# EDGAR Filing Document

**Accession Number:** 0000895430
**File Stem:** 0001752724-23-067915
**Filing Date:** 2023-3
**Character Count:** 606149
**Document Hash:** 866b34a68b8dc53c6c29357d9540996e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067915.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067915

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000895430
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07428
- **FILM NUMBER:** 23764102

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 18009920180

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990526

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NICHOLAS APPLEGATE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19930328

## Series and Classes Contracts Data

### Voya Global Bond Fund (Series ID: S000012534)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000034078 | Class A      | INGBX           |
| C000034080 | Class C      | IGBCX           |
| C000034081 | Class I      | IGBIX           |
| C000079030 | Class W      | IGBWX           |
| C000105408 | Class R      | IGBRX           |
| C000122013 | Class R6     | IGBZX           |
| C000199160 | Class P3     | VPGBX           |

## Nport-Ex

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: 26.6%** | **CORPORATE BONDS/NOTES: 26.6%** | **CORPORATE BONDS/NOTES: 26.6%** |  |
|  | **Australia: 0.1%** | **Australia: 0.1%** | **Australia: 0.1%** |
| 92000<sup>(1)</sup> | CSL Finance PLC, 4.050%, 04/27/2029 | $&nbsp;&nbsp;&nbsp;&nbsp;89208 | 0.0 |
| 152000<sup>(1)</sup> | CSL Finance PLC, 4.250%, 04/27/2032 | 148105 | 0.1 |
| 39000<sup>(1)</sup> | CSL Finance PLC, 4.625%, 04/27/2042 | 37490 | 0.0 |
| 66000<sup>(1)</sup> | CSL Finance PLC, 4.750%, 04/27/2052 | 64694 | 0.0 |
| 28000<sup>(1)</sup> | CSL Finance PLC, 4.950%, 04/27/2062 | 27071 | 0.0 |
| 6000 | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | 4300 | 0.0 |
|  |  | **370868** | **0.1** |
|  | **Belgium: 0.2%** | **Belgium: 0.2%** | **Belgium: 0.2%** |
| 178000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 173953 | 0.0 |
| 286000 | Anheuser-Busch InBev Worldwide, Inc., 4.750%, 01/23/2029 | 290732 | 0.1 |
| 229000<sup>(1),(2)</sup> | KBC Group NV, 5.796%, 01/19/2029 | 232497 | 0.1 |
|  |  | **697182** | **0.2** |
|  | **Bermuda: 0.1%** | **Bermuda: 0.1%** | **Bermuda: 0.1%** |
| 188000<sup>(1)</sup> | Triton Container International Ltd., 3.150%, 06/15/2031 | 151338 | 0.1 |
| 143000 | XLIT Ltd., 5.500%, 03/31/2045 | 145648 | 0.0 |
|  |  | **296986** | **0.1** |
|  | **Canada: 0.7%** | **Canada: 0.7%** | **Canada: 0.7%** |
| 370000<sup>(2)</sup> | Bank of Nova Scotia/The, 4.588%, 05/04/2037 | 333875 | 0.1 |
| 59000 | Bank of Nova Scotia/The, 4.850%, 02/01/2030 | 59156 | 0.0 |
| 97000 | Brookfield Finance LLC / Brookfield Finance, Inc., 3.450%, 04/15/2050 | 67434 | 0.0 |
| 324000 | Canadian Imperial Bank of Commerce, 3.945%, 08/04/2025 | 318994 | 0.1 |
| 200000<sup>(1)</sup> | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 187027 | 0.1 |
| 101000 | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 97682 | 0.1 |
| 76000<sup>(2)</sup> | Enbridge, Inc., 7.375%, 01/15/2083 | 76168 | 0.0 |
| 76000<sup>(2)</sup> | Enbridge, Inc., 7.625%, 01/15/2083 | 78454 | 0.0 |
| 220000 | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 206684 | 0.1 |
| 192000<sup>(1)</sup> | Intact Financial Corp., 5.459%, 09/22/2032 | 196292 | 0.1 |
| 36000 | Nutrien Ltd., 5.950%, 11/07/2025 | 37099 | 0.0 |
| 225000<sup>(1)</sup> | Open Text Holdings, Inc., 4.125%, 12/01/2031 | 183087 | 0.1 |
| 52000<sup>(1)</sup> | Rogers Communications, Inc., 3.800%, 03/15/2032 | 46842 | 0.0 |
|  |  | **1888794** | **0.7** |
|  | **Cayman Islands: 0.0%** | **Cayman Islands: 0.0%** | **Cayman Islands: 0.0%** |
| 114750<sup>(1)</sup> | Seagate HDD Cayman, 9.625%, 12/01/2032 | **130089** | **0.0** |
|  | **Chile: 0.2%** | **Chile: 0.2%** | **Chile: 0.2%** |
| 300000<sup>(1)</sup> | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | 284346 | 0.1 |
| 275000<sup>(1)</sup> | Corp Nacional del Cobre de Chile, 5.125%, 02/02/2033 | 276922 | 0.1 |
|  |  | **561268** | **0.2** |
|  | **Colombia: 0.2%** | **Colombia: 0.2%** | **Colombia: 0.2%** |
| 250000 | Ecopetrol SA, 6.875%, 04/29/2030 | 234646 | 0.1 |
| 475000 | Ecopetrol SA, 8.875%, 01/13/2033 | 487904 | 0.1 |
|  |  | **722550** | **0.2** |
|  | **Denmark: 0.1%** | **Denmark: 0.1%** | **Denmark: 0.1%** |
| 215000<sup>(1),(2)</sup> | Danske Bank A/S, 3.244%, 12/20/2025 | **204534** | **0.1** |
|  | **France: 0.6%** | **France: 0.6%** | **France: 0.6%** |
| 231000<sup>(1)</sup> | Banque Federative du Credit Mutuel SA, 4.935%, 01/26/2026 | 230905 | 0.1 |
| 215000<sup>(1),(2)</sup> | BNP Paribas SA, 3.052%, 01/13/2031 | 186763 | 0.1 |
| 700000<sup>(1)</sup> | BNP Paribas SA, 3.500%, 03/01/2023 | 699302 | 0.2 |
| 728000<sup>(1)</sup> | BPCE SA, 5.150%, 07/21/2024 | 720495 | 0.2 |
|  |  | **1837465** | **0.6** |
|  | **Hong Kong: 0.0%** | **Hong Kong: 0.0%** | **Hong Kong: 0.0%** |
| 200000<sup>(1)</sup> | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | **171123** | **0.0** |
|  | **India: 0.2%** | **India: 0.2%** | **India: 0.2%** |
| 300000<sup>(1)</sup> | Reliance Industries Ltd., 2.875%, 01/12/2032 | 249895 | 0.1 |
| 300000<sup>(1)</sup> | Reliance Industries Ltd., 3.625%, 01/12/2052 | 217686 | 0.1 |
|  |  | **467581** | **0.2** |
|  | **Indonesia: 0.3%** | **Indonesia: 0.3%** | **Indonesia: 0.3%** |
| 350000<sup>(1)</sup> | Pertamina Persero PT, 2.300%, 02/09/2031 | 287558 | 0.1 |
| 200000<sup>(1)</sup> | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | 185150 | 0.1 |
| 425000<sup>(1)</sup> | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | 428719 | 0.1 |
|  |  | **901427** | **0.3** |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **Israel: 0.1%** | **Israel: 0.1%** | **Israel: 0.1%** |
| 300000 | Bank Hapoalim, 3.255%, 01/21/2032 | $**265402** | **0.1** |
|  | **Italy: 0.1%** | **Italy: 0.1%** | **Italy: 0.1%** |
| 250000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | **216026** | **0.1** |
|  | **Japan: 0.1%** | **Japan: 0.1%** | **Japan: 0.1%** |
| 200000 | Sumitomo Mitsui Financial Group, Inc., 5.766%, 01/13/2033 | **211723** | **0.1** |
|  | **Kuwait: 0.1%** | **Kuwait: 0.1%** | **Kuwait: 0.1%** |
| 200000<sup>(1)</sup> | Equate Petrochemical BV, 2.625%, 04/28/2028 | **178875** | **0.1** |
|  | **Malaysia: 0.2%** | **Malaysia: 0.2%** | **Malaysia: 0.2%** |
| 500000<sup>(1)</sup> | Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027 | **463083** | **0.2** |
|  | **Mexico: 0.5%** | **Mexico: 0.5%** | **Mexico: 0.5%** |
| 475000 | Petroleos Mexicanos, 5.950%, 01/28/2031 | 380876 | 0.2 |
| 387000 | Petroleos Mexicanos, 6.700%, 02/16/2032 | 321765 | 0.1 |
| 675000 | Petroleos Mexicanos, 10.000%, 02/07/2033 | 659475 | 0.2 |
|  |  | **1362116** | **0.5** |
|  | **Netherlands: 0.4%** | **Netherlands: 0.4%** | **Netherlands: 0.4%** |
| 355000 | ING Groep NV, 4.050%, 04/09/2029 | 337668 | 0.1 |
| 323000 | Shell International Finance BV, 3.875%, 11/13/2028 | 317894 | 0.1 |
| 180000 | Shell International Finance BV, 4.000%, 05/10/2046 | 160533 | 0.1 |
| 290000<sup>(1)</sup> | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | 269065 | 0.1 |
|  |  | **1085160** | **0.4** |
|  | **New Zealand: 0.1%** | **New Zealand: 0.1%** | **New Zealand: 0.1%** |
| 200000<sup>(1),(2)</sup> | ASB Bank Ltd., 5.284%, 06/17/2032 | **193131** | **0.1** |
|  | **Norway: 0.0%** | **Norway: 0.0%** | **Norway: 0.0%** |
| 56000 | Equinor ASA, 3.125%, 04/06/2030 | **52058** | **0.0** |
|  | **Panama: 0.2%** | **Panama: 0.2%** | **Panama: 0.2%** |
| 250000<sup>(1)</sup> | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | 222048 | 0.1 |
| 500000<sup>(1)</sup> | Banco Nacional de Panama, 2.500%, 08/11/2030 | 410610 | 0.1 |
|  |  | **632658** | **0.2** |
|  | **Peru: 0.1%** | **Peru: 0.1%** | **Peru: 0.1%** |
| 300000<sup>(1)</sup> | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | **259830** | **0.1** |
|  | **Saudi Arabia: 0.1%** | **Saudi Arabia: 0.1%** | **Saudi Arabia: 0.1%** |
| 325000<sup>(1)</sup> | EIG Pearl Holdings Sarl, 3.545%, 08/31/2036 | **283441** | **0.1** |
|  | **South Korea: 0.1%** | **South Korea: 0.1%** | **South Korea: 0.1%** |
| 225000<sup>(1)</sup> | POSCO, 4.500%, 08/04/2027 | **220689** | **0.1** |
|  | **Spain: 0.1%** | **Spain: 0.1%** | **Spain: 0.1%** |
| 200000<sup>(2)</sup> | Banco Santander SA, 3.225%, 11/22/2032 | 161549 | 0.0 |
| 202000 | Caixabank SA, 6.208%, 01/18/2029 | 204688 | 0.1 |
|  |  | **366237** | **0.1** |
|  | **Switzerland: 0.3%** | **Switzerland: 0.3%** | **Switzerland: 0.3%** |
| 456000<sup>(1)</sup> | Credit Suisse AG, 6.500%, 08/08/2023 | 450603 | 0.1 |
| 263000 | Credit Suisse AG/New York NY, 1.250%, 08/07/2026 | 221275 | 0.1 |
| 200000<sup>(1),(2)</sup> | UBS Group AG, 4.751%, 05/12/2028 | 196709 | 0.1 |
|  |  | **868587** | **0.3** |
|  | **Thailand: 0.2%** | **Thailand: 0.2%** | **Thailand: 0.2%** |
| 300000<sup>(1),(2)</sup> | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | 288423 | 0.1 |
| 450000<sup>(1),(3)</sup> | GC Treasury Center Co. Ltd., 2.980%, 03/18/2031 | 377826 | 0.1 |
|  |  | **666249** | **0.2** |
|  | **United Arab Emirates: 0.2%** | **United Arab Emirates: 0.2%** | **United Arab Emirates: 0.2%** |
| 323631<sup>(1)</sup> | Galaxy Pipeline Assets Bidco Ltd., 2.160%, 03/31/2034 | 280065 | 0.1 |
| 289959<sup>(1)</sup> | Galaxy Pipeline Assets Bidco Ltd., 2.940%, 09/30/2040 | 237704 | 0.1 |
|  |  | **517769** | **0.2** |
|  | **United Kingdom: 1.1%** | **United Kingdom: 1.1%** | **United Kingdom: 1.1%** |
| 600000<sup>(1)</sup> | Anglo American Capital PLC, 3.625%, 09/11/2024 | 585538 | 0.2 |
| 199000 | BAT International Finance PLC, 4.448%, 03/16/2028 | 190601 | 0.1 |
| 500000<sup>(2)</sup> | HSBC Holdings PLC, 1.162%, 11/22/2024 | 482164 | 0.2 |
| 217000<sup>(2)</sup> | HSBC Holdings PLC, 2.999%, 03/10/2026 | 206737 | 0.1 |
| 240000<sup>(1)</sup> | LSEGA Financing PLC, 3.200%, 04/06/2041 | 190342 | 0.1 |
| 750000 | Royalty Pharma PLC, 1.200%, 09/02/2025 | 680630 | 0.2 |
| 458000 | Royalty Pharma PLC, 1.750%, 09/02/2027 | 398321 | 0.1 |
| 111000 | Royalty Pharma PLC, 3.550%, 09/02/2050 | 78362 | 0.0 |
| 245000<sup>(1)</sup> | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;208639 | 0.1 |
|  |  | **3021334** | **1.1** |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **United States: 19.9%** | **United States: 19.9%** | **United States: 19.9%** |
| 107000 | AbbVie, Inc., 3.200%, 11/21/2029 | $99553 | 0.0 |
| 750000 | AbbVie, Inc., 3.800%, 03/15/2025 | 735897 | 0.3 |
| 33000 | AbbVie, Inc., 4.050%, 11/21/2039 | 29779 | 0.0 |
| 5000 | AbbVie, Inc., 4.300%, 05/14/2036 | 4759 | 0.0 |
| 225000<sup>(1)</sup> | ADT Security Corp./The, 4.125%, 08/01/2029 | 200594 | 0.1 |
| 289000 | Advance Auto Parts, Inc., 3.900%, 04/15/2030 | 263690 | 0.1 |
| 205000 | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | 196179 | 0.1 |
| 170000 | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | 158307 | 0.1 |
| 381000<sup>(1)</sup> | AEP Texas, Inc., 3.850%, 10/01/2025 | 368959 | 0.1 |
| 230000<sup>(1)</sup> | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 198735 | 0.1 |
| 51000 | Alleghany Corp., 3.250%, 08/15/2051 | 38318 | 0.0 |
| 120000 | Alleghany Corp., 3.625%, 05/15/2030 | 113769 | 0.0 |
| 3000 | Alleghany Corp., 4.900%, 09/15/2044 | 2959 | 0.0 |
| 235000<sup>(1)</sup> | Allison Transmission, Inc., 3.750%, 01/30/2031 | 199092 | 0.1 |
| 193000 | Altria Group, Inc., 4.500%, 05/02/2043 | 153842 | 0.1 |
| 119000 | Altria Group, Inc., 4.800%, 02/14/2029 | 117822 | 0.0 |
| 130000 | Amazon.com, Inc., 2.100%, 05/12/2031 | 110852 | 0.0 |
| 326000 | Amazon.com, Inc., 2.875%, 05/12/2041 | 257329 | 0.1 |
| 89000 | Amazon.com, Inc., 3.600%, 04/13/2032 | 84717 | 0.0 |
| 40000 | Amazon.com, Inc., 3.950%, 04/13/2052 | 35483 | 0.0 |
| 61000 | Amazon.com, Inc., 4.100%, 04/13/2062 | 53649 | 0.0 |
| 80000 | Amazon.com, Inc., 4.550%, 12/01/2027 | 81052 | 0.0 |
| 106000 | Amazon.com, Inc., 4.700%, 12/01/2032 | 108582 | 0.0 |
| 256076 | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | 212691 | 0.1 |
| 113950 | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | 96796 | 0.0 |
| 84948 | American Airlines 2016-1 Class AA Pass Through Trust, 3.575%, 07/15/2029 | 77108 | 0.0 |
| 33817 | American Airlines 2016-2 Class A Pass Through Trust, 3.650%, 12/15/2029 | 28691 | 0.0 |
| 94504 | American Airlines 2016-3 Class A Pass Through Trust, 3.250%, 04/15/2030 | 75573 | 0.0 |
| 462264 | American Airlines 2021-1 Class A Pass Through Trust, 2.875%, 01/11/2036 | 382236 | 0.1 |
| 87000 | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 62817 | 0.0 |
| 74000<sup>(2)</sup> | American Electric Power Co., Inc., 3.875%, 02/15/2062 | 63506 | 0.0 |
| 288000<sup>(2)</sup> | American Express Co., 4.420%, 08/03/2033 | 279823 | 0.1 |
| 81000 | American Homes 4 Rent L.P., 3.625%, 04/15/2032 | 72074 | 0.0 |
| 50000 | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | 40801 | 0.0 |
| 99000 | American Honda Finance Corp., 4.700%, 01/12/2028 | 100012 | 0.0 |
| 448000 | American International Group, Inc., 4.750%, 04/01/2048 | 428373 | 0.2 |
| 603000 | American Tower Corp., 2.750%, 01/15/2027 | 556110 | 0.2 |
| 72000 | American Tower Corp., 3.650%, 03/15/2027 | 68440 | 0.0 |
| 98000<sup>(1)</sup> | American Transmission Systems, Inc., 2.650%, 01/15/2032 | 83500 | 0.0 |
| 245000<sup>(1),(3)</sup> | ANGI Group LLC, 3.875%, 08/15/2028 | 188199 | 0.1 |
| 135000<sup>(1)</sup> | Antero Resources Corp., 5.375%, 03/01/2030 | 126065 | 0.1 |
| 390000 | Apache Corp., 5.100%, 09/01/2040 | 341065 | 0.1 |
| 21000 | Apple, Inc., 1.650%, 02/08/2031 | 17431 | 0.0 |
| 32000 | Apple, Inc., 1.700%, 08/05/2031 | 26356 | 0.0 |
| 67000 | Apple, Inc., 2.850%, 08/05/2061 | 46716 | 0.0 |
| 65000 | Apple, Inc., 3.950%, 08/08/2052 | 58463 | 0.0 |
| 29000 | Apple, Inc., 4.100%, 08/08/2062 | 25991 | 0.0 |
| 210000 | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 183953 | 0.1 |
| 41000 | AT&T, Inc., 3.650%, 09/15/2059 | 30112 | 0.0 |
| 148000 | AutoZone, Inc., 4.750%, 02/01/2033 | 147081 | 0.1 |
| 55000<sup>(3)</sup> | AvalonBay Communities, Inc., 5.000%, 02/15/2033 | 57193 | 0.0 |
| 76000 | Avnet, Inc., 5.500%, 06/01/2032 | 74988 | 0.0 |
| 368000<sup>(2)</sup> | Bank of America Corp., 1.197%, 10/24/2026 | 331934 | 0.1 |
| 366000<sup>(2)</sup> | Bank of America Corp., 1.734%, 07/22/2027 | 328102 | 0.1 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 126000<sup>(2)</sup> | Bank of America Corp., 1.898%, 07/23/2031 | $&nbsp;&nbsp;&nbsp;&nbsp;101958 | 0.0 |
| 86000<sup>(2)</sup> | Bank of America Corp., 2.087%, 06/14/2029 | 74987 | 0.0 |
| 74000<sup>(2)</sup> | Bank of America Corp., 2.299%, 07/21/2032 | 60282 | 0.0 |
| 341000<sup>(2)</sup> | Bank of America Corp., 2.482%, 09/21/2036 | 266389 | 0.1 |
| 175000<sup>(2)</sup> | Bank of America Corp., 2.572%, 10/20/2032 | 144830 | 0.1 |
| 263000<sup>(2)</sup> | Bank of America Corp., 2.687%, 04/22/2032 | 222214 | 0.1 |
| 44000<sup>(2)</sup> | Bank of America Corp., 3.593%, 07/21/2028 | 41603 | 0.0 |
| 155000<sup>(2)</sup> | Bank of America Corp., 3.846%, 03/08/2037 | 135265 | 0.1 |
| 465000<sup>(2)</sup> | Bank of America Corp., 3.864%, 07/23/2024 | 462263 | 0.2 |
| 84000<sup>(2)</sup> | Bank of America Corp., 4.083%, 03/20/2051 | 72446 | 0.0 |
| 430000<sup>(2)</sup> | Bank of America Corp., 4.571%, 04/27/2033 | 415914 | 0.2 |
| 650000<sup>(2)</sup> | Bank of America Corp., 5.015%, 07/22/2033 | 650180 | 0.2 |
| 59000<sup>(2),(3)</sup> | Bank of America Corp., 6.204%, 11/10/2028 | 62257 | 0.0 |
| 153000<sup>(2)</sup> | Bank of New York Mellon Corp./The, 5.834%, 10/25/2033 | 165824 | 0.1 |
| 225000 | Bath & Body Works, Inc., 6.750%, 07/01/2036 | 203784 | 0.1 |
| 552000 | Berry Global, Inc., 1.650%, 01/15/2027 | 483174 | 0.2 |
| 37000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | 28274 | 0.0 |
| 161000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | 100800 | 0.0 |
| 97000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 6.200%, 04/22/2033 | 102401 | 0.0 |
| 448000 | Boeing Co/The, 3.625%, 02/01/2031 | 410749 | 0.2 |
| 88000 | Boeing Co/The, 5.150%, 05/01/2030 | 88761 | 0.0 |
| 41000 | Brighthouse Financial, Inc., 4.700%, 06/22/2047 | 33241 | 0.0 |
| 116000 | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | 98235 | 0.0 |
| 90000<sup>(1)</sup> | Broadcom, Inc., 4.926%, 05/15/2037 | 82704 | 0.0 |
| 215000<sup>(1)</sup> | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 200776 | 0.1 |
| 90000 | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | 78564 | 0.0 |
| 141000 | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | 134660 | 0.1 |
| 47000<sup>(1)</sup> | Cargill, Inc., 2.125%, 04/23/2030 | 39928 | 0.0 |
| 131000<sup>(1)</sup> | Cargill, Inc., 2.125%, 11/10/2031 | 107560 | 0.0 |
| 40000<sup>(1)</sup> | Cargill, Inc., 4.375%, 04/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;37825 | 0.0 |
| 30000<sup>(1)</sup> | Cargill, Inc., 5.125%, 10/11/2032 | 31311 | 0.0 |
| 147000 | Centene Corp., 3.000%, 10/15/2030 | 125907 | 0.1 |
| 135000 | Centene Corp., 4.625%, 12/15/2029 | 128424 | 0.1 |
| 99000 | CenterPoint Energy, Inc., 4.250%, 11/01/2028 | 95377 | 0.0 |
| 185000 | Central Garden & Pet Co., 4.125%, 10/15/2030 | 157493 | 0.1 |
| 89000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | 74668 | 0.0 |
| 81000<sup>(3)</sup> | Chubb INA Holdings, Inc., 1.375%, 09/15/2030 | 65660 | 0.0 |
| 67000 | Chubb INA Holdings, Inc., 2.850%, 12/15/2051 | 48558 | 0.0 |
| 28000 | Chubb INA Holdings, Inc., 3.050%, 12/15/2061 | 19930 | 0.0 |
| 447000 | Cigna Corp., 3.050%, 10/15/2027 | 420101 | 0.2 |
| 246000 | Cigna Corp., 3.200%, 03/15/2040 | 196752 | 0.1 |
| 49000 | Cigna Corp., 3.400%, 03/15/2050 | 37250 | 0.0 |
| 101000 | Cigna Corp., 4.800%, 08/15/2038 | 99019 | 0.0 |
| 296000<sup>(1)</sup> | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 276986 | 0.1 |
| 165000 | Coca-Cola Co/The, 3.450%, 03/25/2030 | 157624 | 0.1 |
| 73000 | Comcast Corp., 1.950%, 01/15/2031 | 61162 | 0.0 |
| 193000 | Comcast Corp., 3.750%, 04/01/2040 | 170721 | 0.1 |
| 103000 | Comcast Corp., 4.250%, 01/15/2033 | 100989 | 0.0 |
| 67000 | Comcast Corp., 5.350%, 11/15/2027 | 69841 | 0.0 |
| 80000 | Comcast Corp., 5.650%, 06/15/2035 | 87319 | 0.0 |
| 30000 | Commonwealth Edison Co., 5.300%, 02/01/2053 | 32024 | 0.0 |
| 75000<sup>(1)</sup> | CommScope Technologies LLC, 5.000%, 03/15/2027 | 57364 | 0.0 |
| 128000 | Connecticut Light and Power Co/The, 5.250%, 01/15/2053 | 137246 | 0.1 |
| 50000 | Consumers Energy Co., 4.200%, 09/01/2052 | 45696 | 0.0 |
| 169000<sup>(1)</sup> | Corebridge Financial, Inc., 3.850%, 04/05/2029 | 157860 | 0.1 |
| 103000<sup>(1)</sup> | Corebridge Financial, Inc., 3.900%, 04/05/2032 | 93914 | 0.0 |
| 215000<sup>(1),(2)</sup> | Corebridge Financial, Inc., 6.875%, 12/15/2052 | 214179 | 0.1 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 425000<sup>(1)</sup> | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;406727 | 0.1 |
| 59000 | Crown Castle International Corp., 4.150%, 07/01/2050 | 49175 | 0.0 |
| 51000 | Crown Castle, Inc., 2.900%, 03/15/2027 | 47456 | 0.0 |
| 74000<sup>(3)</sup> | Crown Castle, Inc., 5.000%, 01/11/2028 | 74907 | 0.0 |
| 200000<sup>(1)</sup> | CSC Holdings LLC, 5.750%, 01/15/2030 | 126255 | 0.1 |
| 82000 | CSX Corp., 4.500%, 11/15/2052 | 76242 | 0.0 |
| 81000 | CSX Corp., 4.500%, 08/01/2054 | 74218 | 0.0 |
| 122000 | Cummins, Inc., 1.500%, 09/01/2030 | 99598 | 0.0 |
| 9000 | CVS Health Corp., 3.250%, 08/15/2029 | 8265 | 0.0 |
| 5000 | CVS Health Corp., 4.125%, 04/01/2040 | 4373 | 0.0 |
| 4000 | CVS Health Corp., 5.125%, 07/20/2045 | 3857 | 0.0 |
| 210000 | Dana, Inc., 5.625%, 06/15/2028 | 198026 | 0.1 |
| 220000<sup>(1)</sup> | DaVita, Inc., 4.625%, 06/01/2030 | 185585 | 0.1 |
| 110000 | Deere & Co., 3.100%, 04/15/2030 | 102126 | 0.0 |
| 152000<sup>(3)</sup> | Dell International LLC / EMC Corp., 5.750%, 02/01/2033 | 151989 | 0.1 |
| 176000 | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 181084 | 0.1 |
| 129023 | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | 127875 | 0.1 |
| 100000 | Diamondback Energy, Inc., 6.250%, 03/15/2033 | 106525 | 0.0 |
| 91000 | Diamondback Energy, Inc., 6.250%, 03/15/2053 | 95332 | 0.0 |
| 92000 | Discovery Communications LLC, 5.300%, 05/15/2049 | 77984 | 0.0 |
| 225000 | DISH DBS Corp., 5.125%, 06/01/2029 | 143438 | 0.1 |
| 32000 | Dollar General Corp., 3.500%, 04/03/2030 | 29536 | 0.0 |
| 181000<sup>(2)</sup> | Dominion Energy, Inc., 4.350%, 12/31/2199 | 162900 | 0.1 |
| 99000<sup>(2)</sup> | Dominion Energy, Inc., 4.650%, 12/31/2199 | 92852 | 0.0 |
| 134000<sup>(3)</sup> | Dominion Energy, Inc., 5.375%, 11/15/2032 | 137995 | 0.1 |
| 38000<sup>(3)</sup> | Dow Chemical Co/The, 6.300%, 03/15/2033 | 41903 | 0.0 |
| 61000 | Dow Chemical Co/The, 6.900%, 05/15/2053 | 72405 | 0.0 |
| 305000 | DTE Electric Co., 2.250%, 03/01/2030 | 265080 | 0.1 |
| 112000 | DTE Electric Co., 4.300%, 07/01/2044 | 103187 | 0.0 |
| 3000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 2468 | 0.0 |
| 12000 | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | 10081 | 0.0 |
| 3000 | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | 2741 | 0.0 |
| 38000 | Duke Energy Carolinas LLC, 5.350%, 01/15/2053 | 40204 | 0.0 |
| 921000 | Duke Energy Corp., 2.650%, 09/01/2026 | 861745 | 0.3 |
| 107000 | Duke Energy Florida LLC, 2.400%, 12/15/2031 | 90975 | 0.0 |
| 14000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 12468 | 0.0 |
| 43000 | Duke Energy Florida LLC, 5.950%, 11/15/2052 | 48799 | 0.0 |
| 3000 | Duke Energy Progress LLC, 4.100%, 03/15/2043 | 2668 | 0.0 |
| 41000 | Ecolab, Inc., 2.750%, 08/18/2055 | 27132 | 0.0 |
| 61000 | Elevance Health, Inc., 4.750%, 02/15/2033 | 61269 | 0.0 |
| 43000 | Elevance Health, Inc., 4.900%, 02/08/2026 | 43046 | 0.0 |
| 87000 | Elevance Health, Inc., 5.125%, 02/15/2053 | 87553 | 0.0 |
| 36000 | Elevance Health, Inc., 6.100%, 10/15/2052 | 41038 | 0.0 |
| 134000 | Energy Transfer L.P., 4.250%, 04/01/2024 | 132529 | 0.1 |
| 969000 | Energy Transfer L.P., 4.900%, 02/01/2024 | 965388 | 0.3 |
| 375000 | Energy Transfer L.P., 5.400%, 10/01/2047 | 344652 | 0.1 |
| 230000 | Energy Transfer L.P., 5.750%, 02/15/2033 | 236655 | 0.1 |
| 286000 | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 284581 | 0.1 |
| 14000 | Entergy Arkansas LLC, 3.350%, 06/15/2052 | 10654 | 0.0 |
| 41000 | Entergy Arkansas LLC, 4.200%, 04/01/2049 | 36211 | 0.0 |
| 34000<sup>(3)</sup> | Entergy Arkansas LLC, 5.150%, 01/15/2033 | 35360 | 0.0 |
| 180000 | Entergy Corp., 2.800%, 06/15/2030 | 156865 | 0.1 |
| 135000 | Essential Utilities, Inc., 2.704%, 04/15/2030 | 117317 | 0.0 |
| 125000 | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | 94543 | 0.0 |
| 74000 | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 65725 | 0.0 |
| 106000 | Eversource Energy, 1.400%, 08/15/2026 | 95001 | 0.0 |
| 122000 | Eversource Energy, 2.900%, 03/01/2027 | 114569 | 0.0 |
| 126000 | Extra Space Storage L.P., 2.350%, 03/15/2032 | 99948 | 0.0 |
| 66000 | Exxon Mobil Corp., 2.995%, 08/16/2039 | 54253 | 0.0 |
| 153000 | Exxon Mobil Corp., 3.452%, 04/15/2051 | 124992 | 0.1 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 61000<sup>(3)</sup> | FedEx Corp., 5.250%, 05/15/2050 | $&nbsp;&nbsp;&nbsp;&nbsp;59883 | 0.0 |
| 16000 | Florida Power & Light Co., 2.875%, 12/04/2051 | 11656 | 0.0 |
| 108000 | Florida Power & Light Co., 4.125%, 02/01/2042 | 99029 | 0.0 |
| 200000 | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 189820 | 0.1 |
| 260000 | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 242963 | 0.1 |
| 265000<sup>(1)</sup> | Gap, Inc./The, 3.875%, 10/01/2031 | 197709 | 0.1 |
| 185000<sup>(1)</sup> | GCI LLC, 4.750%, 10/15/2028 | 163095 | 0.1 |
| 284000<sup>(3)</sup> | General Mills, Inc., 2.875%, 04/15/2030 | 253996 | 0.1 |
| 46000 | General Motors Financial Co., Inc., 5.000%, 04/09/2027 | 45596 | 0.0 |
| 344000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 344825 | 0.1 |
| 200000<sup>(1),(3)</sup> | Gray Television, Inc., 7.000%, 05/15/2027 | 182223 | 0.1 |
| 230000<sup>(1)</sup> | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | 202725 | 0.1 |
| 51000 | HCA, Inc., 2.375%, 07/15/2031 | 41468 | 0.0 |
| 27000<sup>(1)</sup> | HCA, Inc., 3.125%, 03/15/2027 | 25116 | 0.0 |
| 906000 | HCA, Inc., 4.125%, 06/15/2029 | 861782 | 0.3 |
| 2000<sup>(1)</sup> | HCA, Inc., 4.375%, 03/15/2042 | 1704 | 0.0 |
| 167000 | HCA, Inc., 5.250%, 04/15/2025 | 167246 | 0.1 |
| 245000 | HCA, Inc., 5.250%, 06/15/2026 | 245402 | 0.1 |
| 175000 | Healthpeak Properties, Inc., 3.000%, 01/15/2030 | 155615 | 0.1 |
| 200000<sup>(1)</sup> | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | 185690 | 0.1 |
| 24000 | Home Depot, Inc./The, 3.625%, 04/15/2052 | 20053 | 0.0 |
| 90000<sup>(3)</sup> | Home Depot, Inc./The, 4.500%, 09/15/2032 | 91183 | 0.0 |
| 125000<sup>(3)</sup> | Home Depot, Inc./The, 4.950%, 09/15/2052 | 128937 | 0.1 |
| 52000 | Honeywell International, Inc., 5.000%, 02/15/2033 | 54800 | 0.0 |
| 116000<sup>(3)</sup> | HP, Inc., 2.650%, 06/17/2031 | 94192 | 0.0 |
| 24000 | HP, Inc., 4.000%, 04/15/2029 | 22686 | 0.0 |
| 34000 | Humana, Inc., 5.750%, 03/01/2028 | 35517 | 0.0 |
| 230000<sup>(1)</sup> | Ingevity Corp., 3.875%, 11/01/2028 | 201880 | 0.1 |
| 27000 | Intel Corp., 3.250%, 11/15/2049 | 19557 | 0.0 |
| 64000 | Intel Corp., 3.750%, 08/05/2027 | 62610 | 0.0 |
| 59000 | Intel Corp., 4.750%, 03/25/2050 | 54607 | 0.0 |
| 44000 | Intel Corp., 5.050%, 08/05/2062 | &nbsp;&nbsp;&nbsp;&nbsp;41294 | 0.0 |
| 69000 | Intercontinental Exchange, Inc., 2.100%, 06/15/2030 | 58472 | 0.0 |
| 423000 | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | 420412 | 0.2 |
| 86000 | International Business Machines Corp., 4.150%, 07/27/2027 | 85344 | 0.0 |
| 70000<sup>(3)</sup> | International Business Machines Corp., 4.400%, 07/27/2032 | 68864 | 0.0 |
| 59000 | International Business Machines Corp., 4.750%, 02/06/2033 | 59238 | 0.0 |
| 69000<sup>(3)</sup> | International Business Machines Corp., 4.900%, 07/27/2052 | 67132 | 0.0 |
| 43000<sup>(1)</sup> | International Flavors & Fragrances, Inc., 3.268%, 11/15/2040 | 33001 | 0.0 |
| 50000 | Interstate Power and Light Co., 3.100%, 11/30/2051 | 35266 | 0.0 |
| 224000 | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | 207343 | 0.1 |
| 87000<sup>(3)</sup> | John Deere Capital Corp., 4.750%, 01/20/2028 | 88883 | 0.0 |
| 135000 | Johnson & Johnson, 3.625%, 03/03/2037 | 126089 | 0.1 |
| 447000<sup>(2)</sup> | JPMorgan Chase & Co., 1.470%, 09/22/2027 | 396186 | 0.1 |
| 138000<sup>(2)</sup> | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 124081 | 0.1 |
| 230000<sup>(2)</sup> | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 206370 | 0.1 |
| 55000<sup>(2)</sup> | JPMorgan Chase & Co., 2.595%, 02/24/2026 | 52340 | 0.0 |
| 386000<sup>(2)</sup> | JPMorgan Chase & Co., 2.947%, 02/24/2028 | 358391 | 0.1 |
| 919000 | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 875999 | 0.3 |
| 34000<sup>(2)</sup> | JPMorgan Chase & Co., 2.963%, 01/25/2033 | 29170 | 0.0 |
| 691000<sup>(2)</sup> | JPMorgan Chase & Co., 3.782%, 02/01/2028 | 664591 | 0.2 |
| 250000<sup>(2)</sup> | JPMorgan Chase & Co., 5.717%, 09/14/2033 | 258177 | 0.1 |
| 530000<sup>(2),(3)</sup> | JPMorgan Chase & Co., 6.000%, 12/31/2199 | 529338 | 0.2 |
| 227000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 224277 | 0.1 |
| 133000 | Kinder Morgan, Inc., 5.200%, 06/01/2033 | 132674 | 0.1 |
| 60000 | KLA Corp., 4.950%, 07/15/2052 | 60333 | 0.0 |
| 62000 | KLA Corp., 5.250%, 07/15/2062 | 64343 | 0.0 |
| 166000 | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | 153155 | 0.1 |
| 102000 | Kraft Heinz Foods Co., 6.875%, 01/26/2039 | 116150 | 0.0 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 220000<sup>(1)</sup> | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | $&nbsp;&nbsp;&nbsp;&nbsp;183070 | 0.1 |
| 210000<sup>(1)</sup> | Lamb Weston Holdings, Inc., 4.375%, 01/31/2032 | 188347 | 0.1 |
| 50000<sup>(1)</sup> | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | 49758 | 0.0 |
| 45000 | Lockheed Martin Corp., 5.250%, 01/15/2033 | 48052 | 0.0 |
| 68000 | Lockheed Martin Corp., 5.700%, 11/15/2054 | 77332 | 0.0 |
| 32000 | Lockheed Martin Corp., 5.900%, 11/15/2063 | 37526 | 0.0 |
| 73000 | Lowe's Cos, Inc., 4.250%, 04/01/2052 | 62107 | 0.0 |
| 46000 | Lowe's Cos, Inc., 4.450%, 04/01/2062 | 38908 | 0.0 |
| 154000<sup>(1)</sup> | Mars, Inc., 2.375%, 07/16/2040 | 112814 | 0.0 |
| 225000<sup>(1)</sup> | Medline Borrower L.P., 3.875%, 04/01/2029 | 192654 | 0.1 |
| 55000 | Meta Platforms, Inc., 3.500%, 08/15/2027 | 52852 | 0.0 |
| 65000 | Meta Platforms, Inc., 3.850%, 08/15/2032 | 60468 | 0.0 |
| 147000 | Meta Platforms, Inc., 4.450%, 08/15/2052 | 128569 | 0.1 |
| 127000 | Meta Platforms, Inc., 4.650%, 08/15/2062 | 111527 | 0.0 |
| 428000<sup>(1)</sup> | Metropolitan Edison Co., 4.000%, 04/15/2025 | 413157 | 0.2 |
| 67000<sup>(3)</sup> | Mid-America Apartments L.P., 2.750%, 03/15/2030 | 59837 | 0.0 |
| 193000 | Mississippi Power Co., 4.250%, 03/15/2042 | 167014 | 0.1 |
| 190000<sup>(2)</sup> | Morgan Stanley, 0.791%, 01/22/2025 | 181292 | 0.1 |
| 250000<sup>(2)</sup> | Morgan Stanley, 1.164%, 10/21/2025 | 233048 | 0.1 |
| 118000<sup>(2)</sup> | Morgan Stanley, 1.512%, 07/20/2027 | 105332 | 0.0 |
| 436000<sup>(2)</sup> | Morgan Stanley, 1.593%, 05/04/2027 | 391715 | 0.1 |
| 210000<sup>(2)</sup> | Morgan Stanley, 2.239%, 07/21/2032 | 170931 | 0.1 |
| 123000<sup>(2)</sup> | Morgan Stanley, 2.720%, 07/22/2025 | 118803 | 0.0 |
| 1090000 | Morgan Stanley, 3.125%, 07/27/2026 | 1033633 | 0.4 |
| 47000<sup>(2)</sup> | Morgan Stanley, 3.591%, 07/22/2028 | 44493 | 0.0 |
| 545000 | Morgan Stanley, 4.100%, 05/22/2023 | 543675 | 0.2 |
| 436000<sup>(2)</sup> | Morgan Stanley, 5.297%, 04/20/2037 | 423174 | 0.2 |
| 292000<sup>(2)</sup> | Morgan Stanley, 5.948%, 01/19/2038 | 298704 | 0.1 |
| 36000<sup>(2)</sup> | Morgan Stanley, 6.296%, 10/18/2028 | 38083 | 0.0 |
| 744000<sup>(2)</sup> | Morgan Stanley, 6.342%, 10/18/2033 | 818598 | 0.3 |
| 366000 | MPLX L.P., 4.000%, 03/15/2028 | 351723 | 0.1 |
| 215000 | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;150801 | 0.1 |
| 500000 | Mylan, Inc., 4.200%, 11/29/2023 | 495446 | 0.2 |
| 155000 | Mylan, Inc., 5.200%, 04/15/2048 | 127811 | 0.1 |
| 286000 | National Rural Utilities Cooperative Finance Corp., 3.900%, 11/01/2028 | 276930 | 0.1 |
| 95000 | National Rural Utilities Cooperative Finance Corp., 4.150%, 12/15/2032 | 91101 | 0.0 |
| 36000<sup>(3)</sup> | National Rural Utilities Cooperative Finance Corp., 5.800%, 01/15/2033 | 38864 | 0.0 |
| 200000 | Navient Corp., 5.000%, 03/15/2027 | 182787 | 0.1 |
| 169000<sup>(1)</sup> | Nestle Holdings, Inc., 1.250%, 09/15/2030 | 137337 | 0.1 |
| 161000<sup>(1)</sup> | Nestle Holdings, Inc., 4.125%, 10/01/2027 | 160919 | 0.1 |
| 165000<sup>(1)</sup> | Nestle Holdings, Inc., 4.700%, 01/15/2053 | 168951 | 0.1 |
| 139000<sup>(1)</sup> | New York Life Global Funding, 4.550%, 01/28/2033 | 139506 | 0.1 |
| 96000 | NextEra Energy Capital Holdings, Inc., 4.255%, 09/01/2024 | 95208 | 0.0 |
| 149000 | Northern States Power Co/MN, 3.600%, 09/15/2047 | 123226 | 0.1 |
| 212000 | Northern Trust Corp., 6.125%, 11/02/2032 | 233254 | 0.1 |
| 190000<sup>(1)</sup> | Novelis Corp., 4.750%, 01/30/2030 | 172238 | 0.1 |
| 60000 | Nucor Corp., 4.300%, 05/23/2027 | 59470 | 0.0 |
| 50000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | 34199 | 0.0 |
| 37000 | Oklahoma Gas and Electric Co., 5.400%, 01/15/2033 | 38737 | 0.0 |
| 200000<sup>(3)</sup> | Olin Corp., 5.000%, 02/01/2030 | 189310 | 0.1 |
| 131000 | Oncor Electric Delivery Co. LLC, 4.550%, 09/15/2032 | 132476 | 0.1 |
| 291000 | Oracle Corp., 2.800%, 04/01/2027 | 269516 | 0.1 |
| 504000 | Oracle Corp., 2.950%, 05/15/2025 | 484403 | 0.2 |
| 166000 | Oracle Corp., 3.800%, 11/15/2037 | 139734 | 0.1 |
| 43000 | Oracle Corp., 3.950%, 03/25/2051 | 33469 | 0.0 |
| 72000 | Oracle Corp., 6.150%, 11/09/2029 | 76995 | 0.0 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 49000 | Oracle Corp., 6.900%, 11/09/2052 | $&nbsp;&nbsp;&nbsp;&nbsp;56764 | 0.0 |
| 44000 | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 42427 | 0.0 |
| 106000 | O'Reilly Automotive, Inc., 4.350%, 06/01/2028 | 105280 | 0.0 |
| 250000<sup>(1)</sup> | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 4.125%, 04/30/2028 | 226425 | 0.1 |
| 27000 | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 20424 | 0.0 |
| 22000 | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 16834 | 0.0 |
| 36000 | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 28724 | 0.0 |
| 48000 | Pacific Gas and Electric Co., 6.750%, 01/15/2053 | 50354 | 0.0 |
| 133000 | PacifiCorp, 5.350%, 12/01/2053 | 142229 | 0.1 |
| 200000 | Paramount Global, 4.375%, 03/15/2043 | 147846 | 0.1 |
| 88000<sup>(3)</sup> | Paramount Global, 4.950%, 01/15/2031 | 81222 | 0.0 |
| 97000<sup>(3)</sup> | Paramount Global, 4.950%, 05/19/2050 | 77260 | 0.0 |
| 9000 | Paramount Global, 5.250%, 04/01/2044 | 7331 | 0.0 |
| 29000 | Paramount Global, 5.850%, 09/01/2043 | 25850 | 0.0 |
| 224000<sup>(2)</sup> | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | 200475 | 0.1 |
| 48000 | PayPal Holdings, Inc., 2.300%, 06/01/2030 | 40932 | 0.0 |
| 12000 | PayPal Holdings, Inc., 2.850%, 10/01/2029 | 10811 | 0.0 |
| 16000 | PayPal Holdings, Inc., 4.400%, 06/01/2032 | 15711 | 0.0 |
| 131000 | PayPal Holdings, Inc., 5.250%, 06/01/2062 | 129420 | 0.1 |
| 116000 | PECO Energy Co., 4.150%, 10/01/2044 | 104880 | 0.0 |
| 170000 | PepsiCo, Inc., 3.900%, 07/18/2032 | 166195 | 0.1 |
| 84000 | Phillips 66, 3.850%, 04/09/2025 | 82700 | 0.0 |
| 301000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.600%, 11/01/2024 | 293808 | 0.1 |
| 136000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | 112130 | 0.0 |
| 81000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | 68324 | 0.0 |
| 145000<sup>(2)</sup> | PNC Financial Services Group, Inc./The, 5.068%, 01/24/2034 | 146375 | 0.1 |
| 200000<sup>(1)</sup> | Post Holdings, Inc., 5.500%, 12/15/2029 | 185698 | 0.1 |
| 225000<sup>(1)</sup> | Prestige Brands, Inc., 3.750%, 04/01/2031 | 191356 | 0.1 |
| 230000<sup>(1)</sup> | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200967 | 0.1 |
| 43000 | Prologis L.P., 2.250%, 01/15/2032 | 35993 | 0.0 |
| 87000 | Public Service Co. of New Hampshire, 5.150%, 01/15/2053 | 92050 | 0.0 |
| 171000 | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | 142901 | 0.1 |
| 42000 | Public Storage, 1.950%, 11/09/2028 | 36900 | 0.0 |
| 50000 | Puget Sound Energy, Inc., 3.250%, 09/15/2049 | 36955 | 0.0 |
| 138000 | QUALCOMM, Inc., 6.000%, 05/20/2053 | 158495 | 0.1 |
| 171000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 164305 | 0.1 |
| 29000<sup>(1)</sup> | Regal Rexnord Corp., 6.300%, 02/15/2030 | 29594 | 0.0 |
| 29000<sup>(1)</sup> | Regal Rexnord Corp., 6.400%, 04/15/2033 | 29764 | 0.0 |
| 32000 | Rexford Industrial Realty L.P., 2.150%, 09/01/2031 | 25628 | 0.0 |
| 148000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 141811 | 0.1 |
| 76000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 73476 | 0.0 |
| 210000<sup>(1)</sup> | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc., 3.875%, 03/01/2031 | 171322 | 0.1 |
| 135000 | Roper Technologies, Inc., 1.750%, 02/15/2031 | 108422 | 0.0 |
| 31000 | Ross Stores, Inc., 4.700%, 04/15/2027 | 30821 | 0.0 |
| 28000 | S&P Global, Inc., 1.250%, 08/15/2030 | 22354 | 0.0 |
| 110000<sup>(1)</sup> | S&P Global, Inc., 2.700%, 03/01/2029 | 99778 | 0.0 |
| 73000<sup>(1)</sup> | S&P Global, Inc., 2.900%, 03/01/2032 | 64724 | 0.0 |
| 85000<sup>(1)</sup> | S&P Global, Inc., 3.700%, 03/01/2052 | 71841 | 0.0 |
| 150000 | Salesforce, Inc., 2.700%, 07/15/2041 | 113263 | 0.0 |
| 124000<sup>(1)</sup> | Sealed Air Corp., 1.573%, 10/15/2026 | 109146 | 0.0 |
| 88000 | Selective Insurance Group, Inc., 5.375%, 03/01/2049 | 81207 | 0.0 |
| 166000<sup>(2)</sup> | Sempra Energy, 4.125%, 04/01/2052 | 145556 | 0.1 |
| 230000<sup>(1)</sup> | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 195543 | 0.1 |
| 215000 | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 201017 | 0.1 |
| 220000<sup>(1)</sup> | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 194737 | 0.1 |
| 200000<sup>(1)</sup> | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | 187692 | 0.1 |
| 245000<sup>(1)</sup> | Sonic Automotive, Inc., 4.875%, 11/15/2031 | 196000 | 0.1 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 46000 | Southern California Edison Co., 3.650%, 02/01/2050 | $&nbsp;&nbsp;&nbsp;&nbsp;36224 | 0.0 |
| 85000 | Southern Co/The, 5.113%, 08/01/2027 | 86528 | 0.0 |
| 32000 | Southwest Gas Corp., 4.050%, 03/15/2032 | 29383 | 0.0 |
| 230000<sup>(1)</sup> | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | 196873 | 0.1 |
| 200000<sup>(1)</sup> | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 188040 | 0.1 |
| 39000 | Targa Resources Corp., 6.250%, 07/01/2052 | 39617 | 0.0 |
| 131000<sup>(3)</sup> | Target Corp., 4.500%, 09/15/2032 | 132262 | 0.1 |
| 147000 | Target Corp., 4.800%, 01/15/2053 | 148739 | 0.1 |
| 215000<sup>(1)</sup> | Tempur Sealy International, Inc., 4.000%, 04/15/2029 | 188070 | 0.1 |
| 225000 | Tenet Healthcare Corp., 4.250%, 06/01/2029 | 200672 | 0.1 |
| 66000 | Texas Instruments, Inc., 4.100%, 08/16/2052 | 62964 | 0.0 |
| 98000 | Time Warner Cable LLC, 5.500%, 09/01/2041 | 88244 | 0.0 |
| 6000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 5630 | 0.0 |
| 9000 | T-Mobile USA, Inc., 2.050%, 02/15/2028 | 7933 | 0.0 |
| 2000 | T-Mobile USA, Inc., 2.250%, 02/15/2026 | 1857 | 0.0 |
| 12000 | T-Mobile USA, Inc., 3.000%, 02/15/2041 | 8962 | 0.0 |
| 34000 | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 31863 | 0.0 |
| 90000 | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | 90643 | 0.0 |
| 120000 | Toyota Motor Credit Corp., 4.550%, 09/20/2027 | 121151 | 0.0 |
| 173000<sup>(2)</sup> | Truist Financial Corp., 5.122%, 01/26/2034 | 175456 | 0.1 |
| 122000 | Union Pacific Corp., 3.500%, 02/14/2053 | 98820 | 0.0 |
| 60000<sup>(3)</sup> | Union Pacific Corp., 4.950%, 09/09/2052 | 61473 | 0.0 |
| 68000 | Union Pacific Corp., 5.150%, 01/20/2063 | 70508 | 0.0 |
| 181000 | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | 140539 | 0.1 |
| 94000 | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | 75198 | 0.0 |
| 25000 | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | 24793 | 0.0 |
| 274000 | UnitedHealth Group, Inc., 5.350%, 02/15/2033 | 292231 | 0.1 |
| 71000 | UnitedHealth Group, Inc., 5.875%, 02/15/2053 | 81406 | 0.0 |
| 66000 | UnitedHealth Group, Inc., 6.050%, 02/15/2063 | 77306 | 0.0 |
| 99773 | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;97165 | 0.0 |
| 21897 | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | 20288 | 0.0 |
| 300000 | Utah Acquisition Sub, Inc., 3.950%, 06/15/2026 | 286186 | 0.1 |
| 56000 | Utah Acquisition Sub, Inc., 5.250%, 06/15/2046 | 46816 | 0.0 |
| 94000 | Verizon Communications, Inc., 2.355%, 03/15/2032 | 77491 | 0.0 |
| 18000 | Verizon Communications, Inc., 3.400%, 03/22/2041 | 14511 | 0.0 |
| 15000 | Verizon Communications, Inc., 3.700%, 03/22/2061 | 11423 | 0.0 |
| 105000 | Verizon Communications, Inc., 4.125%, 08/15/2046 | 91201 | 0.0 |
| 9000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 8664 | 0.0 |
| 17000 | Verizon Communications, Inc., 4.750%, 11/01/2041 | 16385 | 0.0 |
| 154000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 149125 | 0.1 |
| 215000<sup>(1)</sup> | ViaSat, Inc., 5.625%, 04/15/2027 | 200807 | 0.1 |
| 175000 | Viatris, Inc., 2.700%, 06/22/2030 | 144355 | 0.1 |
| 27000 | Viatris, Inc., 3.850%, 06/22/2040 | 19740 | 0.0 |
| 26000 | Viatris, Inc., 4.000%, 06/22/2050 | 18050 | 0.0 |
| 100000<sup>(1)</sup> | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | 98350 | 0.0 |
| 207000 | VMware, Inc., 1.400%, 08/15/2026 | 183397 | 0.1 |
| 60000 | Walmart, Inc., 4.500%, 09/09/2052 | 60398 | 0.0 |
| 168000<sup>(1)</sup> | Warnermedia Holdings, Inc., 3.755%, 03/15/2027 | 157540 | 0.1 |
| 40000<sup>(1)</sup> | Warnermedia Holdings, Inc., 4.279%, 03/15/2032 | 35633 | 0.0 |
| 22000<sup>(1)</sup> | Warnermedia Holdings, Inc., 5.050%, 03/15/2042 | 18810 | 0.0 |
| 14000<sup>(1)</sup> | Warnermedia Holdings, Inc., 5.141%, 03/15/2052 | 11647 | 0.0 |
| 22000 | WEC Energy Group, Inc., 5.000%, 09/27/2025 | 22126 | 0.0 |
| 31000 | WEC Energy Group, Inc., 5.150%, 10/01/2027 | 31707 | 0.0 |
| 61000<sup>(2)</sup> | Wells Fargo & Co., 2.164%, 02/11/2026 | 57577 | 0.0 |
| 280000<sup>(2)</sup> | Wells Fargo & Co., 2.406%, 10/30/2025 | 267403 | 0.1 |
| 92000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 86881 | 0.0 |
| 450000 | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 394234 | 0.1 |
| 230000<sup>(1)</sup> | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | 185793 | 0.1 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 225000<sup>(1)</sup> | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;179222 | 0.1 |
|  |  | **56532385** | **19.9** |
|  | Total Corporate Bonds/Notes |  |  |
|  | (Cost $82,027,691) | **75646620** | **26.6** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS: 15.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS: 15.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS: 15.4%** |  |
|  | **United States: 15.4%** | **United States: 15.4%** | **United States: 15.4%** |
| 271146<sup>(2)</sup> | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.248%, 05/25/2036 | 237021 | 0.1 |
| 104387 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 53898 | 0.0 |
| 151152 | Alternative Loan Trust 2007-23CB A3, 5.006%, (US0001M + 0.500%), 09/25/2037 | 68216 | 0.0 |
| 334842 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 183227 | 0.1 |
| 1400000 | Citigroup Commercial Mortgage Trust 2016-P4, 3.942%, 07/10/2049 | 1239000 | 0.4 |
| 284791 | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 256354 | 0.1 |
| 782458<sup>(1),(2)</sup> | COLT 2021-2 A1 Mortgage Loan Trust, 0.924%, 08/25/2066 | 643192 | 0.2 |
| 317222<sup>(1),(2)</sup> | COLT 2021-3 A1 Mortgage Loan Trust, 0.956%, 09/27/2066 | 258672 | 0.1 |
| 67515 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 5.006%, (US0001M + 0.500%), 11/25/2035 | 34766 | 0.0 |
| 170079<sup>(1),(2)</sup> | CSMC Trust 2015-2 B3, 3.889%, 02/25/2045 | 147852 | 0.1 |
| 123359<sup>(1),(2)</sup> | CSMC Trust 2015-3 B1, 3.843%, 03/25/2045 | 114931 | 0.1 |
| 2726060<sup>(4)</sup> | Fannie Mae 2005-18 SC, 0.144%, (-1.000\*US0001M + 4.650%), 03/25/2035 | 113296 | 0.0 |
| 653929<sup>(4)</sup> | Fannie Mae 2008-41 S, 2.294%, (-1.000\*US0001M + 6.800%), 11/25/2036 | 71643 | 0.0 |
| 2000398<sup>(4)</sup> | Fannie Mae 2009-106 SA, 1.744%, (-1.000\*US0001M + 6.250%), 01/25/2040 | 170541 | 0.1 |
| 20279<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 6.806%, (US0001M + 2.300%), 08/25/2031 | 20281 | 0.0 |
| 63001<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 6.906%, (US0001M + 2.400%), 04/25/2031 | 63091 | 0.0 |
| 26749<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 6.956%, (US0001M + 2.450%), 07/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;26788 | 0.0 |
| 3980<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 6.606%, (US0001M + 2.100%), 09/25/2039 | 3980 | 0.0 |
| 285038<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 6.556%, (US0001M + 2.050%), 01/25/2040 | 285211 | 0.1 |
| 1000000<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 8.156%, (US0001M + 3.650%), 02/25/2040 | 1008621 | 0.4 |
| 99751 | Fannie Mae REMIC Trust 2003-22 BZ, 6.000%, 04/25/2033 | 103603 | 0.0 |
| 75605 | Fannie Mae REMIC Trust 2005-74 DK, 5.977%, (-4.000\*US0001M + 24.000%), 07/25/2035 | 79237 | 0.0 |
| 80481 | Fannie Mae REMIC Trust 2006-104 ES, 10.921%, (-5.000\*US0001M + 33.450%), 11/25/2036 | 111131 | 0.0 |
| 978464<sup>(4)</sup> | Fannie Mae REMIC Trust 2007-36 SN, 2.264%, (-1.000\*US0001M + 6.770%), 04/25/2037 | 102112 | 0.0 |
| 55105 | Fannie Mae REMIC Trust 2007-55 DS, 3.735%, (-2.500\*US0001M + 15.000%), 06/25/2037 | 52145 | 0.0 |
| 584503<sup>(4)</sup> | Fannie Mae REMIC Trust 2008-53 FI, 1.594%, (-1.000\*US0001M + 6.100%), 07/25/2038 | 43465 | 0.0 |
| 407349<sup>(4)</sup> | Fannie Mae REMIC Trust 2008-58 SM, 1.594%, (-1.000\*US0001M + 6.100%), 07/25/2038 | 34553 | 0.0 |
| 147528 | Fannie Mae REMIC Trust 2009-66 SL, 1.271%, (-3.333\*US0001M + 15.833%), 09/25/2039 | 146970 | 0.1 |
| 93200 | Fannie Mae REMIC Trust 2009-66 SW, 1.438%, (-3.333\*US0001M + 16.000%), 09/25/2039 | 84119 | 0.0 |
| 2732227<sup>(4)</sup> | Fannie Mae REMIC Trust 2010-123 SL, 1.564%, (-1.000\*US0001M + 6.070%), 11/25/2040 | 214744 | 0.1 |
| 2692489<sup>(4)</sup> | Fannie Mae REMIC Trust 2011-55 SK, 2.054%, (-1.000\*US0001M + 6.560%), 06/25/2041 | 304413 | 0.1 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 1084126<sup>(4)</sup> | Fannie Mae REMIC Trust 2011-86 NS, 1.444%, (-1.000\*US0001M + 5.950%), 09/25/2041 | $&nbsp;&nbsp;&nbsp;&nbsp;83335 | 0.0 |
| 162292<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-10 US, 1.944%, (-1.000\*US0001M + 6.450%), 02/25/2042 | 19074 | 0.0 |
| 751189<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-24 HS, 2.044%, (-1.000\*US0001M + 6.550%), 09/25/2040 | 20301 | 0.0 |
| 506428<sup>(4)</sup> | Fannie Mae REMIC Trust 2013-31 PI, 4.500%, 02/25/2043 | 35891 | 0.0 |
| 4748548<sup>(4)</sup> | Fannie Mae REMICS 2015-34 DI, 6.500%, 06/25/2045 | 1103053 | 0.4 |
| 13893774<sup>(4)</sup> | Fannie Mae REMICS 2015-58 KI, 6.000%, 03/25/2037 | 2649419 | 0.9 |
| 6903036<sup>(4)</sup> | Fannie Mae REMICS 2015-59 SK, 1.144%, (-1.000\*US0001M + 5.650%), 08/25/2045 | 594400 | 0.2 |
| 12328208<sup>(4)</sup> | Fannie Mae REMICS 2016-54 SL, 1.494%, (-1.000\*US0001M + 6.000%), 08/25/2046 | 1472253 | 0.5 |
| 380826<sup>(4)</sup> | Fannie Mae Series 2007-9 SE, 1.574%, (-1.000\*US0001M + 6.080%), 03/25/2037 | 27511 | 0.0 |
| 684758<sup>(4)</sup> | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | 63415 | 0.0 |
| 897415<sup>(1),(2)</sup> | Flagstar Mortgage Trust 2018-2 B2, 4.027%, 04/25/2048 | 775609 | 0.3 |
| 110285<sup>(4)</sup> | Freddie Mac REMIC Trust 2303 SY, 4.241%, (-1.000\*US0001M + 8.700%), 04/15/2031 | 13028 | 0.0 |
| 729569<sup>(4)</sup> | Freddie Mac REMIC Trust 2989 GU, 2.541%, (-1.000\*US0001M + 7.000%), 02/15/2033 | 56492 | 0.0 |
| 683812<sup>(4)</sup> | Freddie Mac REMIC Trust 3271 SB, 1.591%, (-1.000\*US0001M + 6.050%), 02/15/2037 | 58562 | 0.0 |
| 2145797<sup>(4)</sup> | Freddie Mac REMIC Trust 3424 HI, 1.441%, (-1.000\*US0001M + 5.900%), 04/15/2038 | 176030 | 0.1 |
| 421242<sup>(4)</sup> | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | 50030 | 0.0 |
| 2575713<sup>(4)</sup> | Freddie Mac REMIC Trust 3856 KS, 2.091%, (-1.000\*US0001M + 6.550%), 05/15/2041 | 270464 | 0.1 |
| 453725<sup>(4)</sup> | Freddie Mac REMIC Trust 3925 SD, 1.591%, (-1.000\*US0001M + 6.050%), 07/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;13131 | 0.0 |
| 299711<sup>(4)</sup> | Freddie Mac REMIC Trust 4077 SM, 2.241%, (-1.000\*US0001M + 6.700%), 08/15/2040 | 2873 | 0.0 |
| 551950<sup>(4)</sup> | Freddie Mac REMIC Trust 4152 BI, 4.000%, 12/15/2041 | 42331 | 0.0 |
| 857287<sup>(4)</sup> | Freddie Mac REMIC Trust 4313 MI, 5.000%, 04/15/2039 | 94388 | 0.0 |
| 1442371<sup>(4)</sup> | Freddie Mac REMICS 3693 SC, 2.041%, (-1.000\*US0001M + 6.500%), 07/15/2040 | 173620 | 0.1 |
| 557283 | Freddie Mac REMICS 3792 DS, 2.141%, (-1.000\*US0001M + 6.600%), 11/15/2040 | 4604 | 0.0 |
| 1156401<sup>(4)</sup> | Freddie Mac REMICS 4040 SW, 2.171%, (-1.000\*US0001M + 6.630%), 05/15/2032 | 92231 | 0.0 |
| 9446729<sup>(4)</sup> | Freddie Mac REMICS 4096 SB, 1.541%, (-1.000\*US0001M + 6.000%), 08/15/2042 | 1113643 | 0.4 |
| 5982583<sup>(4)</sup> | Freddie Mac REMICS 4480 WS, 1.721%, (-1.000\*US0001M + 6.180%), 06/15/2045 | 731453 | 0.3 |
| 1540892<sup>(4)</sup> | Freddie Mac REMICS 4623 MS, 1.541%, (-1.000\*US0001M + 6.000%), 10/15/2046 | 188519 | 0.1 |
| 13425848<sup>(4)</sup> | Freddie Mac REMICS 4695 IO, 4.500%, 10/15/2041 | 2523312 | 0.9 |
| 1286162 | Freddie Mac REMICS 4800 MZ, 4.000%, 06/15/2048 | 1244489 | 0.4 |
| 1382367 | Freddie Mac REMICS 4879 ZA, 4.000%, 05/15/2049 | 1323941 | 0.5 |
| 110045<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 6.406%, (US0001M + 1.900%), 01/25/2050 | 109811 | 0.0 |
| 204663<sup>(1)</sup> | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 7.606%, (US0001M + 3.100%), 03/25/2050 | 209278 | 0.1 |
| 700000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 6.410%, (SOFR30A + 2.100%), 09/25/2041 | 629377 | 0.2 |
| 1000000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA1 M1B, 6.160%, (SOFR30A + 1.850%), 01/25/2042 | 969716 | 0.4 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 1100000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-HQA1 M2, 9.560%, (SOFR30A + 5.250%), 03/25/2042 | $&nbsp;&nbsp;&nbsp;&nbsp;1099623 | 0.4 |
| 8818678<sup>(4)</sup> | Freddie Mac Strips 324 C21, 6.000%, 06/15/2039 | 1920370 | 0.7 |
| 168856<sup>(2),(4)</sup> | Freddie Mac Strips 351 103, 4.000%, 01/15/2031 | 14911 | 0.0 |
| 474184<sup>(2),(4)</sup> | Freddie Mac Strips 351 200, 3.500%, 02/15/2046 | 61697 | 0.0 |
| 3275215<sup>(4)</sup> | Freddie Mac Strips 351 C14, 3.500%, 02/15/2031 | 272265 | 0.1 |
| 7850307<sup>(4)</sup> | Freddie Mac Strips 351 C22, 3.500%, 02/15/2046 | 1434599 | 0.5 |
| 6058585<sup>(4)</sup> | Freddie Mac Strips 351 C23, 4.000%, 02/15/2046 | 1233004 | 0.4 |
| 1375958<sup>(2),(4)</sup> | Freddie Mac Strips 351 C30, 2.500%, 02/15/2031 | 65966 | 0.0 |
| 1681034<sup>(2),(4)</sup> | Freddie Mac Strips 351 C31, 3.000%, 02/15/2031 | 105976 | 0.0 |
| 1094032<sup>(2),(4)</sup> | Freddie Mac Strips 351 C32, 3.500%, 02/15/2031 | 88055 | 0.0 |
| 3283520<sup>(2),(4)</sup> | Freddie Mac Strips 351 C33, 4.000%, 02/15/2046 | 541751 | 0.2 |
| 6436163<sup>(2),(4)</sup> | Freddie Mac Strips 351 C34, 3.500%, 02/15/2046 | 981995 | 0.4 |
| 221685<sup>(1),(2)</sup> | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | 213495 | 0.1 |
| 167882 | Ginnie Mae Series 2007-8 SP, 7.504%, (-3.242\*US0001M + 22.048%), 03/20/2037 | 206033 | 0.1 |
| 11991196<sup>(4)</sup> | Ginnie Mae Series 2009-106 CM, 2.141%, (-1.000\*US0001M + 6.600%), 01/16/2034 | 507719 | 0.2 |
| 970872<sup>(4)</sup> | Ginnie Mae Series 2010-116 NS, 2.191%, (-1.000\*US0001M + 6.650%), 09/16/2040 | 80362 | 0.0 |
| 139930<sup>(4)</sup> | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | 8565 | 0.0 |
| 737450<sup>(4)</sup> | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | 23512 | 0.0 |
| 25340<sup>(4)</sup> | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | 150 | 0.0 |
| 868262<sup>(4)</sup> | Ginnie Mae Series 2013-115 NI, 4.500%, 01/16/2043 | 109721 | 0.0 |
| 418191<sup>(4)</sup> | Ginnie Mae Series 2013-5 NI, 3.000%, 01/20/2028 | 17789 | 0.0 |
| 9364133<sup>(4)</sup> | Ginnie Mae Series 2015-10 IX, 4.500%, 01/20/2045 | 1831727 | 0.7 |
| 961788<sup>(4)</sup> | Ginnie Mae Series 2015-178 GI, 4.000%, 05/20/2044 | 83800 | 0.0 |
| 3925964<sup>(4)</sup> | Ginnie Mae Series 2016-161 CI, 5.500%, 11/20/2046 | 728454 | 0.3 |
| 6497392<sup>(4)</sup> | Ginnie Mae Series 2019-89 QI, 4.000%, 04/20/2046 | &nbsp;&nbsp;&nbsp;&nbsp;990529 | 0.4 |
| 168917 | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 4.926%, (US0001M + 0.210%), 04/25/2036 | 142689 | 0.1 |
| 12429<sup>(1),(2)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 11967 | 0.0 |
| 16469<sup>(1),(2)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | 15569 | 0.0 |
| 837289<sup>(1),(2)</sup> | GS Mortgage-Backed Securities Corp. Trust 2021-PJ3 A4, 2.500%, 08/25/2051 | 677885 | 0.2 |
| 372886<sup>(1),(2)</sup> | GS Mortgage-Backed Securities Trust 2022-PJ1 A4, 2.500%, 05/28/2052 | 304218 | 0.1 |
| 1485249<sup>(1),(2)</sup> | GS Mortgage-Backed Securities Trust 2022-PJ6 A24, 3.000%, 01/25/2053 | 1253228 | 0.5 |
| 769587<sup>(1),(2)</sup> | J.P. Morgan Mortgage Trust 2022-6 A3, 3.000%, 11/25/2052 | 672842 | 0.2 |
| 372446<sup>(1),(2)</sup> | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | 341515 | 0.1 |
| 61546<sup>(1),(2)</sup> | JP Morgan Mortgage Trust 2019-INV3 A15, 3.500%, 05/25/2050 | 53560 | 0.0 |
| 102577<sup>(1),(2)</sup> | JP Morgan Mortgage Trust 2019-INV3 A3, 3.500%, 05/25/2050 | 92544 | 0.0 |
| 2009<sup>(1),(2)</sup> | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 1980 | 0.0 |
| 15581<sup>(1),(2)</sup> | JP Morgan Mortgage Trust 2019-LTV3 A15, 3.500%, 03/25/2050 | 15146 | 0.0 |
| 74077<sup>(1),(2)</sup> | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | 62908 | 0.0 |
| 475581<sup>(1),(2)</sup> | JP Morgan Mortgage Trust 2022-4 A17A, 3.000%, 10/25/2052 | 400991 | 0.2 |
| 319736<sup>(1),(2)</sup> | Morgan Stanley Residential Mortgage Loan Trust 2021-2 A9, 2.500%, 05/25/2051 | 258865 | 0.1 |
| 57367<sup>(1),(2)</sup> | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 54951 | 0.0 |
| 175940<sup>(1),(2)</sup> | OBX 2020-INV1 A21 Trust, 3.500%, 12/25/2049 | 154827 | 0.1 |
| 567117<sup>(1),(2)</sup> | RATE Mortgage Trust 2021-HB1 A31, 2.500%, 12/25/2051 | 459149 | 0.2 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount†** | **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** |  |
|  |  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
|  | 894449<sup>(1),(2)</sup> | RCKT Mortgage Trust 2021-1 A1, 2.500%, 03/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;750893 | 0.3 |
|  | 25991<sup>(1),(2)</sup> | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048 | 24544 | 0 |
|  | 300000<sup>(1),(2)</sup> | Sequoia Mortgage Trust 2020-4 A8, 2.500%, 11/25/2050 | 227845 | 0.1 |
|  | 2858<sup>(2)</sup> | Structured Asset Securities Corp. 2004-4XS 1A6, 5.045%, 02/25/2034 | 2762 | 0 |
|  | 1000000<sup>(1),(2)</sup> | Verus Securitization Trust 2021-1 M1, 1.968%, 01/25/2066 | 666811 | 0.2 |
|  | 6558555<sup>(2),(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 4.460%, 08/25/2045 | 5703 | 0 |
|  | 40364<sup>(2)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.808%, 10/25/2036 | 36291 | 0 |
|  | 139906<sup>(2)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.681%, 08/25/2046 | 123920 | 0.1 |
|  | 278493<sup>(2)</sup> | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.381%, 12/25/2036 | 247930 | 0.1 |
|  | 383432 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 318448 | 0.1 |
|  | 73615 | Wells Fargo Alternative Loan 2007-PA2 2A1, 4.936%, (US0001M + 0.430%), 06/25/2037 | 59616 | 0 |
|  | 389141<sup>(1),(2)</sup> | Wells Fargo Mortgage Backed Securities 2021-1 A17 Trust, 2.500%, 12/25/2050 | 313777 | 0.1 |
|  | 293965<sup>(1),(2)</sup> | WinWater Mortgage Loan Trust 2015-5 B4, 3.756%, 08/20/2045 | 257220 | 0.1 |
|  |  | Total Collateralized Mortgage Obligations |  |  |
|  |  | (Cost $49,078,601) | **43845319** | **15.4** |
| **SOVEREIGN BONDS: 18.5%** | **SOVEREIGN BONDS: 18.5%** | **SOVEREIGN BONDS: 18.5%** | **SOVEREIGN BONDS: 18.5%** |  |
|  |  | **Australia: 0.2%** | **Australia: 0.2%** | **Australia: 0.2%** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;837000<sup>(1)</sup> | Queensland Treasury Corp., 1.750%, 07/20/2034 | **449485** | **0.2** |
|  |  | **Brazil: 2.3%** | **Brazil: 2.3%** | **Brazil: 2.3%** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;2805000 | Brazil Notas do Tesouro Nacional Serie B, 6.000%, 05/15/2055 | 2117537 | 0.7 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;3010000 | Brazil Notas do Tesouro Nacional Series B, 6.000%, 08/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2321979 | 0.8 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2027 | 2191116 | 0.8 |
|  |  |  | **6630632** | **2.3** |
|  |  | **Canada: 0.2%** | **Canada: 0.2%** | **Canada: 0.2%** |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | Canadian Government Bond, 2.000%, 12/01/2051 | **668672** | **0.2** |
|  |  | **China: 8.6%** | **China: 8.6%** | **China: 8.6%** |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;4500000 | China Government Bond, 2.690%, 08/12/2026 | 667570 | 0.2 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;7750000 | China Government Bond, 2.690%, 08/15/2032 | 1126309 | 0.4 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;50420000 | China Government Bond, 2.850%, 06/04/2027 | 7505425 | 2.6 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;21430000 | China Government Bond, 3.130%, 11/21/2029 | 3237302 | 1.1 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;29170000 | China Government Bond, 3.250%, 06/06/2026 | 4417042 | 1.6 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;34570000 | China Government Bond, 3.250%, 11/22/2028 | 5266480 | 1.8 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;1110000 | China Government Bond, 3.290%, 05/23/2029 | 170163 | 0.1 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;2970000 | China Government Bond, 3.320%, 04/15/2052 | 443615 | 0.2 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;9950000 | China Government Bond, 4.080%, 10/22/2048 | 1679510 | 0.6 |
|  |  |  | **24513416** | **8.6** |
|  |  | **Colombia: 0.3%** | **Colombia: 0.3%** | **Colombia: 0.3%** |
|  | 200000 | Colombia Government International Bond, 5.200%, 05/15/2049 | 141458 | 0 |
|  | 425000 | Colombia Government International Bond, 7.500%, 02/02/2034 | 420519 | 0.1 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;2551900000 | Colombian TES, 7.750%, 09/18/2030 | 431367 | 0.2 |
|  |  |  | **993344** | **0.3** |
|  |  | **Germany: 0.0%** | **Germany: 0.0%** | **Germany: 0.0%** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;9700 | Bundesobligation, 2.120%, 04/14/2023 | 10501 | 0 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;60000 | Bundesrepublik Deutschland Bundesanleihe, 0.500%, 02/15/2028 | 59863 | 0 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;40000 | Bundesrepublik Deutschland Bundesanleihe, 1.000%, 08/15/2025 | 41906 | 0 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;30000 | Bundesrepublik Deutschland Bundesanleihe, 2.330%, 08/15/2026 | 30065 | 0 |
|  |  |  | **142335** | **0.0** |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount†** | **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **SOVEREIGN BONDS: (continued)** | **SOVEREIGN BONDS: (continued)** | **SOVEREIGN BONDS: (continued)** | **SOVEREIGN BONDS: (continued)** |  |
| | | **Indonesia: 0.4%** | **Indonesia: 0.4%** | **Indonesia: 0.4%** |
| IDR | 13833000000 | Indonesia Treasury Bond, 8.375%, 04/15/2039 | $**1046602** | **0.4** |
|  |  | **Italy: 0.5%** | **Italy: 0.5%** | **Italy: 0.5%** |
| EUR | 641000<sup>(1)</sup> | Italy Buoni Poliennali Del Tesoro, 3.850%, 09/01/2049 | 644818 | 0.2 |
| EUR | 641000<sup>(1)</sup> | Italy Buoni Poliennali Del Tesoro, 5.000%, 08/01/2034 | 741779 | 0.3 |
|  |  |  | **1386597** | **0.5** |
|  |  | **Malaysia: 1.5%** | **Malaysia: 1.5%** | **Malaysia: 1.5%** |
| MYR | 18342000 | Malaysia Government Bond, 3.828%, 07/05/2034 | **4279180** | **1.5** |
|  |  | **Mexico: 1.0%** | **Mexico: 1.0%** | **Mexico: 1.0%** |
| MXN | 50700000 | Mexican Bonos, 7.750%, 05/29/2031 | 2547453 | 0.9 |
| 200000 | 200000<sup>(3)</sup> | Mexico Government International Bond, 3.250%, 04/16/2030 | 180733 | 0.1 |
| 200000 | 200000 | Mexico Government International Bond, 3.750%, 04/19/2071 | 134775 | 0 |
|  |  |  | **2862961** | **1.0** |
|  |  | **Oman: 0.1%** | **Oman: 0.1%** | **Oman: 0.1%** |
| 200000 | 200000 | Oman Government International Bond, 6.000%, 08/01/2029 | 205352 | 0 |
| 200000 | 200000<sup>(1)</sup> | Oman Government International Bond, 7.375%, 10/28/2032 | 223657 | 0.1 |
|  |  |  | **429009** | **0.1** |
|  |  | **Panama: 0.1%** | **Panama: 0.1%** | **Panama: 0.1%** |
| 200000 | 200000<sup>(3)</sup> | Panama Government International Bond, 3.298%, 01/19/2033 | **167439** | **0.1** |
|  |  | **Peru: 0.4%** | **Peru: 0.4%** | **Peru: 0.4%** |
| PEN | 4000000 | Peru Government Bond, 6.350%, 08/12/2028 | 976012 | 0.3 |
| 200000 | 200000 | Peruvian Government International Bond, 1.862%, 12/01/2032 | 149917 | 0.1 |
| 75000 | 75000 | Peruvian Government International Bond, 5.625%, 11/18/2050 | 76395 | 0 |
|  |  |  | **1202324** | **0.4** |
|  |  | **Portugal: 0.6%** | **Portugal: 0.6%** | **Portugal: 0.6%** |
| EUR | 1664000<sup>(1)</sup> | Portugal Obrigacoes do Tesouro OT, 2.250%, 04/18/2034 | **1644182** | **0.6** |
|  |  | **Republic Of Serbia: 0.1%** | **Republic Of Serbia: 0.1%** | **Republic Of Serbia: 0.1%** |
| 200000 | 200000<sup>(1)</sup> | Serbia International Bond, 6.500%, 09/26/2033 | **200745** | **0.1** |
|  |  | **Romania: 0.4%** | **Romania: 0.4%** | **Romania: 0.4%** |
| RON | 5510000 | Romania Government Bond, 3.250%, 04/29/2024 | **1171121** | **0.4** |
|  |  | **Russia: 0.1%** | **Russia: 0.1%** | **Russia: 0.1%** |
| RUB | 47938000<sup>(5)</sup> | Russian Federal Bond - OFZ, 6.900%, 05/23/2029 | 129726 | 0.1 |
| 200000 | 200000<sup>(5)</sup> | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | 36000 | 0 |
|  |  |  | **165726** | **0.1** |
|  |  | **Saudi Arabia: 0.1%** | **Saudi Arabia: 0.1%** | **Saudi Arabia: 0.1%** |
| 200000 | 200000<sup>(1)</sup> | Saudi Government International Bond, 3.450%, 02/02/2061 | **145147** | **0.1** |
|  |  | **South Africa: 0.2%** | **South Africa: 0.2%** | **South Africa: 0.2%** |
| 475000 | 475000 | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | **434194** | **0.2** |
|  |  | **Spain: 0.8%** | **Spain: 0.8%** | **Spain: 0.8%** |
| EUR | 1284000<sup>(1)</sup> | Spain Government Bond, 1.450%, 04/30/2029 | 1278412 | 0.4 |
| EUR | 1092000<sup>(1)</sup> | Spain Government Bond, 2.700%, 10/31/2048 | 1006435 | 0.4 |
|  |  |  | **2284847** | **0.8** |
|  |  | **Thailand: 0.5%** | **Thailand: 0.5%** | **Thailand: 0.5%** |
| THB | 1200000 | Thailand Government Bond, 0.750%, 06/17/2024 | 35887 | 0 |
| THB | 41793000 | Thailand Government Bond, 2.875%, 12/17/2028 | 1316467 | 0.5 |
|  |  |  | **1352354** | **0.5** |
|  |  | **Ukraine: 0.1%** | **Ukraine: 0.1%** | **Ukraine: 0.1%** |
| 250000 | 250000<sup>(5)</sup> | Ukraine Government International Bond, 7.253%, 03/15/2035 | 50334 | 0 |
| 525000 | 525000<sup>(5)</sup> | Ukraine Government International Bond, 7.375%, 09/25/2034 | 105656 | 0 |
| 800000 | 800000<sup>(5)</sup> | Ukraine Government International Bond, 7.750%, 09/01/2027 | 176278 | 0.1 |
|  |  |  | **332268** | **0.1** |
|  |  | Total Sovereign Bonds |  |  |
|  |  | (Cost $57,122,920) | **52502580** | **18.5** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.1%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.1%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.1%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.1%** |  |
|  |  | **Federal Home Loan Mortgage Corporation: 0.2%<sup>(6)</sup>** | **Federal Home Loan Mortgage Corporation: 0.2%<sup>(6)</sup>** | **Federal Home Loan Mortgage Corporation: 0.2%<sup>(6)</sup>** |
| 464320 | 464320 | 3.500%,01/01/2048 | 444677 | 0.2 |
| 54322 | 54322 | 4.000%,09/01/2045 | 53641 | 0 |
| 46437 | 46437 | 4.000%,09/01/2045 | 45854 | 0 |
| 76546 | 76546 | 4.000%,05/01/2046 | 75570 | 0 |
|  |  |  | **619742** | **0.2** |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued)** |  |
|  | **Federal National Mortgage Association: 0.5%<sup>(6)</sup>** | **Federal National Mortgage Association: 0.5%<sup>(6)</sup>** | **Federal National Mortgage Association: 0.5%<sup>(6)</sup>** |
| 980723 | 3.500%,03/01/2043 | $&nbsp;&nbsp;&nbsp;&nbsp;940756 | 0.3 |
| 393000<sup>(7)</sup> | 5.000%,02/15/2053 | 394566 | 0.2 |
|  |  | **1335322** | **0.5** |
|  | **Government National Mortgage Association: 2.7%** | **Government National Mortgage Association: 2.7%** | **Government National Mortgage Association: 2.7%** |
| 2274797 | 2.500%,05/20/2051 | 2036284 | 0.7 |
| 383226 | 2.500%,05/20/2052 | 341954 | 0.1 |
| 226995 | 2.500%,08/20/2052 | 202688 | 0.1 |
| 2697000<sup>(7)</sup> | 3.000%,02/15/2053 | 2478711 | 0.9 |
| 82400 | 4.500%,08/20/2041 | 84170 | 0 |
| 2605000<sup>(7)</sup> | 4.500%,02/15/2053 | 2587091 | 0.9 |
| 11512 | 5.500%,03/20/2039 | 12109 | 0 |
|  |  | **7743007** | **2.7** |
|  | **Uniform Mortgage-Backed Securities: 6.7%** | **Uniform Mortgage-Backed Securities: 6.7%** | **Uniform Mortgage-Backed Securities: 6.7%** |
| 6224000<sup>(7)</sup> | 2.000%,02/15/2053 | 5233995 | 1.9 |
| 42402 | 2.500%,06/01/2030 | 40382 | 0 |
| 30768 | 2.500%,06/01/2030 | 29303 | 0 |
| 19259 | 2.500%,07/01/2030 | 18342 | 0 |
| 3992000<sup>(7)</sup> | 2.500%,02/15/2053 | 3496859 | 1.2 |
| 2881000<sup>(7)</sup> | 3.000%,02/15/2053 | 2618109 | 0.9 |
| 110004 | 3.500%,06/01/2034 | 107613 | 0 |
| 3791000<sup>(7)</sup> | 3.500%,02/15/2053 | 3556204 | 1.3 |
| 49191 | 4.000%,05/01/2045 | 48525 | 0 |
| 876617 | 4.000%,04/01/2049 | 860399 | 0.3 |
| 2755000<sup>(7)</sup> | 4.000%,02/15/2053 | 2661158 | 0.9 |
| 141881 | 4.500%,12/01/2040 | 144323 | 0.1 |
| 71958 | 4.500%,12/01/2040 | 73197 | 0 |
| 235029 | 5.000%,05/01/2042 | 241749 | 0.1 |
|  |  | **19130158** | **6.7** |
|  | Total U.S. Government Agency Obligations |  |  |
|  | (Cost $29,114,017) | **28828229** | **10.1** |
| **U.S. TREASURY OBLIGATIONS: 8.5%** | **U.S. TREASURY OBLIGATIONS: 8.5%** | **U.S. TREASURY OBLIGATIONS: 8.5%** |  |
|  | **U.S. Treasury Bonds: 0.9%** | **U.S. Treasury Bonds: 0.9%** | **U.S. Treasury Bonds: 0.9%** |
| 222700 | 2.875%,05/15/2052 | 191974 | 0.1 |
| 658400 | 3.000%,08/15/2052 | 582736 | 0.2 |
| 96700 | 3.250%,05/15/2042 | 89750 | 0 |
| 1619000 | 4.000%,11/15/2042 | 1673388 | 0.6 |
|  |  | **2537848** | **0.9** |
|  | **U.S. Treasury Notes: 7.6%** | **U.S. Treasury Notes: 7.6%** | **U.S. Treasury Notes: 7.6%** |
| 542500 | 0.125%,05/31/2023 | 534456 | 0.2 |
| 1413000 | 0.125%,01/15/2024 | 1352624 | 0.5 |
| 771000 | 0.250%,06/15/2024 | 727330 | 0.3 |
| 322400 | 0.500%,11/30/2023 | 311267 | 0.1 |
| 1055800 | 0.875%,01/31/2024 | 1016092 | 0.4 |
| 1027800 | 1.250%,09/30/2028 | 904624 | 0.3 |
| 439000 | 1.500%,01/31/2027 | 403254 | 0.1 |
| 408600 | 1.500%,11/30/2028 | 363766 | 0.1 |
| 151000 | 2.750%,08/15/2032 | 142093 | 0 |
| 1039600 | 2.875%,06/15/2025 | 1012798 | 0.4 |
| 3065000 | 3.500%,01/31/2028 | 3051591 | 1.1 |
| 2785900 | 3.500%,01/31/2030 | 2776323 | 1 |
| 2268000 | 3.875%,01/15/2026 | 2268000 | 0.8 |
| 4844000 | 4.125%,01/31/2025 | 4838891 | 1.7 |
| 1726500 | 4.125%,11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1816602 | 0.6 |
|  |  | **21519711** | **7.6** |
|  | Total U.S. Treasury Obligations |  |  |
|  | (Cost $24,282,473) | **24057559** | **8.5** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.9%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.9%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.9%** |  |
|  | **United States: 8.9%** | **United States: 8.9%** | **United States: 8.9%** |
| 500000<sup>(2)</sup> | BANK 2017-BNK4 C, 4.372%, 05/15/2050 | 441001 | 0.2 |
| 6489777<sup>(2),(4)</sup> | BANK 2017-BNK5 XA, 0.946%, 06/15/2060 | 196903 | 0.1 |
| 958118<sup>(2),(4)</sup> | BANK 2019-BNK16 XA, 0.941%, 02/15/2052 | 40130 | 0 |
| 8694044<sup>(2),(4)</sup> | BBCMS Trust 2022-C17 XA, 1.152%, 09/15/2055 | 705991 | 0.2 |
| 280000<sup>(1)</sup> | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 186329 | 0.1 |
| 1413769<sup>(2),(4)</sup> | Benchmark 2019-B9 XA Mortgage Trust, 1.031%, 03/15/2052 | 66620 | 0 |
| 10378416<sup>(2),(4)</sup> | Benchmark 2020-B21 xa Mortgage Trust, 1.452%, 12/17/2053 | 794206 | 0.3 |
| 6434259<sup>(2),(4)</sup> | Benchmark 2021-B23 XA Mortgage Trust, 1.272%, 02/15/2054 | 425569 | 0.1 |
| 745012<sup>(1)</sup> | BX Commercial Mortgage Trust 2021-21M E, 6.630%, (US0001M + 2.171%), 10/15/2036 | 727178 | 0.3 |
| 1888000<sup>(1)</sup> | BX Commercial Mortgage Trust 2021-IRON E, 6.809%, (US0001M + 2.350%), 02/15/2038 | 1786801 | 0.6 |
| 500000<sup>(1)</sup> | BX Trust 2021-LBA EJV, 6.460%, (US0001M + 2.000%), 02/15/2036 | 485561 | 0.2 |
| 500000<sup>(1)</sup> | BX Trust 2021-LBA EV, 6.460%, (US0001M + 2.000%), 02/15/2036 | 485561 | 0.2 |
| 1000000<sup>(1)</sup> | BX Trust 2021-SDMF D, 5.846%, (US0001M + 1.387%), 09/15/2034 | 957041 | 0.3 |
| 2782773<sup>(2),(4)</sup> | CD 2016-CD1 Mortgage Trust XA, 1.366%, 08/10/2049 | 95349 | 0 |
| 8581000<sup>(2),(4)</sup> | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.833%, 08/10/2049 | 212246 | 0.1 |
| 3021263<sup>(2),(4)</sup> | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.027%, 10/12/2050 | 109962 | 0 |
| 14017485<sup>(1),(2),(4)</sup> | COMM 2012-LTRT XA, 0.787%, 10/05/2030 | 180288 | 0.1 |
| 200000<sup>(1),(2)</sup> | COMM 2013-CR10 E Mortgage Trust, 4.859%, 08/10/2046 | 186609 | 0.1 |
| 5916042<sup>(2),(4)</sup> | COMM 2016-CR28 XA, 0.634%, 02/10/2049 | 94840 | 0 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued)** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued)** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 350000<sup>(1)</sup> | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | $&nbsp;&nbsp;&nbsp;&nbsp;207625 | 0.1 |
| 960000<sup>(1)</sup> | CSWF 2021-SOP2 D, 6.776%, (US0001M + 2.317%), 06/15/2034 | 871304 | 0.3 |
| 530000<sup>(1),(2)</sup> | DBJPM 16-C3 Mortgage Trust, 3.473%, 08/10/2049 | 388943 | 0.1 |
| 26432<sup>(1),(8)</sup> | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044 | 26327 | 0 |
| 3477875 | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | 487595 | 0.2 |
| 7083694<sup>(2),(4)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.881%, 11/25/2030 | 372974 | 0.1 |
| 3522744<sup>(2),(4)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.324%, 07/25/2035 | 373569 | 0.1 |
| 5533353<sup>(2),(4)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.868%, 10/25/2035 | 411223 | 0.1 |
| 25632485<sup>(2),(4)</sup> | Freddie Mac Multifamily Structured Pass Through CertificatesK151 X1, 0.377%, 04/25/2030 | 535165 | 0.2 |
| 4000000<sup>(1),(9)</sup> | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | 2179683 | 0.8 |
| 50926775<sup>(1),(4)</sup> | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | 177447 | 0.1 |
| 5680000<sup>(1),(4)</sup> | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | 25159 | 0 |
| 557000<sup>(1),(2),(4)</sup> | GAM Resecuritization Trust 2022-FRR3 BK47, 2.030%, 11/27/2050 | 408788 | 0.1 |
| 379000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 BK61, 1.220%, 01/29/2052 | 266160 | 0.1 |
| 413000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 BK89, 1.900%, 01/27/2052 | 238030 | 0.1 |
| 215000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 C728, 0.570%, 08/27/2050 | 183855 | 0.1 |
| 220000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 CK47, 0.860%, 05/27/2048 | 176775 | 0.1 |
| 266000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 CK61, 1.500%, 11/27/2049 | 177993 | 0.1 |
| 186000<sup>(1),(2),(4)</sup> | GAM Resecuritization Trust 2022-FRR3 CK71, 1.410%, 01/29/2052 | &nbsp;&nbsp;&nbsp;&nbsp;124846 | 0 |
| 216000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 CK89, 2.150%, 01/27/2052 | 115736 | 0 |
| 215000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 D728, 0.610%, 01/29/2052 | 179923 | 0.1 |
| 173000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 DK41, 0.680%, 10/27/2047 | 146388 | 0.1 |
| 220000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 DK47, 0.950%, 05/27/2048 | 173053 | 0.1 |
| 116000<sup>(1),(10)</sup> | GAM Resecuritization Trust 2022-FRR3 EK41, 0.660%, 01/29/2052 | 95820 | 0 |
| 1250000<sup>(1)</sup> | Great Wolf Trust 2019-WOLF C, 6.226%, (TSFR1M + 1.633%), 12/15/2036 | 1211053 | 0.4 |
| 1760000<sup>(1),(2)</sup> | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.591%, 10/10/2032 | 1683582 | 0.6 |
| 4004590<sup>(2),(4)</sup> | GS Mortgage Securities Trust 2013-GC16 XA, 0.993%, 11/10/2046 | 27437 | 0 |
| 7476086<sup>(2),(4)</sup> | GS Mortgage Securities Trust 2017-GS6 XA, 1.012%, 05/10/2050 | 260595 | 0.1 |
| 600000<sup>(1),(2)</sup> | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | 582779 | 0.2 |
| 460000<sup>(1),(2)</sup> | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | 445672 | 0.2 |
| 3759919<sup>(1),(2),(4)</sup> | LSTAR Commercial Mortgage Trust 2017-5 X, 0.793%, 03/10/2050 | 75100 | 0 |
| 1495557<sup>(1)</sup> | Med Trust 2021-MDLN D, 6.460%, (US0001M + 2.000%), 11/15/2038 | 1454327 | 0.5 |
| 1060000<sup>(1),(2)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.540%, 11/15/2045 | 873789 | 0.3 |
| 21550000<sup>(1),(2),(4)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.429%, 12/15/2047 | 171012 | 0.1 |
| 180000<sup>(1)</sup> | RFM Reremic Trust 2022-FRR1 AB55, 1.060%, 03/28/2049 | 136336 | 0 |
| 150000<sup>(1),(2)</sup> | RFM Reremic Trust 2022-FRR1 AB60, 3.110%, 11/08/2049 | 119242 | 0 |
| 230000<sup>(1),(2)</sup> | RFM Reremic Trust 2022-FRR1 AB64, 2.940%, 03/01/2050 | 180642 | 0.1 |
| 60000<sup>(1),(9)</sup> | RFM Reremic Trust 2022-FRR1 CK55, 0.000%, 03/28/2049 | 43203 | 0 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued)** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued)** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 70000<sup>(1),(9)</sup> | RFM Reremic Trust 2022-FRR1 CK60, 0.000%, 11/08/2049 | &nbsp;&nbsp;&nbsp;&nbsp;46816 | 0 |
| 70000<sup>(1),(9)</sup> | RFM Reremic Trust 2022-FRR1 CK64, 0.000%, 03/01/2050 | 45838 | 0 |
| 5139191<sup>(2),(4)</sup> | Wells Fargo Commercial Mortgage Trust 2020-C55 XA, 1.298%, 02/15/2053 | 330704 | 0.1 |
| 630000<sup>(1),(2)</sup> | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.203%, 03/15/2045 | 492344 | 0.2 |
| 250000<sup>(1),(2)</sup> | WFRBS Commercial Mortgage Trust 2013-C14 D, 3.956%, 06/15/2046 | 156363 | 0.1 |
| 4012557<sup>(2),(4)</sup> | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.906%, 03/15/2046 | 17043 | 0 |
| 10164766<sup>(2),(4)</sup> | WFRBS Commercial Mortgage Trust 2014-C19 XA, 0.963%, 03/15/2047 | 72907 | 0 |
| 300000<sup>(1)</sup> | WFRBS Commercial Mortgage Trust 2014-C21 D, 3.497%, 08/15/2047 | 258286 | 0.1 |
|  | Total Commercial Mortgage-Backed Securities |  |  |
|  | (Cost $27,251,881) | **25207636** | **8.9** |
| **ASSET-BACKED SECURITIES: 9.8%** | **ASSET-BACKED SECURITIES: 9.8%** | **ASSET-BACKED SECURITIES: 9.8%** |  |
|  | **Cayman Islands: 1.0%** | **Cayman Islands: 1.0%** | **Cayman Islands: 1.0%** |
| 650000<sup>(1)</sup> | BlueMountain CLO XXXI Ltd. 2021-31A A1, 5.948%, (US0003M + 1.150%), 04/19/2034 | 641234 | 0.2 |
| 500000<sup>(1)</sup> | Galaxy XXII CLO Ltd. 2016-22A ARR, 5.992%, (US0003M + 1.200%), 04/16/2034 | 494403 | 0.2 |
| 800000<sup>(1)</sup> | Oaktree CLO 2019-1A A1R Ltd., 5.925%, (US0003M + 1.110%), 04/22/2030 | 793426 | 0.3 |
| 1000000<sup>(1)</sup> | Sound Point CLO IX Ltd. 2015-2A ARRR, 6.018%, (US0003M + 1.210%), 07/20/2032 | 978808 | 0.3 |
|  |  | **2907871** | **1.0** |
|  | **United States: 8.8%** | **United States: 8.8%** | **United States: 8.8%** |
| 1650000<sup>(1)</sup> | AGL CLO 11 Ltd. 2021-11A AJ, 6.142%, (US0003M + 1.350%), 04/15/2034 | 1606747 | 0.6 |
| 250000<sup>(1)</sup> | AIG CLO 2021-1A C, 6.565%, (US0003M + 1.750%), 04/22/2034 | 236774 | 0.1 |
| 1550000<sup>(1)</sup> | Allegro CLO IV Ltd. 2016-1A CR2, 6.792%, (US0003M + 2.000%), 01/15/2030 | 1502734 | 0.5 |
| 500000<sup>(1)</sup> | AMMC CLO 16 Ltd. 2015-16A CR2, 6.742%, (US0003M + 1.950%), 04/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;491003 | 0.2 |
| 400000<sup>(1)</sup> | Apidos CLO XXIV 2016-24A BRR, 6.858%, (US0003M + 2.050%), 10/20/2030 | 385673 | 0.1 |
| 300000<sup>(1)</sup> | Ares XXVIIIR CLO Ltd. 2018-28RA A2, 6.192%, (US0003M + 1.400%), 10/17/2030 | 294678 | 0.1 |
| 750000<sup>(1)</sup> | Barings Clo Ltd. 2019-4A C, 7.592%, (US0003M + 2.800%), 01/15/2033 | 747051 | 0.3 |
| 1190000<sup>(1)</sup> | BDS 2020-FL5 C Ltd., 6.647%, (TSFR1M + 2.050%), 02/16/2037 | 1145382 | 0.4 |
| 500000<sup>(1)</sup> | BlueMountain CLO 2013-2A CR, 6.765%, (US0003M + 1.950%), 10/22/2030 | 475206 | 0.2 |
| 250000<sup>(1)</sup> | BlueMountain CLO Ltd. 2021-28A C, 6.792%, (US0003M + 2.000%), 04/15/2034 | 235243 | 0.1 |
| 500000<sup>(1)</sup> | BlueMountain CLO XXXI Ltd. 2021-31A A2, 6.198%, (US0003M + 1.400%), 04/19/2034 | 485545 | 0.2 |
| 300000<sup>(1)</sup> | Carlyle US Clo 2017-2A A2R Ltd., 6.408%, (US0003M + 1.600%), 07/20/2031 | 289303 | 0.1 |
| 450000<sup>(1)</sup> | Cedar Funding VIII Clo Ltd. 2017-8A A2R, 6.242%, (US0003M + 1.450%), 10/17/2034 | 436990 | 0.2 |
| 750000<sup>(1)</sup> | CIFC Funding 2013-IA BR Ltd., 7.192%, (US0003M + 2.400%), 07/16/2030 | 732946 | 0.3 |
| 865000<sup>(1)</sup> | CIFC Funding 2015-4A BR2 Ltd., 6.708%, (US0003M + 1.900%), 04/20/2034 | 823644 | 0.3 |
| 367102<sup>(2)</sup> | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.643%, 03/25/2036 | 179434 | 0.1 |
| 1000000<sup>(1)</sup> | Dryden 49 Senior Loan Fund 2017-49A CR, 6.845%, (US0003M + 2.050%), 07/18/2030 | 963517 | 0.3 |
| 1000000<sup>(1)</sup> | Galaxy XV CLO Ltd. 2013-15A CRR, 6.642%, (US0003M + 1.850%), 10/15/2030 | 959952 | 0.3 |
| 600000<sup>(1)</sup> | Galaxy XXI CLO Ltd. 2015-21A CR, 6.558%, (US0003M + 1.750%), 04/20/2031 | 569135 | 0.2 |
| 300000<sup>(1)</sup> | Invesco US CLO 2023-1A A1R Ltd., 8.520%, (TSFR3M + 0.000%), 04/22/2035 | 300750 | 0.1 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **ASSET-BACKED SECURITIES: (continued)** | **ASSET-BACKED SECURITIES: (continued)** | **ASSET-BACKED SECURITIES: (continued)** |  |
|  | **United States: (continued)** | **United States: (continued)** | **United States: (continued)** |
| 250000<sup>(1)</sup> | Kayne CLO 10 Ltd. 2021-10A C, 6.565%, (US0003M + 1.750%), 04/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;236023 | 0.1 |
| 400000<sup>(1)</sup> | LCM XXIV Ltd. 24A CR, 6.708%, (US0003M + 1.900%), 03/20/2030 | 377632 | 0.1 |
| 500000<sup>(1)</sup> | Madison Park Funding XXXI Ltd. 2018-31A C, 6.965%, (US0003M + 2.150%), 01/23/2031 | 485987 | 0.2 |
| 600000<sup>(1)</sup> | MF1 2021-FL7 D Ltd., 7.020%, (US0001M + 2.550%), 10/16/2036 | 559042 | 0.2 |
| 300000<sup>(1),(2)</sup> | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | 284540 | 0.1 |
| 300000<sup>(1),(2)</sup> | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 275247 | 0.1 |
| 1100000<sup>(1)</sup> | Neuberger Berman Loan Advisers CLO 30 Ltd. 2018-30A CR, 6.558%, (US0003M + 1.750%), 01/20/2031 | 1048115 | 0.4 |
| 600000<sup>(1)</sup> | Neuberger Berman Loan Advisers Clo 40 Ltd. 2021-40A C, 6.542%, (US0003M + 1.750%), 04/16/2033 | 573065 | 0.2 |
| 250000<sup>(1)</sup> | Oak Hill Credit Partners 2021-8A C, 6.695%, (US0003M + 1.900%), 01/18/2034 | 239463 | 0.1 |
| 1000000<sup>(1)</sup> | OCP CLO 2014-5 A BR Ltd., 6.622%, (US0003M + 1.800%), 04/26/2031 | 944449 | 0.3 |
| 1000000<sup>(1)</sup> | Octagon Investment Partners XXI Ltd. 2014-1A BR3, 6.400%, (US0003M + 1.750%), 02/14/2031 | 951167 | 0.3 |
| 1000000<sup>(1)</sup> | OHA Credit Partners VII Ltd. 2012-7A CR3, 6.475%, (US0003M + 1.800%), 02/20/2034 | 948373 | 0.3 |
| 1000000<sup>(1)</sup> | Palmer Square CLO 2015-1A BR4 Ltd., 6.525%, (US0003M + 1.850%), 05/21/2034 | 951163 | 0.3 |
| 1000000<sup>(1)</sup> | Recette Clo Ltd. 2015-1A CRR, 6.558%, (US0003M + 1.750%), 04/20/2034 | 935686 | 0.3 |
| 650000<sup>(1)</sup> | Shackleton 2019-15A CR CLO Ltd., 6.942%, (US0003M + 2.150%), 01/15/2032 | 623398 | 0.2 |
| 1000000<sup>(1)</sup> | Sound Point Clo XV Ltd. 2017-1A CR, 6.865%, (US0003M + 2.050%), 01/23/2029 | 963207 | 0.3 |
| 300000<sup>(1)</sup> | Symphony CLO XXVI Ltd. 2021-26A CR, 6.808%, (US0003M + 2.000%), 04/20/2033 | 277491 | 0.1 |
| 350000<sup>(1)</sup> | TCI-Flatiron Clo 2018-1A CR Ltd., 6.552%, (US0003M + 1.750%), 01/29/2032 | 336382 | 0.1 |
| 450000<sup>(1)</sup> | TCW CLO 2021-1A C Ltd., 6.708%, (US0003M + 1.900%), 03/18/2034 | 424930 | 0.2 |
| 600000<sup>(1)</sup> | Venture XXVII CLO Ltd. 2017-27A CR, 7.108%, (US0003M + 2.300%), 07/20/2030 | 565616 | 0.2 |
|  |  | **24862683** | **8.8** |
|  | Total Asset-Backed Securities |  |  |
|  | (Cost $28,802,643) | **27770554** | **9.8** |
|  |  | **Value** | **Percentage<br> of Net<br> Assets** |
| **PURCHASED OPTIONS <sup>(11)</sup>: 0.1%** | **PURCHASED OPTIONS <sup>(11)</sup>: 0.1%** | **PURCHASED OPTIONS <sup>(11)</sup>: 0.1%** | **PURCHASED OPTIONS <sup>(11)</sup>: 0.1%** |
|  | Total Purchased Options |  |  |
|  | (Cost $330,965) | **222121** | **0.1** |
|  | Total Long-Term Investments |  |  |
|  | (Cost $298,011,191) | **278080618** | **97.9** |
| **Principal<br> Amount†** |  | **Value** | **Percentage<br> of Net<br> Assets** |
| **SHORT-TERM INVESTMENTS: 8.0%** | **SHORT-TERM INVESTMENTS: 8.0%** | **SHORT-TERM INVESTMENTS: 8.0%** | **SHORT-TERM INVESTMENTS: 8.0%** |
|  | **Commercial Paper: 6.4%** | **Commercial Paper: 6.4%** | **Commercial Paper: 6.4%** |
| 2800000 | AT&T, Inc., 4.780%, 02/13/2023 | 2795240 | 1 |
| 1000000 | Fiserv, Inc., 4.620%, 02/01/2023 | 999873 | 0.3 |
| 3500000 | Lowe's Cos, Inc., 4.600%, 02/01/2023 | 3499559 | 1.2 |
| 2800000 | McKesson Corp., 4.660%, 02/03/2023 | 2798928 | 1 |
| 5200000 | Sysco Corp., 4.620%, 02/01/2023 | 5199341 | 1.8 |
| 3000000 | Tyson Foods, Inc., 4.600%, 02/01/2023 | 2999622 | 1.1 |
|  | Total Commercial Paper |  |  |
|  | (Cost $18,294,864) | **18292563** | **6.4** |
|  | **Repurchase Agreements: 1.3%** | **Repurchase Agreements: 1.3%** | **Repurchase Agreements: 1.3%** |
| 1000000<sup>(12)</sup> | Bank of America Inc., Repurchase Agreement dated 01/31/23, 4.30%, due 02/01/23 (Repurchase Amount $1,000,118, collateralized by various U.S. Government Agency Obligations, 0.010%-5.500%, Market Value plus accrued interest $1,020,000, due 02/25/32-09/01/61) | 1000000 | 0.3 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **SHORT-TERM INVESTMENTS: (continued)** | **SHORT-TERM INVESTMENTS: (continued)** | **SHORT-TERM INVESTMENTS: (continued)** | **SHORT-TERM INVESTMENTS: (continued)** |
|  | **Repurchase Agreements (continued)** | **Repurchase Agreements (continued)** | **Repurchase Agreements (continued)** |
| 1000000<sup>(12)</sup> | Citigroup, Inc., Repurchase Agreement dated 01/31/23, 4.30%, due 02/01/23 (Repurchase Amount $1,000,118, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.686%, Market Value plus accrued interest $1,020,000, due 08/15/24-12/20/72) | $1000000 | 0.4 |
| 564173<sup>(12)</sup> | Deutsche Bank Securities Inc., Repurchase Agreement dated 01/31/23, 4.30%, due 02/01/23 (Repurchase Amount $564,239, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $575,456, due 02/01/23-01/01/53) | 564173 | 0.2 |
| 1000000<sup>(12)</sup> | RBC Dominion Securities Inc., Repurchase Agreement dated 01/31/23, 4.30%, due 02/01/23 (Repurchase Amount $1,000,118, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 02/07/23-12/20/52) | 1000000 | 0.4 |
|  | Total Repurchase Agreements |  |  |
|  | (Cost $3,564,173) | **3564173** | **1.3** |
| **Shares** |  | **Value** | **Percentage<br> of Net<br> Assets** |
|  | **Mutual Funds: 0.3%** | **Mutual Funds: 0.3%** | **Mutual Funds: 0.3%** |
| 738000<sup>(13)</sup> | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.230% |  |  |
|  | (Cost $738,000) | **738000** | **0.3** |
|  | Total Short-Term Investments |  |  |
|  | (Cost $22,597,037) | **22594736** | **8.0** |
|  | **Total Investments in Securities**<br> **(Cost $320,608,228)** | $**300675354** | **105.9** |
|  | **Liabilities in Excess of Other Assets** | **(16650003**) | &nbsp;&nbsp;&nbsp;&nbsp;**(5.9)** |
|  | **Net Assets** | $**284025351** | &nbsp;&nbsp;&nbsp;&nbsp;**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) Variable rate security. Rate shown is the rate in effect as of January 31, 2023.

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

(4) 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.

(5) Defaulted security.

(6) 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.

(7) Represents or includes a TBA transaction.

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

(9) 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.

(10) Represents a zero coupon bond. Rate shown reflects the effective yield as of January 31, 2023.

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

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

(13) Rate shown is the 7-day yield as of January 31, 2023.

---

| | |
|:---|:---|
| Currency Abbreviations: | Currency Abbreviations: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CNY | Chinese Yuan |
| COP | Colombian Peso |
| EUR | EU Euro |
| IDR | Indonesian Rupiah |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| PEN | Peruvian Nuevo Sol |
| RON | Romanian New Leu |
| RUB | Russian Ruble |
| THB | Thai Baht |

---

---

| | |
|:---|:---|
| Reference Rate Abbreviations: | Reference Rate Abbreviations: |
| SOFR30A | 30-day Secured Overnight Financing Rate |
| TSFR1M | 1-month CME Term Secured Overnight Financing Rate |
| TSFR3M | 3-month CME Term Secured Overnight Financing Rate |
| US0001M | 1-month LIBOR |
| US0003M | 3-month LIBOR |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | |
|:---|:---|
| **Sector Diversification** | **Percentage<br> of Net Assets** |
| Sovereign Bonds | 16.7% |
| Collateralized Mortgage Obligations | 15.4 |
| Other Asset-Backed Securities | 9.8 |
| Commercial Mortgage-Backed Securities | 8.9 |
| Financial | 8.7 |
| U.S. Treasury Obligations | 8.5 |
| Uniform Mortgage-Backed Securities | 6.7 |
| Consumer, Non-cyclical | 4.4 |
| U.S. Government Agency Obligations | 3.4 |
| Energy | 3.3 |
| Utilities | 2.7 |
| Consumer, Cyclical | 2.0 |
| Foreign Government Bonds | 1.8 |
| Communications | 1.6 |
| Industrial | 1.5 |
| Technology | 1.3 |
| Basic Materials | 1.1 |
| Purchased Options | 0.1 |
| Short-Term Investments | 8.0 |
| Liabilities in Excess of Other Assets | (5.9) |
| **Net Assets** | 100.0% |

---

**Portfolio holdings are subject to change daily.**

**Fair Value Measurements**

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 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> January 31, 2023** |
| **Asset Table** |  |  |  |  |
| **Investments, at fair value** |  |  |  |  |
| Purchased Options | $– | $222121 | $– | $222121 |
| Corporate Bonds/Notes |  | 75646620 |  | 75646620 |
| Collateralized Mortgage Obligations |  | 43845319 |  | 43845319 |
| Asset-Backed Securities |  | 27770554 |  | 27770554 |
| U.S. Government Agency Obligations |  | 28828229 |  | 28828229 |
| Commercial Mortgage-Backed Securities |  | 25181309 | 26327 | 25207636 |
| Sovereign Bonds |  | 52502580 |  | 52502580 |
| U.S. Treasury Obligations |  | 24057559 |  | 24057559 |
| Short-Term Investments | 738000 | 21856736 | – | 22594736 |
| Total Investments, at fair value | $738000 | $299911027 | $26327 | $300675354 |
| **Other Financial Instruments+** |  |  |  |  |
| Centrally Cleared Swaps |  | 5168411 |  | 5168411 |
| Forward Foreign Currency Contracts |  | 6811477 |  | 6811477 |
| Forward Premium Swaptions |  | 17371 |  | 17371 |
| Futures | 125035 | – | – | 125035 |
| Total Assets | $863035 | $311908286 | $26327 | $312797648 |
| **Liabilities Table** |  |  |  |  |
| **Other Financial Instruments+** |  |  |  |  |
| Centrally Cleared Swaps | $– | $(6855439) | $– | $(6855439) |
| Forward Foreign Currency Contracts |  | (3717183) |  | (3717183) |
| Forward Premium Swaptions |  | (113050) |  | (113050) |
| Futures | (1252718) |  |  | (1252718) |
| Volatility Swaps |  | (3796) |  | (3796) |
| Written Options | – | (4051596) | – | (4051596) |
| Total Liabilities | $(1252718) | $(14741064) | $– | $(15993782) |

---

---

| | |
|:---|:---|
| + | 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 Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

At January 31, 2023, the following forward foreign currency contracts were outstanding for Voya Global Bond Fund:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Sold** | **Counterparty** | **Settlement<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| USD 2,214,044 | CAD 2,959,513 | Bank of America N.A. | 02/03/23 | $(10248) |
| NZD 1,575,844 | USD 1,022,582 | Bank of America N.A. | 02/03/23 | (3946) |
| USD 33,540,480 | JPY 4,365,414,285 | Bank of America N.A. | 02/03/23 | (343280) |
| USD 2,548,181 | JPY 332,430,590 | Bank of America N.A. | 02/03/23 | (6060) |
| USD 1,419,635 | EUR 1,309,327 | Bank of America N.A. | 02/03/23 | (3880) |
| CAD 3,008,506 | USD 2,249,897 | Bank of America N.A. | 02/03/23 | 11217 |
| GBP 333,137 | USD 407,206 | Bank of America N.A. | 02/03/23 | 3510 |
| USD 3,166,822 | CHF 2,913,223 | Bank of America N.A. | 02/03/23 | (15610) |
| USD 1,943,480 | NZD 3,000,888 | Bank of America N.A. | 02/03/23 | 3685 |
| USD 1,636,278 | CAD 2,224,244 | Bank of America N.A. | 02/03/23 | (35405) |
| CAD 3,087,351 | USD 2,315,276 | Bank of America N.A. | 02/03/23 | 5096 |
| AUD 3,030,719 | USD 2,059,571 | Bank of America N.A. | 02/03/23 | 79745 |
| AUD 1,027,671 | USD 694,368 | Bank of America N.A. | 02/03/23 | 31042 |
| USD 1,914,648 | CHF 1,771,758 | Bank of America N.A. | 02/03/23 | (20837) |
| NZD 600,313 | USD 381,632 | Bank of America N.A. | 02/03/23 | 6415 |
| USD 747,664 | GBP 618,646 | Bank of America N.A. | 02/03/23 | (15048) |
| CAD 3,194,339 | USD 2,337,844 | Bank of America N.A. | 02/03/23 | 62937 |
| NZD 1,986,919 | USD 1,265,054 | Bank of America N.A. | 02/03/23 | 19304 |
| USD 2,022,803 | CAD 2,708,008 | Bank of America N.A. | 02/03/23 | (12464) |
| GBP 2,557,863 | USD 3,142,361 | Bank of America N.A. | 02/03/23 | 11161 |
| USD 256,392 | NZD 395,761 | Bank of America N.A. | 02/03/23 | 570 |
| USD 1,220,070 | AUD 1,768,908 | Bank of America N.A. | 02/03/23 | (28563) |
| CHF 276,050 | USD 299,280 | Bank of America N.A. | 02/03/23 | 2279 |
| EUR 841,469 | USD 911,702 | Bank of America N.A. | 02/03/23 | 3154 |
| USD 1,967,627 | EUR 1,842,157 | Bank of America N.A. | 02/03/23 | (35188) |
| USD 263,253 | NOK 2,634,425 | Bank of America N.A. | 02/03/23 | (2468) |
| JPY 4,365,414,285 | USD 33,730,639 | Bank of America N.A. | 03/17/23 | 340341 |
| USD 1,939,362 | CHF 1,767,864 | Bank of America N.A. | 03/17/23 | (14590) |
| USD 2,234,763 | AUD 3,163,499 | Bank of America N.A. | 03/17/23 | (25206) |
| IDR 4,978,638,523 | USD 320,141 | Barclays Bank PLC | 03/03/23 | 11561 |
| USD 3,007,338 | MYR 13,138,758 | Barclays Bank PLC | 03/03/23 | (83403) |
| USD 261,928 | COP 1,271,661,170 | Barclays Bank PLC | 03/03/23 | (8947) |
| USD 993,571 | RON 4,537,900 | Barclays Bank PLC | 03/10/23 | (7610) |
| USD 3,218,147 | EUR 2,964,507 | BNP Paribas | 02/03/23 | (4899) |
| EUR 3,206,404 | USD 3,407,611 | BNP Paribas | 02/03/23 | 78428 |
| AUD 1,854,441 | USD 1,294,481 | BNP Paribas | 02/03/23 | 14527 |
| USD 14,032,376 | GBP 11,393,744 | BNP Paribas | 02/03/23 | (65129) |
| CHF 1,821,770 | USD 1,969,415 | BNP Paribas | 02/03/23 | 20703 |
| NZD 2,933,509 | USD 1,909,433 | BNP Paribas | 02/03/23 | (13194) |
| USD 2,417,805 | CAD 3,219,306 | BNP Paribas | 02/03/23 | (1741) |
| USD 57,561,871 | EUR 53,016,745 | BNP Paribas | 02/03/23 | (695728) |
| CAD 2,464,313 | USD 1,831,581 | BNP Paribas | 02/03/23 | 20532 |
| USD 1,192,955 | AUD 1,718,673 | BNP Paribas | 02/03/23 | (20217) |
| GBP 1,378,707 | USD 1,709,246 | BNP Paribas | 02/03/23 | (9476) |
| NZD 2,265,183 | USD 1,457,126 | BNP Paribas | 02/03/23 | 7104 |
| NZD 1,765,342 | USD 1,135,404 | BNP Paribas | 02/03/23 | 5724 |
| CHF 3,611,140 | USD 3,937,246 | BNP Paribas | 02/03/23 | 7597 |
| USD 2,422,307 | GBP 1,954,205 | BNP Paribas | 02/03/23 | 13020 |
| NZD 3,969,413 | USD 2,569,854 | BNP Paribas | 02/03/23 | (3999) |
| JPY 319,886,604 | USD 2,451,305 | BNP Paribas | 02/03/23 | 6554 |
| AUD 3,764,360 | USD 2,674,372 | BNP Paribas | 02/03/23 | (17195) |
| USD 4,495,774 | AUD 6,669,896 | BNP Paribas | 02/03/23 | (212354) |
| AUD 1,775,152 | USD 1,227,832 | BNP Paribas | 02/03/23 | 25208 |
| USD 1,465,673 | GBP 1,205,773 | BNP Paribas | 02/03/23 | (20893) |
| GBP 2,421,403 | USD 2,886,837 | BNP Paribas | 02/03/23 | 98447 |
| USD 2,635,690 | AUD 3,945,791 | BNP Paribas | 02/03/23 | (149554) |
| JPY 159,441,973 | USD 1,218,496 | BNP Paribas | 02/03/23 | 6582 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| USD 2,321,727 | CAD 3,158,250 | BNP Paribas | 02/03/23 | $(51930) |
| EUR 1,790,738 | USD 1,942,070 | BNP Paribas | 02/03/23 | 4841 |
| CAD 380,620 | USD 283,623 | BNP Paribas | 02/03/23 | 2441 |
| CAD 3,254,304 | USD 2,432,148 | BNP Paribas | 02/03/23 | 13701 |
| USD 2,426,115 | NZD 3,880,373 | BNP Paribas | 02/03/23 | (82184) |
| USD 422,355 | MXN 8,172,083 | BNP Paribas | 03/03/23 | (9550) |
| MXN 13,909,701 | USD 727,694 | BNP Paribas | 03/03/23 | 7451 |
| MXN 16,100,412 | USD 844,213 | BNP Paribas | 03/03/23 | 6714 |
| USD 2,205,000 | BRL 11,475,614 | BNP Paribas | 03/03/23 | (44703) |
| USD 2,234,763 | AUD 3,163,201 | BNP Paribas | 03/17/23 | (24993) |
| USD 2,677,697 | GBP 2,170,541 | BNP Paribas | 03/17/23 | (10306) |
| EUR 53,016,745 | USD 57,717,104 | BNP Paribas | 03/17/23 | 690088 |
| GBP 11,393,744 | USD 14,045,479 | BNP Paribas | 03/17/23 | 64563 |
| NZD 1,159,296 | USD 736,016 | Brown Brothers Harriman & Co. | 02/03/23 | 13361 |
| USD 276,907 | JPY 36,563,198 | Brown Brothers Harriman & Co. | 02/03/23 | (4028) |
| USD 721,844 | DKK 4,946,164 | Brown Brothers Harriman & Co. | 02/03/23 | (8724) |
| SGD 804,588 | USD 605,824 | Brown Brothers Harriman & Co. | 03/03/23 | 6941 |
| USD 330,157 | CNY 2,228,560 | Brown Brothers Harriman & Co. | 03/03/23 | (486) |
| HKD 547,037 | USD 70,168 | Brown Brothers Harriman & Co. | 03/03/23 | (297) |
| HUF 53,585,311 | USD 144,531 | Brown Brothers Harriman & Co. | 03/10/23 | 2673 |
| USD 12,597 | ZAR 217,395 | Brown Brothers Harriman & Co. | 03/10/23 | 141 |
| DKK 4,946,164 | USD 723,999 | Brown Brothers Harriman & Co. | 03/17/23 | 8670 |
| USD 2,460,466 | EUR 2,314,419 | Citibank N.A. | 02/03/23 | (55796) |
| CAD 1,486,030 | USD 1,105,944 | Citibank N.A. | 02/03/23 | 10917 |
| CAD 2,962,095 | USD 2,218,391 | Citibank N.A. | 02/03/23 | 7841 |
| USD 677,192 | NZD 1,044,817 | Citibank N.A. | 02/03/23 | 1815 |
| USD 1,097,408 | SEK 11,489,382 | Citibank N.A. | 02/03/23 | (14843) |
| USD 1,161,347 | JPY 154,367,228 | Citibank N.A. | 02/03/23 | (24739) |
| USD 1,412,265 | CHF 1,297,719 | Citibank N.A. | 02/03/23 | (15840) |
| USD 2,179,366 | EUR 2,053,742 | Citibank N.A. | 02/03/23 | (53486) |
| EUR 648,184 | USD 691,511 | Citibank N.A. | 02/03/23 | 13202 |
| USD 1,325,158 | NZD 2,087,804 | Citibank N.A. | 02/03/23 | (24413) |
| USD 1,968,751 | CHF 1,811,988 | Citibank N.A. | 02/03/23 | (10681) |
| EUR 1,218,556 | USD 1,327,417 | Citibank N.A. | 02/03/23 | (2589) |
| EUR 614,563 | USD 654,744 | Citibank N.A. | 02/03/23 | 13416 |
| USD 777,248 | GBP 645,751 | Citibank N.A. | 02/03/23 | (18881) |
| USD 507,556 | CAD 688,571 | Citibank N.A. | 02/03/23 | (9956) |
| USD 4,230,711 | BRL 22,479,840 | Citibank N.A. | 03/03/23 | (176284) |
| USD 917,863 | PEN 3,496,141 | Citibank N.A. | 03/03/23 | 10828 |
| USD 112,000 | BRL 580,416 | Citibank N.A. | 03/03/23 | (1786) |
| ILS 1,073,195 | USD 314,972 | Citibank N.A. | 03/10/23 | (3705) |
| CHF 1,297,719 | USD 1,418,657 | Citibank N.A. | 03/17/23 | 15662 |
| SEK 11,489,382 | USD 1,099,855 | Citibank N.A. | 03/17/23 | 14865 |
| CAD 3,261,795 | USD 2,396,352 | Goldman Sachs International | 02/03/23 | 55127 |
| GBP 2,351,910 | USD 2,820,199 | Goldman Sachs International | 02/03/23 | 79408 |
| EUR 232,378 | USD 245,927 | Goldman Sachs International | 02/03/23 | 6717 |
| USD 362,777 | JPY 47,354,698 | Goldman Sachs International | 02/03/23 | (1074) |
| USD 2,555,324 | NZD 3,993,692 | Goldman Sachs International | 02/03/23 | (26225) |
| CHF 1,614,556 | USD 1,751,278 | Goldman Sachs International | 02/03/23 | 12478 |
| USD 2,138,546 | CAD 2,861,214 | Goldman Sachs International | 02/03/23 | (11867) |
| NZD 4,145,331 | USD 2,619,620 | Goldman Sachs International | 02/03/23 | 59949 |
| EUR 1,667,336 | USD 1,778,014 | Goldman Sachs International | 02/03/23 | 34733 |
| AUD 544,251 | USD 374,883 | Goldman Sachs International | 02/03/23 | 9291 |
| EUR 1,202,854 | USD 1,303,850 | Goldman Sachs International | 02/03/23 | 3907 |
| USD 314,929 | CHF 290,388 | Goldman Sachs International | 02/03/23 | (2294) |
| USD 2,259,852 | JPY 289,335,667 | Goldman Sachs International | 02/03/23 | 36733 |
| AUD 1,751,910 | USD 1,212,154 | Goldman Sachs International | 02/03/23 | 24480 |
| USD 829,992 | CAD 1,119,097 | Goldman Sachs International | 02/03/23 | (11091) |
| USD 1,726,550 | EUR 1,636,929 | Goldman Sachs International | 02/03/23 | (53137) |
| USD 359,273 | CHF 330,818 | Goldman Sachs International | 02/03/23 | (2116) |
| USD 4,561,465 | CAD 6,107,779 | Goldman Sachs International | 02/03/23 | (28980) |
| CAD 2,178,006 | USD 1,628,196 | Goldman Sachs International | 02/03/23 | 8735 |
| CAD 629,086 | USD 469,924 | Goldman Sachs International | 02/03/23 | 2880 |
| JPY 73,375,337 | USD 558,312 | Goldman Sachs International | 02/03/23 | 5470 |
| EUR 1,266,742 | USD 1,335,795 | Goldman Sachs International | 02/03/23 | 41422 |
| USD 2,225,349 | BRL 11,416,595 | Goldman Sachs International | 03/03/23 | (12784) |
| USD 1,028,687 | MXN 19,447,495 | Goldman Sachs International | 03/03/23 | (10786) |
| KRW 4,138,369,955 | USD 3,326,557 | HSBC Bank USA N.A. | 03/10/23 | 33104 |
| USD 321,091 | JPY 41,294,099 | Morgan Stanley Capital Services LLC | 02/03/23 | 3807 |
| CAD 1,991,262 | USD 1,490,722 | Morgan Stanley Capital Services LLC | 02/03/23 | 5858 |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| USD 515,539 | GBP 421,240 | Morgan Stanley Capital Services LLC | 02/03/23 | $(3797) |
| USD 1,286,946 | NZD 2,018,435 | Morgan Stanley Capital Services LLC | 02/03/23 | (17784) |
| USD 1,842,858 | CHF 1,704,942 | Morgan Stanley Capital Services LLC | 02/03/23 | (19636) |
| EUR 1,256,806 | USD 1,361,172 | Morgan Stanley Capital Services LLC | 02/03/23 | 5242 |
| USD 1,244,703 | AUD 1,807,776 | Morgan Stanley Capital Services LLC | 02/03/23 | (31365) |
| CHF 1,061,783 | USD 1,152,127 | Morgan Stanley Capital Services LLC | 02/03/23 | 7775 |
| AUD 1,870,441 | USD 1,294,818 | Morgan Stanley Capital Services LLC | 02/03/23 | 25483 |
| USD 1,845,784 | CHF 1,724,040 | Morgan Stanley Capital Services LLC | 02/03/23 | (37573) |
| USD 7,133,506 | CAD 9,510,694 | Morgan Stanley Capital Services LLC | 02/03/23 | (22772) |
| USD 1,637,518 | CAD 2,208,653 | Morgan Stanley Capital Services LLC | 02/03/23 | (22448) |
| USD 2,755,746 | EUR 2,587,592 | Morgan Stanley Capital Services LLC | 02/03/23 | (57513) |
| USD 1,967,865 | EUR 1,834,368 | Morgan Stanley Capital Services LLC | 02/03/23 | (26481) |
| EUR 3,345,884 | USD 3,578,875 | Morgan Stanley Capital Services LLC | 02/03/23 | 58809 |
| USD 2,028,562 | EUR 1,870,680 | Morgan Stanley Capital Services LLC | 02/03/23 | (5263) |
| EUR 3,794,614 | USD 4,122,364 | Morgan Stanley Capital Services LLC | 02/03/23 | 3184 |
| USD 288,182 | CAD 394,059 | Morgan Stanley Capital Services LLC | 02/03/23 | (7982) |
| USD 465,823 | NZD 746,246 | Morgan Stanley Capital Services LLC | 02/03/23 | (16555) |
| CHF 3,664,363 | USD 3,928,766 | Morgan Stanley Capital Services LLC | 02/03/23 | 74218 |
| USD 2,633,048 | AUD 3,775,728 | Morgan Stanley Capital Services LLC | 02/03/23 | (32153) |
| USD 2,842,358 | GBP 2,355,728 | Morgan Stanley Capital Services LLC | 02/03/23 | (61956) |
| GBP 1,377,439 | USD 1,700,119 | Morgan Stanley Capital Services LLC | 02/03/23 | (1911) |
| AUD 3,935,999 | USD 2,657,200 | Morgan Stanley Capital Services LLC | 02/03/23 | 121132 |
| USD 391,916 | GBP 328,748 | Morgan Stanley Capital Services LLC | 02/03/23 | (13388) |
| USD 3,878,545 | EUR 3,591,102 | Morgan Stanley Capital Services LLC | 02/03/23 | (25742) |
| GBP 246,541 | USD 304,926 | Morgan Stanley Capital Services LLC | 02/03/23 | (972) |
| USD 1,250,742 | EUR 1,145,640 | Morgan Stanley Capital Services LLC | 02/03/23 | 5189 |
| CAD 6,902,848 | USD 5,045,195 | Morgan Stanley Capital Services LLC | 02/03/23 | 142804 |
| USD 1,615,903 | NZD 2,491,970 | Morgan Stanley Capital Services LLC | 02/03/23 | 5077 |
| USD 946,515 | EUR 887,597 | Morgan Stanley Capital Services LLC | 02/03/23 | (18491) |
| USD 1,965,769 | CHF 1,814,477 | Morgan Stanley Capital Services LLC | 02/03/23 | (16382) |
| USD 1,645,288 | EUR 1,544,382 | Morgan Stanley Capital Services LLC | 02/03/23 | (33781) |
| NZD 3,383,546 | USD 2,147,821 | Morgan Stanley Capital Services LLC | 02/03/23 | 39326 |
| NOK 2,634,425 | USD 265,566 | Morgan Stanley Capital Services LLC | 02/03/23 | (1627) |
| USD 1,222,285 | NZD 1,943,937 | Morgan Stanley Capital Services LLC | 02/03/23 | (34289) |
| JPY 237,154,556 | USD 1,799,216 | Morgan Stanley Capital Services LLC | 02/03/23 | 22968 |
| EUR 56,110,528 | USD 59,613,334 | Morgan Stanley Capital Services LLC | 02/03/23 | 1390677 |
| USD 3,566,039 | CHF 3,280,199 | Morgan Stanley Capital Services LLC | 02/03/23 | (17281) |
| USD 235,910 | EUR 217,078 | Morgan Stanley Capital Services LLC | 02/03/23 | (100) |
| USD 1,055,176 | NZD 1,630,744 | Morgan Stanley Capital Services LLC | 02/03/23 | (4726) |
| CHF 1,852,505 | USD 2,026,901 | Morgan Stanley Capital Services LLC | 02/03/23 | (3208) |
| USD 332,501 | JPY 43,769,890 | Morgan Stanley Capital Services LLC | 02/03/23 | (3807) |
| USD 1,508,770 | GBP 1,237,259 | Morgan Stanley Capital Services LLC | 02/03/23 | (16614) |
| CHF 1,754,736 | USD 1,910,749 | Morgan Stanley Capital Services LLC | 02/03/23 | 6141 |
| CHF 1,741,936 | USD 1,903,424 | Morgan Stanley Capital Services LLC | 02/03/23 | (518) |
| USD 1,792,319 | CAD 2,405,575 | Morgan Stanley Capital Services LLC | 02/03/23 | (15648) |
| MXN 12,857,098 | USD 664,274 | Morgan Stanley Capital Services LLC | 03/03/23 | 15241 |
| PLN 2,478,659 | USD 566,812 | Morgan Stanley Capital Services LLC | 03/10/23 | 3919 |
| CZK 5,112,536 | USD 230,377 | Morgan Stanley Capital Services LLC | 03/10/23 | 2898 |
| CAD 3,113,252 | USD 2,340,891 | Morgan Stanley Capital Services LLC | 03/17/23 | 2252 |
| CAD 9,510,694 | USD 7,135,307 | Morgan Stanley Capital Services LLC | 03/17/23 | 22776 |
| EUR 1,903,350 | USD 2,075,010 | Morgan Stanley Capital Services LLC | 03/17/23 | 21861 |
| USD 4,619,005 | AUD 6,552,612 | Standard Chartered Bank | 02/03/23 | (54655) |
| JPY 4,663,671,339 | USD 34,220,357 | Standard Chartered Bank | 02/03/23 | 1613107 |
| DKK 4,946,164 | USD 706,635 | Standard Chartered Bank | 02/03/23 | 16251 |
| NZD 630,389 | USD 407,361 | Standard Chartered Bank | 02/03/23 | 2360 |
| USD 300,239 | NZD 473,051 | Standard Chartered Bank | 02/03/23 | (5544) |
| USD 382,858 | AUD 542,371 | Standard Chartered Bank | 02/03/23 | 11 |
| SEK 11,489,382 | USD 1,106,868 | Standard Chartered Bank | 02/03/23 | (8147) |
| CLP 153,647,743 | USD 181,875 | Standard Chartered Bank | 03/03/23 | 10319 |
| USD 585,129 | THB 19,410,294 | Standard Chartered Bank | 03/03/23 | (4551) |
| AUD 6,552,612 | USD 4,626,504 | Standard Chartered Bank | 03/17/23 | 54610 |
| USD 407,494 | NZD 630,389 | Standard Chartered Bank | 03/17/23 | (2372) |
| USD 1,340,033 | AUD 1,987,775 | State Street Bank and Trust Co. | 02/03/23 | (63093) |
| GBP 9,028,792 | USD 10,973,073 | State Street Bank and Trust Co. | 02/03/23 | 158283 |
| CHF 3,147,616 | USD 3,390,002 | State Street Bank and Trust Co. | 02/03/23 | 48483 |
| AUD 3,342,002 | USD 2,241,232 | State Street Bank and Trust Co. | 02/03/23 | 117811 |
| EUR 544,537 | USD 579,732 | State Street Bank and Trust Co. | 02/03/23 | 12295 |
| AUD 3,852,210 | USD 2,588,777 | State Street Bank and Trust Co. | 02/03/23 | 130410 |
| USD 1,787,305 | CHF 1,658,750 | State Street Bank and Trust Co. | 02/03/23 | (24730) |
| USD 1,412,517 | JPY 186,152,925 | State Street Bank and Trust Co. | 02/03/23 | (17795) |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| USD 364,099 | CAD 496,067 | State Street Bank and Trust Co. | 02/03/23 | $(8732) |
| AUD 7,324 | USD 5,145 | State Street Bank and Trust Co. | 02/03/23 | 25 |
| JPY 11,538,066 | USD 87,786 | State Street Bank and Trust Co. | 02/03/23 | 867 |
| AUD 2,066,558 | USD 1,377,923 | State Street Bank and Trust Co. | 02/03/23 | 80813 |
| NZD 2,110,451 | USD 1,316,955 | State Street Bank and Trust Co. | 02/03/23 | 47254 |
| USD 1,578,198 | GBP 1,310,905 | State Street Bank and Trust Co. | 02/03/23 | (37981) |
| CAD 2,269,266 | USD 1,676,468 | State Street Bank and Trust Co. | 02/03/23 | 29052 |
| USD 2,624,202 | AUD 3,858,856 | State Street Bank and Trust Co. | 02/03/23 | (99676) |
| CHF 1,948,995 | USD 2,106,019 | State Street Bank and Trust Co. | 02/03/23 | 23082 |
| GBP 1,219,228 | USD 1,469,684 | State Street Bank and Trust Co. | 02/03/23 | 33470 |
| CAD 2,991,208 | USD 2,212,935 | State Street Bank and Trust Co. | 02/03/23 | 35178 |
| USD 2,108,286 | CHF 1,949,761 | State Street Bank and Trust Co. | 02/03/23 | (21651) |
| USD 1,328,614 | NZD 2,116,098 | State Street Bank and Trust Co. | 02/03/23 | (39246) |
| GBP 1,294,639 | USD 1,559,070 | State Street Bank and Trust Co. | 02/03/23 | 37055 |
| USD 2,115,807 | CHF 1,947,386 | State Street Bank and Trust Co. | 02/03/23 | (11535) |
| EUR 1,074,670 | USD 1,146,864 | State Street Bank and Trust Co. | 02/03/23 | 21530 |
| AUD 3,805,349 | USD 2,595,369 | State Street Bank and Trust Co. | 02/03/23 | 90740 |
| USD 428,827 | NZD 686,245 | State Street Bank and Trust Co. | 02/03/23 | (14766) |
| JPY 31,614,706 | USD 242,675 | State Street Bank and Trust Co. | 02/03/23 | 238 |
| USD 914,637 | GBP 737,659 | State Street Bank and Trust Co. | 02/03/23 | 5196 |
| MXN 13,505,829 | USD 709,220 | State Street Bank and Trust Co. | 03/03/23 | 4580 |
| MXN 16,467,349 | USD 870,234 | State Street Bank and Trust Co. | 03/03/23 | 86 |
| USD 702,496 | MXN 13,333,809 | State Street Bank and Trust Co. | 03/03/23 | (2213) |
| USD 1,425,667 | MXN 27,562,515 | State Street Bank and Trust Co. | 03/03/23 | (31047) |
| MXN 13,861,252 | USD 725,029 | State Street Bank and Trust Co. | 03/03/23 | 7556 |
| AUD 3,160,650 | USD 2,234,763 | State Street Bank and Trust Co. | 03/17/23 | 23170 |
|  |  |  |  | $3094294 |

---

At January 31, 2023, the following futures contracts were outstanding for Voya Global Bond 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;Australia 10-Year Bond | 29 | 03/15/23 | $2465072 | $(39095) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Australia 3-Year Bond | 27 | 03/15/23 | 2057855 | (5434) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada 10-Year Bond | 67 | 03/22/23 | 6357837 | 68973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Euro-Bobl 5-Year | 143 | 03/08/23 | 18235671 | (304278) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | 24 | 03/08/23 | 3569838 | (108176) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Euro-OAT | 56 | 03/08/23 | 8006958 | (268092) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | 160 | 03/08/23 | 18393634 | (128427) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan 10-Year Bond (TSE) | 7 | 03/13/23 | 7881689 | (87140) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japanese Government Bonds 10-Year Mini | 29 | 03/10/23 | 3266162 | (284) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long Gilt | 53 | 03/29/23 | 6828782 | 6047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Euro-BTP | 33 | 03/08/23 | 4094147 | (103884) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Long Bond | 13 | 03/22/23 | 1842750 | 3628 |
|  |  |  | $83000395 | $(966162) |
| Short Contracts: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Euro-Buxl® 30-year German Government Bond | (2) | 03/08/23 | (313098) | 37508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10-Year Note | (199) | 03/22/23 | (22788609) | (136149) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2-Year Note | (9) | 03/31/23 | (1850836) | 6522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5-Year Note | (71) | 03/31/23 | (7756195) | (60640) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bond | (22) | 03/22/23 | (2857250) | (11119) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra 10-Year Note | (17) | 03/22/23 | (2060453) | 2357 |
|  |  |  | $(37626441) | $(161521) |

---

At January 31, 2023, the following centrally cleared credit default swaps were outstanding for Voya Global Bond 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<br> Amount<sup>(3)</sup>** | **Notional<br> 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 | &nbsp;&nbsp;&nbsp;&nbsp;8110000 | $(223788) | $(321209) |
|  |  |  |  |  |  | $(223788) | $(321209) |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

(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 January 31, 2023, the following centrally cleared interest rate swaps were outstanding for Voya Global Bond Fund:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Pay/Receive<br> Floating Rate** | **Floating Rate Index** | **Floating <br> Rate Index<br> Payment<br> Frequency** | **Fixed<br> Rate** | **Fixed Rate<br> Payment<br> Frequency** | **Maturity<br> Date** | **Notional Amount** | **Notional Amount** | **Fair<br> Value** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Pay | 3-month EUR-EURIBOR | Quarterly | 0.264% | Annual | 12/14/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | $(1265489) | $(1265489) |
| Pay | 3-month EUR-EURIBOR | Quarterly | 0.292 | Annual | 12/20/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | (1249601) | (1249601) |
| Pay | 1-day Sterling Overnight Index Average (SONIA) | Annual | 2.169 | Annual | 04/14/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | (155527) | (155527) |
| Pay | 1-day Sterling Overnight Index Average (SONIA) | Annual | 1.649 | Annual | 04/14/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2400000 | (867228) | (867228) |
| Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.150 | Annual | 06/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3150000000 | 34698 | 34698 |
| Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.138 | Annual | 06/10/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;200000000 | (16556) | (16556) |
| Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.410 | Annual | 06/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000000 | (7208) | (7208) |
| Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.664 | Annual | 07/15/37 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;400000000 | (177372) | (177372) |
| Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.743 | Annual | 06/10/42 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;400000000 | (283553) | (283553) |
| Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.826 | Annual | 05/20/47 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;350000000 | (285902) | (285903) |
| Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.978 | Annual | 06/28/52 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;290000000 | (194420) | (194420) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.393 | Annual | 08/25/24 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7800000 | (138232) | (138232) |
| Pay | 1-month USD-LIBOR | Monthly | 2.726 | Monthly | 12/27/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;833000 | (32514) | (32514) |
| Pay | 1-month USD-LIBOR | Monthly | 2.466 | Monthly | 01/07/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;616000 | (32709) | (32709) |
| Pay | 3-month USD-LIBOR | Quarterly | 1.997 | Semi-Annual | 06/25/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;850000 | (77126) | (77126) |
| Pay | 1-month USD-LIBOR | Monthly | 1.493 | Monthly | 03/17/31 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | (396846) | (396846) |
| Pay | 1-month USD-LIBOR | Monthly | 2.400 | Monthly | 10/27/32 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3090000 | (242288) | (242288) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.058 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5247000 | (49454) | (49454) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.085 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3358000 | (24120) | (24120) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.149 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2309000 |  |  |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.289 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;4617353 | 45832 | 45832 |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.300 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2267000 | 24639 | 24639 |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.345 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2708000 | 39666 | 39666 |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.394 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2099000 | 39300 | 39300 |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.473 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;4197744 | 106513 | 106513 |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.475 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;4197703 | 107489 | 107489 |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.483 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;6296553 | 164940 | 164940 |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.456 | Annual | 05/17/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3190000 | 77379 | 77379 |
| Pay | 1-month USD-LIBOR | Monthly | 1.756 | Monthly | 03/17/36 | USD | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | (674558) | (674558) |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **Fixed<br> Rate** | | **Maturity<br> Date** | **Notional Amount** | **Notional Amount** | **Fair<br> Value** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Pay | 1-day Overnight Tokyo Average Rate | Annual | 1.000% | Annual | 12/28/37 | USD | &nbsp;&nbsp;&nbsp;&nbsp;60000000 | $(8377) | $(8377) |
| Pay | 1-month USD-LIBOR | Monthly | 2.488 | Monthly | 10/27/47 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | (197964) | (197964) |
| Receive | 1-day Sterling Overnight Index Average (SONIA) | Annual | 3.803 | Annual | 09/13/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;800000 | (1340) | (1340) |
| Receive | 1-day Sterling Overnight Index Average (SONIA) | Annual | 2.999 | Annual | 09/13/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;500000 | 24064 | 24064 |
| Receive | 1-day Sterling Overnight Index Average (SONIA) | Annual | 3.674 | Annual | 09/30/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;200000 | (21980) | (21980) |
| Receive | 1-day Overnight Tokyo Average Rate | Annual | 0.894 | Annual | 05/12/52 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;60000000 | 49208 | 49208 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 1.567 | Annual | 02/17/24 | USD | &nbsp;&nbsp;&nbsp;&nbsp;12000000 | 461233 | 461233 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 2.140 | Annual | 03/24/24 | USD | &nbsp;&nbsp;&nbsp;&nbsp;12000000 | 373001 | 373001 |
| Receive | 1-month USD-LIBOR | Monthly | 1.522 | Monthly | 10/30/24 | USD | &nbsp;&nbsp;&nbsp;&nbsp;9000000 | 446676 | 446676 |
| Receive | 1-month USD-LIBOR | Monthly | 2.514 | Monthly | 01/24/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2130000 | 73836 | 73836 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.702 | Annual | 01/26/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3112000 | (1828) | (1828) |
| Receive | 1-month USD-LIBOR | Monthly | 2.728 | Monthly | 03/01/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2360000 | 73037 | 73037 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 2.590 | Annual | 04/13/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;15000000 | 470297 | 470297 |
| Receive | 1-month USD-LIBOR | Monthly | 2.843 | Monthly | 04/30/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | 74961 | 74961 |
| Receive | 1-month USD-LIBOR | Monthly | 3.053 | Monthly | 10/18/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1140000 | 27354 | 27354 |
| Receive | 1-month USD-LIBOR | Monthly | 2.210 | Monthly | 10/27/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3420000 | 177592 | 177592 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 2.188 | Annual | 03/24/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | 264376 | 264376 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 2.962 | Annual | 06/14/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | 109006 | 109006 |
| Receive | 1-month USD-LIBOR | Monthly | 2.681 | Monthly | 02/02/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1970000 | 76823 | 76823 |
| Receive | 1-month USD-LIBOR | Monthly | 1.115 | Monthly | 03/01/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | 278611 | 278406 |
| Receive | 1-month USD-LIBOR | Monthly | 3.099 | Monthly | 10/18/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | 30951 | 30951 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 1.551 | Annual | 01/24/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;12000000 | 1160730 | 1160730 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 1.847 | Annual | 02/17/32 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | 220102 | 220102 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.464 | Annual | 09/26/32 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7000000 | (129027) | (129027) |
| Receive | 1-month USD-LIBOR | Monthly | 2.390 | Monthly | 12/11/32 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1270000 | 101664 | 101664 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.130 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;840000 | 2885 | 2885 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.199 | Annual | 05/10/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1259000 | (3010) | (3010) |
| Receive | 1-month USD-LIBOR | Monthly | 3.148 | Monthly | 10/18/33 | USD | &nbsp;&nbsp;&nbsp;&nbsp;530000 | 9299 | 9299 |
| Receive | 1-month USD-LIBOR | Monthly | 2.940 | Monthly | 08/03/48 | USD | &nbsp;&nbsp;&nbsp;&nbsp;500000 | 22454 | 22454 |
|  |  |  |  |  |  |  |  | $(1365613) | $(1365819) |

---

At January 31, 2023, the following OTC volatility swaps were outstanding for Voya Global Bond Fund:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Pay/Receive<br> Volatility<sup>(1)</sup>** | **Reference Entity** | **Volatility<br> Strike Rate** | **Counterparty** | **Maturity<br> Date** | **Currency** | **Notional<br> Amount** | **Fair Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| Receive | USD vs. CNH Spot Exchange Rate | 6.350% | Morgan Stanley Capital Services LLC | 06/16/23 | USD | 6457000 | $(3796) | $(3796) |
|  |  |  |  |  |  |  | $(3796) | $(3796) |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

At January 31, 2023, the following OTC purchased foreign currency dual digital options were outstanding for Voya Global Bond 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 | 339000 | $6441 | $1151 |
| AUD/USD & USD/JPY Dual Digital | Goldman Sachs International | 05/30/23 | 0.6375 & 131.5 | USD | 148000 | 8606 | 5201 |
| USD/CNH & USD/JPY Dual Digital | BNP Paribas | 05/30/23 | 7.2 & 131.5 | USD | 127000 | 8763 | 1963 |
|  |  |  |  |  |  | $23810 | $8315 |

---

At January 31, 2023, the following OTC purchased foreign currency options were outstanding for Voya Global Bond 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 | 3226300 | $18760 | $55813 |
| Call JPY vs. Put USD | BNP Paribas | 02/27/25 | 107.500 | USD | 1867000 | 92603 | 42297 |
| Call USD vs. Put EUR | Goldman Sachs International | 02/13/23 | 1.080 | USD | 2823000 | 13155 | 13155 |
| Call USD vs. Put JPY | Bank of America N.A. | 09/09/32 | 140.000 | USD | 2055300 | 36585 | 16147 |
| Call USD vs. Put JPY | BNP Paribas | 09/09/32 | 140.000 | USD | 2055300 | 39215 | 16147 |
| Put USD vs. Call JPY | Goldman Sachs International | 04/13/23 | 120.000 | USD | 2614000 | 29648 | 13109 |
| Put USD vs. Call JPY | Morgan Stanley Capital Services LLC | 04/13/23 | 120.000 | USD | 4253000 | 49577 | 21329 |
| Put USD vs. Call JPY | Goldman Sachs International | 07/07/23 | 115.000 | USD | 306800 | 27612 | 35809 |
|  |  |  |  |  |  | $307155 | $213806 |

---

At January 31, 2023, the following OTC written foreign currency options were outstanding for Voya Global Bond Fund:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Expiration<br> Date** | **Exercise<br> Price** | **Notional <br> Amount** | **Notional <br> Amount** | **Premiums<br> Received** | **Fair Value** |
| Call USD vs. Put CAD | Citibank N.A. | 03/24/23 | 1.335 | USD | 2618000 | $32358 | $(25190) |
| Call USD vs. Put JPY | Bank of America N.A. | 09/09/27 | 140.000 | USD | 2055300 | 58206 | (22811) |
| Call USD vs. Put JPY | BNP Paribas | 09/09/27 | 140.000 | USD | 2055300 | 56315 | (22811) |
| Call USD vs. Put MXN | Bank of America N.A. | 04/26/23 | 20.600 | USD | 2789000 | 86710 | (11920) |
| Call USD vs. Put MXN | Morgan Stanley Capital Services LLC | 04/26/23 | 20.600 | USD | 2789000 | 88333 | (11920) |
| Put USD vs. Call CAD | Citibank N.A. | 03/24/23 | 1.335 | USD | 2618000 | 30762 | (34764) |
| Put USD vs. Call EUR | Goldman Sachs International | 03/16/23 | 1.080 | USD | 3226300 | 48749 | (55813) |
| Put USD vs. Call JPY | Bank of America N.A. | 02/21/23 | 124.500 | USD | 3435000 | 20060 | (7302) |
| Put USD vs. Call MXN | Bank of America N.A. | 04/26/23 | 20.000 | USD | 2789000 | 58541 | (146677) |
| Put USD vs. Call MXN | Morgan Stanley Capital Services LLC | 04/26/23 | 20.000 | USD | 2789000 | 56533 | (146677) |
|  |  |  |  |  |  | $536567 | $(485885) |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

At January 31, 2023, the following OTC written interest rate swaptions were outstanding for Voya Global Bond Fund:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Pay/<br> Receive<br> Exercise<br> Rate** | **Exercise<br> 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 | &nbsp;&nbsp;&nbsp;&nbsp;16791000 | $493446 | $(1017287) |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;16791000 | 484420 | (907389) |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;8395000 | 257307 | (121088) |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;16791000 | 479383 | (936424) |
| Call on 1-Year Interest Rate Swap<sup>(2)</sup> | Morgan Stanley Capital Services LLC | Pay | 3.520% | 1-day Secured Overnight Financing Rate | 01/24/24 | USD | &nbsp;&nbsp;&nbsp;&nbsp;19448000 | 84647 | (66221) |
| Put on 10-Year Interest Rate Swap<sup>(3)</sup> | Bank of America N.A. | Receive | 3.880% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | &nbsp;&nbsp;&nbsp;&nbsp;16791000 | 493446 | (53672) |
| Put on 10-Year Interest Rate Swap<sup>(3)</sup> | Barclays Bank PLC | Receive | 3.790% | 1-day Secured Overnight Financing Rate | 05/10/23 | USD | &nbsp;&nbsp;&nbsp;&nbsp;16791000 | 484420 | (69054) |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;8395000 | 257307 | (232195) |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;16791000 | 479383 | (63829) |
| Put on 1-Year Interest Rate Swap<sup>(3)</sup> | Morgan Stanley Capital Services LLC | Receive | 3.520% | 1-day Secured Overnight Financing Rate | 01/24/24 | USD | &nbsp;&nbsp;&nbsp;&nbsp;19448000 | 84647 | (98552) |
|  |  |  |  |  |  |  |  | $3598406 | $(3565711) |

---

At January 31, 2023, the following OTC purchased forward premium swaptions were outstanding for Voya Global Bond 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 | &nbsp;&nbsp;&nbsp;&nbsp;3136000 | $(548800) | $(13841) |
| Call on 30-Year Interest Rate Swap | Nomura International PLC | 0.000% | Receive | 1-day Secured Overnight Financing Rate | 05/25/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2524000 | (454320) | (21183) |
| Call on 35-Year Interest Rate Swap | Barclays Bank PLC | 0.000% | Receive | 1-day Secured Overnight Financing Rate | 06/03/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3136000 | (549584) | (14285) |
| Put on 10-Year Interest Rate Swap | Morgan Stanley Capital Services LLC | 2.450% | Pay | 6-month EUR-EURIBOR | 01/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4382400 | (361986) | (1785) |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Put on 30-Year Interest Rate Swap | Barclays Bank PLC | 0.000% | Pay | 1-day Secured Overnight Financing Rate | 05/25/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7382300 | $(1328814) | $(61956) |
|  |  |  |  |  |  |  |  | $(3243504) | $(113050) |

---

At January 31, 2023, the following OTC written forward premium swaptions were outstanding for Voya Global Bond 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)** |
| Put on 2-Year Interest Rate Swap | Morgan Stanley Capital Services LLC | 3.200% | Receive | 6-month EUR-EURIBOR | 01/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19720600 | $385647 | $17371 |
|  |  |  |  |  |  |  |  | $385647 | $17371 |

---

<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 |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| COP | Colombian Peso |
| CNY | Chinese Yuan |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | EU Euro |
| GBP | British Pound |
| HKD | Hong Kong Sar Dollar |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli New Shekel |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| USD | United States Dollar |
| ZAR | South African Rand |

---

<u>Voya Global Bond Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of January 31, 2023 (Unaudited) (Continued)</u>

At January 31, 2023, 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 $319,538,835. | Cost for federal income tax purposes was $319,538,835. |
| Net unrealized depreciation consisted of: | Net unrealized depreciation consisted of: |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gross Unrealized Appreciation | $&nbsp;&nbsp;&nbsp;&nbsp;17461572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36567793) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Unrealized Depreciation | $(19106221) |

---

## 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 Mutual Funds

- **b. Investment Company Act file number:** 811-07428

- **c. CIK number of Registrant:** 0000895430

- **d. LEI of Registrant:** 5493002558QOEAVY2M96

- **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 Global Bond Fund

- **b. EDGAR series identifier (if any):** S000012534

- **c. LEI of Series:** 5MM0DBR0YE4H6D47WD26

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $331076541.24

**Total Liabilities:** $47914920.27

**Net Assets:** $283161620.97

**Delayed Delivery Securities:** $971365.89

**Stand-by Commitments:** $36819788.80

**Cash Not Reported:** $10256767.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 27003.00000000 | **1-Year:** 1605.00000000 | **5-Year:** 14579.00000000 | **10-Year:** 34952.00000000 | **30-Year:** 36340.00000000

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

- **3-Month:** 30.00000000 | **1-Year:** 4.00000000 | **5-Year:** 548.00000000 | **10-Year:** 7890.00000000 | **30-Year:** 1690.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000122013 | 5.11%                | -0.07%               | 3.73%                |
| Class ID C000105408 | 5.18%                | -0.12%               | 3.67%                |
| Class ID C000034080 | 5.04%                | -0.16%               | 3.66%                |
| Class ID C000034078 | 5.23%                | -0.09%               | 3.61%                |
| Class ID C000079030 | 5.18%                | -0.09%               | 3.64%                |
| Class ID C000034081 | 5.13%                | -0.07%               | 3.74%                |
| Class ID C000199160 | 5.32%                | -0.02%               |  |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2225766.31             | $10287127.81                               |
| Month 2  | $1009054.13              | $-2450826.63                               |
| Month 3  | $-94184.57               | $7489128.50                                |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Index

- **Index Identifier:** LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44703.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy XXII CLO Ltd                                                             | CUSIP: 36320TAV5<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $494403.00    | 0.17%             | 2034-04-16      | Floating      | 5.99%                 | 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        |      150000 | PA      | $119242.16    | 0.04%             | 2049-11-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141000 | PA      | $134660.27    | 0.05%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24479.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                          | DUALDIGI AUDUSD 0.6000 USDJPY 125                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |      339000 | NC      | $1151.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                        | CURRENCY CONTRACT - JPY                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1613106.70   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | French Government Bond                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          56 | NC      | $-268091.92   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC 6/21/07 5.25%                         | AT&T INC 0%, due 02/                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2795239.69   | 0.99%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       68000 | PA      | $70507.95     | 0.02%             | 2063-01-20      | Fixed         | 5.15%                 | 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      | $-16555.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                     | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      131000 | PA      | $107560.33    | 0.04%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | CURRENCY CONTRACT - GBP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3510.09      | 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        |      413000 | PA      | $238030.30    | 0.08%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31397LLL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      653929 | PA      | $71643.24     | 0.03%             | 2036-11-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WR61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7850307 | PA      | $1434598.78   | 0.51%             | 2046-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | BOFA SECURITIES INC                                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2575713 | PA      | $270463.57    | 0.10%             | 2041-05-15      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      126000 | PA      | $99947.88     | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       36000 | PA      | $37099.15     | 0.01%             | 2025-11-07      | Fixed         | 5.95%                 | 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        |      230000 | PA      | $198734.95    | 0.07%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31396WGC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55105 | PA      | $52145.32     | 0.02%             | 2037-06-25      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141881 | PA      | $144323.54    | 0.05%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      325000 | PA      | $283440.63    | 0.10%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - MXN                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6714.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                    | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      200000 | PA      | $182787.48    | 0.06%             | 2027-03-15      | 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      | $23076.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2970000 | PA      | $443614.86    | 0.16%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137AXNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      551950 | PA      | $42330.82     | 0.01%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle US Clo 2017-2 Ltd                                                       | CUSIP: 14315JAU3<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $289303.20    | 0.10%             | 2031-07-20      | Floating      | 6.41%                 | 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        |       70000 | PA      | $45838.09     | 0.02%             | 2050-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $141.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | Eurex 30 Year Euro BUXL                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $37507.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                               | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      837289 | PA      | $677885.37    | 0.24%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       92000 | PA      | $86881.09     | 0.03%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       29000 | PA      | $25991.16     | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       89000 | PA      | $84716.87     | 0.03%             | 2032-04-13      | Fixed         | 3.60%                 | 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      | $-7982.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |     4382400 | NC      | $-1785.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      111000 | PA      | $78361.93     | 0.03%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71958 | PA      | $73196.64     | 0.03%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | CURRENCY CONTRACT - GBP                                                         | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $98447.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13202.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      222700 | PA      | $191974.36    | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-33417.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13700.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                             | Russian Foreign Bond - Eurobond                                                 | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |      200000 | PA      | $36000.00     | 0.01%             | 2029-03-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136A4DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      751189 | PA      | $20300.74     | 0.01%             | 2040-09-25      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25632485 | PA      | $535165.27    | 0.19%             | 2030-04-25      | Variable      | 0.38%                 | 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      | $-99.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      167000 | PA      | $167245.61    | 0.06%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       46000 | PA      | $36224.14     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24738.57    | -0.01%            |  |  |  | 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        |        2009 | PA      | $1979.55      | 0.00%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                    | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      265000 | PA      | $197709.15    | 0.07%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      750000 | PA      | $735897.32    | 0.26%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       96000 | PA      | $95208.12     | 0.03%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      250000 | PA      | $195469.13    | 0.07%             | 2030-01-30      | Fixed         | 3.00%                 | 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      | $21529.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM XXIV Ltd                                                                    | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $377631.60    | 0.13%             | 2030-03-20      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137BKG87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5982583 | PA      | $731452.75    | 0.26%             | 2045-06-15      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       72000 | PA      | $68440.08     | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      149000 | PA      | $123226.01    | 0.04%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1255540.61  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       33000 | PA      | $29779.48     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-138232.29   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $178722.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                           | Sonic Automotive Inc                                                            | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      245000 | PA      | $196000.00    | 0.07%             | 2031-11-15      | Fixed         | 4.88%                 | 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      | $31041.97     | 0.01%             |  |  |  | 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        |     4012557 | PA      | $17043.14     | 0.01%             | 2046-03-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $126255.00    | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       56000 | PA      | $46815.71     | 0.02%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      107000 | PA      | $90975.23     | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2021-LBA                                                               | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $485561.35    | 0.17%             | 2036-02-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   -19448000 | NC      | $-66220.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       43000 | PA      | $33468.53     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       82000 | PA      | $76242.43     | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       49000 | PA      | $37249.96     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | 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      | $-35187.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      286000 | PA      | $276930.00    | 0.10%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     7750000 | PA      | $1126309.43   | 0.40%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      128000 | PA      | $137246.12    | 0.05%             | 2053-01-15      | Fixed         | 5.25%                 | 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      | $-15048.22    | -0.01%            |  |  |  | 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      | $29051.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60398.33     | 0.02%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       48000 | PA      | $40932.49     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2274797 | PA      | $2036283.60   | 0.72%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      246000 | PA      | $196752.11    | 0.07%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1910400 | PA      | $2010099.00   | 0.71%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - CHF                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-517.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5510000 | PA      | $1171120.86   | 0.41%             | 2024-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R06                                    | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3980 | PA      | $3980.24      | 0.00%             | 2039-09-25      | Floating      | 6.61%                 | 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      | $4580.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      166000 | PA      | $153155.36    | 0.05%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                         | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |      224000 | PA      | $207343.28    | 0.07%             | 2030-05-01      | Fixed         | 4.25%                 | 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      | $-63092.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106524.90    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       97000 | PA      | $77259.70     | 0.03%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      906000 | PA      | $861781.95    | 0.30%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-149554.31   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2589.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                         | H&E Equipment Services Inc                                                      | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |      230000 | PA      | $202725.45    | 0.07%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   -19720600 | NC      | $17371.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98350.00     | 0.03%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      180000 | PA      | $160533.39    | 0.06%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      108000 | PA      | $99029.25     | 0.03%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      153000 | PA      | $165824.27    | 0.06%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $134775.45    | 0.05%             | 2071-04-19      | Fixed         | 3.75%                 | 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      | $3806.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6434259 | PA      | $425569.30    | 0.15%             | 2054-02-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136ATFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12328208 | PA      | $1472253.03   | 0.52%             | 2046-08-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      147000 | PA      | $125906.97    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31397UGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2692489 | PA      | $304413.40    | 0.11%             | 2041-06-25      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      225000 | PA      | $192654.00    | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       81000 | PA      | $74218.27     | 0.03%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |       97000 | PA      | $102400.91    | 0.04%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                        | Central Garden & Pet Co                                                         | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      185000 | PA      | $157493.28    | 0.06%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-2A PTT                         | US Airways 2012-2 Class A Pass Through Trust                                    | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       21897 | PA      | $20287.60     | 0.01%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       98000 | PA      | $88244.47     | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       99000 | PA      | $92852.10     | 0.03%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       71000 | PA      | $81406.17     | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       69000 | PA      | $67132.36     | 0.02%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40800.59     | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2013-CCRE10 Mortgage Trust                                                 | CUSIP: 12626BAY0<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $186608.56    | 0.07%             | 2046-08-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp              | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $406727.13    | 0.14%             | 2027-05-01      | Fixed         | 5.62%                 | 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      | $-22447.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                             | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      165000 | PA      | $168951.44    | 0.06%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                       | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $67433.31     | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      782458 | PA      | $643192.09    | 0.23%             | 2066-08-25      | Variable      | 0.92%                 | 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      | $-5263.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38379JGH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9364133 | PA      | $1831727.38   | 0.65%             | 2045-01-20      | Fixed         | 4.50%                 | 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      | $130410.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13416.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8581000 | PA      | $212246.32    | 0.07%             | 2049-08-10      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                 | CSWF 2021-SOP2                                                                  | CUSIP: 12657VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $871303.59    | 0.31%             | 2034-06-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $482164.28    | 0.17%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - GBP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79408.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 31397T4J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2145797 | PA      | $176030.44    | 0.06%             | 2038-04-15      | Floating      | 1.44%                 | 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      | $79744.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - NZD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5724.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       16000 | PA      | $11655.87     | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         143 | NC      | $-304278.31   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                          | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      148000 | PA      | $141810.60    | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                          | Freddie Mac Multifamily ML Certificates                                         | CUSIP: 30318LAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3477875 | PA      | $487594.64    | 0.17%             | 2037-07-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                        | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      169000 | PA      | $157859.63    | 0.06%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2013-I Ltd                                                         | CUSIP: 12549AAQ3<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $732946.50    | 0.26%             | 2030-07-16      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2022-6                                               | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      769587 | PA      | $672841.72    | 0.24%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                       | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |       88000 | PA      | $81207.27     | 0.03%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15711.35     | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      124000 | PA      | $109146.15    | 0.04%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      135000 | PA      | $126088.94    | 0.04%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36202E3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11512 | PA      | $12109.35     | 0.00%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10080.90     | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2019-KG01 Mortgage Trust                                                  | CUSIP: 30298CAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5680000 | PA      | $25159.28     | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                 | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2959.31      | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | 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        |         -22 | NC      | $-11118.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $79722.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    50420000 | PA      | $7505425.26   | 2.65%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      436000 | PA      | $391714.64    | 0.14%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       27000 | PA      | $19739.57     | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       64000 | PA      | $62609.55     | 0.02%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - GBP                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1911.41     | -0.00%            |  |  |  | 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        |     2055300 | NC      | $16146.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      106000 | PA      | $105280.16    | 0.04%             | 2028-06-01      | Fixed         | 4.35%                 | 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        |      200000 | PA      | $188040.00    | 0.07%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 A PTT                        | American Airlines 2016-3 Class A Pass Through Trust                             | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94504 | PA      | $75572.58     | 0.03%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                            | Sound Point Clo XV Ltd                                                          | CUSIP: 83609RAQ4<br>LEI: 549300YVZ0M0XDDYS744 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $963207.00    | 0.34%             | 2029-01-23      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      225000 | PA      | $203783.63    | 0.07%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                  | Ingevity Corp                                                                   | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      230000 | PA      | $201879.82    | 0.07%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                           | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |      193000 | PA      | $167013.90    | 0.06%             | 2042-03-15      | Fixed         | 4.25%                 | 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      | $58808.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      118000 | PA      | $105331.87    | 0.04%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                 | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |       51000 | PA      | $38317.82     | 0.01%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC 0 CP 01/02/2023                     | FISERV INC 0 CP 01/02/2023                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $999873.42    | 0.35%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | MCKESSON CORP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2798927.60   | 0.99%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO 2013-2 Ltd                                                     | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $475206.50    | 0.17%             | 2030-10-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                               | Credit Suisse AG                                                                | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |      456000 | PA      | $450603.24    | 0.16%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      525000 | PA      | $105656.25    | 0.04%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      383226 | PA      | $341953.93    | 0.12%             | 2052-05-20      | Fixed         | 2.50%                 | 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      | $62937.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       43000 | PA      | $35993.00     | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86528.19     | 0.03%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | Eurex 10 Year Euro BUND                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          24 | NC      | $-108175.98   | -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      | $76248.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      147000 | PA      | $128569.08    | 0.05%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $141458.07    | 0.05%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        9000 | PA      | $7933.32      | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      110000 | PA      | $102125.98    | 0.04%             | 2030-04-15      | Fixed         | 3.10%                 | 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        |         -71 | NC      | $-60639.83    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49757.93     | 0.02%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $216026.25    | 0.08%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      151000 | PA      | $142093.36    | 0.05%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       65000 | PA      | $58462.54     | 0.02%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9291.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4027.81     | -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      | $-39245.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31707.10     | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       46000 | PA      | $38908.09     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                            | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22125.93     | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | 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      | $-25742.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8947.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       36000 | PA      | $38863.65     | 0.01%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26225.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                | Allegro CLO IV Ltd                                                              | CUSIP: 01749TAS9<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-CBDO         | CORP              | KY        |     1550000 | PA      | $1502734.30   | 0.53%             | 2030-01-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | Eurex 2 Year Euro SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         160 | NC      | $-128426.83   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       27000 | PA      | $20423.63     | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31393APM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99751 | PA      | $103602.68    | 0.04%             | 2033-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares XXVIIIR CLO Ltd                                                            | CUSIP: 04017QAC9<br>LEI: 635400KWVNFDFINX3H10 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $294677.70    | 0.10%             | 2030-10-17      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |      306800 | NC      | $35808.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137A64C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      557283 | PA      | $4604.44      | 0.00%             | 2040-11-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   -16791000 | NC      | $-907388.73   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12784.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       82400 | PA      | $84170.49     | 0.03%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24         | SFE 10 Year Australian Bond                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          29 | NC      | $-39095.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36732.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7841.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | EUR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |     3226300 | NC      | $55813.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49191 | PA      | $48524.64     | 0.02%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      101000 | PA      | $97682.27     | 0.03%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | CURRENCY CONTRACT - GBP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11160.85     | 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      | $-3010.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APACHE CORP                                    | Apache Corp                                                                     | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      390000 | PA      | $341064.75    | 0.12%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2014-C19                                        | CUSIP: 92938VAW5<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |    10164766 | PA      | $72906.79     | 0.03%             | 2047-03-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      153000 | PA      | $124992.49    | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                         | Pertamina Persero PT                                                            | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      350000 | PA      | $287558.72    | 0.10%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12467.92     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      292000 | PA      | $298704.45    | 0.11%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-5                                                 | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74077 | PA      | $62908.47     | 0.02%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       59000 | PA      | $62257.13     | 0.02%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       87000 | PA      | $62817.37     | 0.02%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERN AIRLINE 16-2 A PTT                       | American Airlines 2016-2 Class A Pass Through Trust                             | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33816 | PA      | $28690.84     | 0.01%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-53486.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                | Ross Stores Inc                                                                 | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30821.38     | 0.01%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - AUD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25483.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                          | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      135000 | PA      | $126065.03    | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6716.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31394FFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75983 | PA      | $79633.97     | 0.03%             | 2035-07-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                       | Corp Financiera de Desarrollo SA                                                | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      300000 | PA      | $259830.00    | 0.09%             | 2027-09-28      | Fixed         | 2.40%                 | 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      | $37055.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2018-CH1                                                 | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |       25991 | PA      | $24543.54     | 0.01%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                        | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      215000 | PA      | $214178.74    | 0.08%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       44000 | PA      | $42427.34     | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       38000 | PA      | $40204.17     | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2022-PJ6                                    | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1485249 | PA      | $1253228.27   | 0.44%             | 2053-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38380BA88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3925964 | PA      | $728453.62    | 0.26%             | 2046-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      448000 | PA      | $428372.99    | 0.15%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      122000 | PA      | $99598.45     | 0.04%             | 2030-09-01      | Fixed         | 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      | $-1415.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                      | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      215000 | PA      | $200806.78    | 0.07%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       69000 | PA      | $58472.21     | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $445671.83    | 0.16%             | 2052-07-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $31863.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXXI Ltd                                                       | CUSIP: 09631BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $485545.00    | 0.17%             | 2034-04-19      | Floating      | 6.20%                 | 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        |      350000 | PA      | $207625.18    | 0.07%             | 2053-03-15      | Fixed         | 2.50%                 | 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        |      113950 | PA      | $96796.41     | 0.03%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1110000 | PA      | $170163.13    | 0.06%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      366000 | PA      | $328102.31    | 0.12%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      545000 | PA      | $543675.27    | 0.19%             | 2023-05-22      | Fixed         | 4.10%                 | 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      | $-17783.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      263000 | PA      | $222214.34    | 0.08%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                     | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31310.91     | 0.01%             | 2032-10-11      | Fixed         | 5.12%                 | 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        |      139906 | PA      | $123920.03    | 0.04%             | 2046-08-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - CZK                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2897.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2880.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31396PVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      380826 | PA      | $27511.45     | 0.01%             | 2037-03-25      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                 | AMMC CLO 16 Ltd                                                                 | CUSIP: 00176JAX4<br>LEI: 549300I1YCI83LUUYL82 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $491003.50    | 0.17%             | 2029-04-14      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      131000 | PA      | $132476.39    | 0.05%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      131000 | PA      | $129420.33    | 0.05%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - CHF                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20703.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                                 | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |       28000 | PA      | $27071.49     | 0.01%             | 2062-04-27      | Fixed         | 4.95%                 | 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        |      278493 | PA      | $247930.21    | 0.09%             | 2036-12-25      | Variable      | 3.38%                 | 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      | $-12463.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOOD INC 02/01/2023                      | TYSON FOOD INC 02/01/2023                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2999621.91   | 1.06%             | 2023-02-01      | 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      | $9591.11      | 0.00%             |  |  |  | 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      | $-1626.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      450000 | PA      | $394233.75    | 0.14%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1033633.09   | 0.37%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8735.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34733.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-8                                                 | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      372446 | PA      | $341515.06    | 0.12%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - NZD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3998.77     | -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      | $-5544.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136APVH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6903036 | PA      | $594399.72    | 0.21%             | 2045-08-25      | Floating      | 1.14%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2019-1 Ltd                                                          | CUSIP: 67401XAS0<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $793426.40    | 0.28%             | 2030-04-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      305000 | PA      | $265080.15    | 0.09%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31398GUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000398 | PA      | $170540.90    | 0.06%             | 2040-01-25      | Floating      | 1.74%                 | 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        |      186000 | PA      | $124845.72    | 0.04%             | 2050-11-27      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1074.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       61000 | PA      | $59883.35     | 0.02%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      274000 | PA      | $292231.15    | 0.10%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      116000 | PA      | $104880.41    | 0.04%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      105000 | PA      | $91200.84     | 0.03%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       26000 | PA      | $18049.70     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |     2055300 | NC      | $16146.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       28000 | PA      | $22353.59     | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      744000 | PA      | $818597.71    | 0.29%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ENRGY TRANS LP/REG FIN                         | Energy Transfer LP / Regency Energy Finance Corp                                | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      286000 | PA      | $284580.87    | 0.10%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38378FTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      418191 | PA      | $17788.89     | 0.01%             | 2028-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      919000 | PA      | $875998.82    | 0.31%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |       52000 | PA      | $46841.83     | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38379F5N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      961788 | PA      | $83800.31     | 0.03%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                       | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      500000 | PA      | $501863.50    | 0.18%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81051.70     | 0.03%             | 2027-12-01      | Fixed         | 4.55%                 | 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        |      557000 | PA      | $408787.87    | 0.14%             | 2050-11-27      | Variable      | 2.03%                 | 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      | $-31047.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55796.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                     | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      210000 | PA      | $183953.44    | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-53137.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       41000 | PA      | $27131.96     | 0.01%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1039600 | PA      | $1012797.81   | 0.36%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WSJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6436163 | PA      | $981995.05    | 0.35%             | 2046-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       66000 | PA      | $62963.83     | 0.02%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-485.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28980.37    | -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      | $-26480.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      458000 | PA      | $398321.38    | 0.14%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      231000 | PA      | $230905.35    | 0.08%             | 2026-01-26      | Fixed         | 4.93%                 | 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      | $-57513.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2015-IV Ltd                                                        | CUSIP: 12550TBE4<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |      865000 | PA      | $823644.35    | 0.29%             | 2034-04-20      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      134000 | PA      | $132528.54    | 0.05%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      107000 | PA      | $99552.99     | 0.04%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                             | Shackleton 2019-XV CLO Ltd                                                      | CUSIP: 81883MAQ6<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $623398.10    | 0.22%             | 2032-01-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       41000 | PA      | $30111.89     | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $68324.01     | 0.02%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      102000 | PA      | $116149.89    | 0.04%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       73000 | PA      | $62106.51     | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $142804.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - NZD                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13360.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - GBP                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-972.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      408600 | PA      | $363765.73    | 0.13%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       38000 | PA      | $41903.21     | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      212000 | PA      | $233254.09    | 0.08%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $666811.50    | 0.24%             | 2066-01-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| DANA INC                                       | Dana Inc                                                                        | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      210000 | PA      | $198025.98    | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                       | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |       32000 | PA      | $25628.01     | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       36000 | PA      | $37177.46     | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      603000 | PA      | $556109.63    | 0.20%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137F5YQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1286162 | PA      | $1244488.83   | 0.44%             | 2048-06-15      | 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      | $-37981.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2441.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10916.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1092000 | PA      | $1006435.23   | 0.36%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2018-R07                                    | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63001 | PA      | $63091.21     | 0.02%             | 2031-04-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137B8UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      857287 | PA      | $94387.69     | 0.03%             | 2039-04-15      | Fixed         | 5.00%                 | 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      | $-31365.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      341000 | PA      | $266389.36    | 0.09%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       12000 | PA      | $8962.15      | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4758.85      | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       36000 | PA      | $38083.01     | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie B       | BRAZIL NOTAS DO TESO 6.0                                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2805000 | PA      | $2117537.08   | 0.75%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      475000 | PA      | $380875.70    | 0.13%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-24120.25    | -0.01%            |  |  |  | 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        |      475000 | PA      | $434194.18    | 0.15%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - ILS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3705.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2007-7                                          | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      334842 | PA      | $183226.96    | 0.06%             | 2037-06-25      | Fixed         | 5.75%                 | 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      | $-10247.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10378416 | PA      | $794206.21    | 0.28%             | 2053-12-17      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -2789000 | NC      | $-146676.61   | -0.05%            |  |  |  | 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      | $569.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       59000 | PA      | $54607.14     | 0.02%             | 2050-03-25      | Fixed         | 4.75%                 | 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      | $86.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      230000 | PA      | $206369.89    | 0.07%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2018-2                                                  | CUSIP: 33851HBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      897415 | PA      | $775609.25    | 0.27%             | 2048-04-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1703.85      | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $161549.21    | 0.06%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $145146.60    | 0.05%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2697000 | PA      | $2478711.56   | 0.88%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - CHF                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7596.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137ASCZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      299711 | PA      | $2872.73      | 0.00%             | 2040-08-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       44000 | PA      | $41294.09     | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       80000 | PA      | $87318.83     | 0.03%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      771000 | PA      | $727330.08    | 0.26%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       18000 | PA      | $14511.30     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                           | Wolverine World Wide Inc                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      230000 | PA      | $185792.85    | 0.07%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1339.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1815.26      | 0.00%             |  |  |  | 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      | $-32153.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       34000 | PA      | $29169.52     | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - SGD                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6940.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      145000 | PA      | $146375.33    | 0.05%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5857.76      | 0.00%             |  |  |  | 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        |      216000 | PA      | $115736.27    | 0.04%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    21430000 | PA      | $3237302.04   | 1.14%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO XXVI Ltd                                                           | CUSIP: 87190GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $277490.70    | 0.10%             | 2033-04-20      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $103213.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24         | SFE 3 Year Australian Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          27 | NC      | $-5434.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2115.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $441001.20    | 0.16%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      133000 | PA      | $132673.85    | 0.05%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                 | Octagon Investment Partners XXI Ltd                                             | CUSIP: 67590QBN6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $951167.00    | 0.34%             | 2031-02-14      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAJ8<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $185150.00    | 0.07%             | 2029-07-17      | Fixed         | 3.88%                 | 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        |      379000 | PA      | $266159.91    | 0.09%             | 2049-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-155527.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      138000 | PA      | $124080.82    | 0.04%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                 | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $388942.99    | 0.14%             | 2049-08-10      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1827.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      552000 | PA      | $483174.06    | 0.17%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52339.91     | 0.02%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      116000 | PA      | $94191.92     | 0.03%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      464320 | PA      | $444677.02    | 0.16%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      101000 | PA      | $99018.51     | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT 2021-3 Mortgage Loan Trust                                                 | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      317222 | PA      | $258672.11    | 0.09%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       32000 | PA      | $26356.05     | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | 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      | $5188.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                  | CITIGROUP GLOBAL MARKETS INC                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.35%             |  |  |  | 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      | $-272222.25   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                       | Banco Nacional de Panama                                                        | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |      500000 | PA      | $410610.00    | 0.15%             | 2030-08-11      | Fixed         | 2.50%                 | 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      | $23081.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                         | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |      170000 | PA      | $158307.04    | 0.06%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |     1867000 | NC      | $42296.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED               | USD CALL VERSUS CAD PUT                                                         | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | GB        |    -2618000 | NC      | $-25190.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      286000 | PA      | $290732.44    | 0.10%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90642.65     | 0.03%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       27000 | PA      | $19556.97     | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      355000 | PA      | $337667.58    | 0.12%             | 2029-04-09      | Fixed         | 4.05%                 | 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        |     1000000 | PA      | $1008621.00   | 0.36%             | 2040-02-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture XXVII CLO Ltd                                                           | CUSIP: 92331LBG4<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $565615.80    | 0.20%             | 2030-07-20      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      250000 | PA      | $234646.25    | 0.08%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                       | Brazil Notas do Tesouro Nacional Serie B                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3010000 | PA      | $2321978.86   | 0.82%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      199000 | PA      | $190601.13    | 0.07%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24412.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19259 | PA      | $18342.07     | 0.01%             | 2030-07-01      | Fixed         | 2.50%                 | 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        |     1100000 | PA      | $1048115.20   | 0.37%             | 2031-01-20      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK16                                                                 | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      958118 | PA      | $40130.44     | 0.01%             | 2052-02-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      122000 | PA      | $114568.92    | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                             | Advance Auto Parts Inc                                                          | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      289000 | PA      | $263689.74    | 0.09%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31394CSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2726060 | PA      | $113296.43    | 0.04%             | 2035-03-25      | Floating      | 0.14%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                      | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      155000 | PA      | $127811.15    | 0.05%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      215000 | PA      | $186762.54    | 0.07%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $211722.85    | 0.07%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding VIII Clo Ltd                                                      | CUSIP: 15032EAN9<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $436989.60    | 0.15%             | 2034-10-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2019-KG01 Mortgage Trust                                                  | CUSIP: 30298CAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    50926775 | PA      | $177446.71    | 0.06%             | 2029-04-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                | Invesco US CLO 2023-1 Ltd                                                       | CUSIP: 46146GAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $300750.00    | 0.11%             | 2035-04-22      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |    -2055300 | NC      | $-22811.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $78427.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       49000 | PA      | $56763.98     | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60467.92     | 0.02%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                       | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      230000 | PA      | $195543.09    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | CURRENCY CONTRACT - NZD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19304.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20216.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                              | Montreal Exchange 10 Year Canadian Bond                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          67 | NC      | $68973.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $470296.53    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31397LF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      584503 | PA      | $43465.34     | 0.02%             | 2038-07-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      161000 | PA      | $100799.96    | 0.04%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22685.81     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      166000 | PA      | $139734.18    | 0.05%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy XV CLO Ltd                                                               | CUSIP: 36318WAM2<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $959952.00    | 0.34%             | 2030-10-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136ADB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      684758 | PA      | $63415.44     | 0.02%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -8395000 | NC      | $-232194.73   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                       | Mill City Mortgage Loan Trust 2017-1                                            | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $284540.04    | 0.10%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1740.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6224000 | PA      | $5233995.00   | 1.85%             | 2053-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      970872 | PA      | $80362.40     | 0.03%             | 2040-09-16      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136A3ZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162292 | PA      | $19074.31     | 0.01%             | 2042-02-25      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       29000 | PA      | $25850.11     | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52852.10     | 0.02%             | 2027-08-15      | Fixed         | 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        |     1100000 | PA      | $1099623.47   | 0.39%             | 2042-03-25      | Floating      | 9.56%                 | 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        |      266000 | PA      | $177992.64    | 0.06%             | 2049-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       91000 | PA      | $95332.49     | 0.03%             | 2053-03-15      | Fixed         | 6.25%                 | 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      | $5196.47      | 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      | $-4550.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                        | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      462264 | PA      | $382236.01    | 0.13%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                             | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          53 | NC      | $6046.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |     2614000 | NC      | $13109.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      275000 | PA      | $276921.60    | 0.10%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      300000 | PA      | $286186.22    | 0.10%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                     | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37825.37     | 0.01%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -16791000 | NC      | $-1017287.24  | -0.36%            |  |  |  | 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        |      450000 | PA      | $424930.50    | 0.15%             | 2034-03-18      | Floating      | 6.71%                 | 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      | $3685.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10828.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                       | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296000 | PA      | $276985.98    | 0.10%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                                 | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |       39000 | PA      | $37489.54     | 0.01%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS6                                           | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7476086 | PA      | $260595.43    | 0.09%             | 2050-05-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-285902.49   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                    | CUSIP: 36459DBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      173000 | PA      | $146388.01    | 0.05%             | 2047-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - NZD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13193.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       61000 | PA      | $53649.38     | 0.02%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust 2015-3                                                               | CUSIP: 12649XBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123359 | PA      | $114931.15    | 0.04%             | 2045-03-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -2789000 | NC      | $-11919.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $186328.80    | 0.07%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     4253000 | NC      | $21329.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OLIN CORP                                      | Olin Corp                                                                       | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189310.00    | 0.07%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Structured Asset Securities Co                 | Structured Asset Securities Corp                                                | CUSIP: 86359BHM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2858 | PA      | $2762.49      | 0.00%             | 2034-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      375000 | PA      | $344651.56    | 0.12%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                                            | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       14000 | PA      | $10653.92     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $34697.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $220101.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIS INC                                     | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      220000 | PA      | $206683.77    | 0.07%             | 2026-10-04      | Fixed         | 3.06%                 | 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      | $1390677.13   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      136000 | PA      | $112129.73    | 0.04%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      125000 | PA      | $94542.88     | 0.03%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      289959 | PA      | $237703.53    | 0.08%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      430000 | PA      | $415913.87    | 0.15%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       34000 | PA      | $35360.08     | 0.01%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| OHA Credit Partners Ltd                        | OHA Credit Partners VII Ltd                                                     | CUSIP: 67102QBD9<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $948373.00    | 0.33%             | 2034-02-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC0 02/01/2023                      | LOWES COS INC0 02/01/2023                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3499558.90   | 1.24%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       59000 | PA      | $49174.71     | 0.02%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      245000 | PA      | $208638.64    | 0.07%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      135000 | PA      | $108422.05    | 0.04%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      288000 | PA      | $279822.76    | 0.10%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       85000 | PA      | $71841.19     | 0.03%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |     7382300 | NC      | $-61956.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       67000 | PA      | $69841.26     | 0.02%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25115.84     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       47000 | PA      | $44493.03     | 0.02%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1055800 | PA      | $1016091.90   | 0.36%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WL91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      168856 | PA      | $14911.33     | 0.01%             | 2031-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      227000 | PA      | $224277.20    | 0.08%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $699301.70    | 0.25%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      475000 | PA      | $487903.38    | 0.17%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      387000 | PA      | $321765.52    | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | 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        |       67515 | PA      | $34765.63     | 0.01%             | 2035-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      170000 | PA      | $166195.00    | 0.06%             | 2032-07-18      | Fixed         | 3.90%                 | 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        |     1060000 | PA      | $873788.95    | 0.31%             | 2045-11-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                  | CitiMortgage Alternative Loan Trust Series 2006-A3                              | CUSIP: 17309KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      284791 | PA      | $256353.66    | 0.09%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WQA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      474184 | PA      | $61696.75     | 0.02%             | 2046-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       61000 | PA      | $72405.36     | 0.03%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      133000 | PA      | $142228.62    | 0.05%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 49 Senior Loan Fund                                                      | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $963517.00    | 0.34%             | 2030-07-18      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325VBR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8818678 | PA      | $1920370.38   | 0.68%             | 2039-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                             | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |       32000 | PA      | $29383.45     | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1619000 | PA      | $1673388.28   | 0.59%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5533353 | PA      | $411222.75    | 0.15%             | 2035-10-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       59000 | PA      | $59237.71     | 0.02%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      250000 | PA      | $50333.75     | 0.02%             | 2035-03-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3857.08      | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | 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      | $-3806.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      324000 | PA      | $318994.20    | 0.11%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                        | CURRENCY CONTRACT - CLP                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10319.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      323000 | PA      | $317893.99    | 0.11%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                          | Intact Financial Corp                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      181000 | PA      | $185045.89    | 0.07%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       68000 | PA      | $77331.98     | 0.03%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2732227 | PA      | $214743.78    | 0.08%             | 2040-11-25      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2013-GC16                                          | CUSIP: 36248GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4004590 | PA      | $27436.85     | 0.01%             | 2046-11-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      123000 | PA      | $118802.63    | 0.04%             | 2025-07-22      | Fixed         | 2.72%                 | 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        |      230000 | PA      | $180642.28    | 0.06%             | 2050-03-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      131000 | PA      | $132262.00    | 0.05%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      641000 | PA      | $644817.40    | 0.23%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $149917.57    | 0.05%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2021-SDMF                                                              | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $957040.90    | 0.34%             | 2034-09-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      127000 | PA      | $111526.72    | 0.04%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       61000 | PA      | $57576.70     | 0.02%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        9000 | PA      | $7330.98      | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      280000 | PA      | $267403.12    | 0.09%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       81000 | PA      | $65659.67     | 0.02%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      260000 | PA      | $242962.64    | 0.09%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                               | Great Wolf Trust 2019-WOLF                                                      | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1211052.88   | 0.43%             | 2036-12-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      641000 | PA      | $741779.24    | 0.26%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418AQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      980723 | PA      | $940756.11    | 0.33%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 11 Ltd                                                                  | CUSIP: 00851TAC0<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |     1650000 | PA      | $1606746.90   | 0.57%             | 2034-04-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      322400 | PA      | $311267.09    | 0.11%             | 2023-11-30      | Fixed         | 0.50%                 | 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      | $-20836.67    | -0.01%            |  |  |  | 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        |      200000 | PA      | $185690.00    | 0.07%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                        | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $668672.35    | 0.24%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    50700000 | PA      | $2547452.54   | 0.90%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - AUD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25207.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-21979.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $448162.54    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       30000 | PA      | $30064.97     | 0.01%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       52000 | PA      | $54800.12     | 0.02%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | DUALDIGI USDCNH 7.2 USDJPY 131.5                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |      127000 | NC      | $1962.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2468.18      | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | 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        |     1000000 | PA      | $969716.40    | 0.34%             | 2042-01-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      166000 | PA      | $145556.49    | 0.05%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       32000 | PA      | $37526.16     | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WSG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1094032 | PA      | $88054.78     | 0.03%             | 2031-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20531.70     | 0.01%             |  |  |  | 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      | $7555.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-51930.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $171322.20    | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | 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      | $-3796.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - MXN                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7451.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7609.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                            | Silgan Holdings Inc                                                             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |      215000 | PA      | $201017.48    | 0.07%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       67000 | PA      | $48557.64     | 0.02%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      178000 | PA      | $173952.64    | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       94000 | PA      | $77490.98     | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7083694 | PA      | $372973.86    | 0.13%             | 2030-11-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      386000 | PA      | $358390.77    | 0.13%             | 2028-02-24      | Fixed         | 2.95%                 | 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        |      256076 | PA      | $212691.33    | 0.08%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137FLV35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1382367 | PA      | $1323940.78   | 0.47%             | 2049-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $237.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2020-4                                                   | CUSIP: 81748RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $227844.69    | 0.08%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136APW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13893774 | PA      | $2649419.09   | 0.94%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3791000 | PA      | $3556204.30   | 1.26%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5629.95      | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       41000 | PA      | $36211.31     | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | 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        |      220000 | PA      | $173052.73    | 0.06%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      542500 | PA      | $534455.87    | 0.19%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - JPY                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6553.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      176000 | PA      | $181083.78    | 0.06%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38375JRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      167882 | PA      | $206032.64    | 0.07%             | 2037-03-20      | Floating      | 7.50%                 | 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        |      180000 | PA      | $136335.51    | 0.05%             | 2049-03-28      | None          | 0.00%                 | 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      | $-6059.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      130000 | PA      | $110852.34    | 0.04%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                            | Gray Television Inc                                                             | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $182223.00    | 0.06%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80481 | PA      | $111130.51    | 0.04%             | 2036-11-25      | Floating      | 10.92%                | 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        |      630000 | PA      | $492344.12    | 0.17%             | 2045-03-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $285372.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 10 Ltd                                                                  | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $236023.50    | 0.08%             | 2034-04-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2021-21M                                           | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      745012 | PA      | $727177.83    | 0.26%             | 2036-10-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 31395VEC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      729569 | PA      | $56492.11     | 0.02%             | 2033-02-15      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                       | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $83500.46     | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      168000 | PA      | $157540.29    | 0.06%             | 2027-03-15      | Fixed         | 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      | $-79455.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       50000 | PA      | $34198.79     | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | 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        |      104387 | PA      | $53897.87     | 0.02%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2021-1 Trust                             | CUSIP: 95003AAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      389141 | PA      | $313777.12    | 0.11%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       34000 | PA      | $31862.73     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2885.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       76000 | PA      | $78454.28     | 0.03%             | 2083-01-15      | Fixed         | 7.62%                 | 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       |      200000 | PA      | $187027.00    | 0.07%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - AUD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14526.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1413769 | PA      | $66620.00     | 0.02%             | 2052-03-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                             | Regal Rexnord Corp                                                              | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29764.17     | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2016-CR28 Mortgage Trust                                                   | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5916042 | PA      | $94839.77     | 0.03%             | 2049-02-10      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1413000 | PA      | $1352624.06   | 0.48%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      465000 | PA      | $462262.74    | 0.16%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       51000 | PA      | $47456.05     | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | 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      | $-61956.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       43000 | PA      | $48798.58     | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      323631 | PA      | $280065.13    | 0.10%             | 2034-03-31      | Fixed         | 2.16%                 | 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      | $-17280.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - AUD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17195.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-8376.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                        | CURRENCY CONTRACT - DKK                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16251.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2014-5 Ltd                                                              | CUSIP: 67102SAQ7<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $944449.00    | 0.33%             | 2031-04-26      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       42000 | PA      | $36900.37     | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                          | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       76000 | PA      | $73475.87     | 0.03%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3522744 | PA      | $373569.04    | 0.13%             | 2035-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                        | CURRENCY CONTRACT - SEK                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8147.06     | -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      | $-49454.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT                         | US Airways 2012-1 Class A Pass Through Trust                                    | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99773 | PA      | $97164.98     | 0.03%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $147846.32    | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      300000 | PA      | $284346.51    | 0.10%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | Euro-BTP Italian Bond                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          33 | NC      | $-103884.39   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45696.11     | 0.02%             | 2052-09-01      | Fixed         | 4.20%                 | 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      | $-24729.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-198433.35   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9955.81     | -0.00%            |  |  |  | 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      | $-19635.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-129026.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9549.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                                 | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      215000 | PA      | $204533.80    | 0.07%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2881000 | PA      | $2618108.75   | 0.92%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       22000 | PA      | $18809.77     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -9 | NC      | $6522.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust 2006-WF1                                          | CUSIP: 17307G4K1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      367102 | PA      | $179433.77    | 0.06%             | 2036-03-25      | Variable      | 4.64%                 | 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        |       40364 | PA      | $36290.64     | 0.01%             | 2036-10-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $74668.04     | 0.03%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      193000 | PA      | $153842.11    | 0.05%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $109006.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      106000 | PA      | $108582.01    | 0.04%             | 2032-12-01      | Fixed         | 4.70%                 | 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        |       20279 | PA      | $20280.70     | 0.01%             | 2031-08-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   -16791000 | NC      | $-69054.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                            | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4000000 | PA      | $976011.91    | 0.34%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2021-IRON                                          | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1888000 | PA      | $1786800.75   | 0.63%             | 2038-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31396QW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147528 | PA      | $146969.71    | 0.05%             | 2039-09-25      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2007-23CB                                                | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      151152 | PA      | $68215.74     | 0.02%             | 2037-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC           | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |     2524000 | NC      | $-21182.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-177372.09   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                               | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16469 | PA      | $15569.16     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      181000 | PA      | $162900.00    | 0.06%             | N/A             | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      150000 | PA      | $113262.72    | 0.04%             | 2041-07-15      | Fixed         | 2.70%                 | 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      | $-2213.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                             | Regal Rexnord Corp                                                              | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29593.71     | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2605000 | PA      | $2587090.63   | 0.91%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                             | CUSIP: 641062AT1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      169000 | PA      | $137337.03    | 0.05%             | 2030-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $249895.69    | 0.09%             | 2032-01-12      | Fixed         | 2.88%                 | 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        |      110045 | PA      | $109810.68    | 0.04%             | 2050-01-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp/The                                                           | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      225000 | PA      | $200594.25    | 0.07%             | 2029-08-01      | Fixed         | 4.12%                 | 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        |     3759919 | PA      | $75100.06     | 0.03%             | 2050-03-10      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30768 | PA      | $29303.11     | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | 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      | $47254.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      175940 | PA      | $154827.48    | 0.05%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       59000 | PA      | $59155.80     | 0.02%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91183.31     | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       74000 | PA      | $65725.00     | 0.02%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                   | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      229000 | PA      | $232496.98    | 0.08%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      139000 | PA      | $139505.90    | 0.05%             | 2033-01-28      | Fixed         | 4.55%                 | 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      | $-17795.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76546 | PA      | $75570.00     | 0.03%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      664400 | PA      | $588045.90    | 0.21%             | 2052-08-15      | Fixed         | 3.00%                 | 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      | $5095.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - JPY                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5469.61      | 0.00%             |  |  |  | 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      | $-15647.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      193000 | PA      | $170721.28    | 0.06%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42402 | PA      | $40381.98     | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       36000 | PA      | $28723.85     | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $226425.00    | 0.08%             | 2028-04-30      | Fixed         | 4.12%                 | 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      | $-33781.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $164939.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       43000 | PA      | $33001.40     | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                      | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |       76000 | PA      | $74987.64     | 0.03%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35482.88     | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       67000 | PA      | $46716.15     | 0.02%             | 2061-08-05      | Fixed         | 2.85%                 | 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      | $117811.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                             | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187692.00    | 0.07%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       32000 | PA      | $29535.90     | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1284000 | PA      | $1278412.23   | 0.45%             | 2029-04-30      | Fixed         | 1.45%                 | 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      | $24.86        | 0.00%             |  |  |  | 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        |      271146 | PA      | $237021.32    | 0.08%             | 2036-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                   | WinWater Mortgage Loan Trust 2015-5                                             | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293965 | PA      | $257220.31    | 0.09%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXVIII Ltd                                                     | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $235243.25    | 0.08%             | 2034-04-15      | Floating      | 6.79%                 | 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      | $-21651.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       73000 | PA      | $61161.71     | 0.02%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      230000 | PA      | $236655.05    | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                        | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      235000 | PA      | $199092.00    | 0.07%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2015-1 Ltd                                                    | CUSIP: 69689ABN9<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $951163.00    | 0.34%             | 2034-05-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                         | Anglo American Capital PLC                                                      | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $585538.07    | 0.21%             | 2024-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                          | GC Treasury Center Co Ltd                                                       | CUSIP: 36830BAB1<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      450000 | PA      | $377825.54    | 0.13%             | 2031-03-18      | Fixed         | 2.98%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WR79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6058585 | PA      | $1233004.46   | 0.44%             | 2046-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2785900 | PA      | $2776323.47   | 0.98%             | 2030-01-31      | Fixed         | 3.50%                 | 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        |      738000 | NS      | $738000.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust 2015-2                                                               | CUSIP: 12649RAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170079 | PA      | $147852.45    | 0.05%             | 2045-02-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $196709.00    | 0.07%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - HUF                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2672.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      106000 | PA      | $95000.74     | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      475581 | PA      | $400991.18    | 0.14%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $582778.56    | 0.21%             | 2052-07-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      138000 | PA      | $158494.61    | 0.06%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                 | Galton Funding Mortgage Trust 2018-2                                            | CUSIP: 36418GBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      221685 | PA      | $213494.97    | 0.08%             | 2058-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       21000 | PA      | $17430.76     | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35632.50     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      291000 | PA      | $269516.38    | 0.10%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-INV3                                              | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61546 | PA      | $53559.74     | 0.02%             | 2050-05-25      | 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      | $24638.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                        | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      215000 | PA      | $200775.54    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      103000 | PA      | $93914.29     | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $75192.88     | 0.03%             |  |  |  | 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        |      215000 | PA      | $183855.33    | 0.06%             | 2050-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 40 Ltd                                       | CUSIP: 64134JAE3<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $573064.80    | 0.20%             | 2033-04-16      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                        | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |      224000 | PA      | $200475.11    | 0.07%             | 2050-10-01      | Fixed         | 4.50%                 | 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      | $-37573.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31396QW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93200 | PA      | $84119.09     | 0.03%             | 2039-09-25      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       51000 | PA      | $41467.66     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | 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      | $3184.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121151.17    | 0.04%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185697.69    | 0.07%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       56000 | PA      | $52058.06     | 0.02%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137A0PK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1442371 | PA      | $173619.92    | 0.06%             | 2040-07-15      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - NZD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7104.07      | 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      | $74020.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                        | Equate Petrochemical BV                                                         | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $178875.00    | 0.06%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                 | ANGI Group LLC                                                                  | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $188199.20    | 0.07%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -8395000 | NC      | $-121087.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3256000 | PA      | $3241755.00   | 1.14%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | Misc Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |      500000 | PA      | $463082.59    | 0.16%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       87000 | PA      | $87552.76     | 0.03%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      171000 | PA      | $164305.20    | 0.06%             | 2042-06-01      | Fixed         | 4.50%                 | 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        |      350000 | PA      | $336381.50    | 0.12%             | 2032-01-29      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      245000 | PA      | $245401.58    | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                        | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      154000 | PA      | $112813.99    | 0.04%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                                 | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      152000 | PA      | $148104.92    | 0.05%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |     3136000 | NC      | $-13841.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   -19448000 | NC      | $-98552.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    29170000 | PA      | $4417041.81   | 1.56%             | 2026-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $39665.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136ADGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      506428 | PA      | $35891.46     | 0.01%             | 2043-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                            | Prestige Brands Inc                                                             | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      225000 | PA      | $191355.75    | 0.07%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      284000 | PA      | $253995.59    | 0.09%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4372.50      | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       45000 | PA      | $48051.62     | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4844000 | PA      | $4838891.08   | 1.71%             | 2025-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      165000 | PA      | $157624.17    | 0.06%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-212354.37   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      453725 | PA      | $13131.20     | 0.00%             | 2040-07-15      | Floating      | 1.59%                 | 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      | $80813.02     | 0.03%             |  |  |  | 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        |        -199 | NC      | $-136148.86   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18490.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |       37000 | PA      | $28273.98     | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | 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        |       12429 | PA      | $11966.70     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       15000 | PA      | $11423.42     | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      366000 | PA      | $351722.87    | 0.12%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                             | Seagate HDD Cayman                                                              | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      114750 | PA      | $130088.63    | 0.05%             | 2032-12-01      | Fixed         | 9.62%                 | 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      | $-3880.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       88000 | PA      | $81221.84     | 0.03%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      210000 | PA      | $170930.71    | 0.06%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      181000 | PA      | $140539.38    | 0.05%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       22000 | PA      | $16833.58     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | 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        |       60000 | PA      | $43202.58     | 0.02%             | 2049-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       99000 | PA      | $100011.71    | 0.04%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      969000 | PA      | $965388.19    | 0.34%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $45832.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |     6457000 | NC      | $-3795.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                     | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       47000 | PA      | $39928.18     | 0.01%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       83000 | PA      | $83460.85     | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      381000 | PA      | $368958.77    | 0.13%             | 2025-10-01      | Fixed         | 3.85%                 | 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        |       26749 | PA      | $26788.41     | 0.01%             | 2031-07-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| POSCO                                          | POSCO                                                                           | CUSIP: 73730EAB9<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      225000 | PA      | $220688.79    | 0.08%             | 2027-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57192.66     | 0.02%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       75000 | PA      | $76394.94     | 0.03%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $77379.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                        | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                    | AIG CLO 2021-1 LLC                                                              | CUSIP: 00141YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $236773.75    | 0.08%             | 2034-04-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XXIV                                                                 | CUSIP: 03759CAX8<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $385672.80    | 0.14%             | 2030-10-20      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1856.50      | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - CHF                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7774.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                  | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6558555 | PA      | $5702.99      | 0.00%             | 2045-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                 | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $559041.90    | 0.20%             | 2036-10-16      | Floating      | 7.02%                 | 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      | $5076.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136A0J73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1084126 | PA      | $83334.78     | 0.03%             | 2041-09-25      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - CHF                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $74218.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                         | CK Hutchison International 21 Ltd                                               | CUSIP: 12565WAB7<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $171122.77    | 0.06%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $28023.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 8 Ltd                                                        | CUSIP: 67707GAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $239463.50    | 0.08%             | 2034-01-18      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - JPY                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22968.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAL7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      290000 | PA      | $269065.15    | 0.10%             | 2026-10-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8663.76      | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                  | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |      300000 | PA      | $265402.20    | 0.09%             | 2032-01-21      | Fixed         | 3.25%                 | 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        |      383432 | PA      | $318447.88    | 0.11%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                   | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      220000 | PA      | $194736.94    | 0.07%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8265.27      | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      504000 | PA      | $484402.56    | 0.17%             | 2025-05-15      | Fixed         | 2.95%                 | 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      | $-15609.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      217000 | PA      | $206736.52    | 0.07%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2741.06      | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | 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      | $5241.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31397LN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      407349 | PA      | $34552.85     | 0.01%             | 2038-07-25      | Floating      | 1.59%                 | 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        |    -2789000 | NC      | $-11919.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -16791000 | NC      | $-53672.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                       | Interstate Power and Light Co                                                   | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35265.85     | 0.01%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1786.05     | -0.00%            |  |  |  | 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      | $33469.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      175000 | PA      | $144829.67    | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      175000 | PA      | $144354.97    | 0.05%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2021-2                           | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      319736 | PA      | $258864.65    | 0.09%             | 2051-05-25      | Variable      | 2.50%                 | 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        |       73615 | PA      | $59615.99     | 0.02%             | 2037-06-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |       37000 | PA      | $38737.19     | 0.01%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2551900000 | PA      | $431366.55    | 0.15%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |     3136000 | NC      | $-14285.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91101.28     | 0.03%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - HKD                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-296.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41421.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - PLN                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3918.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2020-C55                                  | CUSIP: 95002EBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5139191 | PA      | $330704.10    | 0.12%             | 2053-02-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3992000 | PA      | $3496858.59   | 1.23%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38377YTY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25340 | PA      | $150.25       | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | 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        |      220000 | PA      | $176775.23    | 0.06%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      876617 | PA      | $860399.29    | 0.30%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy XXI CLO Ltd                                                              | CUSIP: 36320WAQ9<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $569134.80    | 0.20%             | 2031-04-20      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      175000 | PA      | $155615.22    | 0.05%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       96700 | PA      | $89749.69     | 0.03%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2021-LBA                                                               | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $485561.35    | 0.17%             | 2036-02-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      447000 | PA      | $396186.26    | 0.14%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 06000BAA0<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      300000 | PA      | $288423.44    | 0.10%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |        9700 | PA      | $10500.70     | 0.00%             | 2023-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      368000 | PA      | $331933.87    | 0.12%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2268000 | PA      | $2268000.00   | 0.80%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                            | RATE Mortgage Trust 2021-HB1                                                    | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      567117 | PA      | $459149.18    | 0.16%             | 2051-12-25      | Variable      | 2.50%                 | 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      | $12295.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    41793000 | PA      | $1316466.81   | 0.46%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       40000 | PA      | $41906.20     | 0.01%             | 2025-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - NZD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $59949.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXI Ltd                                                   | CUSIP: 55819DAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $485987.00    | 0.17%             | 2031-01-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                        | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      225000 | PA      | $179221.50    | 0.06%             | 2027-03-01      | 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      | $1160729.53   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      425000 | PA      | $420518.87    | 0.15%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                        | GCI LLC                                                                         | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      185000 | PA      | $163095.08    | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      393000 | PA      | $394565.86    | 0.14%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43045.75     | 0.02%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2755000 | PA      | $2661157.81   | 0.94%             | 2053-02-15      | Fixed         | 4.00%                 | 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        |     2782773 | PA      | $95349.35     | 0.03%             | 2049-08-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                       | Mill City Mortgage Loan Trust 2017-2                                            | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $275246.58    | 0.10%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      173000 | PA      | $175456.33    | 0.06%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38377XVA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      737450 | PA      | $23512.50     | 0.01%             | 2026-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                   | RBC DOMINION SECURITIES INC                                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      226995 | PA      | $202687.78    | 0.07%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       72000 | PA      | $76995.35     | 0.03%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2668.43      | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings Clo Ltd 2019-IV                                                         | CUSIP: 06761VAJ6<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $747051.00    | 0.26%             | 2033-01-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2293.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $49207.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    -3435000 | NC      | $-7302.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      235029 | PA      | $241748.84    | 0.09%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2013-C14                                        | CUSIP: 92890PBG8<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $156362.98    | 0.06%             | 2046-06-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Stacr Remic Trust 2020-HQA2                                         | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204663 | PA      | $209277.75    | 0.07%             | 2050-03-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                        | BDS 2020-FL5 LTD                                                                | CUSIP: 05492QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1190000 | PA      | $1145381.55   | 0.40%             | 2037-02-16      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      852000 | PA      | $852236.21    | 0.30%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $78563.93     | 0.03%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10811.18     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      326000 | PA      | $257328.95    | 0.09%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                          | Tempur Sealy International Inc                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      215000 | PA      | $188070.18    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 31396VQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      978464 | PA      | $102111.71    | 0.04%             | 2037-04-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      447000 | PA      | $420101.33    | 0.15%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                  | DEUTSCHE BANK SEC INC                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |      564173 | PA      | $564173.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       48000 | PA      | $50354.43     | 0.02%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXXI Ltd                                                       | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $641233.45    | 0.23%             | 2034-04-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $39300.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      301000 | PA      | $293807.66    | 0.10%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WSH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3283520 | PA      | $541750.67    | 0.19%             | 2046-02-15      | Variable      | 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      | $-243229.57   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2019-INV2 Trust                                                             | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57367 | PA      | $54951.09     | 0.02%             | 2049-05-27      | Variable      | 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      | $39325.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - JPY                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6581.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       36000 | PA      | $41037.76     | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-283553.08   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                       | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      250000 | PA      | $222047.60    | 0.08%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      436000 | PA      | $423173.81    | 0.15%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | CURRENCY CONTRACT - NZD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3946.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       81000 | PA      | $72074.05     | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11646.54     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      147000 | PA      | $148738.60    | 0.05%             | 2053-01-15      | Fixed         | 4.80%                 | 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        |      700000 | PA      | $629376.79    | 0.22%             | 2041-09-25      | Floating      | 6.41%                 | 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      | $-16382.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      116000 | PA      | $98234.71     | 0.03%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                               | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |      188000 | PA      | $151338.27    | 0.05%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |     2823000 | NC      | $13155.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38376TUC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      139930 | PA      | $8564.96      | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2022-PJ1                                    | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      372886 | PA      | $304217.59    | 0.11%             | 2052-05-28      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED               | CAD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | GB        |    -2618000 | NC      | $-34763.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                                 | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |       66000 | PA      | $64694.23     | 0.02%             | 2052-04-27      | 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      | $-11535.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       73000 | PA      | $64723.97     | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9950000 | PA      | $1679509.48   | 0.59%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | Ultra 10-Year US Treasury Note                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -17 | NC      | $2357.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      207000 | PA      | $183396.51    | 0.06%             | 2026-08-15      | Fixed         | 1.40%                 | 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      | $-35404.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13833000000 | PA      | $1046601.64   | 0.37%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2021-1                                                      | CUSIP: 749350AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      894449 | PA      | $750892.78    | 0.27%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1375958 | PA      | $65966.06     | 0.02%             | 2031-02-15      | Variable      | 2.50%                 | 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      | $-34288.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      135000 | PA      | $117316.75    | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      155000 | PA      | $135264.81    | 0.05%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2019-KG01 Mortgage Trust                                                  | CUSIP: 30298CAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $2179682.60   | 0.77%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2017-SLP                                      | CUSIP: 36255MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1760000 | PA      | $1683582.21   | 0.59%             | 2032-10-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54322 | PA      | $53640.66     | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      103000 | PA      | $100989.29    | 0.04%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4500000 | PA      | $667569.88    | 0.24%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | CURRENCY CONTRACT - CHF                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2279.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MED Trust                                      | Med Trust 2021-MDLN                                                             | CUSIP: 58403YAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1495557 | PA      | $1454326.81   | 0.51%             | 2038-11-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3907.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       62000 | PA      | $64342.86     | 0.02%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                             | TSE Japanese 10 Year Bond                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |           7 | NC      | $-87139.82    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                          | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       99000 | PA      | $95377.02     | 0.03%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11091.38    | -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      | $48483.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - CHF                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12477.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      225000 | PA      | $200671.88    | 0.07%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      250000 | PA      | $233047.90    | 0.08%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                         | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36955.45     | 0.01%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr                 | GreenPoint Mortgage Funding Trust 2006-AR3                                      | CUSIP: 39538WHF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168917 | PA      | $142688.73    | 0.05%             | 2036-04-25      | Floating      | 4.93%                 | 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      | $-13388.00    | -0.00%            |  |  |  | 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        |      148000 | NC      | $5200.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24792.86     | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13020.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       92000 | PA      | $77984.39     | 0.03%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-32731.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                       | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1200000 | PA      | $2191115.58   | 0.77%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      154000 | PA      | $149124.89    | 0.05%             | 2039-03-15      | Fixed         | 4.81%                 | 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        |      215000 | PA      | $179922.77    | 0.06%             | 2050-08-27      | None          | 0.00%                 | 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        |      300000 | PA      | $258286.14    | 0.09%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                              | CUSIP: 68205LAE3<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $223657.20    | 0.08%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      134000 | PA      | $137994.85    | 0.05%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Bank of America, National Association          | CURRENCY CONTRACT - NZD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6414.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      180000 | PA      | $156864.63    | 0.06%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      220000 | PA      | $185585.40    | 0.07%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1027800 | PA      | $904624.59    | 0.32%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39616.83     | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | 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      | $-99676.30    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - GBP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9475.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       66000 | PA      | $54252.72     | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       34000 | PA      | $35517.48     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       28000 | PA      | $19930.20     | 0.01%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      728000 | PA      | $720494.92    | 0.25%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-679149.73   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                  | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6489777 | PA      | $196903.40    | 0.07%             | 2060-06-15      | Variable      | 0.95%                 | 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      | $-16613.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - CHF                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3208.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4841.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      119000 | PA      | $117821.80    | 0.04%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137AQ7G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1156401 | PA      | $92230.76     | 0.03%             | 2032-05-15      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18881.21    | -0.01%            |  |  |  | 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        |      285038 | PA      | $285210.92    | 0.10%             | 2040-01-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-INV3                                              | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102577 | PA      | $92543.85     | 0.03%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $680630.39    | 0.24%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    18342000 | PA      | $4279180.41   | 1.51%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-194420.39   | -0.07%            |  |  |  | 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      | $-8732.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |       84000 | PA      | $82699.93     | 0.03%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85344.06     | 0.03%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                     | SGX Mini Japan Government 10 Year Bond                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DIR              | CORP              | SG        |          29 | NC      | $-283.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189819.50    | 0.07%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                         | Metropolitan Edison Co                                                          | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428000 | PA      | $413156.96    | 0.15%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                            | Sound Point CLO IX Ltd                                                          | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $978808.00    | 0.35%             | 2032-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       24000 | PA      | $20052.70     | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                                 | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |       92000 | PA      | $89207.93     | 0.03%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       94000 | PA      | $75197.57     | 0.03%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45596.29     | 0.02%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2015B                           | Delta Air Lines 2015-1 Class B Pass Through Trust                               | CUSIP: 24737AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      137726 | PA      | $136499.30    | 0.05%             | 2023-07-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $143437.50    | 0.05%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $150800.57    | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |        6000 | PA      | $4299.59      | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                             | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      161000 | PA      | $160919.19    | 0.06%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION            | CURRENCY CONTRACT - KRW                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33104.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137F1EN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13425848 | PA      | $2523311.61   | 0.89%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16385.10     | 0.01%             | 2041-11-01      | 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      | $106513.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1664000 | PA      | $1644182.29   | 0.58%             | 2034-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      921000 | PA      | $861745.34    | 0.30%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68864.49     | 0.02%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4899.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |       87000 | PA      | $92050.01     | 0.03%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $107488.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - MXN                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15240.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-867227.89   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       87000 | PA      | $88882.76     | 0.03%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       76000 | PA      | $76168.24     | 0.03%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       86000 | PA      | $74986.91     | 0.03%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      448000 | PA      | $410749.49    | 0.15%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3133TSSK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      110285 | PA      | $13028.01     | 0.00%             | 2031-04-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3275215 | PA      | $272264.72    | 0.10%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38378WYV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      868262 | PA      | $109720.66    | 0.04%             | 2043-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      230000 | PA      | $196873.30    | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                               | ASB Bank Ltd                                                                    | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $193131.42    | 0.07%             | 2032-06-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-176283.55   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $373000.63    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88761.09     | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3153.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136AN3C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4748548 | PA      | $1103053.03   | 0.39%             | 2045-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $24063.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-83402.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                | Recette Clo Ltd                                                                 | CUSIP: 75620TAY4<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $935686.00    | 0.33%             | 2034-04-20      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                   | RFM Reremic Trust 2022-FRR1                                                     | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $46816.50     | 0.02%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20892.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      122000 | PA      | $98820.18     | 0.03%             | 2053-02-14      | Fixed         | 3.50%                 | 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      | $158283.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - AUD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $121131.68    | 0.04%             |  |  |  | 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        |      116000 | PA      | $95819.53     | 0.03%             | 2047-10-27      | None          | 0.00%                 | 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        |    -2789000 | NC      | $-146676.61   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38376JGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11991196 | PA      | $507719.23    | 0.18%             | 2034-01-16      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $180732.75    | 0.06%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61268.74     | 0.02%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       74000 | PA      | $74906.63     | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NOVELIS CORP                                   | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      190000 | PA      | $172237.85    | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    34570000 | PA      | $5266479.64   | 1.86%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| XLIT LTD                                       | XLIT Ltd                                                                        | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |      143000 | PA      | $145648.17    | 0.05%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $867.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       60000 | PA      | $59862.63     | 0.02%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                         | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |      205000 | PA      | $196179.43    | 0.07%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-LTV3                                              | CUSIP: 46651HBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15581 | PA      | $15145.85     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-7207.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QBFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110004 | PA      | $107613.17    | 0.04%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      210000 | PA      | $188346.90    | 0.07%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132QSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46437 | PA      | $45854.15     | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - CHF                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6141.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                           | DBUBS 2011-LC2 Mortgage Trust                                                   | CUSIP: 23305XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26432 | PA      | $26326.94     | 0.01%             | 2044-07-10      | Floating      | 4.00%                 | No            |                  3 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128937.32    | 0.05%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |      263000 | PA      | $221275.24    | 0.08%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      837000 | PA      | $449485.35    | 0.16%             | 2034-07-20      | Fixed         | 1.75%                 | 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      | $90740.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       44000 | PA      | $41603.09     | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                            | LSEGA Financing PLC                                                             | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $190342.15    | 0.07%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 0%, due 0                           | SYSCO CORP 0%, due 0                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5199341.47   | 1.84%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       67000 | PA      | $59837.21     | 0.02%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                              | CURRENCY CONTRACT - IDR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11560.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   -16791000 | NC      | $-63828.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       75000 | PA      | $57364.31     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      110000 | PA      | $99778.28     | 0.04%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      530000 | PA      | $529337.50    | 0.19%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $167439.05    | 0.06%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 31398WRX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      421242 | PA      | $50030.32     | 0.02%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $205352.00    | 0.07%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38381WZ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6497392 | PA      | $990528.73    | 0.35%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                     | CUSIP: 61764PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21550000 | PA      | $171012.18    | 0.06%             | 2047-12-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11867.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                         | Open Text Holdings Inc                                                          | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $183087.00    | 0.06%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14017485 | PA      | $180287.99    | 0.06%             | 2030-10-05      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61473.05     | 0.02%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| 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        |          13 | NC      | $3628.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32024.09     | 0.01%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | EUR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |    -3226300 | NC      | $-55813.31    | -0.02%            |  |  |  | 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      | $35177.56     | 0.01%             |  |  |  | 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        |     3021263 | PA      | $109962.51    | 0.04%             | 2050-10-12      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | Reliance Industries Ltd                                                         | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $217685.80    | 0.08%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     1200000 | PA      | $35887.22     | 0.01%             | 2024-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                 | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      112000 | PA      | $103186.85    | 0.04%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       84000 | PA      | $72446.41     | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      800000 | PA      | $176278.00    | 0.06%             | 2027-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59469.53     | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $264376.47    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-82183.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137BSLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1540892 | PA      | $188518.80    | 0.07%             | 2046-10-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 31397FHA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      683812 | PA      | $58562.08     | 0.02%             | 2037-02-15      | Floating      | 1.59%                 | 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        |    -2055300 | NC      | $-22811.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82703.83     | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                      | Mylan Inc                                                                       | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      500000 | PA      | $495446.47    | 0.17%             | 2023-11-29      | Fixed         | 4.20%                 | 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      | $-28562.62    | -0.01%            |  |  |  | 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        |      220000 | PA      | $183069.70    | 0.06%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       74000 | PA      | $63506.18     | 0.02%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       74000 | PA      | $60282.30     | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137ATCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9446729 | PA      | $1113642.73   | 0.39%             | 2042-08-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      190000 | PA      | $181291.89    | 0.06%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10681.51    | -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      | $461232.79    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      691000 | PA      | $664591.47    | 0.23%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                         | Russian Federal Bond - OFZ                                                      | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    47938000 | PA      | $129725.93    | 0.05%             | 2029-05-23      | Fixed         | 6.90%                 | 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      | $11217.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAG4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      425000 | PA      | $428718.75    | 0.15%             | 2029-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      439000 | PA      | $403254.08    | 0.14%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-16556.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      171000 | PA      | $142900.56    | 0.05%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   -16791000 | NC      | $-936423.97   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      423000 | PA      | $420412.26    | 0.15%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $333875.25    | 0.12%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                 | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8694044 | PA      | $705990.73    | 0.25%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      135000 | PA      | $128424.15    | 0.05%             | 2029-12-15      | 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      | $-14766.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $151988.52    | 0.05%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - CAD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $55126.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                 | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113768.83    | 0.04%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      126000 | PA      | $101958.45    | 0.04%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1272381.85  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       66000 | PA      | $77305.63     | 0.03%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 31325WSF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1681034 | PA      | $105975.59    | 0.04%             | 2031-02-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                       | Primo Water Holdings Inc                                                        | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      230000 | PA      | $200967.10    | 0.07%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                       | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       84948 | PA      | $77108.46     | 0.03%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      344000 | PA      | $344825.25    | 0.12%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-400608.12   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Voya Mutual Funds

**Signature:** Tin Bui

**Name of Signer:** Tin Bui

**Title:** Vice President