANK 2017-BNK6 D, 3.100%, 07/15/2060 | 3144751 | 0.2 |
| 1600000<sup>(1),(4)</sup> | BANK 2017-BNK6 E, 2.628%, 07/15/2060 | 919231 | 0.1 |
| 16600000<sup>(1),(4),(6)</sup> | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | 912628 | 0 |
| 49845858<sup>(4),(6)</sup> | BANK 2019-BN17 XA, 1.021%, 04/15/2052 | 2414356 | 0.1 |
| 9915080<sup>(4),(6)</sup> | BANK 2019-BNK16 XA, 0.941%, 02/15/2052 | 416486 | 0 |
| 29014408<sup>(4),(6)</sup> | Bank 2019-BNK19 XA, 0.949%, 08/15/2061 | 1372293 | 0.1 |
| 58045923<sup>(4),(6)</sup> | BANK 2019-BNK22 XA, 0.595%, 11/15/2062 | 1850713 | 0.1 |
| 10716040<sup>(4),(6)</sup> | BBCMS Trust 2021-C10 XA, 1.298%, 07/15/2054 | 775105 | 0 |
| 102922175<sup>(4),(6)</sup> | Benchmark 2018-B7 XA Mortgage Trust, 0.427%, 05/15/2053 | 1740229 | 0.1 |
| 52694666<sup>(4),(6)</sup> | BENCHMARK 2019-B10 XA Mortgage Trust, 1.221%, 03/15/2062 | 2714547 | 0.1 |
| 42285000<sup>(1),(4),(6)</sup> | Benchmark 2019-B10 XB Mortgage Trust, 0.899%, 03/15/2062 | 2007203 | 0.1 |
| 42468561<sup>(4),(6)</sup> | Benchmark 2019-B12 XA Mortgage Trust, 1.033%, 08/15/2052 | 1770017 | 0.1 |
| 3090000<sup>(1)</sup> | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 2059362 | 0.1 |
| 7330000<sup>(1),(4),(6)</sup> | Benchmark 2019-B9 XD Mortgage Trust, 2.001%, 03/15/2052 | 707250 | 0 |
| 17456084<sup>(4),(6)</sup> | Benchmark 2021-B24 XA Mortgage Trust, 1.151%, 03/15/2054 | 1060040 | 0.1 |
| 9893078<sup>(4),(6)</sup> | Benchmark 2021-B28 XA Mortgage Trust, 1.283%, 08/15/2054 | 699322 | 0 |
| 2653000<sup>(1),(7)</sup> | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | 1623981 | 0.1 |
| 8069000<sup>(1),(4)</sup> | BMD2 Re-Remic Trust 2019-FRR1 5B13, 2.205%, 05/25/2052 | 5289966 | 0.3 |
| 3002000<sup>(1),(4)</sup> | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.516%, 05/25/2052 | 2020352 | 0.1 |
| 4500000<sup>(1)</sup> | BPR Trust 2021-WILL D, 9.318%, (US0001M + 5.000%), 06/15/2038 | 4162955 | 0.2 |
| 1500000<sup>(1)</sup> | BX Trust 2022-VAMF F, 7.635%, (TSFR1M + 3.299%), 01/15/2039 | 1375062 | 0.1 |
| 91346545<sup>(4),(6)</sup> | Cantor Commercial Real Estate Lending 2019-CF1 XA, 1.133%, 05/15/2052 | 4382268 | 0.2 |
| 37874109<sup>(4),(6)</sup> | Cantor Commercial Real Estate Lending 2019-CF2 XA, 1.193%, 11/15/2052 | 2070271 | 0.1 |
| 6845479<sup>(4),(6)</sup> | CD 2016-CD1 Mortgage Trust XA, 1.367%, 08/10/2049 | 239052 | 0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 14660000 | CD 2016-CD1 Mortgage Trust XB, 0.694%, 08/10/2049 | 305172 | 0 |
| 1000000<sup>(1),(4)</sup> | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.101%, 11/10/2046 | 900400 | 0 |
| 4126000<sup>(1),(4)</sup> | Citigroup Commercial Mortgage Trust 2014-GC19 E, 4.588%, 03/11/2047 | 3761647 | 0.2 |
| 6540000<sup>(1),(4)</sup> | Citigroup Commercial Mortgage Trust 2016-P4 E, 4.692%, 07/10/2049 | 4288717 | 0.2 |
| 5790000<sup>(1),(4)</sup> | Citigroup Commercial Mortgage Trust 2016-P4 F, 4.692%, 07/10/2049 | 3288923 | 0.2 |
| 8661000<sup>(1)</sup> | Citigroup Commercial Mortgage Trust 2016-P5 D, 3.000%, 10/10/2049 | 6506051 | 0.4 |
| 23328254<sup>(4),(6)</sup> | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.040%, 10/12/2050 | 855649 | 0 |
| 33643837<sup>(4),(6)</sup> | Citigroup Commercial Mortgage Trust 2019-C7 XA, 0.868%, 12/15/2072 | 1470930 | 0.1 |
| 40357772<sup>(4),(6)</sup> | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.041%, 08/10/2056 | 1839237 | 0.1 |
| 1810374<sup>(4),(6)</sup> | COMM 2012-CR3 XA, 1.530%, 10/15/2045 | 4615 | 0 |
| 207477<sup>(4),(6)</sup> | COMM 2012-CR4 XA, 1.258%, 10/15/2045 | 427 | 0 |
| 5936772<sup>(1),(4),(6)</sup> | COMM 2012-LTRT XA, 0.787%, 10/05/2030 | 79176 | 0 |
| 1670000<sup>(1),(4)</sup> | COMM 2013-CR10 E Mortgage Trust, 4.869%, 08/10/2046 | 1543370 | 0.1 |
| 3460000<sup>(1),(4)</sup> | COMM 2013-CR10 F Mortgage Trust, 4.869%, 08/10/2046 | 3021589 | 0.2 |
| 9623551<sup>(4),(6)</sup> | COMM 2016-COR1 XA, 1.308%, 10/10/2049 | 346495 | 0 |
| 2000000<sup>(4)</sup> | COMM 2016-CR28 C Mortgage Trust, 4.605%, 02/10/2049 | 1806447 | 0.1 |
| 2310226<sup>(4),(6)</sup> | COMM 2016-CR28 XA, 0.631%, 02/10/2049 | 37810 | 0 |
| 19690674<sup>(4),(6)</sup> | COMM 2017-COR2 XA, 1.156%, 09/10/2050 | 782308 | 0 |
| 5725000<sup>(1),(4)</sup> | COMM 2020-CBM F Mortgage Trust, 3.633%, 02/10/2037 | 4849740 | 0.3 |
| 2792000<sup>(1)</sup> | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | 1619179 | 0.1 |
| 568000<sup>(1)</sup> | CSWF 2021-SOP2 D, 6.635%, (US0001M + 2.317%), 06/15/2034 | 509972 | 0 |
| 1432000<sup>(1)</sup> | CSWF 2021-SOP2 E, 7.685%, (US0001M + 3.367%), 06/15/2034 | 1279364 | 0.1 |
| 221673<sup>(1),(11)</sup> | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044 | 220667 | 0 |
| 1952384<sup>(1)</sup> | Extended Stay America Trust 2021-ESH F, 8.018%, (US0001M + 3.700%), 07/15/2038 | 1838228 | 0.1 |
| 2400000<sup>(1),(4)</sup> | Fontainebleau Miami Beach Trust 2019-FBLU F, 3.963%, 12/10/2036 | 2188638 | 0.1 |
| 20084972<sup>(4),(6)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.583%, 04/25/2030 | 1728914 | 0.1 |
| 2442346<sup>(4),(6)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K-1521 X1, 0.980%, 08/25/2036 | 201988 | 0 |
| 14878000<sup>(1),(7)</sup> | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | 7563454 | 0.4 |
| 189452157<sup>(1),(6)</sup> | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | 667175 | 0 |
| 21120000<sup>(1),(6)</sup> | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | 93609 | 0 |
| 2000000<sup>(1),(4)</sup> | FRR Re-REMIC Trust 2018-C1 B725, 2.844%, 02/27/2050 | 1850841 | 0.1 |
| 1268740<sup>(1),(4),(12)</sup> | FRR Re-REMIC Trust 2018-C1 C725, 0.430%, 02/27/2050 | 1129327 | 0.1 |
| 2975000<sup>(1),(4)</sup> | GAM RE-REMIC TR 2021-FFR2 BK78, 2.430%, 09/27/2051 | 2057610 | 0.1 |
| 2263000<sup>(1),(7)</sup> | GAM RE-REMIC TR 2021-FFR2 C730, 0.000%, 09/27/2051 | 1851979 | 0.1 |
| 2751000<sup>(1),(7)</sup> | GAM RE-REMIC TR 2021-FFR2 CK44, 0.000%, 09/27/2051 | 2231234 | 0.1 |
| 2238000<sup>(1),(4)</sup> | GAM RE-REMIC TR 2021-FFR2 CK49, 1.040%, 09/27/2051 | 1788887 | 0.1 |
| 1900000<sup>(1),(7)</sup> | GAM RE-REMIC TR 2021-FFR2 CK78, 0.000%, 09/27/2051 | 1037252 | 0.1 |
| 2263000<sup>(1),(7)</sup> | GAM RE-REMIC TR 2021-FFR2 D730, 0.000%, 09/27/2051 | 1808638 | 0.1 |
| 2237000<sup>(1),(7)</sup> | GAM RE-REMIC TR 2021-FFR2 DK49, 0.000%, 09/27/2051 | 1698588 | 0.1 |
| 3000000<sup>(1)</sup> | GAM Re-REMIC Trust 2021-FRR1 2D, 2.110%, 11/29/2050 | 1667449 | 0.1 |
| 4690000<sup>(1),(4),(6)</sup> | GAM Resecuritization Trust 2022-FRR3 BK47, 2.030%, 11/27/2050 | 3317581 | 0.2 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 3192000 | GAM Resecuritization Trust 2022-FRR3 BK61, 1.290%, 01/29/2052 | 2196433 | 0.1 |
| 3476000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 BK89, 2.000%, 01/27/2052 | 1943750 | 0.1 |
| 1815000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 C728, 0.600%, 08/27/2050 | 1535751 | 0.1 |
| 1850000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 CK47, 0.920%, 05/27/2048 | 1466361 | 0.1 |
| 2238000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 CK61, 1.570%, 11/27/2049 | 1465867 | 0.1 |
| 1563000<sup>(1),(4),(6)</sup> | GAM Resecuritization Trust 2022-FRR3 CK71, 1.410%, 01/29/2052 | 1008837 | 0.1 |
| 1820000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 CK89, 2.260%, 01/27/2052 | 945317 | 0.1 |
| 1816000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 D728, 0.690%, 01/29/2052 | 1486630 | 0.1 |
| 2453000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 DK27, 0.030%, 12/27/2045 | 2435557 | 0.1 |
| 1462000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 DK41, 0.770%, 10/27/2047 | 1208787 | 0.1 |
| 1849000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 DK47, 1.000%, 05/27/2048 | 1433589 | 0.1 |
| 610000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 EK27, 0.040%, 12/27/2045 | 605070 | 0 |
| 974000<sup>(1),(12)</sup> | GAM Resecuritization Trust 2022-FRR3 EK41, 0.700%, 01/29/2052 | 794817 | 0 |
| 2000000<sup>(1)</sup> | GS Mortgage Securities Corp. II 2018-RIVR F, 6.418%, (US0001M + 2.100%), 07/15/2035 | 1470299 | 0.1 |
| 1464112<sup>(1),(4)</sup> | GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/2045 | 306695 | 0 |
| 15274717<sup>(4),(6)</sup> | GS Mortgage Securities Trust 2019-GC38 XA, 0.952%, 02/10/2052 | 654637 | 0 |
| 40611967<sup>(4),(6)</sup> | GS Mortgage Securities Trust 2019-GC40 XA, 1.078%, 07/10/2052 | 1806039 | 0.1 |
| 81908434<sup>(4),(6)</sup> | GS Mortgage Securities Trust 2019-GSA1 XA, 0.811%, 11/10/2052 | 3451945 | 0.2 |
| 180000<sup>(1),(4)</sup> | IMT Trust 2017-APTS EFX, 3.497%, 06/15/2034 | 165462 | 0 |
| 1750000<sup>(1)</sup> | INTOWN 2022-STAY D Mortgage Trust, 8.470%, (TSFR1M + 4.134%), 08/15/2039 | 1712944 | 0.1 |
| 5910000<sup>(1),(4)</sup> | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.364%, 07/05/2033 | 5050180 | 0.3 |
| 5440000<sup>(1)</sup> | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP E, 6.478%, (US0001M + 2.160%), 07/15/2036 | 5066023 | 0.3 |
| 2000000<sup>(4)</sup> | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.181%, 12/15/2047 | 1734600 | 0.1 |
| 7470000<sup>(1),(4)</sup> | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | 6233611 | 0.3 |
| 3810000<sup>(1),(4)</sup> | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | 2626900 | 0.1 |
| 1000000<sup>(1),(4)</sup> | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.180%, 11/15/2045 | 951335 | 0.1 |
| 2549000<sup>(1),(4)</sup> | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 4.883%, 01/15/2047 | 2373539 | 0.1 |
| 9560000<sup>(1),(4)</sup> | JPMBB Commercial Mortgage Securities Trust 2013-C17 E, 3.867%, 01/15/2047 | 8064978 | 0.4 |
| 2200000<sup>(1),(4)</sup> | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | 1789295 | 0.1 |
| 1000000<sup>(1),(4)</sup> | JPMBB Commercial Mortgage Securities Trust 2014-C19 D, 4.647%, 04/15/2047 | 915417 | 0.1 |
| 1405000<sup>(4)</sup> | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.644%, 08/15/2047 | 1294996 | 0.1 |
| 44518021<sup>(4),(6)</sup> | JPMBB Commercial Mortgage Securities Trust 2015-C27 XA, 1.147%, 02/15/2048 | 819701 | 0 |
| 45644412<sup>(4),(6)</sup> | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 0.946%, 10/15/2048 | 686910 | 0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 10131526 | LSTAR Commercial Mortgage Trust 2017-5 X, 0.792%, 03/10/2050 | 208757 | 0.0 |
| 4472490<sup>(1)</sup> | MBRT 2019-MBR H1, 8.668%, (US0001M + 4.000%), 11/15/2036 | 4267491 | 0.2 |
| 5000000<sup>(1)</sup> | MHP 2021-STOR F, 6.518%, (US0001M + 2.200%), 07/15/2038 | 4670417 | 0.3 |
| 3109307<sup>(1)</sup> | MHP 2022-MHIL E, 6.946%, (TSFR1M + 2.611%), 01/15/2027 | 2879286 | 0.2 |
| 2257000<sup>(1),(4)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.523%, 11/15/2045 | 1860619 | 0.1 |
| 10592766<sup>(4),(6)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 0.931%, 11/15/2046 | 43776 | 0.0 |
| 12257370<sup>(4),(6)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 0.954%, 12/15/2047 | 156228 | 0.0 |
| 1500000<sup>(1),(4)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 4.892%, 04/15/2047 | 1385553 | 0.1 |
| 5287000 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 D, 3.068%, 10/15/2048 | 4367632 | 0.2 |
| 560000<sup>(1)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 D, 3.060%, 10/15/2048 | 451280 | 0.0 |
| 15084451<sup>(4),(6)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.774%, 11/15/2052 | 430589 | 0.0 |
| 5970000<sup>(1),(11)</sup> | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | 5970000 | 0.3 |
| 4268000<sup>(1),(11)</sup> | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | 1276132 | 0.1 |
| 2021315<sup>(1),(11)</sup> | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 |  |  |
| 4841000<sup>(1),(4)</sup> | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | 3551358 | 0.2 |
| 25660000<sup>(1),(4),(6)</sup> | Morgan Stanley Capital I Trust 2018-L1 XD, 1.793%, 10/15/2051 | 2153441 | 0.1 |
| 22356006<sup>(4),(6)</sup> | Morgan Stanley Capital I Trust 2021-L6 XA, 1.229%, 06/15/2054 | 1404023 | 0.1 |
| 31079764<sup>(4),(6)</sup> | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.868%, 12/15/2050 | 1033438 | 0.1 |
| 13000000<sup>(1)</sup> | Prima Capital CRE Securitization 2019-7A D Ltd., 4.250%, 12/25/2050 | 10465490 | 0.6 |
| 7030000<sup>(1)</sup> | RFM Reremic Trust 2022-FRR1 AB55, 1.120%, 03/28/2049 | 5236600 | 0.3 |
| 5950000<sup>(1),(4)</sup> | RFM Reremic Trust 2022-FRR1 AB60, 2.470%, 11/08/2049 | 4654039 | 0.3 |
| 8960000<sup>(1),(4)</sup> | RFM Reremic Trust 2022-FRR1 AB64, 2.314%, 03/01/2050 | 6825610 | 0.4 |
| 2190000<sup>(1),(7)</sup> | RFM Reremic Trust 2022-FRR1 CK55, 0.000%, 03/28/2049 | 1548293 | 0.1 |
| 2750000<sup>(1),(7)</sup> | RFM Reremic Trust 2022-FRR1 CK60, 0.000%, 11/08/2049 | 1800614 | 0.1 |
| 2580000<sup>(1),(7)</sup> | RFM Reremic Trust 2022-FRR1 CK64, 0.000%, 03/01/2050 | 1651711 | 0.1 |
| 3000000<sup>(1)</sup> | SMRT 2022-MINI E, 7.036%, (TSFR1M + 2.700%), 01/15/2039 | 2748785 | 0.1 |
| 1000000<sup>(1),(4)</sup> | UBS Commercial Mortgage Trust 2017-C5, 4.427%, 11/15/2050 | 754339 | 0.0 |
| 22365311<sup>(4),(6)</sup> | UBS Commercial Mortgage Trust 2019-C16 XA, 1.532%, 04/15/2052 | 1393050 | 0.1 |
| 306388<sup>(1),(4)</sup> | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.096%, 12/10/2045 | 292217 | 0.0 |
| 5940000<sup>(1)</sup> | Wells Fargo Commercial Mortgage Trust 2015-NXS3 D, 3.153%, 09/15/2057 | 4837158 | 0.3 |
| 78780000<sup>(4),(6)</sup> | Wells Fargo Commercial Mortgage Trust 2016-NXS6 XB, 0.577%, 11/15/2049 | 1452853 | 0.1 |
| 19438869<sup>(4),(6)</sup> | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 0.880%, 10/15/2050 | 603384 | 0.0 |
| 37426337<sup>(4),(6)</sup> | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.604%, 08/15/2052 | 2670206 | 0.1 |
| 2500000<sup>(1)</sup> | Wells Fargo Commercial Mortgage Trust 2021-C59 C, 2.500%, 04/15/2054 | 1316304 | 0.1 |
| 19218064<sup>(4),(6)</sup> | Wells Fargo Commercial Mortgage Trust 2021-C59 E, 1.537%, 04/15/2054 | 1613722 | 0.1 |
| 1500000<sup>(1),(4)</sup> | WFLD 2014-MONT D Mortgage Trust, 3.755%, 08/10/2031 | 1194263 | 0.1 |
| 9230000<sup>(1),(4)</sup> | WFRBS Commercial Mortgage Trust 2013-C11 E, 4.248%, 03/15/2045 | 7735221 | 0.4 |
| 960000<sup>(1),(4)</sup> | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.248%, 03/15/2045 | 775866 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 5950000<sup>(1)</sup> | WFRBS Commercial Mortgage Trust 2013-C12 F, 3.500%, 03/15/2048 | 5707865 | 0.3 |
| 412205 | WFRBS Commercial Mortgage Trust 2013-C12 XA, 0.910%, 03/15/2048 | 524 | 0.0 |
| 12770000 | WFRBS Commercial Mortgage Trust 2013-C17 D, 5.029%, 12/15/2046 | 11736870 | 0.6 |
| 760000<sup>(1)</sup> | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | 678596 | 0.0 |
| 22211129 | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.908%, 03/15/2046 | 107947 | 0.0 |
| 1900000<sup>(1)</sup> | WFRBS Commercial Mortgage Trust 2014-C21 D, 3.497%, 08/15/2047 | 1623896 | 0.1 |
|  | &nbsp;&nbsp;&nbsp;Total Commercial Mortgage-Backed Securities |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $347,748,838) | **301738759** | **16.2** |
| **ASSET-BACKED SECURITIES: 13.7%** | **ASSET-BACKED SECURITIES: 13.7%** |  |  |
|  | **Automobile Asset-Backed Securities: 0.8%** |  |  |
| 2450000 | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | 2356355 | 0.1 |
| 4400000 | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | 4153447 | 0.2 |
| 3000000 | Carmax Auto Owner Trust 2019-2 D, 3.410%, 10/15/2025 | 2964887 | 0.2 |
| 2266881 | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | 2252841 | 0.1 |
| 2933723 | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | 2920266 | 0.2 |
|  |  | **14647796** | **0.8** |
|  | **Home Equity Asset-Backed Securities: 0.5%** |  |  |
| 2262654<sup>(1),(4)</sup> | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | 1773502 | 0.1 |
| 2884880<sup>(1)</sup> | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A3, 7.250%, 02/25/2038 | 2240597 | 0.1 |
| 314065 | GSAA Home Equity Trust 2006-3 A3, 4.989%, (US0001M + 0.300%), 03/25/2036 | 172283 | 0.0 |
| 1957418<sup>(4)</sup> | GSAA Home Equity Trust 2006-4 4A3, 3.219%, 03/25/2036 | 1278001 | 0.1 |
| 851181 | GSAA Home Equity Trust 2007-1 1A1, 4.549%, (US0001M + 0.080%), 02/25/2037 | 277670 | 0.0 |
| 852067<sup>(4)</sup> | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 358447 | 0.0 |
| 772781<sup>(4)</sup> | Morgan Stanley Mortgage Loan Trust 2007-10XS A2, 6.250%, 02/25/2037 | 365324 | 0.0 |
| 361312 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 4.849%, (US0001M + 0.230%), 02/25/2037 | 320681 | 0.0 |
| 3473386<sup>(4)</sup> | Renaissance Home Equity Loan Trust 2004-4 MF2, 5.818%, 02/25/2035 | 2946678 | 0.2 |
|  |  | **9733183** | **0.5** |
|  | **Other Asset-Backed Securities: 11.3%** |  |  |
| 3089000<sup>(1),(4)</sup> | Ajax Mortgage Loan Trust 2019-D A2, 3.500%, 09/25/2065 | 2760677 | 0.1 |
| 4234000<sup>(1)</sup> | Ajax Mortgage Loan Trust 2019-F A2, 3.500%, 07/25/2059 | 3821104 | 0.2 |
| 2500000<sup>(1)</sup> | AMMC CLO 16 Ltd. 2015-16A CR2, 5.961%, (US0003M + 1.950%), 04/14/2029 | 2438882 | 0.1 |
| 2000000<sup>(1)</sup> | AMMC CLO XI Ltd. 2012-11A CR2, 6.315%, (US0003M + 1.900%), 04/30/2031 | 1875664 | 0.1 |
| 2700000<sup>(1)</sup> | Apidos CLO XXIV 2016-24A BRR, 6.293%, (US0003M + 2.050%), 10/20/2030 | 2562754 | 0.1 |
| 2900000<sup>(1)</sup> | Apidos CLO XXXIII 2020-33A CR, 6.225%, (US0003M + 1.900%), 10/24/2034 | 2715693 | 0.1 |
| 1633500<sup>(1)</sup> | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/05/2049 | 1610197 | 0.1 |
| 742500<sup>(1)</sup> | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/05/2049 | 678930 | 0.0 |
| 372458<sup>(1)</sup> | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | 350910 | 0.0 |
| 500000<sup>(1)</sup> | Arbor Realty Commercial Real Estate Notes 2021-FL4 D Ltd., 7.218%, (US0001M + 2.900%), 11/15/2036 | 464169 | 0.0 |
| 750000<sup>(1)</sup> | Atrium CDO Corp. 12A CR, 5.975%, (US0003M + 1.650%), 04/22/2027 | 730871 | 0.0 |
| 2500000<sup>(1)</sup> | Atrium XIV LLC 14A A2BR, 2.304%, 08/23/2030 | 2189190 | 0.1 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 2000000<sup>(1)</sup> | Babson CLO Ltd. 2018-3A C, 6.143%, (US0003M + 1.900%), 07/20/2029 | 1935298 | 0.1 |
| 2000000<sup>(1)</sup> | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 6.393%, (US0003M + 2.150%), 04/20/2031 | 1899730 | 0.1 |
| 1000000<sup>(1)</sup> | BlueMountain CLO 2013-2A CR, 6.275%, (US0003M + 1.950%), 10/22/2030 | 936108 | 0.1 |
| 1000000<sup>(1)</sup> | BlueMountain CLO 2015-4 CR Ltd., 6.143%, (US0003M + 1.900%), 04/20/2030 | 930094 | 0.0 |
| 1250000<sup>(1)</sup> | BlueMountain CLO Ltd. 2021-28A C, 6.079%, (US0003M + 2.000%), 04/15/2034 | 1160964 | 0.1 |
| 2000000<sup>(1)</sup> | BlueMountain CLO XXIX Ltd. 2020-29A CR, 6.458%, (US0003M + 2.100%), 07/25/2034 | 1869360 | 0.1 |
| 1885750<sup>(1)</sup> | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | 1697116 | 0.1 |
| 4000000<sup>(1)</sup> | Bristol Park CLO Ltd. 2016-1A CR, 6.029%, (US0003M + 1.950%), 04/15/2029 | 3809016 | 0.2 |
| 750000<sup>(1)</sup> | Buttermilk Park CLO Ltd. 2018-1A C, 6.179%, (US0003M + 2.100%), 10/15/2031 | 709844 | 0.0 |
| 1000000<sup>(1)</sup> | Carlyle Global Market Strategies CLO 2014-3RA B Ltd., 6.258%, (US0003M + 1.900%), 07/27/2031 | 924851 | 0.0 |
| 1500000<sup>(1)</sup> | Carlyle US CLO 2016-4A BR Ltd., 6.343%, (US0003M + 2.100%), 10/20/2027 | 1437190 | 0.1 |
| 1000000<sup>(1)</sup> | Cent CLO C17A BR Ltd., 6.265%, (US0003M + 1.850%), 04/30/2031 | 932833 | 0.1 |
| 5900000<sup>(1)</sup> | CIFC Funding 2015-4A BR2 Ltd., 6.143%, (US0003M + 1.900%), 04/20/2034 | 5508936 | 0.3 |
| 5500000<sup>(1)</sup> | CIFC Funding 2019-2A CR Ltd., 6.179%, (US0003M + 2.100%), 04/17/2034 | 5218928 | 0.3 |
| 846556 | Countrywide Asset-Backed Certificates 2005-AB2 M1, 5.094%, (US0001M + 0.705%), 09/25/2035 | 785900 | 0.0 |
| 822375<sup>(1)</sup> | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | 752514 | 0.0 |
| 435375<sup>(1)</sup> | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | 405361 | 0.0 |
| 4059000<sup>(1)</sup> | DB Master Finance LLC 2021-1A A23, 2.791%, 11/20/2051 | 3139052 | 0.2 |
| 3000000<sup>(1)</sup> | Dewolf Park CLO Ltd. 2017-1A DR, 6.929%, (US0003M + 2.850%), 10/15/2030 | 2723262 | 0.1 |
| 564000<sup>(1)</sup> | Domino's Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | 538166 | 0.0 |
| 1047750<sup>(1)</sup> | Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 963824 | 0.1 |
| 2265600<sup>(1)</sup> | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 2153117 | 0.1 |
| 3452375<sup>(1)</sup> | Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | 2993148 | 0.2 |
| 2117500<sup>(1)</sup> | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | 1942456 | 0.1 |
| 1450000<sup>(1)</sup> | Driven Brands Funding LLC 2022-1A A2, 7.393%, 10/20/2052 | 1452250 | 0.1 |
| 1193750<sup>(1)</sup> | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | 1113592 | 0.1 |
| 2750000<sup>(1)</sup> | Dryden 30 Senior Loan Fund 2013-30A DR, 7.206%, (US0003M + 2.600%), 11/15/2028 | 2503446 | 0.1 |
| 1750000<sup>(1)</sup> | Dryden 55 CLO Ltd. 2018-55A C, 5.979%, (US0003M + 1.900%), 04/15/2031 | 1646190 | 0.1 |
| 5000000<sup>(1)</sup> | Dryden 75 CLO Ltd. 2019-75A CR2, 5.879%, (US0003M + 1.800%), 04/15/2034 | 4602355 | 0.2 |
| 6000000<sup>(1)</sup> | Dryden 86 CLO Ltd. 2020-86A DR, 7.279%, (US0003M + 3.200%), 07/17/2034 | 5518212 | 0.3 |
| 3046438<sup>(1)</sup> | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 2861040 | 0.2 |
| 854126<sup>(1)</sup> | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | 756574 | 0.0 |
| 3304289<sup>(1)</sup> | Helios Issuer, LLC 2018-1A B, 7.710%, 07/20/2048 | 2741754 | 0.1 |
| 987832<sup>(1)</sup> | JG Wentworth XLII LLC 2018-2A B, 4.700%, 10/15/2077 | 860167 | 0.0 |
| 1600000<sup>(1)</sup> | Kayne CLO 10 Ltd. 2021-10A C, 6.075%, (US0003M + 1.750%), 04/23/2034 | 1465843 | 0.1 |
| 1710000<sup>(1)</sup> | KAYNE CLO I Ltd. 2018-1A CR, 5.829%, (US0003M + 1.750%), 07/15/2031 | 1615297 | 0.1 |
| 1350000<sup>(1)</sup> | LCM XVIII L.P. 18A CR, 6.093%, (US0003M + 1.850%), 04/20/2031 | 1232050 | 0.1 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 1000000<sup>(1)</sup> | LCM XX L.P. 20A-CR, 6.193%, (US0003M + 1.950%), 10/20/2027 | 975031 | 0.1 |
| 2800000<sup>(1)</sup> | LCM XXIV Ltd. 24A CR, 6.143%, (US0003M + 1.900%), 03/20/2030 | 2610978 | 0.1 |
| 813577<sup>(1)</sup> | LCSS Financing 2018-A A LLC, 4.700%, 12/15/2062 | 698768 | 0.0 |
| 1000000<sup>(1)</sup> | Madison Park Funding XIII Ltd. 2014-13A CR2, 6.127%, (US0003M + 1.900%), 04/19/2030 | 971327 | 0.1 |
| 2500000<sup>(1)</sup> | Madison Park Funding XIX Ltd. 2015-19A B1R2, 6.175%, (US0003M + 1.850%), 01/22/2028 | 2437985 | 0.1 |
| 1000000<sup>(1)</sup> | Magnetite VIII Ltd. 2014-8A CR2, 5.929%, (US0003M + 1.850%), 04/15/2031 | 955763 | 0.1 |
| 154207<sup>(1)</sup> | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | 153863 | 0.0 |
| 641679<sup>(1)</sup> | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | 636946 | 0.0 |
| 1201023<sup>(1)</sup> | Marlette Funding Trust 2019-3A C, 3.790%, 09/17/2029 | 1190350 | 0.1 |
| 1605970<sup>(1)</sup> | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | 1444164 | 0.1 |
| 537199<sup>(1)</sup> | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 496477 | 0.0 |
| 1307600<sup>(1)</sup> | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 1211030 | 0.1 |
| 1213573<sup>(1)</sup> | Mosaic Solar Loan Trust 2019-1A A, 4.370%, 12/21/2043 | 1128858 | 0.1 |
| 517049<sup>(1)</sup> | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | 445277 | 0.0 |
| 940220<sup>(1)</sup> | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | 872561 | 0.0 |
| 3500000<sup>(1)</sup> | Neuberger Berman Loan Advisers CLO 24 Ltd. 2017-24A CR, 6.177%, (US0003M + 1.950%), 04/19/2030 | 3356503 | 0.2 |
| 7700000<sup>(1)</sup> | Neuberger Berman Loan Advisers CLO 30 Ltd. 2018-30A CR, 5.993%, (US0003M + 1.750%), 01/20/2031 | 7237469 | 0.4 |
| 2300000<sup>(1)</sup> | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A CR, 5.979%, (US0003M + 1.900%), 10/16/2033 | 2170577 | 0.1 |
| 4750000<sup>(1)</sup> | Neuberger Berman Loan Advisers Clo 44 Ltd. 2021-44A C, 5.979%, (US0003M + 1.900%), 10/16/2034 | 4446551 | 0.2 |
| 6000000<sup>(1)</sup> | Oaktree CLO Ltd. 2021-1A C, 6.029%, (US0003M + 1.950%), 07/15/2034 | 5590872 | 0.3 |
| 2500000<sup>(1)</sup> | Oaktree CLO Ltd. 2021-1A D, 7.329%, (US0003M + 3.250%), 07/15/2034 | 2315147 | 0.1 |
| 7470000<sup>(1)</sup> | Octagon Investment Partners 31 Ltd. 2017-1A CR, 6.293%, (US0003M + 2.050%), 07/20/2030 | 7135337 | 0.4 |
| 4500000<sup>(1)</sup> | Octagon Investment Partners 32 Ltd. 2017-1A CR, 6.129%, (US0003M + 2.050%), 07/15/2029 | 4284526 | 0.2 |
| 600000<sup>(1)</sup> | Octagon Investment Partners 33 Ltd. 2017-1A B, 6.093%, (US0003M + 1.850%), 01/20/2031 | 569522 | 0.0 |
| 1500000<sup>(1)</sup> | OHA Credit Funding 9 Ltd. 2021-9A C, 6.127%, (US0003M + 1.900%), 07/19/2035 | 1431372 | 0.1 |
| 5000000<sup>(1)</sup> | Palmer Square CLO 2020-3A CR Ltd., 7.556%, (US0003M + 2.950%), 11/15/2031 | 4674470 | 0.3 |
| 4250000<sup>(1)</sup> | Palmer Square Loan Funding 2021-2A C Ltd., 7.075%, (US0003M + 2.400%), 05/20/2029 | 4142964 | 0.2 |
| 143864<sup>(4)</sup> | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.527%, 01/25/2036 | 140321 | 0.0 |
| 2376500<sup>(1)</sup> | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | 2174896 | 0.1 |
| 1100000<sup>(1)</sup> | Recette Clo Ltd. 2015-1A CRR, 5.993%, (US0003M + 1.750%), 04/20/2034 | 999592 | 0.1 |
| 2050000<sup>(1)</sup> | Rockland Park CLO Ltd. 2021-1A C, 6.143%, (US0003M + 1.900%), 04/20/2034 | 1920618 | 0.1 |
| 3270000<sup>(1)</sup> | Shackleton 2019-15A CR CLO Ltd., 6.229%, (US0003M + 2.150%), 01/15/2032 | 3099659 | 0.2 |
| 1453557<sup>(1)</sup> | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | 1438293 | 0.1 |
| 1200000<sup>(1)</sup> | SoFi Consumer Loan Program 2020-1 D Trust, 2.940%, 01/25/2029 | 1162882 | 0.1 |
| 1904500<sup>(1)</sup> | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | 1697492 | 0.1 |
| 4677956<sup>(1)</sup> | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | 3898222 | 0.2 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| 1813580 | <sup>(1)</sup> | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | 1666428 | 0.1 |
| 3490948 | <sup>(1)</sup> | Sunrun Atlas Issuer 2019-2 A LLC, 3.610%, 02/01/2055 | 3079199 | 0.2 |
| 5580401 | <sup>(1)</sup> | Sunrun Jupiter Issuer 2022-1A A LLC, 4.750%, 07/30/2057 | 5121032 | 0.3 |
| 1056000 | <sup>(1)</sup> | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 991151 | 0.1 |
| 1000000 | <sup>(1)</sup> | TCI-Flatiron Clo 2017-1A C Ltd., 6.500%, (US0003M + 1.850%), 11/18/2030 | 948392 | 0.1 |
| 2250000 | <sup>(1)</sup> | TCI-Flatiron Clo 2018-1A CR Ltd., 6.165%, (US0003M + 1.750%), 01/29/2032 | 2127217 | 0.1 |
| 4100000 | <sup>(1)</sup> | TCW CLO 2020-1A DRR Ltd., 7.643%, (US0003M + 3.400%), 04/20/2034 | 3755071 | 0.2 |
| 3100000 | <sup>(1)</sup> | TCW CLO 2021-1A C Ltd., 6.143%, (US0003M + 1.900%), 03/18/2034 | 2892102 | 0.2 |
| 3000000 | <sup>(1)</sup> | TCW CLO 2021-2A D Ltd., 7.608%, (US0003M + 3.250%), 07/25/2034 | 2747964 | 0.1 |
| 2000000 | <sup>(1)</sup> | THL Credit Wind River 2014-1 CRR CLO Ltd., 6.144%, (US0003M + 1.950%), 07/18/2031 | 1854738 | 0.1 |
| 2000000 | <sup>(1),(4)</sup> | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | 1867566 | 0.1 |
| 1500000 | <sup>(1)</sup> | Upland CLO Ltd. 2016-1A BR, 6.093%, (US0003M + 1.850%), 04/20/2031 | 1402179 | 0.1 |
| 1230250 | <sup>(1)</sup> | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 1112626 | 0.1 |
| 3094000 | <sup>(1)</sup> | Wendy's Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | 2858215 | 0.2 |
| 1750000 | <sup>(1)</sup> | Whetstone Park CLO Ltd. 2021-1A D, 7.143%, (US0003M + 2.900%), 01/20/2035 | 1528249 | 0.1 |
|  | **** |  | **210003671** | **11.3** |
|  | |  |  |  |
|  | | **Student Loan Asset-Backed Securities: 1.1%** |  |  |
| 64758 | <sup>(1)</sup> | Commonbond Student Loan Trust 2018-CGS C, 4.350%, 02/25/2046 | 61444 | 0.0 |
| 213861 | <sup>(1)</sup> | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | 192237 | 0.0 |
| 719309 | <sup>(1),(4)</sup> | ELFI Graduate Loan Program 2019-A B LLC, 2.940%, 03/25/2044 | 651698 | 0.0 |
| 1092294 | <sup>(1)</sup> | Laurel Road Prime Student Loan Trust 2018-B BFX, 3.720%, 05/26/2043 | 1011019 | 0.1 |
| 4000000 | <sup>(1)</sup> | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 3392788 | 0.2 |
| 1000000 | <sup>(1)</sup> | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 917276 | 0.1 |
| 2250000 | <sup>(1),(4)</sup> | SoFi Professional Loan Program 2017-A B LLC, 3.440%, 03/26/2040 | 2136320 | 0.1 |
| 1000000 | <sup>(1),(4)</sup> | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | 891962 | 0.1 |
| 1000000 | <sup>(1),(4)</sup> | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | 861176 | 0.0 |
| 1000000 | <sup>(1)</sup> | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | 872758 | 0.0 |
| 1000000 | <sup>(1)</sup> | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | 888229 | 0.1 |
| 2000000 | <sup>(1)</sup> | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | 1603612 | 0.1 |
| 3000000 | <sup>(1)</sup> | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | 2358953 | 0.1 |
| 4400000 | <sup>(1)</sup> | SoFi Professional Loan Program 2020-B BFX Trust, 2.730%, 05/15/2046 | 3454066 | 0.2 |
|  | **** |  | **19293538** | **1.1** |
|  | |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Total Asset-Backed Securities | &nbsp;&nbsp;&nbsp;Total Asset-Backed Securities |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $276,324,075) | &nbsp;&nbsp;&nbsp;(Cost $276,324,075) | **253678188** | **13.7** |
|  | |  |  |  |
| **BANK LOANS: 9.2%** | **BANK LOANS: 9.2%** | **BANK LOANS: 9.2%** |  |  |
|  | | **Aerospace & Defense: 0.2%** |  |  |
| 272625 | | ADS Tactical, Inc. 2021 Term Loan B, 10.139%, (US0001M + 5.750%), 03/19/2026 | 245362 | 0.0 |
| 904686 | | American Airlines, Inc. 2018 Term Loan B, 6.139%, (US0001M + 1.750%), 06/27/2025 | 873588 | 0.1 |
| 783483 | | Geo Group, Inc. (The) 2022 Tranche 1 Term Loan, 11.448%, 03/23/2027 | 787564 | 0.0 |
| 1247547 | | Peraton Corp. Term Loan B, 8.139%, (US0001M + 3.750%), 02/01/2028 | 1221260 | 0.1 |
| 695000 | | Setanta Aircraft Leasing Designated Activity Compa Term Loan B, 6.730%, (US0003M + 2.000%), 11/05/2028 | 692828 | 0.0 |
|  | **** |  | **3820602** | **0.2** |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
|  | **Air Transport: 0.1%** |  |  |
| 1488655 | United Airlines, Inc. 2021 Term Loan B, 8.108%, (US0003M + 3.750%), 04/21/2028 | **1473148** | **0.1** |
|  | **Auto Components: 0.0%** |  |  |
| 617873 | Broadstreet Partners, Inc. 2020 Term Loan B, 7.384%, (US0001M + 3.000%), 01/27/2027 | **601268** | **0.0** |
|  | **Automotive: 0.3%** |  |  |
| 612508 | Autokiniton US Holdings, Inc. 2021 Term Loan B, 8.792%, (US0001M + 4.500%), 04/06/2028 | 594133 | 0.0 |
| 398952 | Bright Bidco B.V. 2018 Term Loan B, 8.267%, (US0003M + 3.500%), 06/30/2024 | 135145 | 0.0 |
| 653666 | Dealer Tire, LLC 2020 Term Loan B, 8.634%, (US0001M + 4.250%), 12/12/2025 | 649989 | 0.0 |
| 765148 | Gates Global LLC 2021 Term Loan B3, 6.884%, (US0001M + 2.500%), 03/31/2027 | 750562 | 0.1 |
| 622009 | Holley Purchaser, Inc. 2021 Term Loan, 8.429%, (US0003M + 3.750%), 11/17/2028 | 543220 | 0.0 |
| 348619 | IXS Holdings, Inc. 2021 Term Loan B, 8.550%, (SOFRRATE + 4.250%), 03/05/2027 | 275845 | 0.0 |
| 444382 | Les Schwab Tire Centers Term Loan B, 6.580%, (US0003M + 3.250%), 11/02/2027 | 441049 | 0.0 |
| 325875 | Rough Country, LLC 2021 Term Loan, 8.230%, (US0003M + 3.500%), 07/28/2028 | 305915 | 0.0 |
| 860860 | Truck Hero, Inc. 2021 Term Loan B, 8.134%, (US0001M + 3.750%), 01/31/2028 | 742722 | 0.1 |
| 720563 | Wand NewCo 3, Inc. 2020 Term Loan, 7.384%, (US0001M + 3.000%), 02/05/2026 | 685286 | 0.1 |
| 759138 | Wheel Pros, LLC 2021 Term Loan, 8.825%, (US0003M + 4.500%), 05/11/2028 | 518428 | 0.0 |
|  |  | **5642294** | **0.3** |
|  | **Basic Materials: 0.1%** |  |  |
| 270000 | Axalta Coating Systems Dutch Holding B.V 2022 USD Term Loan B4, 7.300%, 12/07/2029 | 270548 | 0.0 |
| 650000 | Iris Holding, Inc. 2022 Term Loan 1L, 9.050%, (SOFRRATE + 4.750%), 06/28/2028 | 591500 | 0.1 |
|  |  | **862048** | **0.1** |
|  | **Beverage & Tobacco: 0.1%** |  |  |
| 2077 | City Brewing Company, LLC Closing Date Term Loan, 7.792%, (US0001M + 3.500%), 04/05/2028 | 934 | 0.0 |
| 462675 | Naked Juice LLC Term Loan, 7.930%, (SOFRRATE + 3.250%), 01/24/2029 | 415375 | 0.0 |
| 594127 | Triton Water Holdings, Inc Term Loan, 8.230%, (US0003M + 3.500%), 03/31/2028 | 554469 | 0.1 |
|  |  | **970778** | **0.1** |
|  | **Building & Development: 0.4%** |  |  |
| 492366 | American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 6.384%, (US0001M + 2.000%), 01/15/2027 | 488551 | 0.0 |
| 1133550 | Chamberlain Group Inc Term Loan B, 7.634%, (US0001M + 3.250%), 11/03/2028 | 1072386 | 0.1 |
| 846028 | Core & Main LP 2021 Term Loan B, 6.879%, (US0001M + 2.500%), 07/27/2028 | 837356 | 0.1 |
| 654282 | Cornerstone Building Brands, Inc. 2021 Term Loan B, 7.568%, (US0001M + 3.250%), 04/12/2028 | 590285 | 0.0 |
| 670585 | CP Atlas Buyer, Inc. 2021 Term Loan B, 7.884%, (US0001M + 3.500%), 11/23/2027 | 589696 | 0.0 |
| 260733 | Empire Today, LLC 2021 Term Loan, 9.292%, (US0003M + 5.000%), 04/03/2028 | 196854 | 0.0 |
| 417 | Foley Products Company, LLC 2021 Term Loan, 9.480%, (SOFRRATE + 4.750%), 12/29/2028 | 404 | 0.0 |
| 556525 | Foundation Building Materials Holding Company LLC 2021 Term Loan, 7.665%, (US0003M + 3.250%), 01/31/2028 | 527307 | 0.0 |
| 42096<sup>(13)</sup> | IPS Corporation 2021 Delayed Draw Term Loan, 8.267%, (US0003M + 3.500%), 10/02/2028 | 37823 | 0.0 |
| 227692 | IPS Corporation 2021 Term Loan, 7.884%, (US0001M + 3.500%), 10/02/2028 | 204581 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 240624 | LBM Acquisition LLC Term Loan B, 7.121%, (US0006M + 3.750%), 12/17/2027 | 209510 | 0.0 |
| 745616 | LHS Borrower, LLC 2022 Term Loan B, 9.050%, (SOFRRATE + 4.750%), 02/16/2029 | 610473 | 0.1 |
| 397688 | Smyrna Ready Mix Concrete, LLC Term Loan B, 8.673%, (TSFR1M + 4.250%), 04/02/2029 | 390729 | 0.0 |
| 436077 | Specialty Building Products Holdings, LLC 2021 Term Loan B, 7.639%, (US0001M + 3.250%), 10/15/2028 | 395194 | 0.0 |
| 400000 | SRS Distribution Inc. 2021 Term Loan B, 7.884%, (US0001M + 3.500%), 06/02/2028 | 382300 | 0.0 |
| 449568 | Standard Industries Inc. 2021 Term Loan B, 6.425%, (US0003M + 2.250%), 09/22/2028 | 444635 | 0.0 |
| 798578 | White Cap Buyer LLC Term Loan B, 8.073%, (TSFR1M + 3.750%), 10/19/2027 | 773677 | 0.1 |
|  |  | **7751761** | **0.4** |
|  | **Business Equipment & Services: 0.8%** |  |  |
| 959138 | AlixPartners, LLP 2021 USD Term Loan B, 7.134%, (US0001M + 2.750%), 02/04/2028 | 951687 | 0.1 |
| 770250 | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B, 8.173%, (US0001M + 3.750%), 05/12/2028 | 732604 | 0.1 |
| 638 | Anticimex International AB 2021 USD Term Loan B1, 8.235%, (US0003M + 3.500%), 11/16/2028 | 618 | 0.0 |
| 659559 | APX Group, Inc. 2021 Term Loan B, 6.731%, (US0003M + 3.250%), 07/10/2028 | 653458 | 0.0 |
| 767250 | Ascend Learning, LLC 2021 Term Loan, 7.884%, (US0001M + 3.500%), 12/11/2028 | 727269 | 0.1 |
| 437074 | Belfor Holdings Inc. Term Loan B, 8.389%, (US0001M + 4.000%), 04/06/2026 | 434524 | 0.0 |
| 428475 | Cimpress Public Limited Company USD Term Loan B, 7.884%, (US0001M + 3.500%), 05/17/2028 | 386163 | 0.0 |
| 160000 | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan, 11.073%, (US0001M + 6.750%), 03/30/2029 | 142200 | 0.0 |
| 650870 | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan, 8.073%, (US0001M + 3.750%), 03/31/2028 | 624429 | 0.0 |
| 466424 | Endure Digital Inc. Term Loan, 7.717%, (US0001M + 3.500%), 02/10/2028 | 420948 | 0.0 |
| 475197 | Ensono, LP 2021 Term Loan, 8.901%, (US0003M + 3.750%), 05/26/2028 | 428568 | 0.0 |
| 326347 | Finastra USA, Inc. USD 1st Lien Term Loan, 6.871%, (US0003M + 3.500%), 06/13/2024 | 289565 | 0.0 |
| 373750 | Garda World Security Corporation 2022 Term Loan B, 8.535%, (TSFR1M + 4.250%), 02/01/2029 | 360980 | 0.0 |
| 750000 | Garda World Security Corporation 2022 Term Loan B, 8.550%, (SOFRRATE + 4.250%), 10/30/2026 | 731719 | 0.1 |
| 292924 | Gloves Buyer, Inc. 2021 Term Loan, 8.384%, (US0001M + 4.000%), 12/29/2027 | 263631 | 0.0 |
| 535275 | Intrado Corporation 2017 Term Loan, 8.415%, (US0003M + 4.000%), 10/10/2024 | 492899 | 0.0 |
| 551600 | ION Trading Finance Limited 2021 USD Term Loan, 9.480%, (US0003M + 4.750%), 04/03/2028 | 524611 | 0.0 |
| 601063 | KUEHG Corp. 2018 Incremental Term Loan, 8.480%, (US0003M + 3.750%), 02/21/2025 | 578806 | 0.0 |
| 459926 | Paysafe Holdings (US) Corp USD Term Loan B1, 7.139%, (US0001M + 2.750%), 06/28/2028 | 440475 | 0.0 |
| 75000 | Pre-Paid Legal Services, Inc. 2021 2nd Lien Term Loan, 11.384%, (US0001M + 7.000%), 12/14/2029 | 68906 | 0.0 |
| 351854 | Pre-Paid Legal Services, Inc. 2021 Term Loan, 8.134%, (US0001M + 3.750%), 12/15/2028 | 339363 | 0.0 |
| 271471 | Red Ventures, LLC 2020 Term Loan B2, 6.889%, (US0001M + 2.500%), 11/08/2024 | 270283 | 0.0 |
| 12451 | Refficiency Holdings LLC 2021 Delayed Draw Term Loan, 8.250%, (US0003M + 3.750%), 12/16/2027 | 11852 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 992188 | Research Now Group, Inc. 2017 1st Lien Term Loan, 8.841%, (US0006M + 5.500%), 12/20/2024 | 751582 | 0.1 |
| 8257 | Service Logic Acquisition, Inc Delayed Draw Term Loan, 8.374%, (US0003M + 4.000%), 10/29/2027 | 7844 | 0.0 |
| 514 | Service Logic Acquisition, Inc Term Loan, 8.415%, (US0003M + 4.000%), 10/29/2027 | 488 | 0.0 |
| 771447 | Skopima Merger Sub Inc. Term Loan B, 8.384%, (US0001M + 4.000%), 05/12/2028 | 729982 | 0.1 |
| 1024811 | Staples, Inc. 7 Year Term Loan, 9.440%, (US0003M + 5.000%), 04/16/2026 | 950031 | 0.1 |
| 971754 | Verscend Holding Corp. 2021 Term Loan B, 8.384%, (US0001M + 4.000%), 08/27/2025 | 968110 | 0.1 |
| 273763 | Virtusa Corporation First Lien Term Loan B, 8.134%, (US0001M + 3.750%), 02/11/2028 | 265208 | 0.0 |
| 317246 | VM Consolidated, Inc. 2021 Term Loan B, 7.634%, (US0001M + 3.250%), 03/24/2028 | 315858 | 0.0 |
| 322902 | Yak Access, LLC 2018 1st Lien Term Loan B, 9.392%, (US0001M + 5.000%), 07/11/2025 | 137233 | 0.0 |
| 208333 | Yak Access, LLC 2018 2nd Lien Term Loan B, 14.767%, (US0003M + 10.000%), 07/10/2026 | 26736 | 0.0 |
|  |  | **14028630** | **0.8** |
|  | **Cable & Satellite Television: 0.2%** |  |  |
| 455927 | Atlantic Broadband Finance, LLC 2021 Term Loan, 6.884%, (US0001M + 2.500%), 09/01/2028 | 444243 | 0.0 |
| 965493 | DirecTV Financing, LLC Term Loan, 9.384%, (US0001M + 5.000%), 08/02/2027 | 940677 | 0.1 |
| 2147551 | Telesat Canada Term Loan B5, 7.170%, (US0003M + 2.750%), 12/07/2026 | 1014181 | 0.1 |
| 750000 | UPC Financing Partnership 2021 USD Term Loan AX, 7.243%, (US0001M + 2.925%), 01/31/2029 | 735547 | 0.0 |
| 650000 | Virgin Media Bristol LLC 2020 USD Term Loan Q, 7.568%, (US0001M + 3.250%), 01/31/2029 | 644414 | 0.0 |
| 331650 | WideOpenWest Finance LLC 2021 Term Loan B, 7.580%, (TSFR1M + 3.000%), 12/20/2028 | 321977 | 0.0 |
|  |  | **4101039** | **0.2** |
|  | **Chemicals & Plastics: 0.3%** |  |  |
| 115000 | CPC Acquisition Corp Second Lien Term Loan, 12.480%, (US0003M + 7.750%), 12/29/2028 | 70725 | 0.0 |
| 270070 | GEON Performance Solutions, LLC 2021 Term Loan, 9.224%, (US0003M + 4.500%), 08/18/2028 | 263318 | 0.0 |
| 507 | Hexion Holdings Corporation 2022 USD Term Loan, 8.935%, (SOFRRATE + 4.500%), 03/15/2029 | 437 | 0.0 |
| 304178 | INEOS Styrolution US Holding LLC 2021 USD Term Loan B, 7.134%, (US0001M + 2.750%), 01/29/2026 | 299615 | 0.0 |
| 421189 | Ineos US Finance LLC 2021 USD Term Loan B, 6.923%, (TSFR1M + 2.500%), 11/08/2028 | 395241 | 0.0 |
| 800279 | Lonza Group AG USD Term Loan B, 8.730%, (US0003M + 4.000%), 07/03/2028 | 738658 | 0.1 |
| 699089 | LSF11 A5 Holdco LLC Term Loan, 8.052%, (SOFRRATE + 3.500%), 10/15/2028 | 676369 | 0.1 |
| 632665 | Olympus Water US Holding Corporation 2021 USD Term Loan B, 8.500%, (US0003M + 3.750%), 11/09/2028 | 609028 | 0.1 |
| 677302 | Polar US Borrower, LLC 2018 1st Lien Term Loan, 9.021%, (US0002M + 4.750%), 10/15/2025 | 552001 | 0.0 |
| 462288 | PQ Corporation 2021 Term Loan B, 6.915%, (US0003M + 2.500%), 06/09/2028 | 456220 | 0.0 |
| 317552 | Sparta U.S. HoldCo LLC 2021 Term Loan, 7.392%, (US0001M + 3.250%), 08/02/2028 | 310407 | 0.0 |
| 276327 | Trinseo Materials Operating S.C.A. 2018 Term Loan, 6.384%, (US0001M + 2.000%), 09/06/2024 | 269024 | 0.0 |
| 300000 | Tronox Finance LLC 2021 Term Loan B, 7.017%, (US0003M + 2.250%), 03/10/2028 | 291425 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 300000 | W.R. Grace & Co.-Conn. 2021 Term Loan B, 8.517%, 09/22/2028 | 295266 | 0.0 |
|  |  | **5227734** | **0.3** |
|  | **Clothing/Textiles: 0.0%** |  |  |
| 537300 | ABG Intermediate Holdings 2 LLC 2021 Term Loan B1, 7.923%, (SOFRRATE + 3.500%), 12/21/2028 | 521629 | 0.0 |
| 335750 | Birkenstock GmbH & Co. KG USD Term Loan B, 7.690%, (US0003M + 3.250%), 04/28/2028 | 327566 | 0.0 |
|  |  | **849195** | **0.0** |
|  | **Communications: 0.0%** |  |  |
| 675353 | Maxar Technologies, Inc. 2022 Term Loan B 1L, 8.550%, (SOFRRATE + 4.250%), 06/14/2029 | **675881** | **0.0** |
|  | **Consumer, Cyclical: 0.1%** |  |  |
| 190024 | Avient Corp. 2022 Term Loan B, 7.550%, (SOFRRATE + 3.250%), 08/29/2029 | 189738 | 0.0 |
| 575000 | BBB Industries 2022 Term Loan B 1L, 9.550%, (SOFRRATE + 5.250%), 07/25/2029 | 523969 | 0.0 |
| 80000 | Bombardier Recreational Products, Inc. 2022 Incremental Term Loan B3, 7.800%, 12/25/2029 | 78567 | 0.0 |
| 710000 | Flutter Entertainment 2022 Term Loan B 1L, 7.550%, (SOFRRATE + 3.250%), 07/21/2028 | 707692 | 0.1 |
| 250000 | Formula One Holdings Limited. Term Loan B, 7.550%, 01/15/2030 | 250261 | 0.0 |
| 425000 | GVC Holdings (Gibraltar) Limited 2022 Term Loan B, 8.180%, 10/31/2029 | 423672 | 0.0 |
| 258700 | Penn National Gaming, Inc. 2022 Term Loan B 1L, 7.050%, (SOFRRATE + 2.750%), 05/03/2029 | 256510 | 0.0 |
| 88000 | Reverb Buyer, Inc. (Medical Solutions) 2022 1st Lien Term Loan, 8.267%, (US0003M + 3.500%), 11/01/2028 | 82674 | 0.0 |
|  |  | **2513083** | **0.1** |
|  | **Consumer, Non-cyclical: 0.1%** |  |  |
| 562175 | Bausch + Lomb Corp. 1st Lien Term Loan B, 7.550%, (SOFRRATE + 3.250%), 05/10/2027 | 534769 | 0.0 |
| 465000 | Corgi Bidco, Inc. 2022 Term Loan 1L, 9.300%, (SOFRRATE + 5.000%), 10/12/2029 | 436519 | 0.0 |
| 450000 | Neptune Bidco US Inc 2022 USD Term Loan B, 9.300%, 04/11/2029 | 403500 | 0.0 |
| 675000 | Refresco / Pegasus 2022 TL B 1L, 8.550%, (SOFRRATE + 4.250%), 07/12/2029 | 654750 | 0.1 |
| 274313 | Sabre GLBL Inc. 2022 1st Lien Term Loan B, 9.300%, (SOFRRATE + 5.000%), 06/30/2028 | 255111 | 0.0 |
|  |  | **2284649** | **0.1** |
|  | **Containers & Glass Products: 0.4%** |  |  |
| 146915 | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 7.480%, (US0003M + 2.750%), 04/22/2024 | 136631 | 0.0 |
| 509605 | Altium Packaging LLC 2021 Term Loan B, 7.134%, (US0001M + 2.750%), 02/03/2028 | 494817 | 0.0 |
| 1042277 | Charter NEX US, Inc. 2021 Term Loan, 8.134%, (US0001M + 3.750%), 12/01/2027 | 1013614 | 0.1 |
| 626850 | Clydesdale Acquisition Holdings Inc Term Loan, 8.598%, (TSFR1M + 4.175%), 04/13/2029 | 598853 | 0.0 |
| 422860 | Plastipak Packaging, Inc. 2021 Term Loan B, 6.889%, (US0001M + 2.500%), 12/01/2028 | 418851 | 0.0 |
| 640163 | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan, 7.989%, (US0003M + 4.000%), 10/02/2028 | 511901 | 0.0 |
| 205000 | Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan, 10.989%, (US0003M + 6.750%), 10/01/2029 | 127869 | 0.0 |
| 952726 | Pro Mach Group, Inc. 2021 Term Loan B, 8.384%, (US0001M + 4.000%), 08/31/2028 | 928908 | 0.1 |
| 748575 | Proampac PG Borrower LLC 2020 Term Loan, 7.770%, (US0003M + 3.750%), 11/03/2025 | 718788 | 0.1 |
| 491342 | Reynolds Consumer Products LLC Term Loan, 6.134%, (US0001M + 1.750%), 02/04/2027 | 488101 | 0.0 |
| 344985 | Reynolds Group Holdings Inc. 2021 Term Loan B, 7.634%, (US0001M + 3.250%), 09/24/2028 | 341373 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 746084 | Titan Acquisition Limited 2018 Term Loan B, 8.151%, (US0003M + 3.000%), 03/28/2025 | 699350 | 0.1 |
| 647905 | Tosca Services, LLC 2021 Term Loan, 7.938%, (US0001M + 3.500%), 08/18/2027 | 529663 | 0 |
| 485075 | TricorBraun Holdings, Inc. 2021 Term Loan, 7.634%, (US0001M + 3.250%), 03/03/2028 | 464129 | 0 |
| 364660 | Trident TPI Holdings, Inc. 2021 Incremental Term Loan, 8.726%, (US0003M + 4.000%), 09/15/2028 | 351051 | 0 |
|  |  | **7823899** | **0.4** |
|  | **Drugs: 0.2%** |  |  |
| 475000 | Alvogen Pharma US, Inc. 2020 Extended Term Loan, 12.267%, (US0003M + 7.500%), 06/30/2025 | 415625 | 0 |
| 613992 | Amneal Pharmaceuticals LLC 2018 Term Loan B, 8.092%, (US0001M + 3.500%), 05/04/2025 | 552688 | 0 |
| 996788 | Jazz Financing Lux S.a.r.l. USD Term Loan, 7.884%, (US0001M + 3.500%), 05/05/2028 | 989659 | 0.1 |
| 1053161 | Organon & Co USD Term Loan, 7.750%, (US0003M + 3.000%), 06/02/2028 | 1045262 | 0.1 |
|  |  | **3003234** | **0.2** |
|  | **Electronics/Electrical: 1.0%** |  |  |
| 4988 | Altar Bidco, Inc. 2021 Term Loan, 6.608%, (SOFRRATE + 3.500%), 02/01/2029 | 4780 | 0 |
| 389537 | AP Core Holdings II, LLC Amortization Term Loan B1, 9.884%, (US0001M + 5.500%), 09/01/2027 | 354187 | 0 |
| 325050 | Atlas Purchaser, Inc. 2021 Term Loan, 9.807%, (US0003M + 5.250%), 05/08/2028 | 231192 | 0 |
| 995634 | Banff Merger Sub Inc 2021 USD Term Loan, 8.134%, (US0001M + 3.750%), 10/02/2025 | 954979 | 0.1 |
| 380962 | CentralSquare Technologies, LLC 2018 1st Lien Term Loan, 8.480%, (US0003M + 3.750%), 08/29/2025 | 330379 | 0 |
| 927988 | Cloudera, Inc. 2021 Term Loan, 8.134%, (US0001M + 3.750%), 10/08/2028 | 882168 | 0.1 |
| 297000 | ConnectWise, LLC 2021 Term Loan B, 8.224%, (US0003M + 3.500%), 09/29/2028 | 283140 | 0 |
| 293897 | Constant Contact Inc Term Loan, 7.909%, (US0003M + 4.000%), 02/10/2028 | 261018 | 0 |
| 984975 | CoreLogic, Inc. Term Loan, 7.938%, (US0001M + 3.500%), 06/02/2028 | 824506 | 0.1 |
| 212739 | Cornerstone OnDemand, Inc. 2021 Term Loan, 8.134%, (US0001M + 3.750%), 10/16/2028 | 190933 | 0 |
| 511161 | Delta TopCo, Inc. 2020 Term Loan B, 8.154%, (US0003M + 3.750%), 12/01/2027 | 473249 | 0 |
| 415000 | Entegris, Inc. 2022 Term Loan B, 7.300%, (SOFRRATE + 3.000%), 07/06/2029 | 414185 | 0 |
| 1168970 | GoTo Group, Inc. Term Loan B, 9.139%, (US0001M + 4.750%), 08/31/2027 | 755656 | 0.1 |
| 1035825 | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4, 8.384%, (US0001M + 4.000%), 12/01/2027 | 996723 | 0.1 |
| 413571 | Helios Software Holdings, Inc. 2021 USD Term Loan B, 8.480%, (TSFR1M + 3.750%), 03/11/2028 | 407058 | 0 |
| 1030811 | Hyland Software, Inc. 2018 1st Lien Term Loan, 7.884%, (US0001M + 3.500%), 07/01/2024 | 1018202 | 0.1 |
| 1007388 | Informatica LLC 2021 USD Term Loan B, 7.139%, (US0001M + 2.750%), 10/27/2028 | 992277 | 0.1 |
| 1065923 | Ingram Micro Inc. 2021 Term Loan B, 8.224%, (US0003M + 3.500%), 06/30/2028 | 1052931 | 0.1 |
| 266775 | Instructure Holdings 2021 Term Loan B, 6.121%, (US0003M + 2.750%), 10/30/2028 | 262773 | 0 |
| 150000 | Ivanti Software, Inc. 2021 2nd Lien Term Loan, 12.011%, (US0003M + 7.250%), 12/01/2028 | 87750 | 0 |
| 930986 | Ivanti Software, Inc. 2021 Term Loan B, 9.011%, (US0003M + 4.250%), 12/01/2027 | 743625 | 0 |
| 711957 | Magenta Buyer LLC 2021 USD 1st Lien Term Loan, 9.170%, (US0003M + 4.750%), 07/27/2028 | 613173 | 0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 375000 | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan, 12.670%, (US0003M + 8.250%), 07/27/2029 | 298750 | 0.0 |
| 263013 | Mediaocean LLC 2021 Term Loan, 7.884%, (US0001M + 3.500%), 12/15/2028 | 240656 | 0.0 |
| 280000 | MH Sub I, LLC 2021 2nd Lien Term Loan, 10.649%, (TSFR1M + 6.250%), 02/23/2029 | 253663 | 0.0 |
| 512425 | Mitchell International, Inc. 2021 Term Loan B, 8.415%, (US0003M + 3.750%), 10/15/2028 | 474249 | 0.0 |
| 322887 | Optiv Security, Inc. 1st Lien Term Loan, 8.403%, (US0003M + 3.250%), 02/01/2024 | 310308 | 0.0 |
| 395585 | Planview Parent, Inc. Term Loan, 8.730%, (US0003M + 4.000%), 12/17/2027 | 369213 | 0.0 |
| 3126 | Project Boost Purchaser, LLC 2019 Term Loan B, 7.884%, (US0001M + 3.500%), 06/01/2026 | 3019 | 0.0 |
| 460000 | Quest Software US Holdings Inc. 2022 2nd Lien Term Loan, 11.594%, (SOFRRATE + 7.500%), 02/01/2030 | 286350 | 0.0 |
| 884589 | Rackspace Technology Global, Inc. 2021 Term Loan, 7.380%, (US0003M + 2.750%), 02/15/2028 | 556922 | 0.0 |
| 1495977 | Redstone Buyer LLC 2021 Term Loan, 9.108%, (US0003M + 4.750%), 04/27/2028 | 1046436 | 0.1 |
| 1613<sup>(3)</sup> | Riverbed Technology, Inc. 2021 PIK Exit Term Loan, 10.540%, (US0003M + 8.000%) (PIK Rate 2.000%, Cash Rate 7.000%), 12/07/2026 | 694 | 0.0 |
| 573164 | Seattle Spinco, Inc. USD Term Loan B3, 7.134%, (US0001M + 2.750%), 06/21/2024 | 571253 | 0.0 |
| 304220 | SkillSoft Corporation 2021 Term Loan, 9.582%, (TSFR1M + 5.250%), 07/14/2028 | 255228 | 0.0 |
| 752 | SonicWall US Holdings Inc. 1st Lien Term Loan, 8.449%, (US0003M + 3.750%), 05/16/2025 | 729 | 0.0 |
| 539951 | Sovos Compliance, LLC 2021 Term Loan, 8.884%, (US0001M + 4.500%), 08/11/2028 | 498240 | 0.0 |
| 8097 | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 6.230%, 02/28/2025 | 8127 | 0.0 |
| 598286 | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan, 9.730%, 05/29/2026 | 407832 | 0.0 |
| 997487 | Ultimate Software Group Inc (The) 2021 Term Loan, 6.998%, (US0003M + 3.250%), 05/04/2026 | 950107 | 0.1 |
| 266169 | Xperi Corporation 2020 Term Loan B, 7.884%, (US0001M + 3.500%), 06/08/2028 | 257602 | 0.0 |
|  |  | **18924262** | **1.0** |
|  | **Equipment Leasing: 0.0%** |  |  |
| 287100 | Albion Financing 3 SARL USD Term Loan, 9.575%, (US0003M + 5.250%), 08/17/2026 | 272506 | 0.0 |
| 455381 | Rent-A-Center, Inc. 2021 First Lien Term Loan B, 7.688%, (US0003M + 3.250%), 02/17/2028 | 439822 | 0.0 |
|  |  | **712328** | **0.0** |
|  | **Financial: 0.1%** |  |  |
| 1000000 | Hub International Limited 2022 Term Loan B, 8.300%, 11/09/2029 | 990446 | 0.1 |
| 320000 | Starwood Property Trust, Inc. 2022 Term Loan B, 7.550%, 11/18/2027 | 316133 | 0.0 |
| 230000 | Walker & Dunlop, Inc. 2022 Incremental Term Loan B, 7.300%, 12/16/2028 | 227700 | 0.0 |
|  |  | **1534279** | **0.1** |
|  | **Financial Intermediaries: 0.5%** |  |  |
| 771628 | Advisor Group, Inc. 2021 Term Loan, 8.884%, (US0001M + 4.500%), 07/31/2026 | 756678 | 0.1 |
| 290000 | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan, 10.250%, (US0003M + 6.500%), 08/02/2029 | 255200 | 0.0 |
| 534610 | AqGen Island Holdings, Inc. Term Loan, 8.250%, (US0003M + 3.500%), 08/02/2028 | 511221 | 0.0 |
| 96610 | Castlelake Aviation Limited Delayed Draw Term Loan, 7.517%, (US0003M + 2.750%), 10/07/2026 | 95920 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 562875 | Castlelake Aviation Limited Term Loan B, 7.519%, (US0003M + 2.750%), 10/22/2026 | 558854 | 0.0 |
| 686725 | Citadel Securities LP 2021 Term Loan B, 6.823%, (TSFR1M + 2.500%), 02/02/2028 | 675029 | 0.0 |
| 671611 | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 7.134%, (US0001M + 2.750%), 08/21/2025 | 657479 | 0.0 |
| 735224 | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 8.073%, (TSFR1M + 3.750%), 04/09/2027 | 688124 | 0.1 |
| 1092578 | Edelman Financial Center, LLC 2021 Term Loan B, 7.884%, (US0001M + 3.500%), 04/07/2028 | 1025267 | 0.1 |
| 1008368 | First Eagle Holdings, Inc. 2020 Term Loan B, 7.230%, (US0003M + 2.500%), 02/01/2027 | 981898 | 0.1 |
| 384013 | Focus Financial Partners, LLC 2021 Term Loan, 6.823%, (US0001M + 2.500%), 06/30/2028 | 378413 | 0.0 |
| 508600 | HighTower Holdings LLC 2021 Term Loan B, 8.278%, (US0003M + 4.000%), 04/21/2028 | 468548 | 0.0 |
| 566332 | Jane Street Group, LLC 2021 Term Loan, 7.134%, (US0001M + 2.750%), 01/26/2028 | 550404 | 0.0 |
| 491337 | Trans Union, LLC 2019 Term Loan B5, 6.134%, (US0001M + 1.750%), 11/16/2026 | 485503 | 0.0 |
| 748665 | Trans Union, LLC 2021 Term Loan B6, 6.634%, (US0001M + 2.250%), 12/01/2028 | 742231 | 0.1 |
| 625000 | VFH Parent LLC 2022 Term Loan B, 7.421%, (SOFRRATE + 3.000%), 01/13/2029 | 611328 | 0.0 |
|  |  | **9442097** | **0.5** |
|  | **Food Products: 0.2%** |  |  |
| 486076 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 8.139%, (US0001M + 3.750%), 10/01/2025 | 409154 | 0.0 |
| 681375 | 8th Avenue Food & Provisions, Inc. 2021 Incremental Term Loan, 9.139%, (US0001M + 4.750%), 10/01/2025 | 576614 | 0.1 |
| 285000 | BCPE North Star US HoldCo 2, Inc. 2021 2nd Lien Term Loan, 11.980%, (US0003M + 7.250%), 06/08/2029 | 259350 | 0.0 |
| 405055 | CHG PPC Parent LLC 2021 Term Loan, 7.438%, (US0001M + 3.000%), 12/08/2028 | 392903 | 0.0 |
| 5038 | IRB Holding Corp 2022 Term Loan B, 7.317%, (SOFRRATE + 3.000%), 12/15/2027 | 4891 | 0.0 |
| 473813 | Primary Products Finance LLC Term Loan, 7.709%, (US0003M + 4.000%), 03/31/2029 | 466755 | 0.1 |
| 388652 | Sigma Bidco B.V. 2018 USD Term Loan B2, 5.899%, (TSFR1M + 3.000%), 07/02/2025 | 354240 | 0.0 |
| 513167 | Weber-Stephen Products LLC Term Loan B, 7.634%, (US0001M + 3.250%), 10/30/2027 | 433626 | 0.0 |
|  |  | **2897533** | **0.2** |
|  | **Food Service: 0.2%** |  |  |
| 738579 | 1011778 B.C. Unlimited Liability Company Term Loan B4, 6.141%, (US0001M + 1.750%), 11/19/2026 | 726807 | 0.1 |
| 746241 | Fertitta Entertainment, LLC 2022 Term Loan B, 8.323%, (SOFRRATE + 4.000%), 01/27/2029 | 710328 | 0.0 |
| 482295 | Flynn Restaurant Group LP 2021 Term Loan B, 8.634%, (US0001M + 4.250%), 12/01/2028 | 453357 | 0.0 |
| 253050 | H Food Holdings LLC 2018 Term Loan B, 8.071%, (US0001M + 3.688%), 05/23/2025 | 226269 | 0.0 |
| 52000 | K-Mac Holdings Corp 2021 2nd Lien Term Loan, 11.134%, (US0001M + 6.750%), 07/30/2029 | 47482 | 0.0 |
| 734673 | US Foods, Inc. 2019 Term Loan B, 6.384%, (US0001M + 2.000%), 09/13/2026 | 728871 | 0.1 |
|  |  | **2893114** | **0.2** |
|  | **Food/Drug Retailers: 0.1%** |  |  |
| 980977 | EG America LLC 2018 USD Term Loan, 8.726%, (US0003M + 4.000%), 02/07/2025 | 926042 | 0.1 |
| 306 | EG Group Limited 2021 Term Loan, 8.980%, (US0003M + 4.250%), 03/31/2026 | 287 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 217<sup>(3)</sup> | Moran Foods, LLC 2020 Term Loan, 10.379%, (US0003M + 7.000%) (PIK Rate 7.000%, Cash Rate 1.000%), 04/01/2024 | 179 | 0 |
|  |  | **926508** | **0.1** |
|  | **Forest Products: 0.0%** |  |  |
| 272842 | Osmose Utilities Services, Inc. Term Loan, 7.980%, (US0003M + 3.250%), 06/23/2028 | **258688** | **0.0** |
|  | **Health Care: 0.7%** |  |  |
| 567150 | Accelerated Health Systems, LLC 2022 Term Loan B, 8.980%, (TSFR1M + 4.250%), 02/15/2029 | 464709 | 0 |
| 254144 | ADMI Corp. 2021 Term Loan B2, 7.759%, (US0001M + 3.375%), 12/23/2027 | 231462 | 0 |
| 108929<sup>(13)</sup> | Athenahealth, Inc. 2022 Delayed Draw Term loan, 7.821%, (TSFR1M + 3.500%), 02/15/2029 | 98626 | 0 |
| 639465 | Athenahealth, Inc. 2022 Term Loan, 7.821%, (TSFR1M + 3.500%), 02/15/2029 | 578982 | 0 |
| 418250 | Bella Holding Company, LLC 2021 Term Loan B, 8.134%, (US0001M + 3.750%), 05/10/2028 | 396815 | 0 |
| 176323 | Carestream Dental Equipment, Inc 2017 1st Lien Term Loan, 7.634%, (US0001M + 3.250%), 09/01/2024 | 164274 | 0 |
| 720875 | CHG Healthcare Services Inc. 2021 Term Loan, 7.634%, (US0001M + 3.250%), 09/29/2028 | 706858 | 0.1 |
| 384235 | Curia Global, Inc. 2021 Term Loan, 8.165%, (US0003M + 3.750%), 08/30/2026 | 317314 | 0 |
| 4582 | Envision Healthcare Corporation 2022 Second Out Term Loan, 8.070%, 03/31/2027 | 1489 | 0 |
| 943262 | Global Medical Response, Inc. 2020 Term Loan B, 8.422%, (US0001M + 4.250%), 10/02/2025 | 668930 | 0.1 |
| 331765 | GoodRx, Inc. 1st Lien Term Loan, 7.134%, (US0001M + 2.750%), 10/10/2025 | 324439 | 0 |
| 246094 | Greenway Health, LLC 2017 1st Lien Term Loan, 8.139%, (US0003M + 3.750%), 02/16/2024 | 172573 | 0 |
| 642650 | Hunter Holdco 3 Limited USD Term Loan B, 8.980%, (US0003M + 4.250%), 08/19/2028 | 631404 | 0.1 |
| 342413 | ICU Medical, Inc. Term Loan B, 7.194%, (TSFR1M + 2.500%), 01/08/2029 | 331819 | 0 |
| 470393 | Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan, 7.884%, (US0001M + 3.500%), 11/01/2028 | 442170 | 0 |
| 1300175 | Medline Borrower, LP USD Term Loan B, 7.634%, (US0001M + 3.250%), 10/23/2028 | 1237685 | 0.1 |
| 678119 | MPH Acquisition Holdings LLC 2021 Term Loan B, 8.985%, (US0003M + 4.250%), 09/01/2028 | 581981 | 0.1 |
| 150000 | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan, 11.980%, (US0003M + 7.250%), 03/02/2029 | 100125 | 0 |
| 554403 | National Mentor Holdings, Inc. 2021 Term Loan, 8.328%, (US0003M + 3.750%), 03/02/2028 | 389468 | 0 |
| 23743 | National Mentor Holdings, Inc. 2021 Term Loan C, 8.480%, (US0003M + 3.750%), 03/02/2028 | 16680 | 0 |
| 216700 | New Trojan Parent, Inc. 1st Lien Term Loan, 7.551%, (US0003M + 3.250%), 01/06/2028 | 152774 | 0 |
| 253980 | Pacific Dental Services,LLC 2021 Term Loan, 7.854%, (US0001M + 3.500%), 05/05/2028 | 248001 | 0 |
| 650249 | Pathway Vet Alliance LLC 2021 Term Loan, 8.134%, (US0003M + 3.750%), 03/31/2027 | 542958 | 0 |
| 289050 | Phoenix Guarantor Inc 2020 Term Loan B, 7.634%, (US0001M + 3.250%), 03/05/2026 | 271887 | 0 |
| 535765 | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 8.165%, (US0003M + 3.750%), 11/16/2025 | 506298 | 0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 500000 | Select Medical Corporation 2017 Term Loan B, 6.890%, (US0001M + 2.500%), 03/06/2025 | 491953 | 0.0 |
| 635000 | Sotera Health Holdings, LLC 2021 Term Loan, 7.165%, (US0003M + 2.750%), 12/11/2026 | 590153 | 0.1 |
| 732544 | Surgery Center Holdings, Inc. 2021 Term Loan, 8.050%, (US0003M + 3.750%), 08/31/2026 | 724119 | 0.1 |
| 410261 | US Anesthesia Partners Inc 2021 Term Loan, 8.370%, (US0001M + 4.250%), 10/01/2028 | 390774 | 0.0 |
| 296200 | Virgin Pulse, Inc. 2021 Term Loan, 8.384%, (US0001M + 4.000%), 04/06/2028 | 251955 | 0.0 |
|  |  | **12028675** | **0.7** |
|  | **Home Furnishings: 0.1%** |  |  |
| 523375 | Conair Holdings, LLC Term Loan B, 8.480%, (US0003M + 3.750%), 05/17/2028 | 442252 | 0.0 |
| 491255 | Illuminate Merger Sub Corp. Term Loan, 7.884%, (US0003M + 3.500%), 07/21/2028 | 442866 | 0.0 |
| 984689 | Prime Security Services Borrower, LLC 2021 Term Loan, 6.505%, (US0003M + 2.750%), 09/23/2026 | 976912 | 0.1 |
| 524938 | Solis IV BV USD Term Loan B1, 7.859%, (TSFR1M + 3.500%), 02/26/2029 | 464766 | 0.0 |
|  |  | **2326796** | **0.1** |
|  | **Industrial: 0.1%** |  |  |
| 390000 | Chart Industries, Inc. 2022 Term Loan B, 8.050%, 12/07/2029 | 386344 | 0.0 |
| 430130 | First Student Bidco, Inc. 2022 Term Loan B 1L, 8.300%, (SOFRRATE + 4.000%), 07/21/2028 | 411849 | 0.0 |
| 29870 | First Student Bidco, Inc. 2022 Term Loan C 1L, 8.300%, (SOFRRATE + 4.000%), 07/21/2028 | 28601 | 0.0 |
| 299250 | Oscar AcquisitionCo, LLC Term Loan B, 8.800%, 04/29/2029 | 283700 | 0.0 |
| 573563 | Project Castle, Inc. Term Loan B 1L, 9.800%, (SOFRRATE + 5.500%), 06/01/2029 | 464585 | 0.1 |
| 381524 | STG Logistics, Inc. 2022 TL 1L, 10.300%, (SOFRRATE + 6.000%), 03/24/2028 | 368171 | 0.0 |
|  |  | **1943250** | **0.1** |
|  | **Industrial Equipment: 0.2%** |  |  |
| 475652 | Alliance Laundry Systems LLC Term Loan B, 7.409%, (US0003M + 3.500%), 10/08/2027 | 466733 | 0.0 |
| 267975 | Clark Equipment Company 2022 Term Loan B, 7.180%, (TSFR1M + 2.500%), 04/20/2029 | 264692 | 0.0 |
| 641001 | Granite Holdings US Acquisition Co. 2021 Term Loan B, 8.750%, (US0003M + 4.000%), 09/30/2026 | 641603 | 0.1 |
| 497087 | Kenan Advantage Group, Inc. 2021 Term Loan B, 8.134%, (US0001M + 3.750%), 03/24/2026 | 485547 | 0.0 |
| 496231 | Madison IAQ LLC Term Loan, 7.988%, (US0003M + 3.250%), 06/21/2028 | 462322 | 0.0 |
| 655857 | Vertical US Newco Inc Term Loan B, 6.871%, (US0006M + 3.500%), 07/30/2027 | 633019 | 0.1 |
|  |  | **2953916** | **0.2** |
|  | **Insurance: 0.3%** |  |  |
| 671334 | Acrisure, LLC 2020 Term Loan B, 7.884%, (US0001M + 3.500%), 02/15/2027 | 631754 | 0.0 |
| 458788 | Acrisure, LLC 2021 First Lien Term Loan B, 8.634%, (US0001M + 4.250%), 02/15/2027 | 445311 | 0.0 |
| 492175 | Alliant Holdings Intermediate, LLC 2021 Term Loan B4, 7.854%, (US0001M + 3.500%), 11/06/2027 | 481819 | 0.0 |
| 740583 | AmWINS Group, Inc. 2021 Term Loan B, 6.634%, (US0001M + 2.250%), 02/19/2028 | 727808 | 0.1 |
| 387928 | Aretec Group, Inc. 2018 Term Loan, 8.673%, (TSFR1M + 4.250%), 10/01/2025 | 380170 | 0.0 |
| 496639 | AssuredPartners, Inc. 2020 Term Loan B, 7.884%, (US0001M + 3.500%), 02/12/2027 | 483602 | 0.0 |
| 378243 | AssuredPartners, Inc. 2021 Term Loan B, 7.884%, (US0001M + 3.500%), 02/12/2027 | 367724 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 382113 | AssuredPartners, Inc. 2022 Term Loan, 7.823%, (TSFR1M + 3.500%), 02/12/2027 | 370410 | 0.0 |
| 642527 | NFP Corp. 2020 Term Loan, 7.634%, (US0001M + 3.250%), 02/15/2027 | 616344 | 0.0 |
| 819910 | OneDigital Borrower LLC 2021 Term Loan, 8.494%, (SOFRRATE + 4.250%), 11/16/2027 | 778914 | 0.1 |
| 809985 | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 7.634%, (US0001M + 3.250%), 12/31/2025 | 789519 | 0.1 |
|  |  | **6073375** | **0.3** |
|  | **Leisure Good/Activities/Movies: 0.3%** |  |  |
| 369664<sup>(3)</sup> | 24 Hour Fitness Worldwide, Inc. 2021 Delayed Draw Term Loan, 13.735% (PIK Rate 12.000%, Cash Rate 3.000%), 09/29/2025 | 314214 | 0.0 |
| 359293<sup>(3)</sup> | 24 Hour Fitness Worldwide, Inc. 2021 Exit Delayed Draw Term Loan, 18.730%, (US0003M + 14.000%) (PIK Rate 12.000%, Cash Rate 3.000%), 09/29/2026 | 197611 | 0.0 |
| 1079565 | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan, 7.884%, (US0001M + 3.500%), 08/17/2028 | 1069039 | 0.1 |
| 798339 | AppLovin Corporation 2021 Term Loan B, 7.730%, (PRIME + 2.000%), 10/25/2028 | 760418 | 0.1 |
| 493655 | Bombardier Recreational Products, Inc. 2020 Term Loan, 6.384%, (US0001M + 2.000%), 05/24/2027 | 478074 | 0.0 |
| 332488 | City Football Group Limited Term Loan, 7.361%, (US0001M + 3.000%), 07/21/2028 | 312538 | 0.0 |
| 6840 | Crown Finance US, Inc. 2020 Term Loan B1, 11.415%, 05/23/2024 | 8169 | 0.0 |
| 1022530 | CWGS Group, LLC 2021 Term Loan B, 6.799%, (US0001M + 2.500%), 06/03/2028 | 948929 | 0.1 |
| 564563 | Hayward Industries, Inc. 2021 Term Loan, 6.884%, (US0001M + 2.500%), 05/30/2028 | 544568 | 0.0 |
| 328666 | MajorDrive Holdings IV LLC Term Loan B, 8.813%, (US0003M + 4.000%), 06/01/2028 | 310076 | 0.0 |
| 493734 | Playtika Holding Corp 2021 Term Loan, 7.134%, (US0001M + 2.750%), 03/13/2028 | 472374 | 0.0 |
| 665000 | Scientific Games Holdings LP 2022 USD Term Loan B, 7.097%, (TSFR1M + 3.500%), 04/04/2029 | 635823 | 0.0 |
|  |  | **6051833** | **0.3** |
|  | **Lodging & Casinos: 0.2%** |  |  |
| 416319 | Aimbridge Acquisition Co., Inc. 2019 Term Loan B, 8.134%, (US0001M + 3.750%), 02/02/2026 | 379631 | 0.0 |
| 1179292 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 7.134%, (US0001M + 2.750%), 12/23/2024 | 1178124 | 0.1 |
| 356961 | Caesars Resort Collection, LLC 2020 Term Loan B1, 7.884%, (US0001M + 3.500%), 07/21/2025 | 356459 | 0.0 |
| 1475 | Century Casinos, Inc 2022 Term Loan, 10.224%, (TSFR1M + 6.100%), 04/02/2029 | 1407 | 0.0 |
| 738131 | Hilton Grand Vacations Borrower LLC 2021 Term Loan B, 7.384%, (US0001M + 3.000%), 08/02/2028 | 734348 | 0.1 |
| 696500 | Scientific Games International, Inc. 2022 USD Term Loan, 7.417%, (TSFR1M + 3.000%), 04/14/2029 | 688955 | 0.0 |
| 1231 | Stars Group Holdings B.V. TL B 1L, 6.980%, (US0003M + 2.250%), 07/21/2026 | 1217 | 0.0 |
| 492336 | Station Casinos LLC 2020 Term Loan B, 6.640%, (US0001M + 2.250%), 02/08/2027 | 481874 | 0.0 |
| 720025 | Twin River Worldwide Holdings, Inc. 2021 Term Loan B, 7.542%, (US0003M + 3.250%), 10/02/2028 | 670824 | 0.0 |
|  |  | **4492839** | **0.2** |
|  | **Mortgage REITs: 0.0%** |  |  |
| 366673 | BIFM CA Buyer Inc. Term Loan B, 7.884%, (US0001M + 3.500%), 06/01/2026 | **352007** | **0.0** |
|  | **Oil & Gas: 0.2%** |  |  |
| 364009 | Brazos Delaware II, LLC Term Loan B, 8.354%, (US0001M + 4.000%), 05/21/2025 | 363099 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 323381 | ITT Holdings LLC 2021 Term Loan, 7.134%, (US0001M + 2.750%), 07/10/2028 | 320148 | 0.0 |
| 305030 | Medallion Midland Acquisition, LLC 2021 Term Loan, 8.592%, (US0003M + 3.750%), 10/18/2028 | 302856 | 0.0 |
| 467594 | NorthRiver Midstream Finance LP 2018 Term Loan B, 6.924%, (US0003M + 3.250%), 10/01/2025 | 464963 | 0.0 |
| 629147 | Oryx Midstream Services Permian Basin LLC Term Loan B, 7.924%, (US0003M + 3.250%), 10/05/2028 | 622561 | 0.1 |
| 553925 | TransMontaigne Operating Company L.P. Term Loan B, 7.871%, (US0001M + 3.500%), 11/17/2028 | 544404 | 0.1 |
| 535032 | Waterbridge Midstream Operating LLC Term Loan B, 9.127%, (US0003M + 5.750%), 06/22/2026 | 515255 | 0.0 |
|  |  | **3133286** | **0.2** |
|  | **Publishing: 0.2%** | **Publishing: 0.2%** | **Publishing: 0.2%** |
| 868741 | Cengage Learning, Inc. 2021 Term Loan B, 7.814%, (US0003M + 4.750%), 07/14/2026 | 783263 | 0.1 |
| 659902 | Dotdash Meredith Inc Term Loan B, 8.224%, (SOFRRATE + 4.000%), 12/01/2028 | 578514 | 0.0 |
| 802988 | Houghton Mifflin Harcourt Publishing Company 2022 Term Loan, 9.673%, (TSFR1M + 5.250%), 04/09/2029 | 766251 | 0.0 |
| 938125 | McGraw-Hill Global Education Holdings, LLC 2021 First Lien Term Loan B, 8.316%, (US0006M + 4.750%), 07/28/2028 | 885590 | 0.1 |
|  |  | **3013618** | **0.2** |
|  | **Radio & Television: 0.2%** | **Radio & Television: 0.2%** | **Radio & Television: 0.2%** |
| 899370 | Clear Channel Outdoor Holdings, Inc. Term Loan B, 7.915%, (US0003M + 3.500%), 08/21/2026 | 818933 | 0.1 |
| 2764859 | Diamond Sports Group, LLC 2022 2nd Lien Term Loan, 7.567%, (TSFR1M + 3.250%), 08/24/2026 | 359432 | 0.0 |
| 416667 | Entercom Media Corp. 2019 Term Loan, 6.889%, (US0001M + 2.500%), 11/18/2024 | 297917 | 0.0 |
| 577658 | Gray Television, Inc. 2021 Term Loan D, 7.120%, (US0001M + 3.000%), 12/01/2028 | 561875 | 0.0 |
| 752363 | iHeartCommunications, Inc. 2020 Term Loan, 7.384%, (US0001M + 3.000%), 05/01/2026 | 691703 | 0.0 |
| 364464 | NASCAR Holdings, Inc Term Loan B, 6.884%, (US0001M + 2.500%), 10/19/2026 | 364009 | 0.0 |
| 1032621 | Univision Communications Inc. 2021 First Lien Term Loan B, 7.634%, (US0001M + 3.250%), 03/15/2026 | 1018422 | 0.1 |
|  |  | **4112291** | **0.2** |
|  | **Rail Industries: 0.0%** | **Rail Industries: 0.0%** | **Rail Industries: 0.0%** |
| 738608 | Genesee & Wyoming Inc. (New) Term Loan, 6.730%, (US0003M + 2.000%), 12/30/2026 | **735586** | **0.0** |
|  | **Retailers (Except Food & Drug): 0.4%** | **Retailers (Except Food & Drug): 0.4%** | **Retailers (Except Food & Drug): 0.4%** |
| 259350 | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B, 7.967%, (SOFRRATE + 3.750%), 07/31/2028 | 244437 | 0.0 |
| 1141809 | Great Outdoors Group, LLC 2021 Term Loan B1, 8.134%, (US0001M + 3.750%), 03/06/2028 | 1100895 | 0.1 |
| 1425984 | Harbor Freight Tools USA, Inc. 2021 Term Loan B, 7.134%, (US0001M + 2.750%), 10/19/2027 | 1363820 | 0.1 |
| 283992 | Jo-Ann Stores, Inc. 2021 Term Loan B1, 9.077%, (US0003M + 4.750%), 07/07/2028 | 195103 | 0.0 |
| 431867 | Leslies Poolmart, Inc. 2021 Term Loan B, 6.884%, (US0003M + 2.500%), 03/09/2028 | 423994 | 0.0 |
| 758450 | Michaels Companies, Inc. 2021 Term Loan B, 8.980%, (US0003M + 4.250%), 04/15/2028 | 658335 | 0.1 |
| 555113 | Petco Animal Supplies, Inc. 2021 Term Loan B, 7.976%, (US0003M + 3.250%), 03/03/2028 | 539538 | 0.0 |
| 574200 | Petmate Incremental Term Loan B, 10.230%, (US0003M + 5.500%), 09/15/2028 | 432803 | 0.0 |
| 824563 | Pilot Travel Centers LLC 2021 Term Loan B, 6.323%, (TSFR1M + 2.000%), 08/04/2028 | 815989 | 0.1 |
| 546501 | Restoration Hardware, Inc. Term Loan B, 6.884%, (US0001M + 2.500%), 10/20/2028 | 505172 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 337541 | Tory Burch LLC Term Loan B, 7.884%, (US0001M + 3.250%), 04/16/2028 | 312542 | 0.0 |
|  |  | **6592628** | **0.4** |
|  | **Surface Transport: 0.1%** | **Surface Transport: 0.1%** | **Surface Transport: 0.1%** |
| 480459 | American Trailer World Corp. Term Loan B, 8.073%, (TSFR1M + 3.750%), 03/03/2028 | 417850 | 0.0 |
| 1056 | ENC Holding Corporation 2021 Term Loan, 8.980%, (US0003M + 4.250%), 08/19/2028 | 988 | 0.0 |
| 783469 | LaserShip, Inc. 2021 Term Loan, 9.230%, (US0003M + 4.500%), 05/07/2028 | 561355 | 0.0 |
| 265640 | Savage Enterprises LLC 2021 Term Loan B, 7.639%, (US0001M + 3.250%), 09/15/2028 | 264212 | 0.0 |
| 718625 | Worldwide Express Operations, LLC 2021 1st Lien Term Loan, 8.730%, (US0003M + 4.000%), 07/26/2028 | 659338 | 0.1 |
| 170000 | Worldwide Express Operations, LLC 2021 2nd Lien Term Loan, 11.730%, (US0003M + 7.000%), 07/26/2029 | 142481 | 0.0 |
|  |  | **2046224** | **0.1** |
|  | **Technology: 0.4%** | **Technology: 0.4%** | **Technology: 0.4%** |
| 525000 | Applied Systems, Inc. 2022 Extended 1st Lien Term Loan, 8.800%, 09/18/2026 | 523688 | 0.0 |
| 4700000 | Avaya 2022 Term Loan 1L, 14.300%, (SOFRRATE + 10.000%), 12/15/2027 | 2937500 | 0.2 |
| 63369 | Bright Bidco B.V. 2022 DIP Delayed Draw Term Loan, 11.820%, (TSFR1M + 8.000%), 02/28/2023 | 64003 | 0.0 |
| 304001 | Bright Bidco B.V. 2022 DIP Term Loan, 12.300%, (SOFRRATE + 8.000%), 02/28/2023 | 307041 | 0.0 |
| 297 | Bright Bidco B.V. 2022 Exit Term Loan, 12.094%, 10/31/2027 | 301 | 0.0 |
| 610000 | CDK Global 2022 Term Loan B 1L, 8.800%, (SOFRRATE + 4.500%), 07/06/2029 | 605854 | 0.0 |
| 548625 | MKS Instruments, Inc. 2022 USD Term Loan B 1L, 7.050%, (SOFRRATE + 2.750%), 08/17/2029 | 543286 | 0.0 |
| 970000 | Open Text Corporation 2022 Term Loan B, 7.800%, 11/16/2029 | 947973 | 0.1 |
| 300000 | Tibco Software Inc. 2022 USD Term Loan, 9.180%, 03/30/2029 | 268562 | 0.0 |
| 870246 | Veritas US Inc. 2021 USD Term Loan B, 9.730%, (US0003M + 5.000%), 09/01/2025 | 622497 | 0.1 |
|  |  | **6820705** | **0.4** |
|  | **Telecommunications: 0.4%** | **Telecommunications: 0.4%** | **Telecommunications: 0.4%** |
| 376421 | Altice Financing SA USD 2017 1st Lien Term Loan, 7.488%, (US0003M + 2.750%), 01/31/2026 | 364187 | 0.0 |
| 982005 | Asurion LLC 2018 Term Loan B7, 7.384%, (US0001M + 3.000%), 11/03/2024 | 956228 | 0.1 |
| 330000 | Asurion LLC 2021 2nd Lien Term Loan B3, 9.634%, (US0001M + 5.250%), 01/31/2028 | 258885 | 0.0 |
| 497925 | Avaya, Inc. 2020 Term Loan B, 8.568%, (US0001M + 4.250%), 12/15/2027 | 171473 | 0.0 |
| 266356 | Cablevision Lightpath LLC Term Loan B, 7.568%, (US0001M + 3.250%), 11/30/2027 | 255036 | 0.0 |
| 1078075 | CCI Buyer, Inc. Term Loan, 8.580%, (TSFR1M + 4.000%), 12/17/2027 | 1033066 | 0.1 |
| 483200 | CenturyLink, Inc. 2020 Term Loan B, 6.634%, (US0001M + 2.250%), 03/15/2027 | 459342 | 0.0 |
| 516927 | CommScope, Inc. 2019 Term Loan B, 7.634%, (US0001M + 3.250%), 04/06/2026 | 488657 | 0.0 |
| 949415 | Connect Finco Sarl 2021 Term Loan B, 7.884%, (US0001M + 3.500%), 12/11/2026 | 939773 | 0.1 |
| 306288 | Global Tel\*Link Corporation 2018 1st Lien Term Loan, 8.344%, (US0003M + 4.250%), 11/29/2025 | 266854 | 0.0 |
| 251175 | GOGO Intermediate Holdings LLC Term Loan B, 8.165%, (US0003M + 3.750%), 04/30/2028 | 249448 | 0.0 |
| 492959 | GTT Communications, Inc. 2018 USD Term Loan B, 11.250%, (PRIME + 3.750%), 05/31/2025 | 196875 | 0.0 |
| 387478 | Level 3 Financing Inc. 2019 Term Loan B, 6.134%, (US0001M + 1.750%), 03/01/2027 | 372342 | 0.0 |
| 305068 | Numericable Group SA USD Term Loan B11, 7.165%, (US0003M + 2.750%), 07/31/2025 | 289815 | 0.0 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 192208 | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 9.230%, (US0003M + 4.500%), 11/01/2024 | 144316 | 0.0 |
| 270000 | Venga Finance Sarl 2021 USD Term Loan B, 9.485%, (US0003M + 4.750%), 12/04/2028 | 249413 | 0.0 |
| 371878 | ViaSat, Inc. Term Loan, 8.938%, (TSFR1M + 4.500%), 03/02/2029 | 362767 | 0.0 |
| 960597 | Zayo Group Holdings, Inc. USD Term Loan, 7.384%, (US0001M + 3.000%), 03/09/2027 | 781419 | 0.1 |
|  |  | **7839896** | **0.4** |
|  | **Utilities: 0.0%** | **Utilities: 0.0%** | **Utilities: 0.0%** |
| 330897 | Edgewater Generation, L.L.C. Term Loan, 8.134%, (US0001M + 3.750%), 12/13/2025 | 315088 | 0.0 |
| 260171 | Nautilus Power, LLC Term Loan B, 8.634%, (US0001M + 4.250%), 05/16/2024 | 203583 | 0.0 |
| 335750 | Tiger Acquisition, LLC 2021 Term Loan, 7.634%, (US0001M + 3.250%), 06/01/2028 | 319723 | 0.0 |
|  |  | **838394** | **0.0** |
|  | Total Bank Loans |  |  |
|  | (Cost $186,289,265) | **170573371** | **9.2** |
| **CONVERTIBLE BONDS/NOTES: 0.0%** | **CONVERTIBLE BONDS/NOTES: 0.0%** | **CONVERTIBLE BONDS/NOTES: 0.0%** |  |
|  | **Communications: 0.0%** | **Communications: 0.0%** | **Communications: 0.0%** |
| 210000 | DISH Network Corp., 3.375%, 08/15/2026 | **132090** | **0.0** |
|  | Total Convertible Bonds/Notes |  |  |
|  | (Cost $205,804) | **132090** | **0.0** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **COMMON STOCK: 0.0%** | **COMMON STOCK: 0.0%** | | |
|  | **Consumer Discretionary: 0.0%** | **Consumer Discretionary: 0.0%** | **Consumer Discretionary: 0.0%** |
| 142000<sup>(11),(14)</sup> | 24 Hour Fitness Worldwide, Inc. | **1136** | **0.0** |
|  | **Consumer Staples: 0.0%** | **Consumer Staples: 0.0%** | **Consumer Staples: 0.0%** |
| 2038<sup>(11),(14)</sup> | Save-A-Lot, Inc. / Moran Foods | **679** | **0.0** |
|  | Total Common Stock |  |  |
|  | (Cost $290,412) | **1815** | **0.0** |
| **PREFERRED STOCK: 0.0%** | **PREFERRED STOCK: 0.0%** |  |  |
|  | **Consumer Discretionary: 0.0%** | **Consumer Discretionary: 0.0%** | **Consumer Discretionary: 0.0%** |
| 189193<sup>(11),(14)</sup> | 24 Hour Fitness Worldwide, Inc. | **1892** | **0.0** |
|  | **Information Technology: 0.0%** | **Information Technology: 0.0%** | **Information Technology: 0.0%** |
| 2393<sup>(11),(14)</sup> | Riverbed Technology, Inc. | **24** | **0.0** |
|  | Total Preferred Stock |  |  |
|  | (Cost $267,309) | **1916** | **0.0** |
| **WARRANTS: –%** | **WARRANTS: –%** |  |  |
|  | **Communication Services: –%** | **Communication Services: –%** | **Communication Services: –%** |
| 26686<sup>(11),(14)</sup> | Cineworld Group PLC | **–** | **–** |
|  | Total Warrants |  |  |
|  | (Cost $–) | **–** | **–** |

---

---

| | | |
|:---|:---|:---|
| | **Value** | **Percentage <br> of Net<br> Assets** |
| **PURCHASED OPTIONS <sup>(15)</sup>: 0.1%** | **PURCHASED OPTIONS <sup>(15)</sup>: 0.1%** | **PURCHASED OPTIONS <sup>(15)</sup>: 0.1%** |
| Total Purchased Options |  |  |
| (Cost $2,601,492) | **1014816** | **0.1** |
| Total Long-Term Investments |  |  |
| (Cost $1,964,408,813) | **1739756198** | **93.7** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage <br> of Net <br> Assets** |
| **SHORT-TERM INVESTMENTS: 10.1%** | **SHORT-TERM INVESTMENTS: 10.1%** | **SHORT-TERM INVESTMENTS: 10.1%** | **SHORT-TERM INVESTMENTS: 10.1%** |
|  | **Repurchase Agreements: 0.8%** |  |  |
| 3444900<sup>(16)</sup> | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $3,446,523, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $3,513,798, due 01/15/23-11/20/72) | 3444900 | 0.2 |
| 3444900<sup>(16)</sup> | Citadel Securities LLC, Repurchase Agreement dated 12/30/22, 4.41%, due 01/03/23 (Repurchase Amount $3,446,565, collateralized by various U.S. Government Securities, 0.125%-6.250%, Market Value plus accrued interest $3,515,520, due 04/15/23-11/15/52) | 3444900 | 0.2 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| 1299347<sup>(16)</sup> | Citigroup, Inc., Repurchase Agreement dated 12/30/22, 4.25%, due 01/03/23 (Repurchase Amount $1,299,952, collateralized by various U.S. Government Securities, 0.000%-4.500%, Market Value plus accrued interest $1,325,334, due 04/11/23-10/31/29) | 1299347 | 0.1 |
| 3444888<sup>(16)</sup> | National Bank Financial, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $3,446,526, collateralized by various U.S. Government Securities, 0.000%-4.435%, Market Value plus accrued interest $3,513,786, due 01/03/23-09/09/49) | 3444888 | 0.2 |
| 3138118<sup>(16)</sup> | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $3,139,611, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,200,895, due 01/15/24-02/15/51) | 3138118 | 0.1 |
|  | Total Repurchase Agreements |  |  |
|  | (Cost $14,772,153) | **14772153** | **0.8** |
| **Shares** |  | **Value** | **Percentage<br> of Net<br> Assets** |
|  | **Mutual Funds: 9.3%** |  |  |
| 2345978<sup>(17)</sup> | BlackRock Liquidity Funds, FedFund, Institutional Class, 4.030% | 2345978 | 0.1 |
| 170073000<sup>(17)</sup> | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.150% | 170073000 | 9.2 |
|  | Total Mutual Funds |  |  |
|  | (Cost $172,418,978) | **172418978** | **9.3** |
|  | Total Short-Term Investments |  |  |
|  | (Cost $187,191,131) | **187191131** | **10.1** |
|  | **Total Investments in Securities<br> (Cost $2,151,599,944)** | $**1926947329** | **103.8** |
|  | **Liabilities in Excess of Other Assets** | **(70211489)** | **(3.8)** |
|  | **Net Assets** | $**1856735840** | **100.0** |

---

† Unless otherwise indicated, principal amount is shown in USD.

(1) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.

(2) Security, or a portion of the security, is on loan.

(3) All or a portion of this security is payment-in-kind
 ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and
 possible payment rates.

(4) Variable rate security. Rate shown is the rate in effect as of December 31, 2022.

(5) Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of December 31, 2022.

(6) Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security.

(7) Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security.

(8) The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.

(9) Represents or includes a TBA transaction.

(10) Defaulted security.

(11) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.

(12) Represents a zero coupon bond. Rate shown reflects the effective yield as of December 31, 2022.

(13) All or a portion of this holding is subject to unfunded loan commitments. Please refer to Note 10 for additional details.

(14) Non-income producing security.

(15) The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities.

(16) All or a portion of the security represents securities purchased with cash collateral received for securities on loan.

(17) Rate shown is the 7-day yield as of December 31, 2022.

Currency Abbreviations: <br> MXN Mexican Peso <br>

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | |
|:---|:---|
| Reference Rate Abbreviations: | Reference Rate Abbreviations: |
| 12MTA | 12-month Treasury Average |
| PRIME | Federal Reserve Bank Prime Loan Rate |
| SOFRRATE | 1-day Secured Overnight Financing Rate |
| SOFR30A | 30-day Secured Overnight Financing Rate |
| TSFR1M | 1-month CME Term Secured Overnight Financing Rate |
| US0001M | 1-month LIBOR |
| US0002M | 2-month LIBOR |
| US0003M | 3-month LIBOR |
| US0006M | 6-month LIBOR |
| US0012M | 12-month LIBOR |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fair Value Measurements** | **Fair Value Measurements** | **Fair Value Measurements** | **Fair Value Measurements** | **Fair Value Measurements** |
| The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: | The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: | The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: | The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: | The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: |
|  | **Quoted Prices<br> in Active Markets<br> for Identical<br> Investments<br> (Level 1)** | **Significant<br> Other<br> Observable<br> Inputs<br> (Level 2)** | **Significant<br> Unobservable<br> Inputs<br> (Level 3)** | **Fair Value<br> at<br> December 31, 2022** |
| **Asset Table** |  |  |  |  |
| **Investments, at fair value** |  |  |  |  |
| Common Stock |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | $– | $– | $1136 | $1136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | – | – | 679 | 679 |
| Total Common Stock | – | – | 1815 | 1815 |
| Preferred Stock |  |  | 1916 | 1916 |
| Warrants |  |  |  |  |
| Purchased Options |  | 1014816 |  | 1014816 |
| Corporate Bonds/Notes |  | 400032530 |  | 400032530 |
| Collateralized Mortgage Obligations |  | 437495797 |  | 437495797 |
| Asset-Backed Securities |  | 253678188 |  | 253678188 |
| U.S. Government Agency Obligations |  | 71666531 |  | 71666531 |
| Commercial Mortgage-Backed Securities |  | 294271960 | 7466799 | 301738759 |
| Sovereign Bonds |  | 32564286 |  | 32564286 |
| Convertible Bonds/Notes |  | 132090 |  | 132090 |
| U.S. Treasury Obligations |  | 70856099 |  | 70856099 |
| Bank Loans |  | 170573371 |  | 170573371 |
| Short-Term Investments | 172418978 | 14772153 | – | 187191131 |
| Total Investments, at fair value | $172418978 | $1747057821 | $7470530 | $1926947329 |
| **Other Financial Instruments+** |  |  |  |  |
| Centrally Cleared Swaps |  | 2352547 |  | 2352547 |
| Forward Foreign Currency Contracts |  | 2368990 |  | 2368990 |
| Forward Premium Swaptions |  | 173432 |  | 173432 |
| Futures | 4140736 |  |  | 4140736 |
| Volatility Swaps | – | 67025 | – | 67025 |
| Total Assets | $176559714 | $1752019815 | $7470530 | $1936050059 |
| **Liabilities Table** |  |  |  |  |
| **Other Financial Instruments+** |  |  |  |  |
| Centrally Cleared Swaps | $– | $(9405310) | $– | $(9405310) |
| Forward Foreign Currency Contracts |  | (2741277) |  | (2741277) |
| Forward Premium Swaptions |  | (1660679) |  | (1660679) |
| Futures | (1587202) |  |  | (1587202) |
| Written Options | – | (28119318) | – | (28119318) |
| Total Liabilities | $(1587202) | $(41926584) | $– | $(43513786) |

---

---

| | |
|:---|:---|
| + | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

At December 31, 2022, the following forward foreign currency contracts were outstanding for Voya Strategic Income Opportunities Fund:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| AUD 4,252,266 | USD 2,835,850 | Bank of America N.A. | 02/03/23 | $63228 |
| CAD 21,947,053 | USD 16,062,408 | Bank of America N.A. | 02/03/23 | 149203 |
| USD 11,558,815 | CAD 15,712,257 | Bank of America N.A. | 02/03/23 | (47345) |
| USD 5,102,097 | GBP 4,221,672 | Bank of America N.A. | 02/03/23 | 43009 |
| MXN 128,408,954 | USD 6,602,682 | BNP Paribas | 01/13/23 | (26355) |
| USD 18,974,765 | AUD 28,406,400 | BNP Paribas | 02/03/23 | (391933) |
| JPY 2,404,779,867 | USD 18,377,931 | BNP Paribas | 02/03/23 | 24695 |
| USD 15,982,445 | CAD 21,740,951 | BNP Paribas | 02/03/23 | (76926) |
| USD 5,445,865 | GBP 4,524,518 | Citibank N.A. | 02/03/23 | 23858 |
| USD 8,605,939 | JPY 1,143,908,960 | Citibank N.A. | 02/03/23 | (147847) |
| USD 9,080,387 | NZD 14,306,273 | Citibank N.A. | 02/03/23 | (7036) |
| USD 13,999,602 | EUR 13,192,633 | Citibank N.A. | 02/03/23 | (154228) |
| EUR 3,374,473 | USD 3,595,099 | Citibank N.A. | 02/03/23 | 25233 |
| NZD 28,598,900 | USD 18,072,926 | Goldman Sachs International | 02/03/23 | 93253 |
| CHF 11,302,127 | USD 12,259,203 | Goldman Sachs International | 02/03/23 | 8373 |
| CAD 21,592,423 | USD 15,863,368 | Goldman Sachs International | 02/03/23 | 86290 |
| USD 13,581,539 | CHF 12,536,259 | Morgan Stanley Capital Services LLC | 02/03/23 | (25591) |
| USD 21,127,131 | EUR 19,837,961 | Morgan Stanley Capital Services LLC | 02/03/23 | (156198) |
| EUR 24,929,441 | USD 26,665,402 | Morgan Stanley Capital Services LLC | 02/03/23 | (303756) |
| USD 14,109,121 | CAD 19,304,136 | Morgan Stanley Capital Services LLC | 02/03/23 | (150249) |
| USD 5,583,690 | EUR 5,236,121 | Morgan Stanley Capital Services LLC | 02/03/23 | (33928) |
| USD 8,402,265 | NZD 13,363,061 | Morgan Stanley Capital Services LLC | 02/03/23 | (86025) |
| USD 13,004,152 | EUR 12,121,967 | Morgan Stanley Capital Services LLC | 02/03/23 | 185773 |
| EUR 11,357,031 | USD 12,066,015 | Morgan Stanley Capital Services LLC | 02/03/23 | 118474 |
| NZD 13,298,616 | USD 8,441,749 | Morgan Stanley Capital Services LLC | 02/03/23 | 5605 |
| NOK 451,442 | USD 45,508 | Morgan Stanley Capital Services LLC | 02/03/23 | 634 |
| AUD 27,162,766 | USD 18,337,635 | Morgan Stanley Capital Services LLC | 02/03/23 | 181188 |
| USD 798,051 | JPY 108,761,173 | Standard Chartered Bank | 02/03/23 | (34246) |
| USD 43,804 | SEK 454,692 | Standard Chartered Bank | 02/03/23 | 147 |
| USD 8,302,558 | MXN 161,883,797 | State Street Bank and Trust Co. | 01/13/23 | 11853 |
| USD 10,571,498 | MXN 206,946,239 | State Street Bank and Trust Co. | 01/13/23 | (27032) |
| MXN 97,284,945 | USD 5,002,682 | State Street Bank and Trust Co. | 01/13/23 | (20338) |
| USD 8,945,199 | AUD 13,338,588 | State Street Bank and Trust Co. | 02/03/23 | (148682) |
| USD 10,143,377 | GBP 8,346,107 | State Street Bank and Trust Co. | 02/03/23 | 44414 |
| GBP 8,949,221 | USD 10,777,109 | State Street Bank and Trust Co. | 02/03/23 | 51635 |
| GBP 8,355,543 | USD 10,071,955 | State Street Bank and Trust Co. | 02/03/23 | 38427 |
| EUR 7,371,034 | USD 7,866,202 | State Street Bank and Trust Co. | 02/03/23 | 41875 |
| USD 2,207,404 | CAD 3,007,481 | State Street Bank and Trust Co. | 02/03/23 | (14129) |
| USD 9,462,998 | JPY 1,243,763,114 | State Street Bank and Trust Co. | 02/03/23 | (54924) |
| EUR 3,736,769 | USD 3,978,284 | State Street Bank and Trust Co. | 02/03/23 | 30742 |
| CHF 13,505,283 | USD 14,593,356 | State Street Bank and Trust Co. | 02/03/23 | 65573 |
| USD 12,203,514 | CHF 11,325,762 | State Street Bank and Trust Co. | 02/03/23 | (89716) |
| NZD 14,497,724 | USD 9,046,813 | State Street Bank and Trust Co. | 02/03/23 | 162221 |
| USD 9,238,050 | AUD 13,703,522 | State Street Bank and Trust Co. | 02/03/23 | (104632) |
| AUD 26,274,534 | USD 17,920,068 | State Street Bank and Trust Co. | 02/03/23 | (218966) |
| USD 18,240,558 | AUD 26,822,508 | State Street Bank and Trust Co. | 02/03/23 | 170288 |
| USD 14,593,373 | CHF 13,431,720 | State Street Bank and Trust Co. | 02/03/23 | 197015 |
| AUD 23,368,242 | USD 15,704,017 | State Street Bank and Trust Co. | 02/03/23 | 227804 |
| AUD 14,166,366 | USD 9,445,738 | State Street Bank and Trust Co. | 02/03/23 | 212499 |
| CHF 12,557,345 | USD 13,524,336 | State Street Bank and Trust Co. | 02/03/23 | 105681 |
| CAD 15,846,808 | USD 11,707,167 | State Street Bank and Trust Co. | 02/03/23 | (112141) |
| USD 14,533,036 | CHF 13,440,277 | State Street Bank and Trust Co. | 02/03/23 | (55335) |
| CAD 20,599,330 | USD 15,239,658 | State Street Bank and Trust Co. | 02/03/23 | (23568) |
| USD 9,155,541 | NZD 14,582,128 | State Street Bank and Trust Co. | 02/03/23 | (107107) |
| USD 7,975,804 | JPY 1,051,116,302 | State Street Bank and Trust Co. | 02/03/23 | (67884) |
| USD 10,849,022 | GBP 9,011,565 | State Street Bank and Trust Co. | 02/03/23 | (55160) |
|  |  |  |  | $(372287) |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

At December 31, 2022, the following futures contracts were outstanding for Voya Strategic Income Opportunities Fund:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br> of Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Long Contracts: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5-Year Note | 2427 | 03/31/23 | $261945352 | $(967635) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra 10-Year Note | 193 | 03/22/23 | 22828281 | (506296) |
|  |  |  | $284773633 | $(1473931) |
| Short Contracts: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10-Year Note | (5295) | 03/22/23 | (594611953) | 2768091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2-Year Note | (436) | 03/31/23 | (89414062) | (113271) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bond | (625) | 03/22/23 | (78339844) | 701831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Long Bond | (122) | 03/22/23 | (16386125) | 670814 |
|  |  |  | $(778751984) | $4027465 |

---

At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Strategic Income Opportunities Fund:

**Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection<sup>(1)</sup>**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/Obligation** | **Buy/Sell<br> Protection** | **(Pay)/<br> Receive<br> Financing<br> Rate (%)<sup>(2)</sup>** | **Termination<br> Date** | **Notional Amount<sup>(3)</sup>** | **Notional Amount<sup>(3)</sup>** | **Fair<br> Value<sup>(4)</sup>** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| CDX North American High Yield Index, Series 39, Version 1 | Buy | (5.000) | 12/20/27 | USD | 58830000 | $(342628) | $(1049322) |
|  |  |  |  |  |  | $(342628) | $(1049322) |

---

**Centrally Cleared Credit Default Swaps on Corporate and Sovereign Issues - Buy Protection<sup>(1)</sup>**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/Obligation** | **Buy/Sell<br> Protection** | **(Pay)/<br> Receive<br> Financing<br> Rate (%)<sup>(2)</sup>** | **Termination<br> Date** | **Notional Amount<sup>(3)</sup>** | **Notional Amount<sup>(3)</sup>** | **Fair<br> Value<sup>(4)</sup>** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Prudential Financial Inc. 3.50%, due 05/15/2024 | Buy | 1.000 | 12/20/24 | USD | &nbsp;&nbsp;&nbsp;&nbsp;15120000 | (178176) | (2060) |
|  |  |  |  |  |  | (178176) | $(2060) |

---

(1) If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(2) Payments made quarterly.

(3) The maximum amount of future payments (undiscounted) that a Fund as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement.

(4) The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation's credit soundness and a greater likelihood or risk of default or other credit event occurring.

At December 31, 2022, the following centrally cleared interest rate swaps were outstanding for Voya Strategic Income Opportunities Fund:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Pay/Receive Floating Rate** | **Floating Rate Index** | **Floating Rate Index Payment Frequency** | **Fixed Rate** | **Fixed Rate Payment Frequency** | **Maturity<br> Date** | **Notional Amount** | **Notional Amount** | **Fair<br> Value** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.391% | Annual | 08/25/24 | USD | 160000000 | $(3145053) | $(3145053) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.067 | Annual | 05/10/33 | USD | 17323765 | (624703) | (624703) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.076 | Annual | 05/10/33 | USD | 12374118 | (437562) | (437562) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.094 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;14849000 | (502496) | (502496) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.114 | Annual | 05/10/33 | USD | 11137000 | (358790) | (358790) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.154 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;14849000 | (429574) | (429574) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.289 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;27222874 | (484862) | (484862) |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.345 | Annual | 05/10/33 | USD | 15963000 | (210466) | (210466) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.473 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;24748462 | (66200) | (66200) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.475 | Annual | 05/10/33 | USD | 24748215 | (60558) | (60558) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.483 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;37122323 | (69424) | (69424) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.105 | Annual | 05/11/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;24748000 | (814537) | (814537) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.129 | Annual | 05/11/33 | USD | 12373917 | (382067) | (382067) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.172 | Annual | 05/11/33 | USD | 12373918 | (338747) | (338747) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.212 | Annual | 05/11/33 | USD | 14849000 | (357633) | (357633) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.456 | Annual | 05/17/33 | USD | 18809000 | (71256) | (71256) |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.209 | Annual | 05/10/33 | USD | 29698000 | 724594 | 724594 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.226 | Annual | 05/10/33 | USD | 30688000 | 705112 | 705112 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.269 | Annual | 05/10/33 | USD | 18561000 | 361103 | 361103 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.297 | Annual | 05/10/33 | USD | 12003000 | 205269 | 205269 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.372 | Annual | 05/10/33 | USD | 19799000 | 216907 | 216908 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.443 | Annual | 05/17/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;15096000 | 72583 | 72583 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.465 | Annual | 05/17/33 | USD | 22273000 | 66978 | 66978 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.515 | Annual | 05/17/33 | USD | 16458000 | – | – |
|  |  |  |  |  |  |  |  | $(6001382) | $(6001381) |

---

At December 31, 2022, the following OTC volatility swaps were outstanding for Voya Strategic Income Opportunities Fund:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Pay/Receive Volatility<sup>(1)</sup>** | **Reference Entity** | **Volatility <br> Strike Rate** | **Counterparty** | **Maturity<br> Date** | **Currency** | **Notional<br> Amount** | **Fair Value** | **Unrealized Appreciation (Depreciation)** |
| Receive | USD vs. CNH Spot Exchange Rate | 6.350% | Morgan Stanley Capital Services LLC | 06/16/23 | USD | 44252000 | $67025 | $67025 |
|  |  |  |  |  |  |  | $67025 | $67025 |

---

At December 31, 2022, the following OTC purchased foreign currency dual digital options were outstanding for Voya Strategic Income Opportunities Fund:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Expiration<br> Date** | **Exercise<br> Price** | **Notional <br> Amount** | **Notional <br> Amount** | **Cost** | **Fair Value** |
| AUD/USD & USD/JPY Dual Digital | Barclays Bank PLC | 05/30/23 | 0.60 & 125 | USD | 2386000 | $45334 | $20934 |
| AUD/USD & USD/JPY Dual Digital | Goldman Sachs International | 05/30/23 | 0.6375 & 131.5 | USD | 1045000 | 60767 | 76984 |
| USD/CNH & USD/JPY Dual Digital | BNP Paribas | 05/30/23 | 7.2 & 131.5 | USD | 894000 | 61686 | 37421 |
|  |  |  |  |  |  | $167787 | $135339 |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

At December 31, 2022, the following OTC purchased foreign currency options were outstanding for Voya Strategic Income Opportunities Fund:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Expiration<br> Date** | **Exercise<br> Price** | **Notional <br> Amount** | **Notional <br> Amount** | **Cost** | **Fair Value** |
| Call EUR vs. Put USD | BNP Paribas | 03/16/23 | 1.080 | USD | 24356700 | $141622 | $335329 |
| Call JPY vs. Put USD | BNP Paribas | 02/27/25 | 107.500 | USD | 12280000 | 609088 | 251156 |
| Call USD vs. Put CNH | Bank of America N.A. | 02/07/23 | 7.500 | USD | 49178000 | 228678 | 11008 |
| Call USD vs. Put CNH | Morgan Stanley Capital Services LLC | 02/09/23 | 7.470 | USD | 92891000 | 470307 | 26769 |
| Call USD vs. Put JPY | Bank of America N.A. | 09/09/32 | 140.000 | USD | 15517000 | 276203 | 126910 |
| Call USD vs. Put JPY | BNP Paribas | 09/09/32 | 140.000 | USD | 15517000 | 296064 | 126910 |
| Put USD vs. Call GBP | Morgan Stanley Capital Services LLC | 01/19/23 | 1.095 | USD | 21107450 | 411743 | 1395 |
|  |  |  |  |  |  | $2433705 | $879477 |

---

At December 31, 2022, the following OTC written foreign currency options were outstanding for Voya Strategic Income Opportunities Fund:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Expiration<br> Date** | **Exercise<br> Price** | **Notional<br> Amount** | **Notional<br> Amount** | **Premiums<br> Received** | **Fair Value** |
| Call USD vs. Put GBP | Morgan Stanley Capital Services LLC | 01/19/23 | 1.065 | USD | 21107450 | $278006 | $(379) |
| Call USD vs. Put JPY | Bank of America N.A. | 09/09/27 | 140.000 | USD | 15517000 | 439441 | (177046) |
| Call USD vs. Put JPY | BNP Paribas | 09/09/27 | 140.000 | USD | 15517000 | 425166 | (177046) |
| Call USD vs. Put MXN | Bank of America N.A. | 04/26/23 | 20.600 | USD | 21107000 | 656217 | (314883) |
| Call USD vs. Put MXN | Morgan Stanley Capital Services LLC | 04/26/23 | 20.600 | USD | 21107000 | 668501 | (314883) |
| Put USD vs. Call MXN | Bank of America N.A. | 04/26/23 | 20.000 | USD | 21107000 | 443036 | (593293) |
| Put USD vs. Call MXN | Morgan Stanley Capital Services LLC | 04/26/23 | 20.000 | USD | 21107000 | 427839 | (506349) |
|  |  |  |  |  |  | $3338206 | $(2083879) |

---

At December 31, 2022, the following OTC written interest rate swaptions were outstanding for Voya Strategic Income Opportunities Fund:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Pay/<br> Receive<br> Exercise Rate** | **Exercise Rate** | **Floating Rate<br> Index** | **Expiration<br> Date** | **Notional<br> Amount** | **Notional<br> Amount** | **Premiums<br> Received** | **Fair Value** |
| Call on 10-Year Interest Rate Swap<sup>(2)</sup> | Bank of America N.A. | Pay | 3.880% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 98993000 | $2909157 | $(4283165) |
| Call on 10-Year Interest Rate Swap<sup>(2)</sup> | Barclays Bank PLC | Pay | 3.790% | 1-day Secured Overnight Financing Rate | 05/10/23 | USD | 98993000 | 2855948 | (3798579) |
| Call on 10-Year Interest Rate Swap<sup>(2)</sup> | Deutsche Bank AG | Pay | 3.820% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 49496000 | 1420535 | (1974485) |
| Call on 10-Year Interest Rate Swap<sup>(2)</sup> | Goldman Sachs International | Pay | 2.940% | 1-day Secured Overnight Financing Rate | 12/15/23 | USD | 24748000 | 925575 | (553968) |
| Call on 10-Year Interest Rate Swap<sup>(2)</sup> | JPMorgan Chase Bank N.A. | Pay | 2.995% | 1-day Secured Overnight Financing Rate | 06/07/23 | USD | 49496000 | 1517052 | (603842) |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Call on 10-Year Interest Rate Swap<sup>(2)</sup> | Morgan Stanley Capital Services LLC | Pay | 3.815% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 98993000.0 | 2826250 | (3921785) |
| Put on 10-Year Interest Rate Swap<sup>(3)</sup> | Bank of America N.A. | Receive | 3.88% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 98993000.0 | 2909157 | (1417512) |
| Put on 10-Year Interest Rate Swap<sup>(3)</sup> | Barclays Bank PLC | Receive | 3.79% | 1-day Secured Overnight Financing Rate | 05/10/23 | USD | 98993000.0 | 2855948 | (1657455) |
| Put on 10-Year Interest Rate Swap<sup>(3)</sup> | Deutsche Bank AG | Receive | 3.82% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 49496000.0 | 1420535 | (784524) |
| Put on 10-Year Interest Rate Swap<sup>(3)</sup> | Goldman Sachs International | Receive | 2.94% | 1-day Secured Overnight Financing Rate | 12/15/23 | USD | 24748000.0 | 925575 | (1497319) |
| Put on 10-Year Interest Rate Swap<sup>(3)</sup> | JPMorgan Chase Bank N.A. | Receive | 2.995% | 1-day Secured Overnight Financing Rate | 06/07/23 | USD | 49496000.0 | 1517053 | (2612322) |
| Put on 10-Year Interest Rate Swap<sup>(3)</sup> | Morgan Stanley Capital Services LLC | Receive | 3.815% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 98993000.0 | 2826250 | (1582314) |
| Put on 2-Year Interest Rate Swap<sup>(3)</sup> | JPMorgan Chase Bank N.A. | Receive | 4.25% | 1-day Secured Overnight Financing Rate | 11/15/27 | USD | 120614000.0 | 1185033 | (1348169) |
|  |  |  |  |  |  |  |  | $26094068 | $(26035439) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: | At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: | At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: | At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: | At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: | At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: | At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: | At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: | At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: | At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund: |
| **Description** | **Counterparty** | **Exercise<br> Rate<sup>(4)</sup>** | **Pay/<br> Receive<br> Exercise<br> Rate** | **Floating<br> Rate<br> Index** | **Expiration<br> Date** | **Notional<br> Amount** | **Notional<br> Amount** | **Premium<br> receivable/(payable)<br> at expiration<sup>(5)</sup>** | **Unrealized<br> Appreciation/(Depreciation)** |
| Call on 30-Year Interest Rate Swap | Barclays Bank PLC | 0.000% | Receive | 1-day Secured Overnight Financing Rate | 06/14/27 | USD | 22958000 | $(4017650) | $(21676) |
| Call on 30-Year Interest Rate Swap | Nomura International PLC | 0.000% | Receive | 1-day Secured Overnight Financing Rate | 05/25/27 | USD | 18355000 | (3303900) | (88536) |
| Call on 35-Year Interest Rate Swap | Barclays Bank PLC | 0.000% | Receive | 1-day Secured Overnight Financing Rate | 06/03/27 | USD | 22958000 | (4023390) | (24045) |
| Put on 30-Year Interest Rate Swap | Barclays Bank PLC | 0.000% | Pay | 1-day Secured Overnight Financing Rate | 05/25/27 | USD | 53680100 | (9662418) | (258927) |
|  |  |  |  |  |  |  |  | $(21007358) | $(393184) |

---

<u>Voya Strategic Income Opportunities Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

At December 31, 2022, the following OTC written forward premium swaptions were outstanding for Voya Strategic Income Opportunities Fund:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Exercise Rate<sup>(4)</sup>** | **Pay/<br> Receive<br> Exercise Rate** | **Floating Rate<br> Index** | **Expiration<br> Date** | **Notional<br> Amount** | **Notional<br> Amount** | **Premium receivable/(payable) at expiration<sup>(5)</sup>** | **Unrealized Appreciation/(Depreciation)** |
| Call on 1-Year Interest Rate Swap | Deutsche Bank AG | 2.750% | Pay | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 292604600 | $2444468 | $173432 |
| Put on 1-Year Interest Rate Swap | Deutsche Bank AG | 2.750% | Receive | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 292604600 | 2444468 | (1267495) |
|  |  |  |  |  |  |  |  | $4888936 | $(1094063) |

---

<sup>(1)</sup> Payments made at maturity date.

<sup>(2)</sup> Fund pays the exercise rate semi-annually and receives the floating rate index quarterly.

<sup>(3)</sup> Fund receives the exercise rate semi-annually and pays the floating rate index quarterly.

<sup>(4)</sup> Forward premium swaption exercise rates represent the premium price on each respective swaption contract. Final exercise rate will be determined at the expiration of each respective swaption contract.

<sup>(5)</sup> Forward premium swaptions include premiums receivable/(payable) that have extended settlement dates. Premiums are not exchanged until the expiration date of each respective forward premium swaption contract.

---

| | |
|:---|:---|
| Currency Abbreviations | Currency Abbreviations |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| EUR | EU Euro |
| GBP | British Pound |
| JPY | Japanese Yen |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SEK | Swedish Krona |
| USD | United States Dollar |

---

At December 31, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:

Cost for federal income tax purposes was $2,128,369,549.

Net unrealized depreciation consisted of:

---

| | |
|:---|:---|
| Gross Unrealized Appreciation | $20635190 |
| Gross Unrealized Depreciation | (255166353) |
| Net Unrealized Depreciation | $(234531163) |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Funds Trust

- **b. Investment Company Act file number:** 811-08895

- **c. CIK number of Registrant:** 0001066602

- **d. LEI of Registrant:** 5493002OZLWDCTJEFB81

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA STRATEGIC INCOME OPPORTUNITIES FUND

- **b. EDGAR series identifier (if any):** S000038555

- **c. LEI of Series:** 5493002V21YUSVI83S75

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $2011897948.31

**Total Liabilities:** $157697688.88

**Net Assets:** $1854200259.43

**Stand-by Commitments:** $72309598.39

**Cash Not Reported:** $48791724.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 42668.00000000 | **1-Year:** 5783.00000000 | **5-Year:** 56890.00000000 | **10-Year:** 75728.00000000 | **30-Year:** 306676.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 4259.00000000 | **5-Year:** 93311.00000000 | **10-Year:** 88116.00000000 | **30-Year:** 52140.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119024 | -0.23%               | 0.32%                | 0.16%                |
| Class ID C000119021 | -0.32%               | 0.24%                | 0.08%                |
| Class ID C000119020 | -0.24%               | 0.30%                | 0.25%                |
| Class ID C000159021 | -0.22%               | 0.34%                | 0.29%                |
| Class ID C000119023 | -0.28%               | 0.28%                | 0.12%                |
| Class ID C000119022 | -0.22%               | 0.33%                | 0.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9056940.07             | $-8829513.04                               |
| Month 2  | $-18571887.69            | $33232352.06                               |
| Month 3  | $-4614415.99             | $-502289.60                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RFM RE-REMIC TRUST 2022-FRR1                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $1800614.48   | 0.10%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34246.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                       | Triton Water Holdings Inc                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |     725000 | PA      | $582493.97    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2016-P5                                      | CUSIP: 17325DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8661000 | PA      | $6506051.39   | 0.35%             | 2049-10-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lumileds 09/15/2027                            | Lumileds 09/15/2027                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     304001 | PA      | $307041.33    | 0.02%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38381WN38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     360025 | PA      | $69667.39     | 0.00%             | 2049-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                     | Mattel Inc                                                                       | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     400000 | PA      | $326248.52    | 0.02%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2022-1                                                    | CUSIP: 81749CCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1095770 | PA      | $701921.54    | 0.04%             | 2052-02-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $399950.00    | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                        | Sotera Health Holdings LLC                                                       | CUSIP: 000000000<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |     635000 | PA      | $590153.13    | 0.03%             | 2026-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                         | INEOS US Petrochem LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     304178 | PA      | $299615.59    | 0.02%             | 2026-01-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| IPS Corp 09/20/2028                            | IPS Corp 09/20/2028                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42096 | PA      | $37823.28     | 0.00%             | 2028-10-02      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| VISUAL COMFORT 06/30/2028                      | VISUAL COMFORT 06/30/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     491255 | PA      | $442866.13    | 0.02%             | 2028-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Culligan Holdi 06/18/2028                      | Culligan Holdi 06/18/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     259350 | PA      | $244437.38    | 0.01%             | 2028-07-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                       | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     184782 | PA      | $173974.01    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE FINANCIAL LL                       | Dealer Tire Financial LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     653666 | PA      | $649989.43    | 0.04%             | 2025-12-12      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| CDK Global, In 06/15/2029                      | CDK Global, In 06/15/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     610000 | PA      | $605853.83    | 0.03%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XIII Ltd                                                    | CUSIP: 55818MBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $971327.00    | 0.05%             | 2030-04-19      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                        | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     450000 | PA      | $373445.17    | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $177690.56    | 0.01%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $264649.13    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $705112.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378UBM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18987998 | PA      | $684802.16    | 0.04%             | 2043-09-16      | Floating      | 0.93%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO 04/11/2029                       | NEPTUNE BIDCO 04/11/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     450000 | PA      | $403500.15    | 0.02%             | 2029-04-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266197 | PA      | $232895.79    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2007-OA4                                                  | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     567240 | PA      | $478525.12    | 0.03%             | 2047-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $869650.00    | 0.05%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     975000 | PA      | $225346.88    | 0.01%             | 2025-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb 05/05/2027                       | Bausch & Lomb 05/05/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     562175 | PA      | $534768.97    | 0.03%             | 2027-05-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| AUSTIN BIDCO INC                               | Virtusa Corp                                                                     | CUSIP: 000000000<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |     273763 | PA      | $265207.65    | 0.01%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2019-KG01 Mortgage Trust                                                   | CUSIP: 30298CAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14878000 | PA      | $7563453.73   | 0.41%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-INV1                                               | CUSIP: 46591DAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3731765 | PA      | $3290926.48   | 0.18%             | 2049-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2019-AFC1 Trust                                                             | CUSIP: 12596XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1760564 | PA      | $1638157.71   | 0.09%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68743000 | PA      | $67748557.58  | 3.65%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Doosan Bobcat, 04/15/2029                      | Doosan Bobcat, 04/15/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     267975 | PA      | $264692.31    | 0.01%             | 2029-04-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                 | Morgan Stanley Mortgage Loan Trust 2006-9AR                                      | CUSIP: 61748JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1011946 | PA      | $307882.75    | 0.02%             | 2036-08-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                           | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     800000 | PA      | $641606.29    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     805000 | PA      | $685703.90    | 0.04%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL 07/30/2028                         | MCGRAW-HILL 07/30/2028                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     938125 | PA      | $885590.00    | 0.05%             | 2028-07-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     422783 | PA      | $356101.18    | 0.02%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                   | NATIONAL BANK FINANCIAL                                                          | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |    3444888 | PA      | $3444888.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23328254 | PA      | $855648.85    | 0.05%             | 2050-10-12      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $117342.00    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     564000 | PA      | $538165.98    | 0.03%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      33000 | PA      | $25977.67     | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $752407.43    | 0.04%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19936000 | PA      | $18523497.32  | 1.00%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2011-C1                                           | CUSIP: 617458BG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4268000 | PA      | $1276132.00   | 0.07%             | 2047-09-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BAB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19935199 | PA      | $2783003.66   | 0.15%             | 2050-07-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Consilio, Inc. 05/01/2028                      | Consilio, Inc. 05/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     771447 | PA      | $729981.70    | 0.04%             | 2028-05-12      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Gray Televisio 12/01/2028                      | Gray Televisio 12/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     577658 | PA      | $561875.36    | 0.03%             | 2028-12-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2022-J1 Trust                                                                | CUSIP: 67116WAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1878642 | PA      | $1444523.07   | 0.08%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20084972 | PA      | $1728914.38   | 0.09%             | 2030-04-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1404388 | PA      | $1247300.83   | 0.07%             | 2049-12-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                 | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2792000 | PA      | $1619179.36   | 0.09%             | 2053-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     375000 | PA      | $303028.13    | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                        | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    3751000 | PA      | $2923707.91   | 0.16%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378GNU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1560552 | PA      | $68565.21     | 0.00%             | 2041-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $216907.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     846290 | PA      | $858210.00    | 0.05%             | 2039-07-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | Carmax Auto Owner Trust 2019-2                                                   | CUSIP: 14316LAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2964887.40   | 0.16%             | 2025-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                  | Commonbond Student Loan Trust 2018-C-GS                                          | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      64758 | PA      | $61444.44     | 0.00%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                               | Gates Global LLC                                                                 | CUSIP: 000000000<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     765148 | PA      | $750562.35    | 0.04%             | 2027-03-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     500000 | PA      | $477852.50    | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                           | Prime Mortgage Trust 2007-1                                                      | CUSIP: 74162FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18165 | PA      | $14975.95     | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $310947.00    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2005-S3                                                 | CUSIP: 466247ZX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71012 | PA      | $36229.50     | 0.00%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITY BREWING C 04/05/2028                      | CITY BREWING C 04/05/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2077 | PA      | $934.65       | 0.00%             | 2028-04-05      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DDC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1815000 | PA      | $1535750.63   | 0.08%             | 2050-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DDE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1816000 | PA      | $1486629.99   | 0.08%             | 2050-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BBUL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40329732 | PA      | $7480995.96   | 0.40%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3386351.00   | 0.18%             | 2042-01-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137H2DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11091286 | PA      | $1773562.03   | 0.10%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                  | UBS Commercial Mortgage Trust 2019-C16                                           | CUSIP: 90276YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22365311 | PA      | $1393050.26   | 0.08%             | 2052-04-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2006-S3                                                 | CUSIP: 46629ABF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395583 | PA      | $165362.85    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                    | CHG Healthcare Services Inc                                                      | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     720875 | PA      | $706858.31    | 0.04%             | 2028-09-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     825000 | PA      | $780990.38    | 0.04%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6161400 | PA      | $5251723.35   | 0.28%             | 2050-03-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                  | UBS Commercial Mortgage Trust 2017-C5                                            | CUSIP: 90276TAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $754339.40    | 0.04%             | 2050-11-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FirstStudent / 06/29/2028                      | FirstStudent / 06/29/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     430130 | PA      | $411849.35    | 0.02%             | 2028-07-21      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Club Car 05/31/2028                            | Club Car 05/31/2028                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     328666 | PA      | $310075.82    | 0.02%             | 2028-06-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-1                                                    | CUSIP: 81745QCA8<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |     568607 | PA      | $528161.42    | 0.03%             | 2045-01-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     475000 | PA      | $383701.82    | 0.02%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31397GGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1249910 | PA      | $91837.48     | 0.00%             | 2037-04-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR (F 07/31/2027                      | TK ELEVATOR (F 07/31/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     655857 | PA      | $633019.16    | 0.03%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                       | Primo Water Holdings Inc                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     875000 | PA      | $756675.07    | 0.04%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                    | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     325000 | PA      | $244085.20    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     500000 | PA      | $429640.00    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                     | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1193750 | PA      | $1113592.31   | 0.06%             | 2048-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31395D5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96390 | PA      | $142590.69    | 0.01%             | 2036-06-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $902717.50    | 0.05%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AFET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2546941 | PA      | $110318.71    | 0.01%             | 2028-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B3V80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13122874 | PA      | $1011538.71   | 0.05%             | 2049-03-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     750000 | PA      | $613306.82    | 0.03%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                          | Bojangles Issuer LLC                                                             | CUSIP: 09748RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1885750 | PA      | $1697116.35   | 0.09%             | 2050-10-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| IMT Trust                                      | IMT Trust 2017-APTS                                                              | CUSIP: 44974ABE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $165462.34    | 0.01%             | 2034-06-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                             | Tronox Finance LLC                                                               | CUSIP: 000000000<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     300000 | PA      | $291425.10    | 0.02%             | 2028-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OneDigital 11/16/2027                          | OneDigital 11/16/2027                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     819910 | PA      | $778914.15    | 0.04%             | 2027-11-16      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396P5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397057 | PA      | $39138.29     | 0.00%             | 2035-06-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| CIVITAS SOLUTIONS INC                          | CIVITAS SOLUTIONS INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $100125.00    | 0.01%             | 2029-02-16      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 24 Ltd                                        | CUSIP: 64130HAQ4<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3356503.50   | 0.18%             | 2030-04-19      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| EG Group                                       | EG Group                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     980977 | PA      | $926041.91    | 0.05%             | 2025-02-06      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $370123.60    | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AGDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3164843 | PA      | $237554.37    | 0.01%             | 2038-04-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                            | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631GM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8069000 | PA      | $5289966.20   | 0.29%             | 2052-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| SAVE-A-LOT 03/07/2024                          | SAVE-A-LOT 03/07/2024                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        217 | PA      | $179.24       | 0.00%             | 2024-04-01      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS                           | Harbor Freight Tools USA Inc                                                     | CUSIP: 000000000<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    1425984 | PA      | $1363819.82   | 0.07%             | 2027-10-19      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31394AK21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45614 | PA      | $3094.46      | 0.00%             | 2034-09-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -49496000 | NC      | $-1974485.28  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2019-INV1                                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168694 | PA      | $158496.49    | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                           | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1025000 | PA      | $899784.20    | 0.05%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A2PE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     512482 | PA      | $3516.75      | 0.00%             | 2039-08-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19580 | PA      | $10080.19     | 0.00%             | 2035-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AG2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220631 | PA      | $4177.27      | 0.00%             | 2033-04-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| VERITAS TECHNOLOGIES CORP                      | VERITAS TECHNOLOGIES CORP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     870246 | PA      | $622497.11    | 0.03%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Marlink 02/15/2029                             | Marlink 02/15/2029                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     270000 | PA      | $249412.50    | 0.01%             | 2028-12-04      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                            | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91771 | PA      | $79868.89     | 0.00%             | 2037-12-28      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | SoFi Professional Loan Program 2020-B Trust                                      | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $3454066.00   | 0.19%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ACMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7486791 | PA      | $369221.56    | 0.02%             | 2041-10-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                | Atrium XIV LLC                                                                   | CUSIP: 55820WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2189190.00   | 0.12%             | 2030-08-23      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2018-2                                                   | CUSIP: 33851HBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4497022 | PA      | $3790250.11   | 0.20%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379M7L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1792411 | PA      | $227091.10    | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2020-1 Trust                              | CUSIP: 95002KBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1908053 | PA      | $1433802.74   | 0.08%             | 2049-12-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120946 | PA      | $57089.05     | 0.00%             | 2037-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                                           | CUSIP: 000000000<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     483200 | PA      | $459342.06    | 0.02%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2018-1                                    | CUSIP: 94989UBK6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    1348065 | PA      | $1120685.93   | 0.06%             | 2047-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                              | Imperial Fund Mortgage Trust 2022-NQM3                                           | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2356799 | PA      | $2233545.31   | 0.12%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP TL B2                          | WALKER & DUNLOP TL B2                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     230000 | PA      | $227700.00    | 0.01%             | 2028-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                 | AMMC CLO 16 Ltd                                                                  | CUSIP: 00176JAX4<br>LEI: 549300I1YCI83LUUYL82 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2438882.50   | 0.13%             | 2029-04-14      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO 4/08/28                           | ORGANON & CO 4/08/28                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1053161 | PA      | $1045262.37   | 0.06%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85884 | PA      | $81264.21     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    1032621 | PA      | $1018422.22   | 0.05%             | 2026-03-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| IG INVESTMENT HOLDINGS                         | IG Investments Holdings LLC                                                      | CUSIP: 000000000<br>LEI: 549300E2BEZMEPIYGU19 | Long             | LON              | CORP              | US        |    1092578 | PA      | $1025267.44   | 0.06%             | 2028-04-07      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $137559.00    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14129.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | Nabors Industries Inc                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     300000 | PA      | $290954.92    | 0.02%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2019-5                                                    | CUSIP: 81743ACC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2011741 | PA      | $1632280.72   | 0.09%             | 2049-12-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     663714 | PA      | $409954.59    | 0.02%             | 2046-08-25      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| GOODRX INC                                     | GoodRx Inc                                                                       | CUSIP: 000000000<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |     331765 | PA      | $324438.92    | 0.02%             | 2025-10-10      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2717180.70   | 0.15%             | 2042-01-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FVQZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34304486 | PA      | $5229121.93   | 0.28%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tropicana 01/31/2029                           | Tropicana 01/31/2029                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     462675 | PA      | $415374.81    | 0.02%             | 2029-01-24      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                       | GRANITE US HOLDINGS CORP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     641001 | PA      | $641602.36    | 0.03%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AWLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1071889 | PA      | $55749.16     | 0.00%             | 2032-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELFOR HOLDINGS INC                            | Belfor Holdings Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     437074 | PA      | $434524.44    | 0.02%             | 2026-04-06      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22356006 | PA      | $1404023.11   | 0.08%             | 2054-06-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A9SV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7562734 | PA      | $352098.21    | 0.02%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     620867 | PA      | $522984.37    | 0.03%             | 2048-03-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7030000 | PA      | $5236599.90   | 0.28%             | 2049-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     210000 | PA      | $132090.00    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gogo 04/30/2028                                | Gogo 04/30/2028                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     251175 | PA      | $249448.17    | 0.01%             | 2028-04-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | CUSIP: 36261HBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4963259 | PA      | $3264229.48   | 0.18%             | 2051-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                       | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $368060.00    | 0.02%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-382067.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $360500.00    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1017810.75   | 0.05%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Service Logic 11/15/2027                       | Service Logic 11/15/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8257 | PA      | $7843.82      | 0.00%             | 2027-10-29      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    2591000 | PA      | $1981240.64   | 0.11%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                         | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     600000 | PA      | $554697.40    | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Mediaocean LLC 12/08/2028                      | Mediaocean LLC 12/08/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     263012 | PA      | $240656.44    | 0.01%             | 2028-12-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   53680100 | NC      | $-258927.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-86024.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1010983 | PA      | $1029187.57   | 0.06%             | 2025-02-25      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1603612.60   | 0.09%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| K-Mac Holdings 06/18/2029                      | K-Mac Holdings 06/18/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      52000 | PA      | $47482.50     | 0.00%             | 2029-07-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Penn National 04/20/2029                       | Penn National 04/20/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     258700 | PA      | $256509.85    | 0.01%             | 2029-05-03      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15379000 | PA      | $14304363.31  | 0.77%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2019-CH3                                                  | CUSIP: 81748GEJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1876260 | PA      | $1674347.45   | 0.09%             | 2049-09-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                  | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     835000 | PA      | $641693.33    | 0.03%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Builder & Contr                       | American Builder & Contr                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     492366 | PA      | $488550.58    | 0.03%             | 2027-01-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| McAfee Enterpr 05/03/2029                      | McAfee Enterpr 05/03/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     375000 | PA      | $298750.13    | 0.02%             | 2029-07-27      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R01                                     | CUSIP: 20754FAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     554904 | PA      | $553637.77    | 0.03%             | 2031-07-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                         | CK Hutchison International 21 Ltd                                                | CUSIP: 12565WAB7<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1238857.68   | 0.07%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1047750 | PA      | $963823.55    | 0.05%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                      | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     575000 | PA      | $469329.38    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1725000 | PA      | $1398890.41   | 0.08%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 1 Ltd                                                                    | CUSIP: 48661AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1710000 | PA      | $1615296.78   | 0.09%             | 2031-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| KOPPERS INC                                    | Koppers Inc                                                                      | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |     600000 | PA      | $570948.00    | 0.03%             | 2025-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                     | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1633500 | PA      | $1610196.82   | 0.09%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $162220.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2018-4                                                  | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     448184 | PA      | $366730.35    | 0.02%             | 2048-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                  | Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1                    | CUSIP: 25151WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     388350 | PA      | $273229.96    | 0.01%             | 2037-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -24748000 | NC      | $-553967.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   44252000 | NC      | $67025.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-55334.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2015-NXS3                                  | CUSIP: 94989VAZ2<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |    5940000 | PA      | $4837157.62   | 0.26%             | 2057-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| White Cap 1st 10/07/2027                       | White Cap 1st 10/07/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     798578 | PA      | $773677.39    | 0.04%             | 2027-10-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                               | Taseko Mines Ltd                                                                 | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     700000 | PA      | $616412.49    | 0.03%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-76926.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                        | Zayo Group Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     960597 | PA      | $781418.96    | 0.04%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                       | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     725000 | PA      | $653026.10    | 0.04%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ATL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2210141 | PA      | $79139.63     | 0.00%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                         | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $565110.00    | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plastipak Hold 11/17/2028                      | Plastipak Hold 11/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     422860 | PA      | $418851.48    | 0.02%             | 2028-12-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3618386 | PA      | $2829653.55   | 0.15%             | 2050-05-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                    | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     361312 | PA      | $320680.63    | 0.02%             | 2037-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2237000 | PA      | $1698587.99   | 0.09%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174140 | PA      | $160667.40    | 0.01%             | 2049-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, 02/17/2028                       | AmWINS Group, 02/17/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     740583 | PA      | $727808.25    | 0.04%             | 2028-02-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2013-CCRE10 Mortgage Trust                                                  | CUSIP: 12626BBA1<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |    3460000 | PA      | $3021588.94   | 0.16%             | 2046-08-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE GR 07/31/2025                      | NUMERICABLE GR 07/31/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     305068 | PA      | $289814.81    | 0.02%             | 2025-07-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                            | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     615000 | PA      | $392155.73    | 0.02%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                 | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    6000000 | PA      | $5638488.00   | 0.30%             | 2034-02-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                             | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     195000 | PA      | $200228.93    | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2190000 | PA      | $1548292.66   | 0.08%             | 2049-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO                       | Caesars Resort Collection LLC                                                    | CUSIP: 000000000<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     356961 | PA      | $356459.23    | 0.02%             | 2025-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| MEDRISK, LLC 03/31/2028                        | MEDRISK, LLC 03/31/2028                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     418250 | PA      | $396814.69    | 0.02%             | 2028-05-10      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                       | Golden Entertainment Inc                                                         | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |     495000 | PA      | $488662.10    | 0.03%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -49496000 | NC      | $-603841.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc. 09/30/2029                      | Entegris, Inc. 09/30/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     415000 | PA      | $414184.94    | 0.02%             | 2029-07-06      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                         | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     517049 | PA      | $445276.77    | 0.02%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                                                   | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     475000 | PA      | $400624.50    | 0.02%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     162000 | PA      | $151192.72    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     275000 | PA      | $205852.63    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust 2006-AR9                                           | CUSIP: 17310RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33171 | PA      | $28004.30     | 0.00%             | 2036-11-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                       | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     925000 | PA      | $859158.06    | 0.05%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1023385.00   | 0.06%             | 2042-09-25      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650763 | PA      | $1626800.04   | 0.09%             | 2040-01-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                         | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $522561.00    | 0.03%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Altice Financi 01/05/2026                      | Altice Financi 01/05/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     376421 | PA      | $364187.48    | 0.02%             | 2026-01-31      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| ICU Medical 12/15/2028                         | ICU Medical 12/15/2028                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     342412 | PA      | $331818.94    | 0.02%             | 2029-01-08      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A3ZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48837 | PA      | $48061.52     | 0.00%             | 2042-02-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| PQ CORPORATION 5/27/28                         | PQ CORPORATION 5/27/28                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     462288 | PA      | $456220.15    | 0.02%             | 2028-06-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3706327 | PA      | $3202259.20   | 0.17%             | 2049-11-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   18355000 | NC      | $-88535.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                 | Structured Adjustable Rate Mortgage Loan Trust Series 2005-4                     | CUSIP: 863579MS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34712 | PA      | $31281.36     | 0.00%             | 2035-03-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $44413.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LogMeIn, Inc. 08/31/2027                       | LogMeIn, Inc. 08/31/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1168970 | PA      | $755656.36    | 0.04%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301588 | PA      | $255023.30    | 0.01%             | 2036-11-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378VAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1836657 | PA      | $179009.02    | 0.01%             | 2043-07-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                         | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     940220 | PA      | $872560.57    | 0.05%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUC                       | Reynolds Consumer Products LLC                                                   | CUSIP: 000000000<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |     491342 | PA      | $488100.98    | 0.03%             | 2027-02-04      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-148681.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $245914.63    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2018-5                                                   | CUSIP: 33849NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     911513 | PA      | $723812.07    | 0.04%             | 2048-09-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT, IN 02/28/2025                      | TRAVELPORT, IN 02/28/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8097 | PA      | $8127.04      | 0.00%             | 2025-02-28      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     207477 | PA      | $426.65       | 0.00%             | 2045-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Ascensus, Inc. 05/28/2028                      | Ascensus, Inc. 05/28/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     534610 | PA      | $511220.93    | 0.03%             | 2028-08-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378W2X0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70299 | PA      | $6715.02      | 0.00%             | 2043-09-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $199401.79    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                         | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $707494.37    | 0.04%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     700000 | PA      | $562187.50    | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     625000 | PA      | $559057.38    | 0.03%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2020-CBM Mortgage Trust                                                     | CUSIP: 20049AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5725000 | PA      | $4849739.67   | 0.26%             | 2037-02-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1898913.60   | 0.10%             | 2042-01-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26355.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK4                                                                   | CUSIP: 06541FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5320000 | PA      | $258201.41    | 0.01%             | 2050-05-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Huntsworth/UDG 08/10/2028                      | Huntsworth/UDG 08/10/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     642650 | PA      | $631403.63    | 0.03%             | 2028-08-19      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2006-HY11                                                 | CUSIP: 021466AA5<br>LEI: 549300CA9X1CRUCWUL74 | Long             | ABS-MBS          | CORP              | US        |     267157 | PA      | $239409.90    | 0.01%             | 2036-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                               | AlixPartners LLP                                                                 | CUSIP: 000000000<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     959138 | PA      | $951687.21    | 0.05%             | 2028-02-04      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Sovos Complian 08/01/2028                      | Sovos Complian 08/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     539951 | PA      | $498240.04    | 0.03%             | 2028-08-11      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-1, Ltd.                           | TCW CLO 2021-1 Ltd                                                               | CUSIP: 87190KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $2892101.60   | 0.16%             | 2034-03-18      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1849000 | PA      | $1433589.15   | 0.08%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     800000 | PA      | $443871.25    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-107107.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FRR Re-Remic Trust                             | FRR Re-REMIC Trust 2018-C1                                                       | CUSIP: 30307WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1268740 | PA      | $1129327.30   | 0.06%             | 2050-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $4768921.26   | 0.26%             | 2041-10-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -292604600 | NC      | $173431.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $356604.64    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2353634.50   | 0.13%             | 2041-12-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                         | GSAA Home Equity Trust 2006-3                                                    | CUSIP: 362334BS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     314065 | PA      | $172283.16    | 0.01%             | 2036-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                             | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     390000 | PA      | $386343.75    | 0.02%             | 2029-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3476000 | PA      | $1943750.00   | 0.10%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS PRU                                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-183216.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AXGV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12207707 | PA      | $1312581.15   | 0.07%             | 2042-12-15      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Lumileds 09/15/2027                            | Lumileds 09/15/2027                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63369 | PA      | $64003.11     | 0.00%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R02                                     | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267858 | PA      | $267556.15    | 0.01%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 86 CLO Ltd                                                                | CUSIP: 26245XAU1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5518212.00   | 0.30%             | 2034-07-17      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADJL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4178701 | PA      | $323565.16    | 0.02%             | 2033-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B5M59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     327416 | PA      | $5492.50      | 0.00%             | 2028-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2800000 | PA      | $2610977.60   | 0.14%             | 2030-03-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Cimpress 04/29/2028                            | Cimpress 04/29/2028                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     428475 | PA      | $386163.09    | 0.02%             | 2028-05-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank                                           | Bank 2019-BNK19                                                                  | CUSIP: 06540WBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29014408 | PA      | $1372292.99   | 0.07%             | 2061-08-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    6327000 | PA      | $5875825.05   | 0.32%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Constant Conta 03/15/2028                      | Constant Conta 03/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     293897 | PA      | $261017.67    | 0.01%             | 2028-02-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                     | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     375000 | PA      | $395439.75    | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379BSM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7890330 | PA      | $762311.63    | 0.04%             | 2044-04-16      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  385750000 | PA      | $18333641.50  | 0.99%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | USD CALL VERSUS CNH PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   49178000 | NC      | $11008.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT 5 Year US Treasury Note                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       2427 | NC      | $-967635.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                                     | MFA 2021-INV2 Trust                                                              | CUSIP: 552732AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1262215.40   | 0.07%             | 2056-11-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Planview 12/31/2027                            | Planview 12/31/2027                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     395585 | PA      | $369212.60    | 0.02%             | 2027-12-17      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3638200 | PA      | $3500501.12   | 0.19%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergre 09/27/2028                      | Pactiv Evergre 09/27/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     344985 | PA      | $341372.91    | 0.02%             | 2028-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                | Madison Park Funding XLI Ltd                                                     | CUSIP: 04965CAN8<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $730871.25    | 0.04%             | 2027-04-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | SoFi Professional Loan Program 2017-A LLC                                        | CUSIP: 83404FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2136319.65   | 0.12%             | 2040-03-26      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1806446.80   | 0.10%             | 2049-02-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     750000 | PA      | $727350.29    | 0.04%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                            | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1091471.59   | 0.06%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                 | William Carter Co/The                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     550000 | PA      | $528516.55    | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX 07/21/2028                           | ANTICIMEX 07/21/2028                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        638 | PA      | $618.38       | 0.00%             | 2028-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204674.00    | 0.01%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| UNITED WHOLESALE MTGE LL                       | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $862311.31    | 0.05%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 31                 | Octagon Investment Partners 31 Ltd                                               | CUSIP: 67575XAS0<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | KY        |    7470000 | PA      | $7135336.53   | 0.38%             | 2030-07-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     178650 | PA      | $162437.16    | 0.01%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TricorBraun 02/15/2028                         | TricorBraun 02/15/2028                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     485075 | PA      | $464128.84    | 0.03%             | 2028-03-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                         | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     625000 | PA      | $512025.00    | 0.03%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FFUH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23960736 | PA      | $2494061.00   | 0.13%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                          | Freedom Mortgage Corp                                                            | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     255000 | PA      | $198772.77    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                            | Ascend Learning LLC                                                              | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     767250 | PA      | $727269.37    | 0.04%             | 2028-12-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31396JJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2760994 | PA      | $263114.42    | 0.01%             | 2036-03-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PRO                          | 8th Avenue Food & Provisions Inc                                                 | CUSIP: 000000000<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |     486076 | PA      | $409154.43    | 0.02%             | 2025-10-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2500000 | PA      | $2272793.85   | 0.12%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta                 | Mello Mortgage Capital Acceptance 2022-INV1                                      | CUSIP: 585490CB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2820280 | PA      | $2000283.20   | 0.11%             | 2052-03-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                  | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     200000 | PA      | $161742.67    | 0.01%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    3437887 | PA      | $3017453.39   | 0.16%             | 2048-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ATQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1432528 | PA      | $246457.20    | 0.01%             | 2046-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2022-NQM4 Trust                                                              | CUSIP: 67116XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2180265.00   | 0.12%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| LUMILEDS HOLDINGS                              | LUMILEDS HOLDINGS                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     398952 | PA      | $135144.85    | 0.01%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2549706 | PA      | $2201515.85   | 0.12%             | 2049-08-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2021-1 Ltd                                                           | CUSIP: 67402JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2315147.50   | 0.12%             | 2034-07-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-5                                                  | CUSIP: 46590YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1867538 | PA      | $1683512.29   | 0.09%             | 2048-10-26      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD CALL VERSUS GBP PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   21107450 | NC      | $1395.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                              | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1904500 | PA      | $1697491.55   | 0.09%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                        | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     612500 | PA      | $597003.75    | 0.03%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UPC FINANCING PARTNERSHIP                      | UPC Financing Partnership                                                        | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |     750000 | PA      | $735546.75    | 0.04%             | 2029-01-31      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2263000 | PA      | $1851978.66   | 0.10%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2208039.25   | 0.12%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3452375 | PA      | $2993147.67   | 0.16%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2019-4 Trust                              | CUSIP: 95002FBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1506593 | PA      | $901714.89    | 0.05%             | 2049-09-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3922608 | PA      | $387296.32    | 0.02%             | 2043-01-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| PATHWAY VET                                    | PATHWAY VET                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     650249 | PA      | $542958.07    | 0.03%             | 2027-03-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| GREENWAY HEALTH LLC                            | GREENWAY HEALTH LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     246094 | PA      | $172573.24    | 0.01%             | 2024-02-16      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1200000 | PA      | $1048378.52   | 0.06%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     450000 | PA      | $86671.13     | 0.00%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                       | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     325000 | PA      | $255358.48    | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITRIX TLB SOFR+ 03/20/29                      | CITRIX TLB SOFR+ 03/20/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     300000 | PA      | $268562.40    | 0.01%             | 2029-03-20      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                     | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     742500 | PA      | $678929.53    | 0.04%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                             | Graham Holdings Co                                                               | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     575000 | PA      | $565848.88    | 0.03%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     170000 | PA      | $143449.40    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $954398.78    | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intertape Poly 06/15/2029                      | Intertape Poly 06/15/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     650000 | PA      | $591500.00    | 0.03%             | 2028-06-28      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                     | ELFI Graduate Loan Program 2018-A LLC                                            | CUSIP: 268571AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     213861 | PA      | $192236.63    | 0.01%             | 2042-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                         | Real Hero Merger Sub 2 Inc                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $566610.00    | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRR Re-Remic Trust                             | FRR Re-REMIC Trust 2018-C1                                                       | CUSIP: 30307WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1850841.40   | 0.10%             | 2050-02-27      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2013-UBS1                                        | CUSIP: 92938JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22211129 | PA      | $107947.20    | 0.01%             | 2046-03-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-LTV2                                               | CUSIP: 46651ABB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1847723 | PA      | $1643772.83   | 0.09%             | 2049-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-357633.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  -98993000 | NC      | $-3921785.48  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAA0<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    1628000 | PA      | $1545894.73   | 0.08%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                             | Wind River 2014-1 CLO Ltd                                                        | CUSIP: 88432CBD7<br>LEI: 549300AMLFWC1VCUN251 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1854738.00   | 0.10%             | 2031-07-18      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FNHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14753153 | PA      | $1731009.62   | 0.09%             | 2049-09-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                         | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     900000 | PA      | $839196.00    | 0.05%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Progr                 | SoFi Professional Loan Program 2017-E LLC                                        | CUSIP: 83404KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $872758.60    | 0.05%             | 2040-11-26      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2005-A4                                                 | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1594447 | PA      | $1430508.80   | 0.08%             | 2035-07-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2005-AB2                                   | CUSIP: 126673S94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     846556 | PA      | $785899.53    | 0.04%             | 2035-09-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                 | AMMC CLO XI Ltd                                                                  | CUSIP: 00176ABC8<br>LEI: 5493004OOK6VXHQ8DQ60 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1875664.00   | 0.10%             | 2031-04-30      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379CLX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1912976 | PA      | $221346.58    | 0.01%             | 2043-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FAG2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     253411 | PA      | $232824.64    | 0.01%             | 2048-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                       | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $550302.28    | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5790000 | PA      | $3288922.65   | 0.18%             | 2049-07-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3540000 | PA      | $3191588.95   | 0.17%             | 2040-01-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XCF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1211312 | PA      | $777912.24    | 0.04%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396PU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3395742 | PA      | $311709.08    | 0.02%             | 2037-03-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                         | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1307600 | PA      | $1211030.41   | 0.07%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                    | Apache Corp                                                                      | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     415000 | PA      | $341710.41    | 0.02%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2850123.00   | 0.15%             | 2042-08-25      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                | Rolls-Royce PLC                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $572478.00    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1160963.75   | 0.06%             | 2034-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     475000 | PA      | $421661.78    | 0.02%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                  | CITIGROUP GLOBAL MARKETS INC                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |    1299347 | PA      | $1299347.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                           | SRS Distribution Inc                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     625000 | PA      | $506137.50    | 0.03%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                   | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     605000 | PA      | $553351.15    | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                           | Garda World Security Corp                                                        | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     750000 | PA      | $731718.75    | 0.04%             | 2026-10-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                         | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     852067 | PA      | $358446.67    | 0.02%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                            | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2653000 | PA      | $1623980.89   | 0.09%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                  | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    2100000 | PA      | $1807008.00   | 0.10%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     290000 | PA      | $242932.02    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                        | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $695852.17    | 0.04%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                        | Allied Universal Holdco LLC                                                      | CUSIP: 000000000<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     770250 | PA      | $732603.85    | 0.04%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| athenahealth, 02/01/2029                       | athenahealth, 02/01/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     108929 | PA      | $98625.72     | 0.01%             | 2029-02-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAE7<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    4750000 | PA      | $4446551.00   | 0.24%             | 2034-10-16      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     225000 | PA      | $143530.16    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2425000 | PA      | $1771334.92   | 0.10%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-150249.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7747900 | PA      | $7697659.67   | 0.42%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WEST CORP                                      | Intrado Corp                                                                     | CUSIP: 000000000<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |     535275 | PA      | $492899.33    | 0.03%             | 2024-10-10      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378GN95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15462 | PA      | $1452.44      | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Novolex (aka F 03/31/2029                      | Novolex (aka F 03/31/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     626850 | PA      | $598853.00    | 0.03%             | 2029-04-13      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                        | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $332185.00    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3192000 | PA      | $2196432.76   | 0.12%             | 2049-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                              | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $1681612.66   | 0.09%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $160336.06    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $727627.50    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK6                                                                   | CUSIP: 060352AP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16600000 | PA      | $912628.16    | 0.05%             | 2060-07-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $66978.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $352666.00    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1316303.50   | 0.07%             | 2054-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                         | Williams Scotsman International Inc                                              | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     275000 | PA      | $248627.50    | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | USD CALL VERSUS JPY PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -15517000 | NC      | $-177046.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRONOX INC                                     | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     750000 | PA      | $624843.75    | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYS                       | Spanish Broadcasting System Inc                                                  | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |     625000 | PA      | $360156.25    | 0.02%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AXSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     570656 | PA      | $18514.82     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4907000 | PA      | $4551488.54   | 0.25%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15274717 | PA      | $654636.95    | 0.04%             | 2052-02-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     575000 | PA      | $620152.36    | 0.03%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     800000 | PA      | $697160.00    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $724593.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57299 | PA      | $51135.48     | 0.00%             | 2036-10-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN                       | Cargo Aircraft Management Inc                                                    | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |     950000 | PA      | $863702.00    | 0.05%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SKILLSOFT CORP 06/30/2028                      | SKILLSOFT CORP 06/30/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     304220 | PA      | $255227.57    | 0.01%             | 2028-07-14      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust 2019-3                                                    | CUSIP: 57109MAC5<br>LEI: 549300W2612MGSLICQ35 | Long             | ABS-O            | CORP              | US        |    1201023 | PA      | $1190349.53   | 0.06%             | 2029-09-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $232157.75    | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                             | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     854126 | PA      | $756573.52    | 0.04%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC                          | Beasley Mezzanine Holdings LLC                                                   | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |     875000 | PA      | $528281.25    | 0.03%             | 2026-02-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2013-C11                                         | CUSIP: 92937EAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     960000 | PA      | $775865.76    | 0.04%             | 2045-03-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XIX Ltd                                                     | CUSIP: 55819QBC0<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2437985.00   | 0.13%             | 2028-01-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378DPH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1859811 | PA      | $185947.44    | 0.01%             | 2042-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                          | AssuredPartners, Inc.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     496639 | PA      | $483602.08    | 0.03%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST                            | WFLD 2014-MONT Mortgage Trust                                                    | CUSIP: 92939GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1194263.33   | 0.06%             | 2031-08-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-814537.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7367100 | PA      | $6652548.84   | 0.36%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Viasat 02/24/2029                              | Viasat 02/24/2029                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     371878 | PA      | $362767.12    | 0.02%             | 2029-03-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1465843.20   | 0.08%             | 2034-04-23      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                       | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $484173.39    | 0.03%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Savage Enterpr 08/15/2028                      | Savage Enterpr 08/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     265640 | PA      | $264212.14    | 0.01%             | 2028-09-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F9G54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14316946 | PA      | $1585312.54   | 0.09%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-104632.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2013-9                                                    | CUSIP: 81745DAH4<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |     898981 | PA      | $829601.04    | 0.04%             | 2043-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $884546.02    | 0.05%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                          | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     725000 | PA      | $586141.08    | 0.03%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| C.H. GUENTHER 11/17/2028                       | C.H. GUENTHER 11/17/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     405055 | PA      | $392903.07    | 0.02%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredi 12/01/2028                      | Dotdash Meredi 12/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     659902 | PA      | $578514.54    | 0.03%             | 2028-12-01      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14347300 | PA      | $14266596.44  | 0.77%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3319740 | PA      | $2648123.76   | 0.14%             | 2050-03-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2488514 | PA      | $1732590.13   | 0.09%             | 2052-08-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                     | KUEHG Corp                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     601063 | PA      | $578805.50    | 0.03%             | 2025-02-21      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2015-6                                                 | CUSIP: 89172RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1867565.80   | 0.10%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     475000 | PA      | $416652.43    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| L Street Securities                            | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 1427972419 | PA      | $3810187.41   | 0.21%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  170073000 | NS      | $170073000.00 | 9.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2015-C28                              | CUSIP: 46644FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45644412 | PA      | $686909.60    | 0.04%             | 2048-10-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2265600 | PA      | $2153116.81   | 0.12%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                            | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     925000 | PA      | $868698.03    | 0.05%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransMontaigne 11/15/2028                      | TransMontaigne 11/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     553925 | PA      | $544404.14    | 0.03%             | 2028-11-17      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE HOSPITALITY                          | AIMBRIDGE HOSPITALITY                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     416319 | PA      | $379630.87    | 0.02%             | 2026-02-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                      | Ball Corp                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     375000 | PA      | $301661.25    | 0.02%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2021-6                                                       | CUSIP: 74939KCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5462569 | PA      | $3555051.55   | 0.19%             | 2051-12-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     525000 | PA      | $466696.13    | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -49496000 | NC      | $-2612322.17  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B9Y25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79419 | PA      | $14048.87     | 0.00%             | 2044-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                              | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    3094000 | PA      | $2858215.23   | 0.15%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $945317.19    | 0.05%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $860538.59    | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     975000 | PA      | $811682.63    | 0.04%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                         | Pertamina Persero PT                                                             | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    2100000 | PA      | $1702358.49   | 0.09%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                         | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     537199 | PA      | $496476.98    | 0.03%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     895000 | PA      | $754697.60    | 0.04%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2020-1                                  | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $4153446.88   | 0.22%             | 2025-12-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                 | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6213362 | PA      | $5936398.70   | 0.32%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40357772 | PA      | $1839236.86   | 0.10%             | 2056-08-10      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                 | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    1025000 | PA      | $714540.27    | 0.04%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                        | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     720000 | PA      | $674870.40    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                              | Iris Holdings Inc                                                                | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $795500.00    | 0.04%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AOC (a.k.a LSF 10/15/2028                      | AOC (a.k.a LSF 10/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     699089 | PA      | $676368.68    | 0.04%             | 2028-10-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $610500.00    | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     975000 | PA      | $893188.55    | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TBE4<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |    5900000 | PA      | $5508936.20   | 0.30%             | 2034-04-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                          | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     360000 | PA      | $334245.60    | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-391932.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt                 | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1605970 | PA      | $1444164.34   | 0.08%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SMRT                                           | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2748785.10   | 0.15%             | 2039-01-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379MJU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     185890 | PA      | $25586.51     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings CLO Ltd 2018-III                                                         | CUSIP: 06760PAL5<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1935298.00   | 0.10%             | 2029-07-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                 | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2188638.00   | 0.12%             | 2036-12-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2016-1                                                  | CUSIP: 00842TAV0<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $815510.10    | 0.04%             | 2045-12-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FPGH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18837457 | PA      | $2290858.98   | 0.12%             | 2049-10-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     250000 | PA      | $232156.50    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B4CQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14848401 | PA      | $1148666.40   | 0.06%             | 2049-04-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1431372.00   | 0.08%             | 2035-07-19      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                     | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1450000 | PA      | $1452250.40   | 0.08%             | 2052-10-20      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                       | Enviva Partners LP / Enviva Partners Finance Corp                                | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $660394.00    | 0.04%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                               | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     325000 | PA      | $332124.65    | 0.02%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD            | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |    3138118 | PA      | $3138118.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta                 | Mello Mortgage Capital Acceptance 2021-MTG3                                      | CUSIP: 58549RCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1833912 | PA      | $1329170.85   | 0.07%             | 2051-07-01      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $118473.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2021-1 Ltd                                                           | CUSIP: 67402JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5590872.00   | 0.30%             | 2034-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $905912.00    | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     425000 | PA      | $367550.63    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2021-PJ9                                     | CUSIP: 36263CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2596062 | PA      | $1996160.35   | 0.11%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2019-LTV1                                             | CUSIP: 46650PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1593041 | PA      | $1491471.80   | 0.08%             | 2049-06-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                               | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     700000 | PA      | $578410.00    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2013-C17                              | CUSIP: 46640UAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9560000 | PA      | $8064977.56   | 0.43%             | 2047-01-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                     | Sprint LLC                                                                       | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1379349.00   | 0.07%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31398W4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     151879 | PA      | $6268.28      | 0.00%             | 2040-01-15      | Floating      | 0.48%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        193 | NC      | $-506295.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $360708.13    | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $320456.50    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Global Market Strategies CLO 2014-3-R Ltd                                | CUSIP: 14315LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $924851.00    | 0.05%             | 2031-07-27      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186453.99    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BRXK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6597797 | PA      | $736871.99    | 0.04%             | 2046-09-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-156197.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE LLC -                                   | MCAFEE LLC -                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     711957 | PA      | $613172.68    | 0.03%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| VIVINT 07/01/2028                              | VIVINT 07/01/2028                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     659559 | PA      | $653458.47    | 0.04%             | 2028-07-10      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                  | Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates Series 2007-WM1     | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83648 | PA      | $72274.09     | 0.00%             | 2037-06-27      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| GEON Performan 08/11/2028                      | GEON Performan 08/11/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     270070 | PA      | $263318.30    | 0.01%             | 2028-08-18      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Ascensus, Inc. 05/28/2029                      | Ascensus, Inc. 05/28/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     290000 | PA      | $255200.00    | 0.01%             | 2029-08-02      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     485365 | PA      | $254282.59    | 0.01%             | 2036-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19690674 | PA      | $782307.54    | 0.04%             | 2050-09-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                             | Baytex Energy Corp                                                               | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $687909.38    | 0.04%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| EG Group (Euro 03/20/2026                      | EG Group (Euro 03/20/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        306 | PA      | $287.28       | 0.00%             | 2026-03-31      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| ADMI CORP 12/23/2027                           | ADMI CORP 12/23/2027                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     254144 | PA      | $231461.78    | 0.01%             | 2027-12-23      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                               | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     450000 | PA      | $392389.01    | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 75 CLO Ltd                                                                | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4602355.00   | 0.25%             | 2034-04-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-3                                                           | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     590534 | PA      | $509450.31    | 0.03%             | 2045-05-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                 | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     217310 | PA      | $189519.71    | 0.01%             | 2036-05-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     740000 | PA      | $706370.70    | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B4Z41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     124017 | PA      | $10506.37     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396QYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     922008 | PA      | $93950.20     | 0.01%             | 2037-01-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                 | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1895868 | PA      | $1652455.54   | 0.09%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                       | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     585000 | PA      | $482142.37    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rough Country 07/31/2028                       | Rough Country 07/31/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     325875 | PA      | $305915.16    | 0.02%             | 2028-07-28      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     531376 | PA      | $534449.85    | 0.03%             | 2025-05-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2006-27CB                                                 | CUSIP: 02147YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     849739 | PA      | $501502.86    | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-5                                                  | CUSIP: 46643KBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     784352 | PA      | $612932.73    | 0.03%             | 2029-10-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| Multiplan, Inc 08/17/2028                      | Multiplan, Inc 08/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     678119 | PA      | $581981.22    | 0.03%             | 2028-09-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                       | Varex Imaging Corp                                                               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597204.00    | 0.03%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     462591 | PA      | $431774.93    | 0.02%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2005-HYB9                                        | CUSIP: 126670JV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267131 | PA      | $236546.22    | 0.01%             | 2036-02-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $51635.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325TGL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     433420 | PA      | $68876.35     | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                               | Red Ventures LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     271471 | PA      | $270283.03    | 0.01%             | 2024-11-08      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     535318 | PA      | $448181.71    | 0.02%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | White Cap Buyer LLC                                                              | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $671648.96    | 0.04%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                         | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $219036.25    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31392B5J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101102 | PA      | $4844.65      | 0.00%             | 2032-03-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $395651.83    | 0.02%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25232.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust   | CUSIP: 93934NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     611921 | PA      | $337853.10    | 0.02%             | 2036-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                | Rolls-Royce PLC                                                                  | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $185000.00    | 0.01%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $372290.63    | 0.02%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                               | Cinemark USA Inc                                                                 | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     525000 | PA      | $531551.35    | 0.03%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     725000 | PA      | $729741.50    | 0.04%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                              | New Albertsons LP                                                                | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $407558.00    | 0.02%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5950000 | PA      | $4654038.53   | 0.25%             | 2049-11-08      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2016-2                                                  | CUSIP: 00842EAW1<br>LEI: 549300TSTBCBQ5EBD390 | Long             | ABS-MBS          | CORP              | US        |    1137085 | PA      | $780022.66    | 0.04%             | 2046-03-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3972888 | PA      | $3324668.83   | 0.18%             | 2050-05-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Avaya Inc. 12/15/2027                          | Avaya Inc. 12/15/2027                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     497925 | PA      | $171472.93    | 0.01%             | 2027-12-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                           | Crown Finance US Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6840 | PA      | $8168.63      | 0.00%             | 2024-05-23      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                       | Fertitta Entertainment LLC/NV                                                    | CUSIP: 000000000<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     746241 | PA      | $710327.77    | 0.04%             | 2029-01-26      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38377NBN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     598152 | PA      | $35639.77     | 0.00%             | 2039-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1200000 | PA      | $1098913.01   | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                 | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10131526 | PA      | $208757.06    | 0.01%             | 2050-03-10      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33                 | Octagon Investment Partners 33 Ltd                                               | CUSIP: 675711AE5<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $569522.40    | 0.03%             | 2031-01-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 33 Ltd                                        | CUSIP: 64132TAN3<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2170576.70   | 0.12%             | 2033-10-16      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4666607 | PA      | $4137259.22   | 0.22%             | 2049-11-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23567.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     435375 | PA      | $405361.34    | 0.02%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                             | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     372458 | PA      | $350909.62    | 0.02%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82157 | PA      | $78475.28     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2013-CCRE10 Mortgage Trust                                                  | CUSIP: 12626BAY0<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |    1670000 | PA      | $1543370.08   | 0.08%             | 2046-08-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                          | Condor Merger Sub Inc                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |     820000 | PA      | $660769.04    | 0.04%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                   | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     275000 | PA      | $224269.38    | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FTDG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38313205 | PA      | $7570118.45   | 0.41%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $568863.00    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Yak Mat 07/10/2026                             | Yak Mat 07/10/2026                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     208333 | PA      | $26736.04     | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS STORES, INC 4/28                      | MICHAELS STORES, INC 4/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     758450 | PA      | $658334.60    | 0.04%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                        | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $161198.34    | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC.                           | ASSUREDPARTNERS INC.                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     378243 | PA      | $367723.41    | 0.02%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2018-L1                                           | CUSIP: 61691QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25660000 | PA      | $2153441.09   | 0.12%             | 2051-10-15      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES, INC.                         | UNITED AIR LINES, INC.                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1488655 | PA      | $1473147.98   | 0.08%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     847201 | PA      | $532144.99    | 0.03%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31394XDQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1161167 | PA      | $108303.01    | 0.01%             | 2034-04-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31282YDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     770447 | PA      | $136159.64    | 0.01%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Century Casino 03/20/2029                      | Century Casino 03/20/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1475 | PA      | $1406.78      | 0.00%             | 2029-04-02      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37426337 | PA      | $2670206.35   | 0.14%             | 2052-08-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                       | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     725000 | PA      | $606080.07    | 0.03%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     968715 | PA      | $774565.95    | 0.04%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 Trust                   | CUSIP: 92922FW46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148604 | PA      | $131815.80    | 0.01%             | 2035-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                           | SRS Distribution Inc                                                             | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     275000 | PA      | $219217.10    | 0.01%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                       | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: 000000000<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     537300 | PA      | $521628.57    | 0.03%             | 2028-12-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     440000 | PA      | $447053.20    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     800000 | PA      | $752700.00    | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US, INC.                           | CHARTER NEX US, INC.                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1042277 | PA      | $1013614.25   | 0.05%             | 2027-12-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                 | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2928733 | PA      | $2556934.99   | 0.14%             | 2047-10-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                       | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $667284.75    | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2005-6CB                                                  | CUSIP: 12667F5E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36128 | PA      | $30389.36     | 0.00%             | 2035-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                   | CUSIP: 46651WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3810000 | PA      | $2626899.75   | 0.14%             | 2038-12-05      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397UDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     419412 | PA      | $414758.77    | 0.02%             | 2041-06-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NASCAR HOLDINGS LLC                            | Nascar Holdings LLC                                                              | CUSIP: 000000000<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |     364464 | PA      | $364008.62    | 0.02%             | 2026-10-19      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31339D6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57524 | PA      | $6677.02      | 0.00%             | 2031-12-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                    | Staples Inc                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $866016.00    | 0.05%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Hunter Douglas 02/08/2029                      | Hunter Douglas 02/08/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     524938 | PA      | $464766.62    | 0.03%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33927.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XXIV                                                                  | CUSIP: 03759CAX8<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2562753.60   | 0.14%             | 2030-10-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                            | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     625000 | PA      | $526312.21    | 0.03%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                 | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10716040 | PA      | $775104.56    | 0.04%             | 2054-07-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2013-GC17                                    | CUSIP: 17321RAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $900399.60    | 0.05%             | 2046-11-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1037251.80   | 0.06%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     471090 | PA      | $437780.58    | 0.02%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                  | UWM Mortgage Trust 2021-INV4                                                     | CUSIP: 918307BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2485399 | PA      | $1757782.87   | 0.09%             | 2051-12-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-7                                                  | CUSIP: 46651GBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     925664 | PA      | $733028.49    | 0.04%             | 2050-02-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-69424.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                   | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     750000 | PA      | $572642.28    | 0.03%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                            | Select Medical Corp                                                              | CUSIP: 000000000<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     500000 | PA      | $491953.00    | 0.03%             | 2025-03-06      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2013-C15                              | CUSIP: 46640NAP3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $951334.60    | 0.05%             | 2045-11-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Consumer Cellu 12/15/2027                      | Consumer Cellu 12/15/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1078075 | PA      | $1033065.80   | 0.06%             | 2027-12-17      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                    | Apache Corp                                                                      | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     450000 | PA      | $373935.38    | 0.02%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $227803.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP MORGAN MORTGAGE TRUST 2018-5                                                  | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1817604 | PA      | $1532576.37   | 0.08%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                    | Asurion LLC                                                                      | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     330000 | PA      | $258885.00    | 0.01%             | 2028-01-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $915416.90    | 0.05%             | 2047-04-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| PAYSAFE HOLDINGS(US)                           | Paysafe Holdings US Corp                                                         | CUSIP: 000000000<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |     459926 | PA      | $440474.55    | 0.02%             | 2028-06-28      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     555000 | PA      | $448298.48    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                       | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1176334.38   | 0.06%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD CALL VERSUS JPY PUT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |   15517000 | NC      | $126909.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $936108.00    | 0.05%             | 2030-10-22      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                 | Banc of America Funding 2007-C Trust                                             | CUSIP: 059522AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1515408 | PA      | $1330666.23   | 0.07%             | 2047-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen 10/26/2027                       | Weber-Stephen 10/26/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     513167 | PA      | $433626.22    | 0.02%             | 2027-10-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2751000 | PA      | $2231233.76   | 0.12%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     275000 | PA      | $233382.41    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                              | CUSIP: 000000000<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    1300175 | PA      | $1237684.69   | 0.07%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                       | United Airlines Holdings Inc                                                     | CUSIP: 910047AK5<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     650000 | PA      | $621868.00    | 0.03%             | 2025-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                               | Altice France SA/France                                                          | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     575000 | PA      | $524940.50    | 0.03%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2505182.50   | 0.14%             | 2042-05-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                       | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     392555 | PA      | $223752.37    | 0.01%             | 2036-11-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                       | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $239061.06    | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                     | Hexion Inc                                                                       | CUSIP: 000000000<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |        507 | PA      | $436.90       | 0.00%             | 2029-03-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| BISON TL                                       | BISON TL                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     364009 | PA      | $363099.10    | 0.02%             | 2025-05-21      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-LTV2                                               | CUSIP: 46651AAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68090 | PA      | $67139.63     | 0.00%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| 24 Hour Fitnes 09/30/2026                      | 24 Hour Fitnes 09/30/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     359293 | PA      | $197611.35    | 0.01%             | 2026-09-30      | Floating      | 17.13%                | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     454177 | PA      | $391743.33    | 0.02%             | 2050-03-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                  | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     550000 | PA      | $489522.00    | 0.03%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY LLC                               | Empire Today LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     260733 | PA      | $196853.70    | 0.01%             | 2028-04-03      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $2989274.34   | 0.16%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 A PASS T                       | American Airlines 2015-2 Class A Pass Through Trust                              | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     541913 | PA      | $441435.95    | 0.02%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -24748000 | NC      | $-1497318.88  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | Misc Capital Two Labuan Ltd                                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    3425000 | PA      | $3108048.27   | 0.17%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                       | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     600000 | PA      | $557620.56    | 0.03%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                          | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     655000 | PA      | $542515.21    | 0.03%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10                    | CUSIP: 46639JAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1734600.00   | 0.09%             | 2047-12-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Bryn Mawr Bank Corp                            | Bryn Mawr Bank Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2393 | NS      | $23.93        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AppLovin Corpo 10/22/2028                      | AppLovin Corpo 10/22/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     798339 | PA      | $760417.96    | 0.04%             | 2028-10-25      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| BBB Industries 06/30/2029                      | BBB Industries 06/30/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     575000 | PA      | $523968.75    | 0.03%             | 2029-07-25      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                 | TransAlta Corp                                                                   | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     415000 | PA      | $424389.93    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $86289.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2019-CH2                                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |     117646 | PA      | $115094.76    | 0.01%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MBRT 2019 MBR                                  | MBRT 2019-MBR                                                                    | CUSIP: 55282DBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4472490 | PA      | $4267490.74   | 0.23%             | 2036-11-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2263000 | PA      | $1808638.37   | 0.10%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ1                                | CUSIP: 36257TAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1479646 | PA      | $1198424.46   | 0.06%             | 2049-08-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                          | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     850000 | PA      | $744855.00    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                 | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WBV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2364428 | PA      | $2057795.94   | 0.11%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2019-CH1                                                  | CUSIP: 81747MCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     844860 | PA      | $801446.97    | 0.04%             | 2049-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9623551 | PA      | $346495.48    | 0.02%             | 2049-10-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                 | Morgan Stanley Mortgage Loan Trust 2005-5AR                                      | CUSIP: 61748HLP4<br>LEI: 549300AT2084FJB5UN46 | Long             | ABS-MBS          | CORP              | US        |     655000 | PA      | $624423.75    | 0.03%             | 2035-09-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   81908434 | PA      | $3451944.95   | 0.19%             | 2052-11-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-3                                                  | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1363393 | PA      | $1177018.42   | 0.06%             | 2047-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                               | Coeur Mining Inc                                                                 | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     625000 | PA      | $488579.14    | 0.03%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2011-C1                                           | CUSIP: 617458BJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2021315 | PA      | $0.00         | 0.00%             | 2047-09-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $642870.00    | 0.03%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2013-C17                              | CUSIP: 46640UAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $1789294.76   | 0.10%             | 2047-01-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                        | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $510586.06    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER                        | Project Boost Purchaser LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3126 | PA      | $3019.49      | 0.00%             | 2026-06-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| HMH (Houghton 03/30/2029                       | HMH (Houghton 03/30/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     802988 | PA      | $766250.82    | 0.04%             | 2029-04-09      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                        | Equate Petrochemical BV                                                          | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $873750.00    | 0.05%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                             | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     950000 | PA      | $775907.23    | 0.04%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2015-2                                                  | CUSIP: 00841XBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1258156 | PA      | $1145760.45   | 0.06%             | 2045-03-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                             | Shackleton 2019-XV CLO Ltd                                                       | CUSIP: 81883MAQ6<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |    3270000 | PA      | $3099659.16   | 0.17%             | 2032-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $241689.90    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                    | Surgery Center Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     732544 | PA      | $724119.45    | 0.04%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Tory Burch 04/14/2028                          | Tory Burch 04/14/2028                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     337541 | PA      | $312542.26    | 0.02%             | 2028-04-16      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust 2019-ATR2                                      | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137634 | PA      | $122994.44    | 0.01%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Merit                                          | MHP 2021-STOR                                                                    | CUSIP: 55293BAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4670416.50   | 0.25%             | 2038-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Advisor Group 08/01/2026                       | Advisor Group 08/01/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     771628 | PA      | $756677.91    | 0.04%             | 2026-07-31      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                       | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     825000 | PA      | $755110.13    | 0.04%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD CALL VERSUS MXN PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -21107000 | NC      | $-314882.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                               | CUSIP: 68205LAE3<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1300000 | PA      | $1414498.80   | 0.08%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2189740 | PA      | $1826890.03   | 0.10%             | 2048-06-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397NRL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     231334 | PA      | $21681.99     | 0.00%             | 2039-04-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING ACQUISIT                      | CENGAGE LEARNING ACQUISIT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     868741 | PA      | $783262.56    | 0.04%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                             | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     450000 | PA      | $412562.25    | 0.02%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                            | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     600000 | PA      | $472530.00    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2021-2                                                   | CUSIP: 33852EBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3695488 | PA      | $2452032.72   | 0.13%             | 2051-04-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1760098 | PA      | $1269205.32   | 0.07%             | 2050-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Mitchell Inter 09/20/2028                      | Mitchell Inter 09/20/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     512425 | PA      | $474249.34    | 0.03%             | 2028-10-16      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Avient Corp (f 09/01/2029                      | Avient Corp (f 09/01/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     190024 | PA      | $189738.46    | 0.01%             | 2029-08-29      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                       | Aretec Escrow Issuer Inc                                                         | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $517161.38    | 0.03%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                        | International Game Technology PLC                                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1026893.36   | 0.06%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2647032 | PA      | $2260883.41   | 0.12%             | 2050-03-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31358SGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88874 | PA      | $5801.36      | 0.00%             | 2030-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                            | LSF11 A5 HoldCo LLC                                                              | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |     825000 | PA      | $682614.26    | 0.04%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                            | Hyland Software Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1030811 | PA      | $1018202.27   | 0.05%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163426.00    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK6                                                                   | CUSIP: 060352AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4380000 | PA      | $3144751.09   | 0.17%             | 2060-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM XX LP                                                                        | CUSIP: 50188WAG3<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $975031.00    | 0.05%             | 2027-10-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                          | Earthstone Energy Holdings LLC                                                   | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     625000 | PA      | $598687.50    | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2014-GC19                                    | CUSIP: 17322AAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4126000 | PA      | $3761647.38   | 0.20%             | 2047-03-11      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     600000 | PA      | $518090.32    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                       | BroadStreet Partners Inc                                                         | CUSIP: 000000000<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     617873 | PA      | $601267.53    | 0.03%             | 2027-01-27      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                             | Gray Escrow II Inc                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $650191.50    | 0.04%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     750000 | PA      | $501192.71    | 0.03%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MKS Instrument 09/30/2029                      | MKS Instrument 09/30/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     548625 | PA      | $543285.78    | 0.03%             | 2029-08-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $318607.50    | 0.02%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                 | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2276958 | PA      | $2033447.21   | 0.11%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2019-KG01 Mortgage Trust                                                   | CUSIP: 30298CAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  189452157 | PA      | $667174.72    | 0.04%             | 2029-04-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    4550000 | PA      | $988282.75    | 0.05%             | 2027-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Primary Produc 10/31/2028                      | Primary Produc 10/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     473812 | PA      | $466754.59    | 0.03%             | 2029-03-30      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-6                                                  | CUSIP: 46651BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122097 | PA      | $110672.79    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-210466.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6                       | CUSIP: 61761DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2257000 | PA      | $1860619.11   | 0.10%             | 2045-11-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| ENDURE DIGITAL 01/29/2028                      | ENDURE DIGITAL 01/29/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     466424 | PA      | $420947.61    | 0.02%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| UKG INC                                        | UKG Inc                                                                          | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     997487 | PA      | $950106.79    | 0.05%             | 2026-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                             | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3304289 | PA      | $2741753.67   | 0.15%             | 2048-07-20      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2016-BNK2                                         | CUSIP: 61690YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4841000 | PA      | $3551358.08   | 0.19%             | 2049-11-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water 10/01/2028                       | Olympus Water 10/01/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     632665 | PA      | $609027.87    | 0.03%             | 2028-11-09      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1                     | RCKT Mortgage Trust 2020-1                                                       | CUSIP: 749389BH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1569391 | PA      | $1247132.24   | 0.07%             | 2050-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Service Logic 11/15/2027                       | Service Logic 11/15/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        514 | PA      | $488.37       | 0.00%             | 2027-10-29      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Avi 10/07/2026                      | Castlelake Avi 10/07/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      96610 | PA      | $95920.08     | 0.01%             | 2026-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY INVESTMENT MANAGEMENT INC.      | USD CALL VERSUS CNH PUT                                                          | CUSIP: 000000000<br>LEI: 6N8SC06AK49F0N7KIX52 | N/A              | DFE              | CORP              | US        |   92891000 | NC      | $26769.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                        | Sensata Technologies BV                                                          | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     225000 | PA      | $220124.46    | 0.01%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45888 | PA      | $38394.50     | 0.00%             | 2037-07-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31397ATU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1355545 | PA      | $116319.72    | 0.01%             | 2036-09-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDIN 10/08/2027                      | ALLIANT HOLDIN 10/08/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     492175 | PA      | $481818.85    | 0.03%             | 2027-11-05      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2020-4 Trust                              | CUSIP: 95002VBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2824383 | PA      | $2210822.18   | 0.12%             | 2050-07-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                     | ELFI Graduate Loan Program 2019-A LLC                                            | CUSIP: 26857EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     719309 | PA      | $651697.77    | 0.04%             | 2044-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| CAREISMATIC BRANDS                             | CAREISMATIC BRANDS                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     216700 | PA      | $152773.58    | 0.01%             | 2028-01-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Hightower Hold 04/15/2028                      | Hightower Hold 04/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     508600 | PA      | $468547.75    | 0.03%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                    | Telesat LLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2147551 | PA      | $1014180.91   | 0.05%             | 2026-12-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                           | GrafTech Finance Inc                                                             | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     625000 | PA      | $514182.89    | 0.03%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $181187.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     462898 | PA      | $394553.27    | 0.02%             | 2050-03-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECH FRN                              | RIVERBED TECH FRN                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1613 | PA      | $693.58       | 0.00%             | 2026-12-07      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING                                | Affinity Gaming                                                                  | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $827861.79    | 0.04%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1215093 | PA      | $924674.48    | 0.05%             | 2050-03-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $65573.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                       | Empresa Nacional del Petroleo                                                    | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    1200000 | PA      | $1163766.19   | 0.06%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEERFIELD DAKOTA HOLDING                       | Deerfield Dakota Holding LLC                                                     | CUSIP: 000000000<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     735224 | PA      | $688123.88    | 0.04%             | 2027-04-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CINEWROLD WARRANTS                             | CINEWROLD WARRANTS                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |      26686 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRAVELPORT FINANC 5/29/26                      | TRAVELPORT FINANC 5/29/26                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     598286 | PA      | $407831.52    | 0.02%             | 2026-05-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Mortgage Finance Trust Series 2006-A1                                      | CUSIP: 16163CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316563 | PA      | $272583.78    | 0.01%             | 2036-09-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     125000 | PA      | $117669.38    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2238000 | PA      | $1465867.06   | 0.08%             | 2049-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11998 | PA      | $10732.37     | 0.00%             | 2036-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -120614000 | NC      | $-1348169.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38377QTG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3933000 | PA      | $291509.65    | 0.02%             | 2041-02-20      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20337.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -98993000 | NC      | $-1657455.04  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -292604600 | NC      | $-1267494.95  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15084451 | PA      | $430589.41    | 0.02%             | 2052-11-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO                       | Caesars Resort Collection LLC                                                    | CUSIP: 000000000<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    1179292 | PA      | $1178124.02   | 0.06%             | 2024-12-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3016000 | PA      | $1878936.24   | 0.10%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CME Ultra Long Term US Treasury Bond                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -122 | NC      | $670814.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-437561.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP     | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $127891.75    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                       | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     675000 | PA      | $649640.25    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4841000 | PA      | $3990042.97   | 0.22%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912828T91<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     842900 | PA      | $822025.12    | 0.04%             | 2023-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2628044.50   | 0.14%             | 2042-06-25      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2013-C17                              | CUSIP: 46640UAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2549000 | PA      | $2373538.57   | 0.13%             | 2047-01-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                       | Olympus Water US Holding Corp                                                    | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191759.00    | 0.01%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $764315.00    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1466361.25   | 0.08%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                 | SoFi Consumer Loan Program 2020-1 Trust                                          | CUSIP: 83407AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1453557 | PA      | $1438293.15   | 0.08%             | 2029-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1350000 | PA      | $1266333.75   | 0.07%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31398CGH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     443606 | PA      | $31715.98     | 0.00%             | 2036-09-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     350000 | PA      | $309552.65    | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BKUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1980547 | PA      | $223098.89    | 0.01%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B7DQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1743072 | PA      | $327108.56    | 0.02%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2020-J2                                                                | CUSIP: 12568PCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1231386 | PA      | $824620.50    | 0.04%             | 2051-01-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B3ST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18833571 | PA      | $1408532.62   | 0.08%             | 2048-12-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Pilot Travel C 07/29/2028                      | Pilot Travel C 07/29/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     824562 | PA      | $815988.70    | 0.04%             | 2028-08-04      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ineos Group Ho 11/04/2028                      | Ineos Group Ho 11/04/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     421189 | PA      | $395240.87    | 0.02%             | 2028-11-08      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                        | Buttermilk Park CLO Ltd                                                          | CUSIP: 124166AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $709844.25    | 0.04%             | 2031-10-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| SONICWALL US HOLDINGS                          | Sonicwall US Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 549300KJE1MHNCWBX302 | Long             | LON              | CORP              | US        |        752 | PA      | $729.39       | 0.00%             | 2025-05-16      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                            | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3002000 | PA      | $2020352.15   | 0.11%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AVLT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     840761 | PA      | $104650.08    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carestream Den                                 | Carestream Den                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     176323 | PA      | $164274.47    | 0.01%             | 2024-09-01      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3600000 | PA      | $3379218.77   | 0.18%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Applied System 09/01/2026                      | Applied System 09/01/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     525000 | PA      | $523687.50    | 0.03%             | 2026-09-18      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION LTD                          | Titan Acquisition Ltd/Canada                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     746084 | PA      | $699349.63    | 0.04%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| IXS HOLDINGS INC                               | IXS Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     348619 | PA      | $275844.68    | 0.01%             | 2027-03-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                   | US Foods Inc                                                                     | CUSIP: 000000000<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     734673 | PA      | $728870.58    | 0.04%             | 2026-09-14      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1952384 | PA      | $1838227.74   | 0.10%             | 2038-07-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1032044.50   | 0.06%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| CENTRALSQUARE TECHNOLOG                        | Centralsquare Technologies LLC                                                   | CUSIP: 000000000<br>LEI: 549300NZTUTB6TE4LW44 | Long             | LON              | CORP              | US        |     380962 | PA      | $330378.64    | 0.02%             | 2025-08-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-2                                                | CUSIP: 126384AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     297246 | PA      | $165386.19    | 0.01%             | 2037-03-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                              | Prima Capital CRE Securitization 2019-VII Ltd                                    | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $10465490.10  | 0.56%             | 2050-12-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                        | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $206075.74    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1636412 | PA      | $1425104.17   | 0.08%             | 2049-06-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2018-3                                                  | CUSIP: 46649TBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2232435 | PA      | $1828561.74   | 0.10%             | 2048-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                          | Playtika Holding Corp                                                            | CUSIP: 000000000<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     493734 | PA      | $472373.42    | 0.03%             | 2028-03-13      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     625000 | PA      | $594289.06    | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                 | Morgan Stanley Mortgage Loan Trust 2007-10XS                                     | CUSIP: 61751MAC8<br>LEI: 549300CG0N64R5CUIN87 | Long             | ABS-MBS          | CORP              | US        |     772781 | PA      | $365324.35    | 0.02%             | 2037-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38381AY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5775412 | PA      | $488093.91    | 0.03%             | 2048-11-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM Re-REMIC Trust 2021-FRR1                                                     | CUSIP: 364614AU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $1667448.90   | 0.09%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-429573.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XXXIII                                                                | CUSIP: 03768MAN7<br>LEI: 549300DDYHDQJDDDWB27 | Long             | ABS-CBDO         | CORP              | KY        |    2900000 | PA      | $2715693.40   | 0.15%             | 2034-10-24      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $454758.75    | 0.02%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6100000 | PA      | $5247674.45   | 0.28%             | 2041-12-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite VIII Ltd                                                               | CUSIP: 55952YAT4<br>LEI: 549300NJNSVWVLHGRY73 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $955763.00    | 0.05%             | 2031-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| American Trail 02/28/2028                      | American Trail 02/28/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     480459 | PA      | $417849.60    | 0.02%             | 2028-03-03      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                       | Ajax Mortgage Loan Trust 2019-F                                                  | CUSIP: 00969PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4234000 | PA      | $3821104.13   | 0.21%             | 2059-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2143469.36   | 0.12%             | 2041-11-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                 | 1011778 BC ULC                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | US        |     738579 | PA      | $726807.21    | 0.04%             | 2026-11-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CORE & MAIN LP                                 | Core & Main LP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     846028 | PA      | $837356.15    | 0.05%             | 2028-07-27      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     937681 | PA      | $764056.48    | 0.04%             | 2050-03-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378JSW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     177666 | PA      | $22619.71     | 0.00%             | 2043-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD CALL VERSUS GBP PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -21107450 | NC      | $-379.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $888229.30    | 0.05%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                        | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $868963.45    | 0.05%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                        | Stars Group Holdings BV                                                          | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |       1231 | PA      | $1216.96      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30549 | PA      | $15564.67     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                          | Jane Street Group LLC                                                            | CUSIP: 000000000<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     566332 | PA      | $550403.58    | 0.03%             | 2028-01-26      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | Sofi Professional Loan Program 2019-C LLC                                        | CUSIP: 83401CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2358952.80   | 0.13%             | 2048-11-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT LLC                           | White Cap Parent LLC                                                             | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $238078.50    | 0.01%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                                           | CUSIP: 156700AZ9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     270000 | PA      | $259548.58    | 0.01%             | 2025-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                        | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $606152.00    | 0.03%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                       | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc                  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     675000 | PA      | $438088.50    | 0.02%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAVE A LOT, MORAN FOODS                        | SAVE A LOT, MORAN FOODS                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2038 | NS      | $678.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PGT INNOVATIONS INC                            | PGT Innovations Inc                                                              | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $842710.09    | 0.05%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2012-CCRE3 Mortgage Trust                                                   | CUSIP: 12624PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1810374 | PA      | $4615.01      | 0.00%             | 2045-10-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $340000.00    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Protective Ind 01/25/2028                      | Protective Ind 01/25/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     292924 | PA      | $263631.22    | 0.01%             | 2027-12-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                          | Nabors Industries Ltd                                                            | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     675000 | PA      | $618621.37    | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     325000 | PA      | $303062.50    | 0.02%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38381WE20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     104005 | PA      | $19126.07     | 0.00%             | 2049-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-3145052.83  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      94000 | PA      | $85613.44     | 0.00%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                 | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21817 | PA      | $17678.08     | 0.00%             | 2037-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1345942.50   | 0.07%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2019-3                                  | CUSIP: 03066NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2450000 | PA      | $2356354.88   | 0.13%             | 2025-09-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2005-J2                                                   | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     179571 | PA      | $140710.91    | 0.01%             | 2035-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2013-C11                                         | CUSIP: 92937EAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9230000 | PA      | $7735220.88   | 0.42%             | 2045-03-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                           | Howmet Aerospace Inc                                                             | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     550000 | PA      | $547805.50    | 0.03%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALTAR BIDCO INC                                | Altar Bidco Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4988 | PA      | $4779.90      | 0.00%             | 2029-02-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                       | Diamond Sports Group LLC                                                         | CUSIP: 000000000<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    2764859 | PA      | $359431.71    | 0.02%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                        | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $967205.38    | 0.05%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1563000 | PA      | $1008836.94   | 0.05%             | 2050-11-27      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| GEO GROUP, INC 03/23/2027                      | GEO GROUP, INC 03/23/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     783483 | PA      | $787563.84    | 0.04%             | 2027-03-23      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2018-9                                                  | CUSIP: 46649YBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     922921 | PA      | $772401.70    | 0.04%             | 2049-02-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                           | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $568477.42    | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY                               | INTOWN 2022-STAY Mortgage Trust                                                  | CUSIP: 46117NAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1712943.75   | 0.09%             | 2039-08-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38377YMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1517906 | PA      | $89969.76     | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating 12/15/2029                      | Axalta Coating 12/15/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     270000 | PA      | $270548.37    | 0.01%             | 2029-12-07      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                     | CPI CG Inc                                                                       | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     765000 | PA      | $755351.45    | 0.04%             | 2026-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     458100 | PA      | $401839.59    | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1470298.60   | 0.08%             | 2035-07-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                  | New Residential Mortgage Loan Trust 2017-3                                       | CUSIP: 64828MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     345326 | PA      | $318111.75    | 0.02%             | 2057-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesi 10/01/2028                      | U.S. Anesthesi 10/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     410261 | PA      | $390773.95    | 0.02%             | 2028-10-02      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Merit                                          | MHP 2022-MHIL                                                                    | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3109307 | PA      | $2879286.36   | 0.16%             | 2027-01-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                | Fannie Mae Interest Strip                                                        | CUSIP: 3136FA6C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450787 | PA      | $71746.47     | 0.00%             | 2033-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND V 07/31/2028                      | HILTON GRAND V 07/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     738131 | PA      | $734348.39    | 0.04%             | 2028-08-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                            | VM Consolidated Inc                                                              | CUSIP: 000000000<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |     317246 | PA      | $315857.92    | 0.02%             | 2028-03-24      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                          | Freedom Mortgage Corp                                                            | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     375000 | PA      | $313389.60    | 0.02%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | Onslow Bay Mortgage Loan Trust                                                   | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2924823 | PA      | $2340595.68   | 0.13%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| NAUTILUS POWER LLC                             | Nautilus Power LLC                                                               | CUSIP: 000000000<br>LEI: UU3WE4QD17GA2LF0I609 | Long             | LON              | CORP              | US        |     260171 | PA      | $203583.46    | 0.01%             | 2024-05-16      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -98993000 | NC      | $-4283165.57  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                  | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2538000 | PA      | $2507768.44   | 0.14%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Global Med Res 09/25/2025                      | Global Med Res 09/25/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     943262 | PA      | $668930.50    | 0.04%             | 2025-10-02      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Pretium Packag 10/01/2028                      | Pretium Packag 10/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     640162 | PA      | $511901.46    | 0.03%             | 2028-10-02      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                   | MH Sub I LLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     280000 | PA      | $253662.64    | 0.01%             | 2029-02-23      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                          | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $605178.00    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2444023 | PA      | $1546431.08   | 0.08%             | 2052-05-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14660000 | PA      | $305172.09    | 0.02%             | 2049-08-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                               | Sedgwick Claims Management Services Inc                                          | CUSIP: 000000000<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     809985 | PA      | $789518.67    | 0.04%             | 2025-12-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                 | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1343000 | PA      | $1228845.00   | 0.07%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     610000 | PA      | $605070.50    | 0.03%             | 2045-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2268000 | PA      | $1657516.34   | 0.09%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| 24 HOUR FITNESS WORLDWIDE                      | 24 HOUR FITNESS WORLDWIDE                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     369664 | PA      | $314214.19    | 0.02%             | 2025-09-29      | Floating      | 12.87%                | No            |                  2 | On Loan: No      |
| IPS Corp 09/20/2028                            | IPS Corp 09/20/2028                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     227692 | PA      | $204581.44    | 0.01%             | 2028-10-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38381WX94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11744631 | PA      | $1298020.13   | 0.07%             | 2049-07-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Worldwide Expr 08/15/2029                      | Worldwide Expr 08/15/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     170000 | PA      | $142481.25    | 0.01%             | 2029-07-26      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| Cornerstone On 09/22/2028                      | Cornerstone On 09/22/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     212739 | PA      | $190933.37    | 0.01%             | 2028-10-16      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Atlantic Broad 09/01/2028                      | Atlantic Broad 09/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     455927 | PA      | $444243.46    | 0.02%             | 2028-09-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $41875.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust 2021-WILL                                                              | CUSIP: 05591VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4162954.95   | 0.22%             | 2038-06-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3276252.92   | 0.18%             | 2042-04-25      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AVH83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7757762 | PA      | $295236.39    | 0.02%             | 2027-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                         | GSAA Home Equity Trust 2006-4                                                    | CUSIP: 362334FK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1957418 | PA      | $1278001.43   | 0.07%             | 2036-03-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-1                                                  | CUSIP: 46646BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     469140 | PA      | $419116.89    | 0.02%             | 2046-05-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HOLDINGS LLC                     | MACY'S RETAIL HOLDINGS LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $212819.85    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                       | Granite US Holdings Corp                                                         | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $633126.00    | 0.03%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO                      | BCPE North Star US Holdco 2 Inc                                                  | CUSIP: 000000000<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     285000 | PA      | $259350.00    | 0.01%             | 2029-06-08      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $564169.95    | 0.03%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                 | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      77235 | PA      | $75593.53     | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19438869 | PA      | $603384.44    | 0.03%             | 2050-10-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     375000 | PA      | $377235.00    | 0.02%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     700000 | PA      | $437543.23    | 0.02%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     978452 | PA      | $681225.22    | 0.04%             | 2052-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2006-S2                                                 | CUSIP: 46628YAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156286 | PA      | $92204.32     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     833963 | PA      | $685367.83    | 0.04%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Ivanti Softwar 12/01/2027                      | Ivanti Softwar 12/01/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     930986 | PA      | $743625.24    | 0.04%             | 2027-12-01      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER 04/12/2029                      | LIGHT & WONDER 04/12/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     696500 | PA      | $688954.82    | 0.04%             | 2029-04-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                         | CUSIP: 000000000<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     752363 | PA      | $691703.39    | 0.04%             | 2026-05-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                    | Staples Inc                                                                      | CUSIP: 000000000<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    1024811 | PA      | $950031.22    | 0.05%             | 2026-04-16      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     556977 | PA      | $368439.76    | 0.02%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                           | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     675000 | PA      | $585906.29    | 0.03%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $272880.00    | 0.01%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2019-CH3                                                  | CUSIP: 81748GBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     203078 | PA      | $189536.05    | 0.01%             | 2049-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | Nabors Industries Inc                                                            | CUSIP: 629568BB1<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     255000 | PA      | $251111.25    | 0.01%             | 2023-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9915080 | PA      | $416485.90    | 0.02%             | 2052-02-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A8GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     398095 | PA      | $16438.68     | 0.00%             | 2027-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     114614 | PA      | $58380.45     | 0.00%             | 2036-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                          | GC Treasury Center Co Ltd                                                        | CUSIP: 36830BAD7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    1800000 | PA      | $1599093.00   | 0.09%             | 2032-03-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-154228.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                       | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $392676.42    | 0.02%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                       | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    1025000 | PA      | $986145.55    | 0.05%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4690000 | PA      | $3317581.01   | 0.18%             | 2050-11-27      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                           | Sunrun Athena Issuer 2018-1 LLC                                                  | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    1813580 | PA      | $1666428.19   | 0.09%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     216718 | PA      | $203399.64    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    1350000 | PA      | $1265642.13   | 0.07%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS SOLUTIONS INC                          | CIVITAS SOLUTIONS INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     554403 | PA      | $389467.78    | 0.02%             | 2028-03-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                       | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     650000 | PA      | $644413.90    | 0.03%             | 2029-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4028000 | PA      | $3544640.00   | 0.19%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                       | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $443080.00    | 0.02%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                            | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     355000 | PA      | $276557.37    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICP Group 01/21/2029                           | ICP Group 01/21/2029                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115000 | PA      | $70725.00     | 0.00%             | 2028-12-29      | Floating      | 12.48%                | No            |                  2 | On Loan: No      |
| PQ GROUP HOLDINGS INC.                         | PQ GROUP HOLDINGS INC.                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     317552 | PA      | $310406.76    | 0.02%             | 2028-08-02      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AQ2L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2048275 | PA      | $375150.66    | 0.02%             | 2046-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |     525000 | PA      | $409762.07    | 0.02%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-1                                                    | CUSIP: 81746TCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1396997 | PA      | $1216225.85   | 0.07%             | 2047-02-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                       | Bear Stearns ALT-A Trust 2005-3                                                  | CUSIP: 07386HSN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     158459 | PA      | $155620.10    | 0.01%             | 2035-04-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                           | Cornerstone Building Brands Inc                                                  | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     654282 | PA      | $590285.49    | 0.03%             | 2028-04-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GL89<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     265744 | PA      | $257914.51    | 0.01%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                         | Taco Bell Funding LLC                                                            | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1056000 | PA      | $991151.25    | 0.05%             | 2048-11-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     858000 | PA      | $723434.76    | 0.04%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78475 | PA      | $66358.86     | 0.00%             | 2036-11-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $758990.50    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     650000 | PA      | $632908.58    | 0.03%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                         | Mosaic Solar Loan Trust 2019-1                                                   | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1213573 | PA      | $1128858.42   | 0.06%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     800000 | PA      | $643272.00    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                                  | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     700000 | PA      | $674785.80    | 0.04%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADEIA INC                                      | Adeia Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     266169 | PA      | $257601.55    | 0.01%             | 2028-06-08      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| LaserShip 04/30/2028                           | LaserShip Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     783469 | PA      | $561355.31    | 0.03%             | 2028-05-07      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     200000 | PA      | $162496.56    | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Athletico Phys 02/15/2029                      | Athletico Phys 02/15/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     567150 | PA      | $464708.53    | 0.03%             | 2029-02-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     425000 | PA      | $374435.63    | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                         | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     725000 | PA      | $594809.07    | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   22958000 | NC      | $-24044.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Smyrna Ready M 03/24/2029                      | Smyrna Ready M 03/24/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     397688 | PA      | $390728.74    | 0.02%             | 2029-04-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP INC                      | KENAN ADVANTAGE GROUP INC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     497087 | PA      | $485547.17    | 0.03%             | 2026-03-24      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Instructure Ho 10/21/2028                      | Instructure Ho 10/21/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     266775 | PA      | $262773.38    | 0.01%             | 2028-10-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                 | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1300000 | PA      | $1131060.84   | 0.06%             | 2034-04-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | Reliance Industries Ltd                                                          | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    1625000 | PA      | $1318958.16   | 0.07%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                         | Chesapeake Energy Corp                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     900000 | PA      | $877455.00    | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                       | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     800000 | PA      | $608404.94    | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                       | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570590 | PA      | $305600.91    | 0.02%             | 2036-11-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADU23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1130165 | PA      | $55619.24     | 0.00%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV 07/22/2027                             | DIRECTV 07/22/2027                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     965493 | PA      | $940677.06    | 0.05%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Inspire Brands 12/15/2027                      | Inspire Brands 12/15/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5038 | PA      | $4891.27      | 0.00%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                     | PSMC 2019-3 Trust                                                                | CUSIP: 69375BAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155795 | PA      | $149105.82    | 0.01%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                       | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     750000 | PA      | $712575.00    | 0.04%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379YBK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6023278 | PA      | $612546.59    | 0.03%             | 2046-05-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     137000 | PA      | $107523.71    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     575000 | PA      | $466839.63    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-67884.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31283BBQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000153 | PA      | $41903.93     | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376T5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     953499 | PA      | $76455.04     | 0.00%             | 2039-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| athenahealth, 02/01/2029                       | athenahealth, 02/01/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     639465 | PA      | $578982.29    | 0.03%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     425000 | PA      | $317663.96    | 0.02%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Therma Holding 12/10/2027                      | Therma Holding 12/10/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12451 | PA      | $11851.68     | 0.00%             | 2027-12-16      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      40849 | PA      | $41938.97     | 0.00%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| JO-ANN STORES, 06/30/2028                      | JO-ANN STORES, 06/30/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     283992 | PA      | $195102.84    | 0.01%             | 2028-07-07      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $30741.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T                 | Renaissance Home Equity Loan Trust 2004-4                                        | CUSIP: 759950EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3473386 | PA      | $2946677.99   | 0.16%             | 2035-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3898000 | PA      | $3925453.61   | 0.21%             | 2040-02-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                 | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $917275.90    | 0.05%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                 | CSWF 2021-SOP2                                                                   | CUSIP: 12657VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     568000 | PA      | $509972.39    | 0.03%             | 2034-06-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Pro Mach, Inc 08/21/2028                       | Pro Mach, Inc 08/21/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     952726 | PA      | $928907.77    | 0.05%             | 2028-08-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376PA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     523460 | PA      | $53146.19     | 0.00%             | 2039-12-16      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     500000 | PA      | $470540.00    | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                | Adams Homes Inc                                                                  | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     710000 | PA      | $605859.02    | 0.03%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    2345978 | NS      | $2345978.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-89715.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                       | Aventiv Technologies LLC                                                         | CUSIP: 000000000<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |     192208 | PA      | $144315.95    | 0.01%             | 2024-11-01      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                          | Herens US Holdco Corp                                                            | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |     800279 | PA      | $738657.81    | 0.04%             | 2028-07-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                        | HomeBanc Mortgage Trust 2004-1                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1205 | PA      | $1140.20      | 0.00%             | 2029-08-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1966143 | PA      | $1690189.52   | 0.09%             | 2049-12-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| IMTT 07/01/2028                                | IMTT 07/01/2028                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     323381 | PA      | $320147.50    | 0.02%             | 2028-07-10      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TRUCK HERO INC                                 | Truck Hero Inc                                                                   | CUSIP: 000000000<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     860860 | PA      | $742722.05    | 0.04%             | 2028-01-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Aspect Softwar 04/30/2027                      | Aspect Softwar 04/30/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     325050 | PA      | $231191.81    | 0.01%             | 2028-05-08      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                              | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $673962.15    | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP LLC                         | Research Now Group LLC                                                           | CUSIP: 000000000<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     992188 | PA      | $751582.03    | 0.04%             | 2024-12-20      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     220000 | PA      | $166009.43    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Informatica Co 10/22/2028                      | Informatica Co 10/22/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1007388 | PA      | $992276.69    | 0.05%             | 2028-10-27      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                                | CUSIP: 36264PBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3832349 | PA      | $2539911.18   | 0.14%             | 2051-09-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO 06/30/2028                        | INGRAM MICRO 06/30/2028                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1065923 | PA      | $1052931.34   | 0.06%             | 2028-06-30      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   91346545 | PA      | $4382268.29   | 0.24%             | 2052-05-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31339G5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111405 | PA      | $10555.47     | 0.00%             | 2031-06-15      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2015-4                                                  | CUSIP: 00842ACE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     495752 | PA      | $406112.97    | 0.02%             | 2045-06-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM XVIII LP                                                                     | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1232050.50   | 0.07%             | 2031-04-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31394ABR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1129901 | PA      | $133809.86    | 0.01%             | 2034-07-25      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9893078 | PA      | $699321.87    | 0.04%             | 2054-08-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FNTX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11767273 | PA      | $1404165.10   | 0.08%             | 2049-09-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                          | Foundation Building Materials Inc                                                | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     700000 | PA      | $527256.62    | 0.03%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Specialty Buil 10/07/2028                      | Specialty Buil 10/07/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     436077 | PA      | $395194.39    | 0.02%             | 2028-10-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38377JQB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30645 | PA      | $337.03       | 0.00%             | 2040-01-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| LCSS Financing LLC                             | LCSS Financing 2018-A LLC                                                        | CUSIP: 50200XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     813577 | PA      | $698768.36    | 0.04%             | 2062-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                      | CUSIP: 61690VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     560000 | PA      | $451280.31    | 0.02%             | 2048-10-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FNHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4625081 | PA      | $523973.16    | 0.03%             | 2049-06-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2019-3                                    | CUSIP: 80286HAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2933723 | PA      | $2920265.64   | 0.16%             | 2025-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                 | Ellington Financial Mortgage Trust 2022-2                                        | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     948427 | PA      | $910423.52    | 0.05%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F7BU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27961490 | PA      | $5034071.98   | 0.27%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                            | Spectrum Brands Inc                                                              | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     375000 | PA      | $331561.36    | 0.02%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS 5/13/28                        | CONAIR HOLDINGS 5/13/28                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     523375 | PA      | $442251.88    | 0.02%             | 2028-05-17      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     292617 | PA      | $21888.21     | 0.00%             | 2038-05-16      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $212498.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS SOLUTIONS INC                          | CIVITAS SOLUTIONS INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      23743 | PA      | $16679.73     | 0.00%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2375823.25   | 0.13%             | 2042-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     775000 | PA      | $635213.25    | 0.03%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                            | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     975000 | PA      | $849158.47    | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                    | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     875000 | PA      | $838955.10    | 0.05%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31394V7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329738 | PA      | $325030.44    | 0.02%             | 2036-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31282YE62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     366969 | PA      | $42871.26     | 0.00%             | 2036-05-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                       | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $443654.48    | 0.02%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $393748.31    | 0.02%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                    | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2012242 | PA      | $1792811.61   | 0.10%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38377W3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1385800 | PA      | $30236.08     | 0.00%             | 2037-11-20      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| GRIZZLY ACQUISITIONS TLB                       | GRIZZLY ACQUISITIONS TLB                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     467594 | PA      | $464963.35    | 0.03%             | 2025-10-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Virtu Financia 01/11/2029                      | Virtu Financia 01/11/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     625000 | PA      | $611328.13    | 0.03%             | 2029-01-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                        | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     850000 | PA      | $493932.41    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entain plc 10/18/2029                          | Entain plc 10/18/2029                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     425000 | PA      | $423671.88    | 0.02%             | 2029-10-31      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                             | Russian Foreign Bond - Eurobond                                                  | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     800000 | PA      | $240000.00    | 0.01%             | 2029-03-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2021-J3                                                                | CUSIP: 12565VDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1839630 | PA      | $1203238.35   | 0.06%             | 2051-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAJ8<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    1525000 | PA      | $1354577.50   | 0.07%             | 2029-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7035.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $105680.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                            | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4059000 | PA      | $3139051.60   | 0.17%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                       | BCPE Ulysses Intermediate Inc                                                    | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $92874.12     | 0.01%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wheel Pros 04/30/2028                          | Wheel Pros 04/30/2028                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     759138 | PA      | $518427.92    | 0.03%             | 2028-05-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                          | Tempur Sealy International Inc                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     675000 | PA      | $530867.25    | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                            | Boxer Parent Co Inc                                                              | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     995634 | PA      | $954979.43    | 0.05%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33643837 | PA      | $1470930.41   | 0.08%             | 2072-12-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FirstStudent / 06/29/2028                      | FirstStudent / 06/29/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29870 | PA      | $28600.65     | 0.00%             | 2028-07-21      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                        | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $735996.00    | 0.04%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RSA Security 04/30/2028                        | RSA Security 04/30/2028                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1495977 | PA      | $1046435.58   | 0.06%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                        | JG Wentworth XLII LLC                                                            | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     987832 | PA      | $860167.23    | 0.05%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDINGS LLC                            | H-Food Holdings LLC                                                              | CUSIP: 000000000<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |     253050 | PA      | $226268.58    | 0.01%             | 2025-05-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     650000 | PA      | $567092.96    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                         | CUSIP: 000000000<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |     642527 | PA      | $616344.19    | 0.03%             | 2027-02-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4434000 | PA      | $4286084.51   | 0.23%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-6                                                  | CUSIP: 46651BAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6081246 | PA      | $5279698.00   | 0.28%             | 2049-12-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                  | Starwood Mortgage Residential Trust 2022-2                                       | CUSIP: 85573UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1425688.00   | 0.08%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     436276 | PA      | $375072.23    | 0.02%             | 2035-11-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                            | BellRing Brands Inc                                                              | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     675000 | PA      | $650379.38    | 0.04%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AXA78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     629102 | PA      | $50232.70     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31396NU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51046 | PA      | $41464.35     | 0.00%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5936772 | PA      | $79175.76     | 0.00%             | 2030-10-05      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                       | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |     630000 | PA      | $410123.70    | 0.02%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4428095.00   | 0.24%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |   12280000 | NC      | $251156.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DCE7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     538922 | PA      | $460895.18    | 0.02%             | 2048-03-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                 | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2209226 | PA      | $1933240.50   | 0.10%             | 2047-10-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OPE                      | WATERBRIDGE MIDSTREAM OPE                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     535032 | PA      | $515254.68    | 0.03%             | 2026-06-22      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Leslies Poolma 03/03/2028                      | Leslies Poolma 03/03/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     431867 | PA      | $423994.40    | 0.02%             | 2028-03-09      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42468561 | PA      | $1770017.43   | 0.10%             | 2052-08-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| BGIS                                           | BGIS                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     366673 | PA      | $352006.53    | 0.02%             | 2026-06-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                       | Great Outdoors Group LLC                                                         | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    1141809 | PA      | $1100894.76   | 0.06%             | 2028-03-06      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBF1<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   78780000 | PA      | $1452852.88   | 0.08%             | 2049-11-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3815927 | PA      | $3105434.81   | 0.17%             | 2049-11-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC 02/15/2027                       | Acrisure, LLC 02/15/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     458788 | PA      | $445311.39    | 0.02%             | 2027-02-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7811684 | PA      | $6601283.93   | 0.36%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2020-HQA1                                          | CUSIP: 35565JAH4<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |    1077836 | PA      | $1068233.19   | 0.06%             | 2050-01-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $369735.67    | 0.02%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Winwater Mortgage Loan Trust                   | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     393282 | PA      | $337440.80    | 0.02%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8960000 | PA      | $6825609.73   | 0.37%             | 2050-03-01      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3137700 | PA      | $2815963.19   | 0.15%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620000 | PA      | $540733.00    | 0.03%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3831700 | PA      | $3811344.09   | 0.21%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40611967 | PA      | $1806038.54   | 0.10%             | 2052-07-10      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                       | Ajax Mortgage Loan Trust 2019-D                                                  | CUSIP: 00968FAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3089000 | PA      | $2760676.99   | 0.15%             | 2065-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                 | Benefit Street Partners CLO V-B Ltd                                              | CUSIP: 08181JAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1899730.00   | 0.10%             | 2031-04-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2021-4                                                       | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2584304 | PA      | $1987119.50   | 0.11%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                      | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     335000 | PA      | $344537.45    | 0.02%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Covetrus, Inc. 09/19/2029                      | Covetrus, Inc. 09/19/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     465000 | PA      | $436518.75    | 0.02%             | 2029-10-12      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                      | Arko Corp                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $570212.50    | 0.03%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                         | Five Guys Funding LLC                                                            | CUSIP: 33830JAA3<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |    3046438 | PA      | $2861039.84   | 0.15%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R03                                     | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147578 | PA      | $147237.85    | 0.01%             | 2031-09-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Alvogen Pharma 12/31/2023                      | Alvogen Pharma 12/31/2023                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     475000 | PA      | $415625.00    | 0.02%             | 2025-06-30      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31395VEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     236955 | PA      | $40121.43     | 0.00%             | 2034-08-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1297185.54   | 0.07%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trident TPI Ho 08/15/2028                      | Trident TPI Ho 08/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     364660 | PA      | $351050.56    | 0.02%             | 2028-09-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5440000 | PA      | $5066023.39   | 0.27%             | 2036-07-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| YAK ACCESS LLC                                 | Yak Access LLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     322902 | PA      | $137233.31    | 0.01%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Maxar Technolo 06/14/2029                      | Maxar Technolo 06/14/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     675353 | PA      | $675880.58    | 0.04%             | 2029-06-14      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2013-C17                                         | CUSIP: 92938GAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12770000 | PA      | $11736869.97  | 0.63%             | 2046-12-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                       | Oceanview Mortgage Trust 2021-1                                                  | CUSIP: 67647LCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2209684 | PA      | $1460770.20   | 0.08%             | 2051-05-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                          | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     825000 | PA      | $725791.31    | 0.04%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     825000 | PA      | $754779.26    | 0.04%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                        | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     285000 | PA      | $255346.61    | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $72582.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31395X2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111862 | PA      | $12582.28     | 0.00%             | 2035-08-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     810000 | PA      | $617657.40    | 0.03%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $614635.75    | 0.03%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                 | CCM Merger Inc                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |     650000 | PA      | $613346.50    | 0.03%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -436 | NC      | $-113270.62   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88882.00     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31398MQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160463 | PA      | $160236.69    | 0.01%             | 2040-03-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - NOK                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $634.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BDTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1046048 | PA      | $729990.34    | 0.04%             | 2037-07-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     325000 | PA      | $273393.25    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2020-1                                                    | CUSIP: 81748MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     194895 | PA      | $170834.20    | 0.01%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     425000 | PA      | $347229.07    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                           | EnLink Midstream LLC                                                             | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1135523.64   | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Osmose Holding 06/17/2028                      | Osmose Holding 06/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     272842 | PA      | $258688.01    | 0.01%             | 2028-06-23      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                           | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2262654 | PA      | $1773501.97   | 0.10%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                               | Bellemeade Re 2019-1 Ltd                                                         | CUSIP: 07876RAC0<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |    1300000 | PA      | $1291173.26   | 0.07%             | 2029-03-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19218064 | PA      | $1613721.62   | 0.09%             | 2054-04-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                               | Finastra USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     326347 | PA      | $289565.09    | 0.02%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD CALL VERSUS JPY PUT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |  -15517000 | NC      | $-177046.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Produc                 | Bear Stearns Structured Products Inc Trust 2007-R6                               | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107270 | PA      | $86271.66     | 0.00%             | 2036-01-26      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1682404.15   | 0.09%             | 2040-02-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   22958000 | NC      | $-21676.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                       | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $837780.00    | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                       | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     800000 | PA      | $741771.71    | 0.04%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT US Long Bond                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -625 | NC      | $701831.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     275000 | PA      | $230487.13    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CURIA GLOBAL I 08/30/2026                      | CURIA GLOBAL I 08/30/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     384235 | PA      | $317313.79    | 0.02%             | 2026-08-31      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31395U5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     222437 | PA      | $15491.83     | 0.00%             | 2035-05-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                    | Home RE 2019-1 Ltd                                                               | CUSIP: 43731AAB9<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |    4769000 | PA      | $4708574.86   | 0.25%             | 2029-05-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2968044.90   | 0.16%             | 2033-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -49496000 | NC      | $-784523.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                             | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     625000 | PA      | $537304.69    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2020-2                                                    | CUSIP: 81748KEG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1425779 | PA      | $1109866.92   | 0.06%             | 2050-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                    | CUSIP: 92922FD88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27040126 | PA      | $271.75       | 0.00%             | 2045-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2018-B7 Mortgage Trust                                                 | CUSIP: 08162TBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  102922175 | PA      | $1740228.73   | 0.09%             | 2053-05-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                        | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $537195.75    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A9DW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9227513 | PA      | $406117.61    | 0.02%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 A PTT                        | American Airlines 2016-1 Class A Pass Through Trust                              | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42147 | PA      | $34403.11     | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A6ZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9135331 | PA      | $19344.98     | 0.00%             | 2042-06-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FGSQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4606074 | PA      | $929535.74    | 0.05%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                             | STL Holding Co LLC                                                               | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     700000 | PA      | $620515.00    | 0.03%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                      | CUSIP: 61763KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1385553.45   | 0.07%             | 2047-04-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust                    | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123430 | PA      | $115877.72    | 0.01%             | 2034-06-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                             | CP Atlas Buyer Inc                                                               | CUSIP: 000000000<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     670585 | PA      | $589695.67    | 0.03%             | 2027-11-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B66N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25045291 | PA      | $2122260.31   | 0.11%             | 2043-11-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                               | Wand NewCo 3 Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     720563 | PA      | $685286.02    | 0.04%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $897665.63    | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2019-J2                                                                | CUSIP: 12558TBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3016225 | PA      | $2497271.20   | 0.13%             | 2049-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2021-1 Trust                              | CUSIP: 95003ABJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1949468 | PA      | $1241945.15   | 0.07%             | 2050-12-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2796700 | PA      | $2479461.13   | 0.13%             | 2049-11-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                        | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     131000 | PA      | $126639.90    | 0.01%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1869360.00   | 0.10%             | 2034-07-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Focus Financia 06/24/2028                      | Focus Financia 06/24/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     384013 | PA      | $378412.91    | 0.02%             | 2028-06-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38377W4M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     111504 | PA      | $24116.28     | 0.00%             | 2039-10-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                 | HarborView Mortgage Loan Trust 2007-5                                            | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     344114 | PA      | $295598.20    | 0.02%             | 2037-09-19      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2617077.77   | 0.14%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGIN PULSE INC                               | Virgin Pulse Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296200 | PA      | $251955.24    | 0.01%             | 2028-04-06      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS LLC/FI                       | KeHE Distributors LLC / KeHE Finance Corp                                        | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     599000 | PA      | $590404.35    | 0.03%             | 2026-10-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle US CLO 2016-4 Ltd                                                        | CUSIP: 143109AQ9<br>LEI: 54930054F35TGSKQ6V76 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1437190.50   | 0.08%             | 2027-10-20      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| VERSCEND HOLDING CORP                          | Verscend Holding Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     971754 | PA      | $968109.73    | 0.05%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | USD CALL VERSUS JPY PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   15517000 | NC      | $126909.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                          | Polar US Borrower LLC                                                            | CUSIP: 000000000<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |     677302 | PA      | $552001.46    | 0.03%             | 2025-10-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5910000 | PA      | $5050180.10   | 0.27%             | 2033-07-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44518021 | PA      | $819701.41    | 0.04%             | 2048-02-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     393627 | PA      | $344911.39    | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24694.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375LQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3388037 | PA      | $343306.01    | 0.02%             | 2037-07-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Bristol Park CLO, Ltd.                         | Bristol Park CLO LTD                                                             | CUSIP: 11014PAN5<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3809016.00   | 0.21%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2315562 | PA      | $1913254.12   | 0.10%             | 2050-05-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-338746.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                       | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAL6<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     340000 | PA      | $329733.75    | 0.02%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                               | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $236784.63    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                             | Murphy Oil USA Inc                                                               | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     165000 | PA      | $160500.45    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ensono 06/30/2028                              | Ensono 06/30/2028                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     475197 | PA      | $428568.27    | 0.02%             | 2028-05-26      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                           | TCI-Flatiron Clo 2017-1 Ltd                                                      | CUSIP: 87231BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $948392.00    | 0.05%             | 2030-11-18      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                 | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     291060 | PA      | $220742.67    | 0.01%             | 2037-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     140000 | PA      | $127414.00    | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                       | ION TRADING TECHNOLOGIES                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     551600 | PA      | $524610.76    | 0.03%             | 2028-04-01      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                              | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     750000 | PA      | $669753.07    | 0.04%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-1                                                  | CUSIP: 46646BBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2095000 | PA      | $1387676.46   | 0.07%             | 2046-05-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   28470000 | PA      | $27214042.53  | 1.47%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | LifePoint Health Inc                                                             | CUSIP: 000000000<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     535765 | PA      | $506297.72    | 0.03%             | 2025-11-14      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES                         | Genesys Cloud Services Holdings II LLC                                           | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    1035825 | PA      | $996722.76    | 0.05%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Castlelake Avi 10/07/2026                      | Castlelake Avi 10/07/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     562875 | PA      | $558854.38    | 0.03%             | 2026-10-22      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                   | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     970000 | PA      | $947973.24    | 0.05%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                         | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      85000 | PA      | $68455.23     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL TEL*LINK CORP                           | Global Tel*Link Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     306288 | PA      | $266853.54    | 0.01%             | 2025-11-29      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                               | APi Group DE Inc                                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     300000 | PA      | $249000.00    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY GLOB                      | RACKSPACE TECHNOLOGY GLOB                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     884589 | PA      | $556922.46    | 0.03%             | 2028-02-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                   | Acrisure LLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     671334 | PA      | $631753.73    | 0.03%             | 2027-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2013-C12                                         | CUSIP: 92937FAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5950000 | PA      | $5707864.75   | 0.31%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lumileds                                       | Lumileds                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        297 | PA      | $300.45       | 0.00%             | 2027-10-31      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31392XUM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     235521 | PA      | $25736.74     | 0.00%             | 2032-02-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B0WV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3724119 | PA      | $180071.59    | 0.01%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc 10/01/2028                        | Cloudera Inc 10/01/2028                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     927988 | PA      | $882168.12    | 0.05%             | 2028-10-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6845479 | PA      | $239051.65    | 0.01%             | 2049-08-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                      | OLIN CORP                                                                        | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     400000 | PA      | $378688.00    | 0.02%             | 2027-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2019-II Ltd                                                         | CUSIP: 12554AAW2<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5218928.00   | 0.28%             | 2034-04-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2018-4                                                   | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3619481 | PA      | $3128602.67   | 0.17%             | 2048-07-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                       | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $592441.72    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    1230250 | PA      | $1112626.29   | 0.06%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quest Software 01/31/2030                      | Quest Software 01/31/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     460000 | PA      | $286350.00    | 0.02%             | 2030-02-01      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2018-6                                                    | CUSIP: 81747JCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1117704 | PA      | $993397.58    | 0.05%             | 2048-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                          | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    1000000 | PA      | $774700.00    | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-55160.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                  | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    6856000 | PA      | $6409995.95   | 0.35%             | 2033-12-27      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK4                                                                   | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     555000 | PA      | $476126.23    | 0.03%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-66200.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GWE4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      78647 | PA      | $76753.59     | 0.00%             | 2035-08-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2845491 | PA      | $2257187.80   | 0.12%             | 2050-03-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                       | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     825000 | PA      | $703214.62    | 0.04%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     325000 | PA      | $244350.53    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | USD CALL VERSUS MXN PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -21107000 | NC      | $-314882.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2183000 | PA      | $1708408.73   | 0.09%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6540000 | PA      | $4288717.16   | 0.23%             | 2049-07-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                       | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     675000 | PA      | $585792.00    | 0.03%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                       | Comision Federal de Electricidad                                                 | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1250000 | PA      | $1111061.38   | 0.06%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                          | WR Grace Holdings LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     300000 | PA      | $295265.70    | 0.02%             | 2028-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hub Internatio 11/10/2029                      | Hub Internatio 11/10/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1000000 | PA      | $990446.00    | 0.05%             | 2029-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396WGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2009839 | PA      | $187147.18    | 0.01%             | 2037-06-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-4                                                  | CUSIP: 46652FBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4737395 | PA      | $3794020.78   | 0.20%             | 2050-11-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Petco Animal S 02/25/2028                      | Petco Animal S 02/25/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     555112 | PA      | $539538.26    | 0.03%             | 2028-03-03      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                       | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     325000 | PA      | $296419.50    | 0.02%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                 | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64469 | PA      | $27831.26     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK6                                                                   | CUSIP: 060352AX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $919230.88    | 0.05%             | 2060-07-15      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                          | DUALDIGI AUDUSD 0.6000 USDJPY 125                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |    2386000 | NC      | $20933.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 30 Senior Loan Fund                                                       | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2503446.00   | 0.14%             | 2028-11-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2016-1                                                  | CUSIP: 00842TAU2<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-MBS          | CORP              | US        |    1613222 | PA      | $1347110.05   | 0.07%             | 2045-12-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                 | Popular ABS Mortgage Pass-Through Trust 2005-D                                   | CUSIP: 73316PHP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143864 | PA      | $140320.53    | 0.01%             | 2036-01-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     457426 | PA      | $390384.37    | 0.02%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AB3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1282692 | PA      | $187612.52    | 0.01%             | 2043-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evans Network 08/31/2028                       | Evans Network 08/31/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1056 | PA      | $987.46       | 0.00%             | 2028-08-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $497215.57    | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31395UA27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55137 | PA      | $4349.75      | 0.00%             | 2030-05-15      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38381YPK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     159024 | PA      | $26694.63     | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $817286.27    | 0.04%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2898000 | PA      | $2718244.13   | 0.15%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Leaf Home Solu 02/01/2028                      | Leaf Home Solu 02/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     745616 | PA      | $610472.77    | 0.03%             | 2029-02-16      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6348300 | PA      | $6094120.04   | 0.33%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTEL PKG HOLDCO ISSUER                        | Intelligent Packaging Holdco Issuer LP                                           | CUSIP: 45827CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     400000 | PA      | $281526.00    | 0.02%             | 2026-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31396CXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     439105 | PA      | $41934.18     | 0.00%             | 2035-10-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2019-J1                                                                | CUSIP: 12556MCR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1624238 | PA      | $1292080.84   | 0.07%             | 2049-08-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                 | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1583051 | PA      | $1363256.35   | 0.07%             | 2058-10-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2012-GCJ7                                           | CUSIP: 36192KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1464112 | PA      | $306694.83    | 0.02%             | 2045-05-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                               | DT Midstream Inc                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $483143.75    | 0.03%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2020-R01                                     | CUSIP: 20754CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1262842 | PA      | $1254924.82   | 0.07%             | 2040-01-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BDJ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19681489 | PA      | $2019190.92   | 0.11%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -98993000 | NC      | $-1417511.76  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER REC TLB2                            | BOMBARDIER REC TLB2                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     493655 | PA      | $478074.09    | 0.03%             | 2027-05-24      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31394AQK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63937 | PA      | $5485.02      | 0.00%             | 2034-08-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                 | Octagon Investment Partners 32 Ltd                                               | CUSIP: 67578BAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4284526.50   | 0.23%             | 2029-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                             | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     875000 | PA      | $808316.25    | 0.04%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $408945.78    | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Legal Shield 12/01/2029                        | Legal Shield 12/01/2029                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      75000 | PA      | $68906.25     | 0.00%             | 2029-12-14      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137GAPR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     380571 | PA      | $372249.31    | 0.02%             | 2040-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                | Trans Union LLC                                                                  | CUSIP: 000000000<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     748665 | PA      | $742230.49    | 0.04%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                 | Palmer Square Loan Funding 2021-2 Ltd                                            | CUSIP: 69702DAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4250000 | PA      | $4142963.75   | 0.22%             | 2029-05-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2020-3 Ltd                                                     | CUSIP: 69701RAU1<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4674470.00   | 0.25%             | 2031-11-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                    | CUSIP: 46640JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7470000 | PA      | $6233611.17   | 0.34%             | 2046-01-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R07                                     | CUSIP: 20753WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     370423 | PA      | $369566.51    | 0.02%             | 2039-10-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830532 | PA      | $763619.96    | 0.04%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ION Corporates 03/04/2028                      | ION Corporates 03/04/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     413571 | PA      | $407057.68    | 0.02%             | 2028-03-11      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7330000 | PA      | $707249.71    | 0.04%             | 2052-03-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     725000 | PA      | $584742.73    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $408744.00    | 0.02%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                               | Bellemeade RE 2021-3 Ltd                                                         | CUSIP: 078777AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $1883537.67   | 0.10%             | 2031-09-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                              | Chord Energy Corp                                                                | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     625000 | PA      | $609575.00    | 0.03%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     950000 | PA      | $863414.08    | 0.05%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                         | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     875000 | PA      | $753375.00    | 0.04%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A9XX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     713488 | PA      | $26754.21     | 0.00%             | 2027-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $898176.53    | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2017-HL1 Trust                                                              | CUSIP: 12594XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     299064 | PA      | $261988.38    | 0.01%             | 2047-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176881 | PA      | $166609.67    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                         | GSAA Home Equity Trust 2007-1                                                    | CUSIP: 3622EQAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     851181 | PA      | $277670.30    | 0.01%             | 2037-02-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2018-9                                                  | CUSIP: 46649YBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1824079 | PA      | $1498019.52   | 0.08%             | 2049-02-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| MHS Holdings, 05/31/2029                       | MHS Holdings, 05/31/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     573562 | PA      | $464585.63    | 0.03%             | 2029-06-01      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $149203.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                               | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $324468.00    | 0.02%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                  | Urban One Inc                                                                    | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     500000 | PA      | $423280.00    | 0.02%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                         | Williams Scotsman International Inc                                              | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     568000 | PA      | $563200.40    | 0.03%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $910913.25    | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                               | ARETEC GROUP INC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     387928 | PA      | $380169.82    | 0.02%             | 2025-10-01      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTI 05/20/2028                      | SRS DISTRIBUTI 05/20/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     400000 | PA      | $382300.00    | 0.02%             | 2028-06-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2004-AR7                          | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     859214 | PA      | $803429.75    | 0.04%             | 2034-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Starwood Prope 11/03/2027                      | Starwood Prope 11/03/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     320000 | PA      | $316133.44    | 0.02%             | 2027-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | Reliance Industries Ltd                                                          | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    1700000 | PA      | $1118782.31   | 0.06%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                       | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $502770.00    | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd                         | Whetstone Park CLO Ltd                                                           | CUSIP: 96329YAJ6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1528248.75   | 0.08%             | 2035-01-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Foley 02/03/2028                               | Foley 02/03/2028                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        417 | PA      | $403.59       | 0.00%             | 2028-12-29      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                       | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $710393.71    | 0.04%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                          | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $469756.79    | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2291000 | PA      | $1822102.68   | 0.10%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Flynn Restaura 11/22/2028                      | Flynn Restaura 11/22/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     482295 | PA      | $453356.91    | 0.02%             | 2028-12-01      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                             | Viking Cruises Ltd                                                               | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     255000 | PA      | $269442.41    | 0.01%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Birkenstock 04/26/2028                         | Birkenstock 04/26/2028                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     335750 | PA      | $327566.09    | 0.02%             | 2028-04-28      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     225000 | PA      | $177238.13    | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Foo 10/01/2025                      | 8th Avenue Foo 10/01/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     681375 | PA      | $576613.59    | 0.03%             | 2025-10-01      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71467 | PA      | $63326.66     | 0.00%             | 2036-12-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $63227.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     325000 | PA      | $236565.88    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust  | CUSIP: 93934FHV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     414696 | PA      | $338186.68    | 0.02%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38383DEW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   44530799 | PA      | $7503239.32   | 0.40%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31395LRK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     263981 | PA      | $259714.88    | 0.01%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                       | Triton Water Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |     594127 | PA      | $554469.00    | 0.03%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2020-1 Ltd                                                               | CUSIP: 87190CBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $3755071.10   | 0.20%             | 2034-04-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $218117.89    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2238000 | PA      | $1788886.66   | 0.10%             | 2051-09-27      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FTCK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15454485 | PA      | $3132801.88   | 0.17%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                 | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     625000 | PA      | $578637.50    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AE3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1347256 | PA      | $93791.95     | 0.01%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | SoFi Professional Loan Program 2017-A LLC                                        | CUSIP: 83404FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $891961.80    | 0.05%             | 2040-03-26      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                       | Banco Nacional de Panama                                                         | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    1250000 | PA      | $1004093.75   | 0.05%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1818000 | PA      | $1780503.75   | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1547374 | PA      | $1300849.82   | 0.07%             | 2049-06-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     875000 | PA      | $749275.63    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3090000 | PA      | $2059361.71   | 0.11%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR                    | Prime Security Services Borrower LLC                                             | CUSIP: 000000000<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     984689 | PA      | $976911.68    | 0.05%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AVD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14327946 | PA      | $1519191.40   | 0.08%             | 2047-03-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42285000 | PA      | $2007203.41   | 0.11%             | 2062-03-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                           | Rackspace Technology Global Inc                                                  | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     775000 | PA      | $339044.33    | 0.02%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378TJX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     734138 | PA      | $58792.82     | 0.00%             | 2040-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                    | Embarq Corp                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $280323.00    | 0.02%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                        | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     775000 | PA      | $652329.48    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 3137G0UB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    1840000 | PA      | $1858453.54   | 0.10%             | 2030-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-440677.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2006-AR12 Trust                           | CUSIP: 94984GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     462512 | PA      | $412847.50    | 0.02%             | 2036-09-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2940085 | PA      | $2319369.90   | 0.13%             | 2050-08-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                 | Laurel Road Prime Student Loan Trust 2018-B                                      | CUSIP: 51888RAC4<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |    1092294 | PA      | $1011019.20   | 0.05%             | 2043-05-26      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                                | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $942805.06    | 0.05%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                        | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $904050.87    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope Inc                                                                    | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     516927 | PA      | $488657.37    | 0.03%             | 2026-04-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B36L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9403147 | PA      | $1921766.20   | 0.10%             | 2059-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                          | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     505567 | PA      | $465438.33    | 0.03%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                       | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $329086.94    | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                         | CITADEL SECURITIES LLC                                                           | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |    3444900 | PA      | $3444900.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     400000 | PA      | $323810.52    | 0.02%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANS UNION, L 04/10/2023                      | TRANS UNION, L 04/10/2023                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     491337 | PA      | $485502.56    | 0.03%             | 2026-11-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                  | Interface Inc                                                                    | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |     725000 | PA      | $599601.43    | 0.03%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-INV2                                               | CUSIP: 46651DAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     282061 | PA      | $247752.95    | 0.01%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                       | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     899370 | PA      | $818932.82    | 0.04%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tir 10/31/2027                      | Les Schwab Tir 10/31/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     444382 | PA      | $441048.68    | 0.02%             | 2027-11-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     934098 | PA      | $760926.79    | 0.04%             | 2050-03-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3365000 | PA      | $3011924.01   | 0.16%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cablevision Li 11/15/2027                      | Cablevision Li 11/15/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     266356 | PA      | $255036.21    | 0.01%             | 2027-11-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK22                                                                  | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58045923 | PA      | $1850712.99   | 0.10%             | 2062-11-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3211 | PA      | $3332.41      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                 | SoFi Consumer Loan Program 2020-1 Trust                                          | CUSIP: 83407AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1162881.60   | 0.06%             | 2029-01-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                           | DBUBS 2011-LC2 Mortgage Trust                                                    | CUSIP: 23305XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221673 | PA      | $220666.78    | 0.01%             | 2044-07-10      | Floating      | 4.00%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380230 | PA      | $337811.74    | 0.02%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Holley/Driven 11/15/2028                       | Holley/Driven 11/15/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     622009 | PA      | $543220.60    | 0.03%             | 2028-11-17      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Madison IAQ 07/31/2021                         | Madison IAQ 07/31/2021                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     496231 | PA      | $462322.19    | 0.02%             | 2028-06-21      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | DUALDIGI USDCNH 7.2 USDJPY 131.5                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |     894000 | NC      | $37421.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                        | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $611920.79    | 0.03%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                            | Station Casinos LLC                                                              | CUSIP: 000000000<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     492336 | PA      | $481874.12    | 0.03%             | 2027-02-08      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                     | Sunrun Atlas Issuer 2019-2 LLC                                                   | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3490948 | PA      | $3079199.10   | 0.17%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2007-HY8C                                                 | CUSIP: 02150XAA9<br>LEI: 549300WVYUN6JZ4UKU34 | Long             | ABS-MBS          | CORP              | US        |     183581 | PA      | $158664.51    | 0.01%             | 2047-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                           | TCI-Flatiron Clo 2018-1 Ltd                                                      | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2127217.50   | 0.11%             | 2032-01-29      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                              | Rent-A-Center Inc/TX                                                             | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |     455381 | PA      | $439822.43    | 0.02%             | 2028-02-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                       | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1325000 | PA      | $1154134.63   | 0.06%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2020-INV1 Trust                                                              | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     282237 | PA      | $243225.88    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3133TQHK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1272 | PA      | $41.96        | 0.00%             | 2030-11-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FAE9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1623896.37   | 0.09%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31393LE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116793 | PA      | $11751.95     | 0.00%             | 2033-02-15      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     600000 | PA      | $603702.00    | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                       | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $368072.50    | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1406759.07   | 0.08%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     460000 | PA      | $322397.90    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1505135 | PA      | $1249300.95   | 0.07%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2442346 | PA      | $201987.63    | 0.01%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Bombardier Rec 12/25/2029                      | Bombardier Rec 12/25/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      80000 | PA      | $78566.64     | 0.00%             | 2029-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundation Bui 02/10/2028                      | Foundation Bui 02/10/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     556525 | PA      | $527307.44    | 0.03%             | 2028-01-31      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                         | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $503172.80    | 0.03%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-484861.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TOSCA SERVICES 07/31/2027                      | TOSCA SERVICES 07/31/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     647905 | PA      | $529662.55    | 0.03%             | 2027-08-18      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                             | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     150000 | PA      | $123722.92    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                    | CUSIP: 93362FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41066 | PA      | $36160.01     | 0.00%             | 2046-08-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT 10 Year US Treasury Note                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -5295 | NC      | $2768090.69   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     177000 | PA      | $147021.58    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2019-2                                    | CUSIP: 80286GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2266881 | PA      | $2252841.01   | 0.12%             | 2025-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                        | American Airlines Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     904686 | PA      | $873587.81    | 0.05%             | 2025-06-27      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                           | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2884880 | PA      | $2240596.84   | 0.12%             | 2038-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                       | Envision Healthcare Corp                                                         | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |       4582 | PA      | $1489.23      | 0.00%             | 2027-03-31      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Garda World Se 02/11/2029                      | Garda World Se 02/11/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     373750 | PA      | $360980.08    | 0.02%             | 2029-02-01      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                      | CUSIP: 61765TAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5287000 | PA      | $4367632.47   | 0.24%             | 2048-10-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AXLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1705648 | PA      | $265987.41    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                   | Enerflex Ltd                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     330000 | PA      | $329528.10    | 0.02%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17456084 | PA      | $1060039.92   | 0.06%             | 2054-03-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                | Carlyle C17 CLO Ltd                                                              | CUSIP: 14307PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $932833.00    | 0.05%             | 2031-04-30      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDUSTRIES, INC.                       | HAYWARD INDUSTRIES, INC.                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     564563 | PA      | $544568.25    | 0.03%             | 2028-05-30      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137A0MC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     549003 | PA      | $89739.99     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                         | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $474243.00    | 0.03%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                          | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     103000 | PA      | $103705.67    | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                             | CONNECT FINCO SARL                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     949415 | PA      | $939772.71    | 0.05%             | 2026-12-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11853.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B0RW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2185152 | PA      | $200521.36    | 0.01%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                 | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $464169.20    | 0.03%             | 2036-11-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8935000 | PA      | $8904634.94   | 0.48%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-60558.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379PUQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2875210 | PA      | $20547.97     | 0.00%             | 2034-07-20      | Floating      | 0.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2022-5                                                | CUSIP: 465977AY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     959956 | PA      | $763367.44    | 0.04%             | 2052-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     300000 | PA      | $289514.19    | 0.02%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A7R95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165035 | PA      | $31339.28     | 0.00%             | 2042-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                               | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     140000 | PA      | $87439.45     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25590.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1200000 | PA      | $974509.55    | 0.05%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2004-J7                                                   | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     401797 | PA      | $400111.67    | 0.02%             | 2034-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                           | HOWMET AEROSPACE INC                                                             | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123880.00    | 0.01%             | 2024-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                 | CSWF 2021-SOP2                                                                   | CUSIP: 12657VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1432000 | PA      | $1279364.27   | 0.07%             | 2034-06-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13090000 | PA      | $12840695.19  | 0.69%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                 | Upland CLO Ltd                                                                   | CUSIP: 915328AY4<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1402179.00   | 0.08%             | 2031-04-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2019-J2                                                                | CUSIP: 12558TBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1893952 | PA      | $1563155.86   | 0.08%             | 2049-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396VJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3334017 | PA      | $402459.18    | 0.02%             | 2037-04-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| First Eagle Upsized TLB                        | First Eagle Upsized TLB                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1008368 | PA      | $981898.31    | 0.05%             | 2027-02-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| RH                                             | RH                                                                               | CUSIP: 000000000<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     546501 | PA      | $505172.14    | 0.03%             | 2028-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN                        | Scientific Games Holdings LP                                                     | CUSIP: 000000000<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     665000 | PA      | $635823.13    | 0.03%             | 2029-04-04      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                               | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     500000 | PA      | $519081.00    | 0.03%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325U4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     226923 | PA      | $46399.88     | 0.00%             | 2039-06-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     425000 | PA      | $356443.25    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5605.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope Inc                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     675000 | PA      | $483633.32    | 0.03%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                        | Atlantica Sustainable Infrastructure PLC                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $710883.50    | 0.04%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     674000 | PA      | $548588.15    | 0.03%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 24 HOUR FITNESS                                | 24 HOUR FITNESS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     142000 | NS      | $1136.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SIZZLING PLATT/FIN CO                          | Sizzling Platter LLC / Sizzling Platter Finance Corp                             | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $621935.98    | 0.03%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                     | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     165000 | PA      | $165380.42    | 0.01%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2019-EXP3 Trust                                                              | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     228427 | PA      | $211620.31    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1646190.00   | 0.09%             | 2031-04-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376T2W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     479064 | PA      | $47263.87     | 0.00%             | 2040-01-16      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-3                                                           | CUSIP: 46644MAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1327529 | PA      | $907655.50    | 0.05%             | 2045-05-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                    | Asurion LLC                                                                      | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     982005 | PA      | $956227.50    | 0.05%             | 2024-11-03      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     114000 | PA      | $116360.16    | 0.01%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37874109 | PA      | $2070270.76   | 0.11%             | 2052-11-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B6Y70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     413726 | PA      | $45488.89     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $150473.75    | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP (ILFC) 11/02/28                         | AERCAP (ILFC) 11/02/28                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     695000 | PA      | $692828.13    | 0.04%             | 2028-11-05      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                     | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2117500 | PA      | $1942456.23   | 0.10%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SEATTLE SPINCO INC                             | Seattle SpinCo Inc                                                               | CUSIP: 000000000<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |     573164 | PA      | $571253.34    | 0.03%             | 2024-06-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                       | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     775000 | PA      | $662183.25    | 0.04%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                         | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     671611 | PA      | $657479.41    | 0.04%             | 2025-08-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Amneal Pharma                                  | Amneal Pharma                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     613992 | PA      | $552688.29    | 0.03%             | 2025-05-05      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| ADS TACTICAL, INC.                             | ADS TACTICAL, INC.                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     272625 | PA      | $245362.50    | 0.01%             | 2026-03-19      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| DRAX FINCO PLC                                 | Drax Finco PLC                                                                   | CUSIP: 26151AAA7<br>LEI: 5493000MW6H7G7JFNQ88 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $574335.59    | 0.03%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                   | CANTOR FITZGERALD SECURITIES                                                     | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |    3444900 | PA      | $3444900.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22252000 | PA      | $21892049.87  | 1.18%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                  | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     700000 | PA      | $578529.00    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-LTV2                                               | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1873008 | PA      | $1651927.68   | 0.09%             | 2049-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3307812.50   | 0.18%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AHSB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1606049 | PA      | $322297.06    | 0.02%             | 2041-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-502495.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357BE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3582867 | PA      | $2954064.74   | 0.16%             | 2049-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION                           | EDGEWATER GENERATION                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     330897 | PA      | $315087.70    | 0.02%             | 2025-12-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $147.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONVERGINT TECH 2ND LIEN                       | CONVERGINT TECH 2ND LIEN                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     160000 | PA      | $142200.00    | 0.01%             | 2029-03-30      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ACQS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3031426 | PA      | $132998.97    | 0.01%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC                         | Stevens Holding Co Inc                                                           | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $677848.50    | 0.04%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $411496.62    | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     175000 | PA      | $132533.63    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2011-C1                                           | CUSIP: 617458BE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5970000 | PA      | $5970000.00   | 0.32%             | 2047-09-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                       | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $948318.00    | 0.05%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $38427.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Packag 10/01/2029                      | Pretium Packag 10/01/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     205000 | PA      | $127868.75    | 0.01%             | 2029-09-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| Medical Soluti 10/07/2028                      | Medical Soluti 10/07/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      88000 | PA      | $82674.24     | 0.00%             | 2028-11-01      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                       | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248082.50    | 0.01%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1375061.70   | 0.07%             | 2039-01-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO 2015-4 Ltd                                                      | CUSIP: 09628NAU6<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $930094.00    | 0.05%             | 2030-04-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98666 | PA      | $91373.45     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-4                                                  | CUSIP: 46652FBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1705462 | PA      | $1352391.74   | 0.07%             | 2050-11-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 000000000<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     387478 | PA      | $372342.23    | 0.02%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2021-AFC1 Trust                                                             | CUSIP: 12657LAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2969575 | PA      | $1966579.37   | 0.11%             | 2056-03-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust 2015-A                                             | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     189252 | PA      | $178675.09    | 0.01%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 30 Ltd                                        | CUSIP: 64132MAW8<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |    7700000 | PA      | $7237468.70   | 0.39%             | 2031-01-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27031.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4589000 | PA      | $4492836.86   | 0.24%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ABNT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1702440 | PA      | $84898.47     | 0.00%             | 2028-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     978452 | PA      | $621537.80    | 0.03%             | 2052-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                         | GTT Communications Inc                                                           | CUSIP: 000000000<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |     492959 | PA      | $196875.34    | 0.01%             | 2025-05-31      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                  | New Residential Mortgage Loan Trust 2022-NQM3                                    | CUSIP: 64831QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1942832 | PA      | $1769653.40   | 0.10%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                           | Dewolf Park CLO Ltd                                                              | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2723262.00   | 0.15%             | 2030-10-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     575000 | PA      | $560288.49    | 0.03%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ConnectWise, L 09/30/2028                      | ConnectWise, L 09/30/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297000 | PA      | $283139.90    | 0.02%             | 2028-09-29      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     391184 | PA      | $367209.86    | 0.02%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD CALL VERSUS MXN PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -21107000 | NC      | $-506349.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-LTV1                                               | CUSIP: 46591NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     880614 | PA      | $850317.87    | 0.05%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1168488.72   | 0.06%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                         | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $657630.01    | 0.04%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6450000 | PA      | $4896407.85   | 0.26%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INKIA ENERGY LTD                               | Inkia Energy Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     625000 | PA      | $591506.04    | 0.03%             | 2027-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Astro One Acqu 09/15/2028                      | Astro One Acqu 09/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     574200 | PA      | $432803.25    | 0.02%             | 2028-09-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1600000 | PA      | $1528754.86   | 0.08%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2014-C21                              | CUSIP: 46642EBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1405000 | PA      | $1294995.67   | 0.07%             | 2047-08-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BJRS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41132160 | PA      | $7219664.74   | 0.39%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-LTV1                                               | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170463 | PA      | $164707.63    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                          | Citadel Securities LP                                                            | CUSIP: 000000000<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     686725 | PA      | $675028.92    | 0.04%             | 2028-02-02      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                | Recette Clo Ltd                                                                  | CUSIP: 75620TAY4<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $999592.00    | 0.05%             | 2034-04-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2005-10CB                                                 | CUSIP: 12667GAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     332347 | PA      | $250387.99    | 0.01%             | 2035-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| OPTIV SECURITY INC                             | Optiv Security Inc                                                               | CUSIP: 000000000<br>LEI: 549300VZRXJMEDMZX746 | Long             | LON              | CORP              | US        |     322887 | PA      | $310308.02    | 0.02%             | 2024-02-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ABZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7733548 | PA      | $312839.02    | 0.02%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1064839 | PA      | $931629.24    | 0.05%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sabre Inc. 06/30/2028                          | Sabre Inc. 06/30/2028                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     274312 | PA      | $255110.63    | 0.01%             | 2028-06-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1027274 | PA      | $740011.22    | 0.04%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1346325.50   | 0.07%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STG Logistics, 05/15/2029                      | STG Logistics, 05/15/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     381524 | PA      | $368170.84    | 0.02%             | 2028-03-24      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ARB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6356812 | PA      | $471707.88    | 0.03%             | 2046-04-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                           | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     750000 | PA      | $569272.50    | 0.03%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                           | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1183843.88   | 0.06%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494525.00    | 0.03%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP                            | CITY FOOTBALL GROUP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     332488 | PA      | $312538.25    | 0.02%             | 2028-07-21      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Consolidated C 01/31/2028                      | Consolidated C 01/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     509605 | PA      | $494817.42    | 0.03%             | 2028-02-03      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                           | TCW CLO 2021-2 Ltd                                                               | CUSIP: 87190MAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2747964.00   | 0.15%             | 2034-07-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                | Lehman XS Trust Series 2005-5N                                                   | CUSIP: 86359DUM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74310 | PA      | $69915.83     | 0.00%             | 2035-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31396AAN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     129167 | PA      | $123486.73    | 0.01%             | 2035-08-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2019-KG01 Mortgage Trust                                                   | CUSIP: 30298CAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21120000 | PA      | $93609.12     | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POSCO                                          | POSCO                                                                            | CUSIP: 73730EAB9<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    1100000 | PA      | $1034523.61   | 0.06%             | 2027-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                                | CUSIP: 36262AAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1676889 | PA      | $1117497.19   | 0.06%             | 2051-08-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-147846.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                       | Alliance Laundry Systems LLC                                                     | CUSIP: 000000000<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |     475652 | PA      | $466733.20    | 0.03%             | 2027-10-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2018-6                                                  | CUSIP: 46650JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     108208 | PA      | $92922.00     | 0.01%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2005-23CB                                                 | CUSIP: 12667GMY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     328521 | PA      | $266152.90    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONVERGINT TECH 1ST LIEN                       | CONVERGINT TECH 1ST LIEN                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     650870 | PA      | $624428.50    | 0.03%             | 2028-03-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     405000 | PA      | $393674.52    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                       | Roller Bearing Co of America Inc                                                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     575000 | PA      | $497921.25    | 0.03%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                          | Freedom Mortgage Corp                                                            | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     527000 | PA      | $474857.02    | 0.03%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                          | Genesee & Wyoming Inc                                                            | CUSIP: 000000000<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     738608 | PA      | $735585.98    | 0.04%             | 2026-12-30      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   52694666 | PA      | $2714547.27   | 0.15%             | 2062-03-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31394ETQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     780761 | PA      | $26599.13     | 0.00%             | 2035-05-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Primrose Schools                               | Primrose Funding LLC                                                             | CUSIP: 74166YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2376500 | PA      | $2174895.80   | 0.12%             | 2049-07-30      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                         | Millennium Escrow Corp                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $529073.45    | 0.03%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                            | AssuredPartners Inc                                                              | CUSIP: 000000000<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     382112 | PA      | $370410.30    | 0.02%             | 2027-02-12      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2004-22                                          | CUSIP: 12669F6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42809 | PA      | $38684.71     | 0.00%             | 2034-11-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                        | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     425000 | PA      | $270300.00    | 0.01%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $428135.49    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Legal Shield 12/01/2028                        | Legal Shield 12/01/2028                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     351854 | PA      | $339362.96    | 0.02%             | 2028-12-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                       | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5076000 | PA      | $4960867.39   | 0.27%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                 | SMB Private Education Loan Trust 2014-A                                          | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3392788.00   | 0.18%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 24 HOUR FITNESS                                | 24 HOUR FITNESS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     189193 | NS      | $1891.93      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust 2019-2                                                    | CUSIP: 57109HAC6<br>LEI: 549300Y3KZXU3NUCX480 | Long             | ABS-O            | CORP              | US        |     641679 | PA      | $636945.84    | 0.03%             | 2029-07-16      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Medical Soluti 10/10/2028                      | Medical Soluti 10/10/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     470393 | PA      | $442169.87    | 0.02%             | 2028-11-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                         | Sunnova Sol Issuer LLC                                                           | CUSIP: 86745NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4677956 | PA      | $3898221.97   | 0.21%             | 2055-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $964903.43    | 0.05%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aggreko plc 10/31/2026                         | Aggreko plc 10/31/2026                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     287100 | PA      | $272505.85    | 0.01%             | 2026-08-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR Remic Trust 2020-DNA2                                          | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |     858494 | PA      | $857102.76    | 0.05%             | 2050-02-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1002990.00   | 0.05%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                              | Chariot Buyer LLC                                                                | CUSIP: 000000000<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    1133550 | PA      | $1072385.91   | 0.06%             | 2028-11-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATI                      | TRINSEO MATERIALS OPERATI                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     276327 | PA      | $269024.19    | 0.01%             | 2024-09-06      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                       | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $575667.84    | 0.03%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust                    | CUSIP: 939336Y56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   70298173 | PA      | $706.50       | 0.00%             | 2045-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $4794687.50   | 0.26%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1052333 | PA      | $932768.31    | 0.05%             | 2049-08-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Flutter Entert 07/04/2028                      | Flutter Entert 07/04/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     710000 | PA      | $707692.50    | 0.04%             | 2028-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORELOGIC, INC.                                | CORELOGIC, INC.                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     984975 | PA      | $824506.06    | 0.04%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | MXN CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -21107000 | NC      | $-593292.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31396FS95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39135 | PA      | $60352.84     | 0.00%             | 2035-12-15      | Floating      | 14.19%                | No            |                  2 | On Loan: No      |
| PERATON CORP                                   | Peraton Corp                                                                     | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    1247547 | PA      | $1221259.99   | 0.07%             | 2028-02-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FN5G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21630236 | PA      | $2221225.15   | 0.12%             | 2049-08-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BBTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23430226 | PA      | $4292691.57   | 0.23%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medallion Midl 10/30/2024                      | Medallion Midl 10/30/2024                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     305030 | PA      | $302856.38    | 0.02%             | 2028-10-18      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                         | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $806060.00    | 0.04%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1462000 | PA      | $1208787.37   | 0.07%             | 2047-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                       | Alterra Mountain Co                                                              | CUSIP: 000000000<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    1079565 | PA      | $1069038.86   | 0.06%             | 2028-08-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31079764 | PA      | $1033437.88   | 0.06%             | 2050-12-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                 | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54546 | PA      | $44891.79     | 0.00%             | 2046-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-71255.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379QD51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15857809 | PA      | $1834166.46   | 0.10%             | 2045-10-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     372833 | PA      | $291104.65    | 0.02%             | 2037-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                      | Olin Corp                                                                        | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     450000 | PA      | $411423.75    | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  -98993000 | NC      | $-1582313.62  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Infoblox, Inc 10/30/2027                       | Infoblox, Inc 10/30/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     511161 | PA      | $473249.31    | 0.03%             | 2027-12-01      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                       | Veritas US Inc / Veritas Bermuda Ltd                                             | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $214169.33    | 0.01%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                       | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    1100000 | PA      | $963206.51    | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES                        | Oryx Midstream Services Permian Basin LLC                                        | CUSIP: 000000000<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     629147 | PA      | $622560.89    | 0.03%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                        | Jazz Financing Lux Sarl                                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | US        |     996788 | PA      | $989658.43    | 0.05%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Oldcastle Buil 04/14/2029                      | Oldcastle Buil 04/14/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     299250 | PA      | $283699.77    | 0.02%             | 2029-04-29      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                          | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $472629.89    | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2017-2                                                   | CUSIP: 33850RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     181061 | PA      | $164795.40    | 0.01%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2580000 | PA      | $1651711.23   | 0.09%             | 2050-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| L&W GROUP, INC 05/22/2025                      | L&W GROUP, INC 05/22/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     612508 | PA      | $594132.67    | 0.03%             | 2028-04-06      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| SABRE INDUSTRIES                               | SABRE INDUSTRIES                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     335750 | PA      | $319723.31    | 0.02%             | 2028-06-01      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $361102.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $546117.00    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31398KBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     381671 | PA      | $31994.46     | 0.00%             | 2039-10-15      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                      | CUSIP: 61764PBV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12257370 | PA      | $156228.15    | 0.01%             | 2047-12-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301807 | PA      | $264253.11    | 0.01%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7636000 | PA      | $7048126.73   | 0.38%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BO 11/01/2025                      | PROAMPAC PG BO 11/01/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     748575 | PA      | $718787.86    | 0.04%             | 2025-11-03      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2269343.29   | 0.12%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     425000 | PA      | $403688.38    | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267976 | PA      | $244071.51    | 0.01%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     875000 | PA      | $720857.70    | 0.04%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2013-C12                                         | CUSIP: 92937FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     412205 | PA      | $524.10       | 0.00%             | 2048-03-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                 | UBS-Barclays Commercial Mortgage Trust 2012-C4                                   | CUSIP: 90270RAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     306388 | PA      | $292217.38    | 0.02%             | 2045-12-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                            | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     800000 | PA      | $714460.00    | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     825000 | PA      | $656745.38    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PLAYTIKA HOLDING CORP                          | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     600000 | PA      | $471750.00    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1781000 | PA      | $1592325.31   | 0.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK17                                                                  | CUSIP: 065403BD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49845858 | PA      | $2414356.40   | 0.13%             | 2052-04-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2022-NQM1                                    | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2535696 | PA      | $2278733.95   | 0.12%             | 2062-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CBS RADIO INC                                  | Audacy Capital Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     416667 | PA      | $297916.67    | 0.02%             | 2024-11-18      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| ALBEA S.A, 04/22/2024                          | ALBEA S.A, 04/22/2024                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     146915 | PA      | $136631.11    | 0.01%             | 2024-04-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Refresco Group 05/03/2029                      | Refresco Group 05/03/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     675000 | PA      | $654750.00    | 0.04%             | 2029-07-12      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     400000 | PA      | $302328.86    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BS7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1605202 | PA      | $270380.18    | 0.01%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     350000 | PA      | $303850.75    | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                              | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3624000 | PA      | $3553790.29   | 0.19%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                              | InRetail Consumer                                                                | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    1125000 | PA      | $968938.95    | 0.05%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | Sofi Professional Loan Program 2017-C LLC                                        | CUSIP: 83405DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $861175.70    | 0.05%             | 2040-07-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | EUR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |   24356700 | NC      | $335328.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                               | Colgate Energy Partners III LLC                                                  | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     825000 | PA      | $709632.46    | 0.04%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $544680.00    | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                       | Empresa Nacional del Petroleo                                                    | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     500000 | PA      | $469910.18    | 0.03%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    2950000 | PA      | $2926680.25   | 0.16%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ivanti Softwar 12/01/2028                      | Ivanti Softwar 12/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $87750.00     | 0.00%             | 2028-12-01      | Floating      | 12.01%                | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                       | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $562054.50    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                       | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     850000 | PA      | $719100.00    | 0.04%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| US LBM 12/08/2027                              | US LBM 12/08/2027                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     240624 | PA      | $209509.77    | 0.01%             | 2027-12-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                      | CUSIP: 61763BAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10592766 | PA      | $43775.67     | 0.00%             | 2046-11-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2975000 | PA      | $2057609.81   | 0.11%             | 2051-09-27      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     483642 | PA      | $212760.14    | 0.01%             | 2036-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-47344.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta2 Sarl Lu 01/15/2030                      | Delta2 Sarl Lu 01/15/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     250000 | PA      | $250260.50    | 0.01%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3640538 | PA      | $3068665.12   | 0.17%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | DUALDIGI AUDUSD 0.6375 USDJPY 131.5                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |    1045000 | NC      | $76983.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1,                  | Sunrun Jupiter Issuer 2022-1 LLC                                                 | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5580401 | PA      | $5121031.70   | 0.28%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397MK71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1421655 | PA      | $103484.00    | 0.01%             | 2036-04-25      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     533068 | PA      | $473787.86    | 0.03%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     875000 | PA      | $807734.38    | 0.04%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                       | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     350000 | PA      | $277514.72    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                         | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $836609.38    | 0.05%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD                                     | FLORA FOOD                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     388652 | PA      | $354239.65    | 0.02%             | 2025-07-02      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $205269.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     822375 | PA      | $752513.91    | 0.04%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                       | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $984777.14    | 0.05%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379TND7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     413512 | PA      | $51498.55     | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AYHR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     995505 | PA      | $31063.63     | 0.00%             | 2028-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XY32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1020000 | PA      | $1055176.94   | 0.06%             | 2031-01-25      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1184495.38   | 0.06%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pacific Dental 04/21/2028                      | Pacific Dental 04/21/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     253980 | PA      | $248001.17    | 0.01%             | 2028-05-05      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     200000 | PA      | $136156.32    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust 2013-7                                                                | CUSIP: 12647PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440238 | PA      | $386723.10    | 0.02%             | 2043-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Bally's (f.k.a 10/01/2028                      | Bally's (f.k.a 10/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     720025 | PA      | $670823.53    | 0.04%             | 2028-10-02      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-358789.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                             | Mativ Holdings Inc                                                               | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     925000 | PA      | $818504.75    | 0.04%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2013-C17                                         | CUSIP: 92938GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760000 | PA      | $678596.25    | 0.04%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-54923.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2453000 | PA      | $2435557.45   | 0.13%             | 2045-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-624703.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     673000 | PA      | $647808.80    | 0.03%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                       | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |     449568 | PA      | $444635.14    | 0.02%             | 2028-09-22      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                          | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $526528.13    | 0.03%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2019-5                                                    | CUSIP: 81743ACD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2012666 | PA      | $1553276.14   | 0.08%             | 2049-12-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -98993000 | NC      | $-3798579.24  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                    | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     700000 | PA      | $489359.51    | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                       | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     555000 | PA      | $370302.78    | 0.02%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| YAHOO (VERIZON 09/01/2027                      | YAHOO (VERIZON 09/01/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     389537 | PA      | $354186.68    | 0.02%             | 2027-09-01      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust 2018-4                                                    | CUSIP: 57109GAC8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     154207 | PA      | $153862.53    | 0.01%             | 2028-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                       | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     850000 | PA      | $681775.30    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                            | Inversiones CMPC SA                                                              | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $193590.68    | 0.01%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust 2006-AR2                                           | CUSIP: 17307G6K9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75437 | PA      | $58833.62     | 0.00%             | 2036-03-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                           | Alta Equipment Group Inc                                                         | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     825000 | PA      | $745948.34    | 0.04%             | 2026-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2310226 | PA      | $37809.62     | 0.00%             | 2049-02-10      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     974000 | PA      | $794817.41    | 0.04%             | 2047-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $684835.85    | 0.04%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Worldwide Expr 08/15/2028                      | Worldwide Expr 08/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     718625 | PA      | $659338.44    | 0.04%             | 2028-07-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Avaya Inc. 12/15/2027                          | Avaya Inc. 12/15/2027                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4700000 | PA      | $2937500.00   | 0.16%             | 2027-12-15      | Floating      | 14.34%                | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     175000 | PA      | $144156.25    | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CWGS GROUP, LLC                                | CWGS GROUP, LLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1022530 | PA      | $948929.16    | 0.05%             | 2028-06-03      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FAHD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1823333 | PA      | $280663.12    | 0.02%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wideopenwest F 12/15/2028                      | Wideopenwest F 12/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     331650 | PA      | $321976.76    | 0.02%             | 2028-12-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                          | Phoenix Guarantor Inc                                                            | CUSIP: 000000000<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     289050 | PA      | $271887.30    | 0.01%             | 2026-03-05      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $93252.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AAZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7398072 | PA      | $790600.18    | 0.04%             | 2042-12-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                          | Rockland Park CLO Ltd                                                            | CUSIP: 773663AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2050000 | PA      | $1920618.35   | 0.10%             | 2034-04-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38380XQS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14360194 | PA      | $1267677.69   | 0.07%             | 2048-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                                  | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $385604.00    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2326259 | PA      | $1911730.17   | 0.10%             | 2049-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1450000 | PA      | $1220366.40   | 0.07%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 Trust | CUSIP: 93935AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1649636 | PA      | $1014997.80   | 0.05%             | 2046-07-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8373.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Voya Funds Trust

**Signature:** Tin Bui

**Name of Signer:** Tin Bui

**Title:** Vice President