# EDGAR Filing Document

**Accession Number:** 0001392116
**File Stem:** 0001752724-23-038635
**Filing Date:** 2023-2
**Character Count:** 393990
**Document Hash:** b83c7488d16cd762783d197da87fdc54
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038635.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038635

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya Separate Portfolios Trust
- **CENTRAL INDEX KEY:** 0001392116
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22025
- **FILM NUMBER:** 23664679

**BUSINESS ADDRESS:**
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 EAST DOUBLETREE RANCH ROAD
- **STREET 2:** STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258-2034

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING Separate Portfolios Trust
- **DATE OF NAME CHANGE:** 20070306

## Series and Classes Contracts Data

### Voya Investment Grade Credit Fund (Series ID: S000017462)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000048311 | Class SMA    | ISCFX           |
| C000121441 | Class P      | IIGPX           |
| C000122004 | Class R6     | VIGTX           |
| C000172348 | Class A      | VACFX           |
| C000172349 | Class I      | VIGCX           |
| C000191190 | Class W      | VIGWX           |

## Nport-Ex

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: 92.1%** | **CORPORATE BONDS/NOTES: 92.1%** |  |  |
|  | **Basic Materials: 2.2%** |  |  |
| 128000 | Albemarle Corp., 5.050%, 06/01/2032 | $121008 | 0.0 |
| 425000<sup>(1)</sup> | Anglo American Capital PLC, 5.625%, 04/01/2030 | 422950 | 0.2 |
| 373000<sup>(2)</sup> | Dow Chemical Co., 2.100%, 11/15/2030 | 300616 | 0.1 |
| 402000 | Dow Chemical Co., 4.375%, 11/15/2042 | 334594 | 0.1 |
| 122000<sup>(2)</sup> | Dow Chemical Co/The, 6.300%, 03/15/2033 | 128739 | 0.0 |
| 323000 | Dow Chemical Co/The, 6.900%, 05/15/2053 | 352654 | 0.1 |
| 337000<sup>(1)</sup> | Georgia-Pacific LLC, 0.625%, 05/15/2024 | 316718 | 0.1 |
| 284000<sup>(1)</sup> | Georgia-Pacific LLC, 2.100%, 04/30/2027 | 254860 | 0.1 |
| 80000 | Mosaic Co/The, 4.875%, 11/15/2041 | 68133 | 0.0 |
| 516000 | Mosaic Co/The, 5.450%, 11/15/2033 | 503480 | 0.2 |
| 136000 | Mosaic Co/The, 5.625%, 11/15/2043 | 127256 | 0.0 |
| 224000<sup>(1)</sup> | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | 187433 | 0.1 |
| 277000<sup>(1)</sup> | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | 196957 | 0.1 |
| 258000 | Nucor Corp., 4.300%, 05/23/2027 | 252100 | 0.1 |
| 1118000 | Nutrien Ltd., 2.950%, 05/13/2030 | 960385 | 0.4 |
| 195000 | Nutrien Ltd., 4.125%, 03/15/2035 | 168719 | 0.1 |
| 149000 | Nutrien Ltd., 5.950%, 11/07/2025 | 152194 | 0.1 |
| 229000 | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | 152583 | 0.1 |
| 532000 | RPM International, Inc., 2.950%, 01/15/2032 | 420541 | 0.2 |
| 303000<sup>(1)</sup> | South32 Treasury Ltd., 4.350%, 04/14/2032 | 260060 | 0.1 |
|  |  | **5681980** | **2.2** |
|  | **Communications: 9.1%** |  |  |
| 109000 | Amazon.com, Inc., 2.100%, 05/12/2031 | 89292 | 0.0 |
| 687000 | Amazon.com, Inc., 3.100%, 05/12/2051 | 492717 | 0.2 |
| 467000 | Amazon.com, Inc., 3.250%, 05/12/2061 | 322157 | 0.1 |
| 338000<sup>(2)</sup> | Amazon.com, Inc., 3.600%, 04/13/2032 | 310311 | 0.1 |
| 161000 | Amazon.com, Inc., 3.950%, 04/13/2052 | 134150 | 0.1 |
| 595000 | Amazon.com, Inc., 4.100%, 04/13/2062 | 494614 | 0.2 |
| 330000 | Amazon.com, Inc., 4.550%, 12/01/2027 | 329505 | 0.1 |
| 440000 | Amazon.com, Inc., 4.700%, 12/01/2032 | 436951 | 0.2 |
| 746000 | AT&T, Inc., 3.500%, 06/01/2041 | 559228 | 0.2 |
| 745000 | AT&T, Inc., 3.550%, 09/15/2055 | 500446 | 0.2 |
| 1302000 | AT&T, Inc., 3.650%, 09/15/2059 | 877482 | 0.3 |
| 449000 | AT&T, Inc., 3.800%, 12/01/2057 | 311862 | 0.1 |
| 508000<sup>(1)</sup> | CCO Holdings LLC / CCO Holdings Capital Corp., 4.250%, 02/01/2031 | 408635 | 0.2 |
| 286000 | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | 228206 | 0.1 |
| 171000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.300%, 02/01/2032 | 126362 | 0.0 |
| 188000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.800%, 04/01/2031 | 146791 | 0.1 |
| 507000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.950%, 06/30/2062 | 300898 | 0.1 |
| 454000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | 331369 | 0.1 |
| 39000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/2045 | 35335 | 0.0 |
| 708000 | Comcast Corp., 2.887%, 11/01/2051 | 457905 | 0.2 |
| 898000 | Comcast Corp., 2.937%, 11/01/2056 | 559444 | 0.2 |
| 105000 | Comcast Corp., 3.200%, 07/15/2036 | 85491 | 0.0 |
| 536000 | Comcast Corp., 3.250%, 11/01/2039 | 419693 | 0.2 |
| 305000 | Comcast Corp., 3.900%, 03/01/2038 | 264046 | 0.1 |
| 226000 | Comcast Corp., 4.000%, 08/15/2047 | 181569 | 0.1 |
| 63000 | Comcast Corp., 5.350%, 11/15/2027 | 64453 | 0.0 |
| 167000 | Comcast Corp., 5.500%, 11/15/2032 | 174673 | 0.1 |
| 456000 | Comcast Corp., 5.650%, 06/15/2035 | 479563 | 0.2 |
| 146000 | Comcast Corp., 6.500%, 11/15/2035 | 163012 | 0.1 |
| 394000 | Discovery Communications LLC, 4.875%, 04/01/2043 | 295919 | 0.1 |
| 141000 | Discovery Communications LLC, 5.300%, 05/15/2049 | 107157 | 0.0 |
| 206000 | Meta Platforms, Inc., 3.500%, 08/15/2027 | 192340 | 0.1 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Communications: (continued)** |  |  |
| 550000 | Meta Platforms, Inc., 3.850%, 08/15/2032 | $485543 | 0.2 |
| 446000 | Meta Platforms, Inc., 4.450%, 08/15/2052 | 356729 | 0.1 |
| 770000 | Meta Platforms, Inc., 4.650%, 08/15/2062 | 621887 | 0.2 |
| 582000<sup>(1)</sup> | NBN Co. Ltd., 1.450%, 05/05/2026 | 514175 | 0.2 |
| 615000<sup>(1)</sup> | NBN Co. Ltd., 2.500%, 01/08/2032 | 478278 | 0.2 |
| 237000 | Orange SA, 9.000%, 03/01/2031 | 290655 | 0.1 |
| 548000 | Paramount Global, 4.375%, 03/15/2043 | 379201 | 0.1 |
| 541000 | Paramount Global, 4.950%, 05/19/2050 | 395634 | 0.2 |
| 113000 | Paramount Global, 5.250%, 04/01/2044 | 87246 | 0.0 |
| 79000 | Paramount Global, 5.500%, 05/15/2033 | 71515 | 0.0 |
| 306000 | Paramount Global, 5.850%, 09/01/2043 | 255268 | 0.1 |
| 181000<sup>(3)</sup> | Paramount Global, 6.375%, 03/30/2062 | 148235 | 0.1 |
| 153000<sup>(1)</sup> | Rogers Communications, Inc., 3.800%, 03/15/2032 | 132447 | 0.0 |
| 186000<sup>(1)</sup> | Rogers Communications, Inc., 4.550%, 03/15/2052 | 145065 | 0.1 |
| 235000 | Time Warner Cable Enterprises LLC, 8.375%, 07/15/2033 | 261829 | 0.1 |
| 927000 | T-Mobile USA, Inc., 2.250%, 02/15/2026 | 844971 | 0.3 |
| 98000 | T-Mobile USA, Inc., 2.550%, 02/15/2031 | 80296 | 0.0 |
| 668000 | T-Mobile USA, Inc., 2.625%, 04/15/2026 | 613412 | 0.2 |
| 147000 | T-Mobile USA, Inc., 2.625%, 02/15/2029 | 124638 | 0.0 |
| 283000 | T-Mobile USA, Inc., 2.875%, 02/15/2031 | 234233 | 0.1 |
| 266000 | T-Mobile USA, Inc., 3.375%, 04/15/2029 | 234797 | 0.1 |
| 1031000 | T-Mobile USA, Inc., 3.500%, 04/15/2031 | 892562 | 0.3 |
| 323000 | T-Mobile USA, Inc., 4.500%, 04/15/2050 | 267149 | 0.1 |
| 175000 | TWDC Enterprises 18 Corp., 3.150%, 09/17/2025 | 167854 | 0.1 |
| 661000 | Verizon Communications, Inc., 2.355%, 03/15/2032 | 525725 | 0.2 |
| 264000 | Verizon Communications, Inc., 2.650%, 11/20/2040 | 179170 | 0.1 |
| 682000 | Verizon Communications, Inc., 3.700%, 03/22/2061 | 479062 | 0.2 |
| 225000 | Verizon Communications, Inc., 4.329%, 09/21/2028 | 216785 | 0.1 |
| 202000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 186184 | 0.1 |
| 1717000 | Verizon Communications, Inc., 4.500%, 08/10/2033 | 1612115 | 0.6 |
| 124000 | Verizon Communications, Inc., 4.750%, 11/01/2041 | 113621 | 0.0 |
| 738000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 679083 | 0.3 |
| 263000 | Vodafone Group PLC, 5.125%, 06/19/2059 | 226261 | 0.1 |
| 614000<sup>(3)</sup> | Vodafone Group PLC, 5.125%, 06/04/2081 | 448091 | 0.2 |
| 164000 | Walt Disney Co/The, 2.000%, 09/01/2029 | 137831 | 0.1 |
| 52000 | Walt Disney Co/The, 4.625%, 03/23/2040 | 48815 | 0.0 |
| 230000 | Walt Disney Co/The, 4.750%, 09/15/2044 | 213380 | 0.1 |
| 394000 | Walt Disney Co/The, 4.750%, 11/15/2046 | 360021 | 0.1 |
| 267000 | Walt Disney Co/The, 6.550%, 03/15/2033 | 295605 | 0.1 |
| 226000<sup>(2)</sup> | Walt Disney Co/The, 8.500%, 02/23/2025 | 242979 | 0.1 |
|  |  | **23929923** | **9.1** |
|  | **Consumer, Cyclical: 4.4%** |  |  |
| 25297<sup>(1)</sup> | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | 24122 | 0.0 |
| 177869 | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | 144890 | 0.1 |
| 142571 | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | 128162 | 0.0 |
| 12144 | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | 9913 | 0.0 |
| 45720 | American Airlines 2016-1 Class AA Pass Through Trust, 3.575%, 07/15/2029 | 40904 | 0.0 |
| 68353 | American Airlines 2016-2 Class A Pass Through Trust, 3.650%, 12/15/2029 | 53484 | 0.0 |
| 250386 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 217696 | 0.1 |
| 124210 | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/2030 | 107895 | 0.0 |
| 608279 | American Airlines 2017-1 Class A Pass Through Trust, 4.000%, 08/15/2030 | 489361 | 0.2 |
| 152966 | Delta Air Lines 2015-1 Class A Pass Through Trust, 3.875%, 01/30/2029 | 135208 | 0.1 |
| 79764 | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | 78215 | 0.0 |
| 194300 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 165270 | 0.1 |
| 197000<sup>(1)</sup> | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 185477 | 0.1 |
| 895000<sup>(1)</sup> | Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027 | 798323 | 0.3 |
| 229000 | Hasbro, Inc., 3.000%, 11/19/2024 | 220180 | 0.1 |
| 211000 | Hasbro, Inc., 3.550%, 11/19/2026 | 198154 | 0.1 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Consumer, Cyclical: (continued)** |  |  |
| 648000 | Home Depot, Inc./The, 2.750%, 09/15/2051 | $426452 | 0.2 |
| 152000<sup>(2)</sup> | Home Depot, Inc./The, 3.250%, 04/15/2032 | 135504 | 0.1 |
| 427000 | Home Depot, Inc./The, 3.300%, 04/15/2040 | 341747 | 0.1 |
| 93000 | Home Depot, Inc./The, 3.625%, 04/15/2052 | 72277 | 0.0 |
| 380000 | Home Depot, Inc./The, 4.950%, 09/15/2052 | 367062 | 0.1 |
| 160000 | Lowe's Cos, Inc., 4.450%, 04/01/2062 | 125215 | 0.0 |
| 207000 | Lowe's Cos, Inc., 4.650%, 04/15/2042 | 182506 | 0.1 |
| 201000<sup>(2)</sup> | Lowe's Cos, Inc., 5.000%, 04/15/2033 | 196869 | 0.1 |
| 204000 | Lowe's Cos, Inc., 5.800%, 09/15/2062 | 196492 | 0.1 |
| 217000 | McDonald's Corp., 4.200%, 04/01/2050 | 181676 | 0.1 |
| 196000 | McDonald's Corp., 5.700%, 02/01/2039 | 202796 | 0.1 |
| 358000<sup>(1)</sup> | Mercedes-Benz Finance North America LLC, 5.250%, 11/29/2027 | 360436 | 0.1 |
| 175495<sup>(1)</sup> | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 174864 | 0.1 |
| 72000 | Target Corp., 2.950%, 01/15/2052 | 49732 | 0.0 |
| 321000 | Target Corp., 4.500%, 09/15/2032 | 312554 | 0.1 |
| 377000 | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | 369965 | 0.1 |
| 57502 | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 55727 | 0.0 |
| 102997 | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030 | 83423 | 0.0 |
| 40456 | United Airlines 2018-1 Class A Pass Through Trust, 3.700%, 09/01/2031 | 33815 | 0.0 |
| 15482 | United Airlines 2019-1 Class A Pass Through Trust, 4.550%, 02/25/2033 | 13054 | 0.0 |
| 733476 | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | 724182 | 0.3 |
| 618829 | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 599127 | 0.2 |
| 802908 | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | 732512 | 0.3 |
| 386577 | US Airways 2013-1 Class A Pass Through Trust, 3.950%, 05/15/2027 | 351687 | 0.1 |
| 281000 | Walmart, Inc., 4.150%, 09/09/2032 | 274636 | 0.1 |
| 204000 | Walmart, Inc., 4.500%, 09/09/2052 | 195338 | 0.1 |
| 686000<sup>(1)</sup> | Warnermedia Holdings, Inc., 3.755%, 03/15/2027 | 618740 | 0.2 |
| 516000<sup>(1)</sup> | Warnermedia Holdings, Inc., 4.279%, 03/15/2032 | 426354 | 0.2 |
| 269000<sup>(1)</sup> | Warnermedia Holdings, Inc., 5.050%, 03/15/2042 | 206760 | 0.1 |
| 233000<sup>(1)</sup> | Warnermedia Holdings, Inc., 5.141%, 03/15/2052 | 170283 | 0.1 |
| 161000<sup>(1)</sup> | Warnermedia Holdings, Inc., 5.391%, 03/15/2062 | 118177 | 0.0 |
| 363000 | WW Grainger, Inc., 3.750%, 05/15/2046 | 285019 | 0.1 |
|  |  | **11582235** | **4.4** |
|  | **Consumer, Non-cyclical: 15.5%** |  |  |
| 427000 | AbbVie, Inc., 3.200%, 05/14/2026 | 404825 | 0.2 |
| 488000 | AbbVie, Inc., 3.200%, 11/21/2029 | 441031 | 0.2 |
| 783000 | AbbVie, Inc., 4.050%, 11/21/2039 | 673479 | 0.3 |
| 281000 | AbbVie, Inc., 4.250%, 11/21/2049 | 234642 | 0.1 |
| 489000 | AbbVie, Inc., 4.500%, 05/14/2035 | 454715 | 0.2 |
| 389000 | AbbVie, Inc., 4.625%, 10/01/2042 | 347300 | 0.1 |
| 154000<sup>(1)</sup> | Alcon Finance Corp., 5.375%, 12/06/2032 | 155266 | 0.1 |
| 261000<sup>(1)</sup> | Alcon Finance Corp., 5.750%, 12/06/2052 | 263019 | 0.1 |
| 453000 | Altria Group, Inc., 3.400%, 05/06/2030 | 388222 | 0.1 |
| 328000 | Altria Group, Inc., 3.700%, 02/04/2051 | 206663 | 0.1 |
| 58000 | Altria Group, Inc., 4.800%, 02/14/2029 | 55774 | 0.0 |
| 369000 | Amgen, Inc., 2.200%, 02/21/2027 | 331588 | 0.1 |
| 95000 | Amgen, Inc., 2.300%, 02/25/2031 | 77609 | 0.0 |
| 296000 | Amgen, Inc., 2.450%, 02/21/2030 | 249730 | 0.1 |
| 596000 | Amgen, Inc., 3.150%, 02/21/2040 | 441166 | 0.2 |
| 187000 | Amgen, Inc., 4.200%, 02/22/2052 | 149230 | 0.1 |
| 913000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 3.650%, 02/01/2026 | 879728 | 0.3 |
| 1428000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 1305357 | 0.5 |
| 605000 | Anheuser-Busch InBev Worldwide, Inc., 4.375%, 04/15/2038 | 543249 | 0.2 |
| 547000 | Anheuser-Busch InBev Worldwide, Inc., 4.439%, 10/06/2048 | 469958 | 0.2 |
| 468000 | Anheuser-Busch InBev Worldwide, Inc., 4.750%, 01/23/2029 | 462963 | 0.2 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Consumer, Non-cyclical: (continued)** |  |  |
| 238000 | Anheuser-Busch InBev Worldwide, Inc., 5.550%, 01/23/2049 | $236630 | 0.1 |
| 516000 | BAT Capital Corp., 2.726%, 03/25/2031 | 403783 | 0.2 |
| 644000 | BAT Capital Corp., 3.984%, 09/25/2050 | 423859 | 0.2 |
| 656000<sup>(2)</sup> | Baxter International, Inc., 1.915%, 02/01/2027 | 582533 | 0.2 |
| 146000 | Boston Scientific Corp., 4.700%, 03/01/2049 | 131402 | 0.0 |
| 293000 | Bristol-Myers Squibb Co., 3.200%, 06/15/2026 | 279707 | 0.1 |
| 80000 | Bristol-Myers Squibb Co., 3.400%, 07/26/2029 | 74214 | 0.0 |
| 733000 | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | 574013 | 0.2 |
| 106000 | Bristol-Myers Squibb Co., 3.900%, 03/15/2062 | 82079 | 0.0 |
| 235000 | Bristol-Myers Squibb Co., 4.250%, 10/26/2049 | 203213 | 0.1 |
| 282000 | Bristol-Myers Squibb Co., 4.550%, 02/20/2048 | 255078 | 0.1 |
| 153000 | Bristol-Myers Squibb Co., 4.625%, 05/15/2044 | 140625 | 0.1 |
| 143000<sup>(1)</sup> | Cargill, Inc., 1.700%, 02/02/2031 | 111567 | 0.0 |
| 213000<sup>(1)</sup> | Cargill, Inc., 2.125%, 04/23/2030 | 175861 | 0.1 |
| 92000<sup>(1)</sup> | Cargill, Inc., 3.125%, 05/25/2051 | 63814 | 0.0 |
| 128000<sup>(1)</sup> | Cargill, Inc., 5.125%, 10/11/2032 | 128633 | 0.0 |
| 154000 | Centene Corp., 2.450%, 07/15/2028 | 130279 | 0.0 |
| 731000 | Centene Corp., 3.000%, 10/15/2030 | 600885 | 0.2 |
| 597000 | Cigna Corp., 3.200%, 03/15/2040 | 452732 | 0.2 |
| 181000 | Cigna Corp., 3.400%, 03/15/2050 | 129119 | 0.0 |
| 104000 | Cigna Corp., 4.125%, 11/15/2025 | 101724 | 0.0 |
| 768000 | Cigna Corp., 4.800%, 08/15/2038 | 715915 | 0.3 |
| 137000 | Cigna Corp., 4.900%, 12/15/2048 | 124161 | 0.0 |
| 565000<sup>(1)</sup> | Coca-Cola Europacific Partners PLC, 0.500%, 05/05/2023 | 555871 | 0.2 |
| 807000<sup>(1)</sup> | Coca-Cola Europacific Partners PLC, 1.500%, 01/15/2027 | 699069 | 0.3 |
| 321000<sup>(1)</sup> | CSL Finance PLC, 4.250%, 04/27/2032 | 303179 | 0.1 |
| 418000<sup>(1)</sup> | CSL Finance PLC, 4.625%, 04/27/2042 | 374524 | 0.1 |
| 381000<sup>(1)</sup> | CSL Finance PLC, 4.750%, 04/27/2052 | 346302 | 0.1 |
| 205000<sup>(1)</sup> | CSL Finance PLC, 4.950%, 04/27/2062 | 182536 | 0.1 |
| 266000 | CVS Health Corp., 2.700%, 08/21/2040 | 184766 | 0.1 |
| 489000 | CVS Health Corp., 4.300%, 03/25/2028 | 473893 | 0.2 |
| 1220000 | CVS Health Corp., 4.780%, 03/25/2038 | 1116206 | 0.4 |
| 149000 | CVS Health Corp., 5.050%, 03/25/2048 | 134493 | 0.0 |
| 80000 | CVS Health Corp., 5.125%, 07/20/2045 | 73303 | 0.0 |
| 864000<sup>(1)</sup> | Danone SA, 2.589%, 11/02/2023 | 846288 | 0.3 |
| 224000 | Diageo Capital PLC, 2.125%, 10/24/2024 | 212635 | 0.1 |
| 662000 | Diageo Capital PLC, 3.500%, 09/18/2023 | 655729 | 0.2 |
| 200000 | Diageo Capital PLC, 5.300%, 10/24/2027 | 204921 | 0.1 |
| 273000<sup>(2)</sup> | Diageo Capital PLC, 5.500%, 01/24/2033 | 286535 | 0.1 |
| 87000 | Elevance Health, Inc., 2.550%, 03/15/2031 | 73311 | 0.0 |
| 340000 | Elevance Health, Inc., 2.875%, 09/15/2029 | 299459 | 0.1 |
| 232000 | Elevance Health, Inc., 4.100%, 05/15/2032 | 216486 | 0.1 |
| 274000 | Elevance Health, Inc., 4.625%, 05/15/2042 | 250475 | 0.1 |
| 193000 | Elevance Health, Inc., 5.100%, 01/15/2044 | 182923 | 0.1 |
| 351000 | Elevance Health, Inc., 5.500%, 10/15/2032 | 360436 | 0.1 |
| 689000 | Gilead Sciences, Inc., 3.500%, 02/01/2025 | 667674 | 0.3 |
| 834000 | Global Payments, Inc., 4.450%, 06/01/2028 | 777553 | 0.3 |
| 146000 | Global Payments, Inc., 5.950%, 08/15/2052 | 132732 | 0.0 |
| 212000 | HCA, Inc., 2.375%, 07/15/2031 | 165540 | 0.1 |
| 219000<sup>(1)</sup> | HCA, Inc., 3.375%, 03/15/2029 | 192836 | 0.1 |
| 205000 | HCA, Inc., 3.500%, 09/01/2030 | 177289 | 0.1 |
| 472000 | HCA, Inc., 4.125%, 06/15/2029 | 431881 | 0.2 |
| 495000 | HCA, Inc., 5.250%, 06/15/2049 | 423924 | 0.2 |
| 67000 | HCA, Inc., 5.875%, 02/01/2029 | 66932 | 0.0 |
| 431000 | Hershey Co/The, 3.125%, 11/15/2049 | 307322 | 0.1 |
| 218000 | Hormel Foods Corp., 3.050%, 06/03/2051 | 151207 | 0.1 |
| 151000 | Humana, Inc., 5.750%, 03/01/2028 | 154457 | 0.1 |
| 430000 | J M Smucker Co/The, 2.750%, 09/15/2041 | 287835 | 0.1 |
| 267000 | Johnson & Johnson, 2.100%, 09/01/2040 | 184765 | 0.1 |
| 354000 | Johnson & Johnson, 3.625%, 03/03/2037 | 315910 | 0.1 |
| 152000 | Johnson & Johnson, 3.700%, 03/01/2046 | 128297 | 0.0 |
| 268000 | Johnson & Johnson, 5.850%, 07/15/2038 | 298900 | 0.1 |
| 178000 | Kraft Heinz Foods Co., 5.000%, 06/04/2042 | 161809 | 0.1 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Consumer, Non-cyclical: (continued)** |  |  |
| 176000 | Kraft Heinz Foods Co., 5.200%, 07/15/2045 | $163248 | 0.1 |
| 402000<sup>(2)</sup> | Kroger Co/The, 2.200%, 05/01/2030 | 327107 | 0.1 |
| 651000<sup>(1)</sup> | Mars, Inc., 2.375%, 07/16/2040 | 443555 | 0.2 |
| 125000 | Merck & Co., Inc., 2.750%, 12/10/2051 | 84129 | 0.0 |
| 322000 | Merck & Co., Inc., 2.900%, 12/10/2061 | 206273 | 0.1 |
| 211000 | Mondelez International, Inc., 2.625%, 03/17/2027 | 191596 | 0.1 |
| 316000 | Moody's Corp., 3.750%, 03/24/2025 | 307506 | 0.1 |
| 306000<sup>(2)</sup> | Moody's Corp., 3.750%, 02/25/2052 | 234530 | 0.1 |
| 462000 | Mylan, Inc., 5.200%, 04/15/2048 | 345793 | 0.1 |
| 200000<sup>(1),(2)</sup> | Nestle Holdings, Inc., 2.625%, 09/14/2051 | 131455 | 0.0 |
| 235000<sup>(1)</sup> | Nestle Holdings, Inc., 3.900%, 09/24/2038 | 210001 | 0.1 |
| 254000<sup>(1)</sup> | Nestle Holdings, Inc., 4.700%, 01/15/2053 | 240443 | 0.1 |
| 216000 | PayPal Holdings, Inc., 2.300%, 06/01/2030 | 177935 | 0.1 |
| 87000 | PayPal Holdings, Inc., 2.850%, 10/01/2029 | 75971 | 0.0 |
| 546000 | PayPal Holdings, Inc., 3.250%, 06/01/2050 | 373512 | 0.1 |
| 339000<sup>(2)</sup> | PayPal Holdings, Inc., 4.400%, 06/01/2032 | 320080 | 0.1 |
| 421000 | PayPal Holdings, Inc., 5.250%, 06/01/2062 | 384914 | 0.1 |
| 253000 | PepsiCo, Inc., 3.900%, 07/18/2032 | 239332 | 0.1 |
| 210000 | PepsiCo, Inc., 4.200%, 07/18/2052 | 192478 | 0.1 |
| 276000 | PerkinElmer, Inc., 3.300%, 09/15/2029 | 240813 | 0.1 |
| 481000 | Philip Morris International, Inc., 5.750%, 11/17/2032 | 491850 | 0.2 |
| 248000 | Quanta Services, Inc., 2.350%, 01/15/2032 | 188928 | 0.1 |
| 585000<sup>(1)</sup> | Roche Holdings, Inc., 2.076%, 12/13/2031 | 477513 | 0.2 |
| 616000 | Royalty Pharma PLC, 1.750%, 09/02/2027 | 522329 | 0.2 |
| 153000 | Royalty Pharma PLC, 3.550%, 09/02/2050 | 98377 | 0.0 |
| 194000 | S&P Global, Inc., 1.250%, 08/15/2030 | 149644 | 0.1 |
| 417000<sup>(1)</sup> | S&P Global, Inc., 2.450%, 03/01/2027 | 381459 | 0.1 |
| 219000<sup>(1)</sup> | S&P Global, Inc., 2.700%, 03/01/2029 | 193215 | 0.1 |
| 739000<sup>(1)</sup> | S&P Global, Inc., 2.900%, 03/01/2032 | 632392 | 0.2 |
| 300000<sup>(1)</sup> | S&P Global, Inc., 3.700%, 03/01/2052 | 233051 | 0.1 |
| 263000 | Takeda Pharmaceutical Co. Ltd., 2.050%, 03/31/2030 | 215260 | 0.1 |
| 200000 | Takeda Pharmaceutical Co. Ltd., 3.025%, 07/09/2040 | 147547 | 0.1 |
| 670000 | Takeda Pharmaceutical Co. Ltd., 5.000%, 11/26/2028 | 665686 | 0.3 |
| 161000 | Thermo Fisher Scientific, Inc., 4.800%, 11/21/2027 | 161809 | 0.1 |
| 303000<sup>(1)</sup> | Triton Container International Ltd., 3.150%, 06/15/2031 | 236161 | 0.1 |
| 352000 | Unilever Capital Corp., 1.750%, 08/12/2031 | 277518 | 0.1 |
| 155000 | Unilever Capital Corp., 2.625%, 08/12/2051 | 100659 | 0.0 |
| 253000 | UnitedHealth Group, Inc., 1.150%, 05/15/2026 | 226253 | 0.1 |
| 499000 | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | 363967 | 0.1 |
| 242000 | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | 182842 | 0.1 |
| 279000 | UnitedHealth Group, Inc., 3.250%, 05/15/2051 | 201005 | 0.1 |
| 191000 | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | 156882 | 0.1 |
| 39000 | UnitedHealth Group, Inc., 3.750%, 10/15/2047 | 31204 | 0.0 |
| 113000 | UnitedHealth Group, Inc., 4.450%, 12/15/2048 | 100934 | 0.0 |
| 71000 | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | 65949 | 0.0 |
| 714000 | UnitedHealth Group, Inc., 5.300%, 02/15/2030 | 737514 | 0.3 |
| 528000 | UnitedHealth Group, Inc., 5.350%, 02/15/2033 | 546472 | 0.2 |
| 95000 | Utah Acquisition Sub, Inc., 5.250%, 06/15/2046 | 72187 | 0.0 |
| 278000 | Viatris, Inc., 3.850%, 06/22/2040 | 187278 | 0.1 |
| 45000 | Viatris, Inc., 4.000%, 06/22/2050 | 27882 | 0.0 |
|  |  | **40681981** | **15.5** |
|  | **Energy: 6.9%** |  |  |
| 290000 | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | 198561 | 0.1 |
| 303000 | BP Capital Markets America, Inc., 3.937%, 09/21/2028 | 289945 | 0.1 |
| 394000 | BP Capital Markets PLC, 3.279%, 09/19/2027 | 371128 | 0.1 |
| 507000<sup>(1)</sup> | Cameron LNG LLC, 2.902%, 07/15/2031 | 428989 | 0.2 |
| 74000 | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | 67056 | 0.0 |
| 191000 | Chevron USA, Inc., 3.250%, 10/15/2029 | 175588 | 0.1 |
| 647000 | Coterra Energy, Inc., 3.900%, 05/15/2027 | 605110 | 0.2 |
| 57000 | Coterra Energy, Inc., 4.375%, 03/15/2029 | 53980 | 0.0 |
| 137000 | Diamondback Energy, Inc., 3.500%, 12/01/2029 | 120493 | 0.0 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Energy: (continued)** |  |  |
| 347000 | Diamondback Energy, Inc., 4.400%, 03/24/2051 | $265915 | 0.1 |
| 431000 | Diamondback Energy, Inc., 6.250%, 03/15/2033 | 438796 | 0.2 |
| 391000 | Diamondback Energy, Inc., 6.250%, 03/15/2053 | 379943 | 0.1 |
| 295000<sup>(3)</sup> | Enbridge, Inc., 7.375%, 01/15/2083 | 287464 | 0.1 |
| 295000<sup>(3)</sup> | Enbridge, Inc., 7.625%, 01/15/2083 | 292525 | 0.1 |
| 507000 | Energy Transfer L.P., 5.300%, 04/15/2047 | 424306 | 0.2 |
| 282000 | Energy Transfer L.P., 5.400%, 10/01/2047 | 240128 | 0.1 |
| 354000 | Energy Transfer L.P., 5.750%, 02/15/2033 | 347021 | 0.1 |
| 476000<sup>(3)</sup> | Energy Transfer L.P., 6.500%, 12/31/2199 | 410550 | 0.2 |
| 422000<sup>(3)</sup> | Energy Transfer L.P., 7.125%, 12/31/2199 | 353425 | 0.1 |
| 560000 | Enterprise Products Operating LLC, 3.950%, 01/31/2060 | 406942 | 0.2 |
| 100000 | EQT Corp., 5.700%, 04/01/2028 | 99597 | 0.0 |
| 511000 | Exxon Mobil Corp., 2.275%, 08/16/2026 | 473489 | 0.2 |
| 67000 | Exxon Mobil Corp., 2.440%, 08/16/2029 | 58675 | 0.0 |
| 152000 | Exxon Mobil Corp., 2.995%, 08/16/2039 | 116770 | 0.0 |
| 840000 | Exxon Mobil Corp., 4.227%, 03/19/2040 | 759552 | 0.3 |
| 777000 | Kinder Morgan, Inc., 3.600%, 02/15/2051 | 538577 | 0.2 |
| 150000 | Marathon Petroleum Corp., 4.750%, 09/15/2044 | 125910 | 0.1 |
| 409000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 343420 | 0.1 |
| 285000 | MPLX L.P., 1.750%, 03/01/2026 | 254359 | 0.1 |
| 175000 | MPLX L.P., 2.650%, 08/15/2030 | 142215 | 0.1 |
| 346000 | MPLX L.P., 4.000%, 02/15/2025 | 335632 | 0.1 |
| 125000 | MPLX L.P., 4.700%, 04/15/2048 | 99191 | 0.0 |
| 908000 | MPLX L.P., 5.200%, 03/01/2047 | 774762 | 0.3 |
| 273000 | MPLX L.P., 5.200%, 12/01/2047 | 233483 | 0.1 |
| 288000 | MPLX L.P., 5.500%, 02/15/2049 | 254494 | 0.1 |
| 393000 | Occidental Petroleum Corp., 6.125%, 01/01/2031 | 397368 | 0.2 |
| 393000 | Occidental Petroleum Corp., 6.625%, 09/01/2030 | 407005 | 0.2 |
| 111000 | ONEOK Partners L.P., 6.125%, 02/01/2041 | 105175 | 0.0 |
| 271000 | Phillips 66, 0.900%, 02/15/2024 | 259117 | 0.1 |
| 233000 | Phillips 66, 2.150%, 12/15/2030 | 187109 | 0.1 |
| 214000 | Pioneer Natural Resources Co., 1.900%, 08/15/2030 | 168068 | 0.1 |
| 248000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | 215569 | 0.1 |
| 52000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | 45314 | 0.0 |
| 50000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.300%, 01/31/2043 | 36456 | 0.0 |
| 923000 | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | 869255 | 0.3 |
| 179000 | Shell International Finance BV, 2.875%, 11/26/2041 | 130578 | 0.1 |
| 406000 | Shell International Finance BV, 3.000%, 11/26/2051 | 276848 | 0.1 |
| 668000 | Shell International Finance BV, 4.000%, 05/10/2046 | 547901 | 0.2 |
| 205000 | Shell International Finance BV, 4.125%, 05/11/2035 | 190817 | 0.1 |
| 131000 | Targa Resources Corp., 6.250%, 07/01/2052 | 124303 | 0.0 |
| 598000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.000%, 01/15/2032 | 503959 | 0.2 |
| 533000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | 481992 | 0.2 |
| 308000 | TotalEnergies Capital International SA, 2.829%, 01/10/2030 | 272564 | 0.1 |
| 208000 | TotalEnergies Capital International SA, 2.986%, 06/29/2041 | 155800 | 0.1 |
| 189000 | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | 164450 | 0.1 |
| 353000 | Williams Cos, Inc./The, 2.600%, 03/15/2031 | 286518 | 0.1 |
| 535000 | Williams Cos, Inc./The, 4.550%, 06/24/2024 | 529455 | 0.2 |
| 412000 | Williams Cos, Inc./The, 5.100%, 09/15/2045 | 362152 | 0.1 |
| 671000 | Williams Partners L.P., 3.750%, 06/15/2027 | 632642 | 0.2 |
|  |  | **18118406** | **6.9** |
|  | **Financial: 30.1%** |  |  |
| 400000<sup>(3)</sup> | ABN AMRO Bank NV, 4.400%, 03/27/2028 | 392884 | 0.2 |
| 89000 | Alleghany Corp., 3.250%, 08/15/2051 | 63048 | 0.0 |
| 1083000 | Alleghany Corp., 3.625%, 05/15/2030 | 1007075 | 0.4 |
| 33000 | Alleghany Corp., 4.900%, 09/15/2044 | 30409 | 0.0 |
| 377000<sup>(3)</sup> | American Express Co., 4.420%, 08/03/2033 | 357261 | 0.1 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Financial: (continued)** |  |  |
| 253000 | American Homes 4 Rent L.P., 3.375%, 07/15/2051 | $158488 | 0.1 |
| 72000 | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | 53088 | 0.0 |
| 255000 | American International Group, Inc., 3.900%, 04/01/2026 | 247318 | 0.1 |
| 300000 | American Tower Corp., 3.600%, 01/15/2028 | 276243 | 0.1 |
| 208000 | American Tower Corp., 3.650%, 03/15/2027 | 194578 | 0.1 |
| 369000<sup>(2)</sup> | American Tower Corp., 4.050%, 03/15/2032 | 330100 | 0.1 |
| 151000 | American Tower Corp., 4.400%, 02/15/2026 | 147315 | 0.1 |
| 155000<sup>(1)</sup> | Antares Holdings L.P., 2.750%, 01/15/2027 | 124360 | 0.0 |
| 47000<sup>(1)</sup> | Antares Holdings L.P., 3.750%, 07/15/2027 | 38060 | 0.0 |
| 424000<sup>(1),(3)</sup> | ASB Bank Ltd., 5.284%, 06/17/2032 | 400945 | 0.2 |
| 379000 | Assurant, Inc., 3.700%, 02/22/2030 | 321793 | 0.1 |
| 229000 | Athene Holding Ltd., 6.650%, 02/01/2033 | 227138 | 0.1 |
| 229000 | AvalonBay Communities, Inc., 5.000%, 02/15/2033 | 226056 | 0.1 |
| 420000<sup>(1)</sup> | Aviation Capital Group LLC, 1.950%, 09/20/2026 | 356324 | 0.1 |
| 335000<sup>(1)</sup> | Aviation Capital Group LLC, 3.500%, 11/01/2027 | 293129 | 0.1 |
| 292000<sup>(1)</sup> | Aviation Capital Group LLC, 3.875%, 05/01/2023 | 289664 | 0.1 |
| 412000<sup>(1)</sup> | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | 355033 | 0.1 |
| 236000<sup>(1)</sup> | Avolon Holdings Funding Ltd., 2.528%, 11/18/2027 | 188981 | 0.1 |
| 547000<sup>(1)</sup> | Avolon Holdings Funding Ltd., 4.250%, 04/15/2026 | 496500 | 0.2 |
| 400000<sup>(3)</sup> | Banco Bilbao Vizcaya Argentaria SA, 6.138%, 09/14/2028 | 401169 | 0.2 |
| 428000<sup>(3)</sup> | Bank of America Corp., 0.976%, 04/22/2025 | 401484 | 0.2 |
| 174000<sup>(3)</sup> | Bank of America Corp., 1.197%, 10/24/2026 | 154865 | 0.1 |
| 310000<sup>(3)</sup> | Bank of America Corp., 1.530%, 12/06/2025 | 286134 | 0.1 |
| 824000<sup>(3)</sup> | Bank of America Corp., 1.658%, 03/11/2027 | 729918 | 0.3 |
| 315000<sup>(3)</sup> | Bank of America Corp., 1.734%, 07/22/2027 | 276364 | 0.1 |
| 1181000<sup>(3)</sup> | Bank of America Corp., 1.898%, 07/23/2031 | 908999 | 0.3 |
| 1041000<sup>(3)</sup> | Bank of America Corp., 2.015%, 02/13/2026 | 967102 | 0.4 |
| 46000<sup>(3)</sup> | Bank of America Corp., 2.087%, 06/14/2029 | 38790 | 0.0 |
| 482000<sup>(3)</sup> | Bank of America Corp., 2.299%, 07/21/2032 | 372350 | 0.1 |
| 251000<sup>(3)</sup> | Bank of America Corp., 2.592%, 04/29/2031 | 204975 | 0.1 |
| 25000<sup>(3)</sup> | Bank of America Corp., 2.676%, 06/19/2041 | 16908 | 0.0 |
| 1154000<sup>(3)</sup> | Bank of America Corp., 2.687%, 04/22/2032 | 926414 | 0.4 |
| 881000<sup>(3)</sup> | Bank of America Corp., 2.972%, 02/04/2033 | 712024 | 0.3 |
| 449000<sup>(3)</sup> | Bank of America Corp., 3.194%, 07/23/2030 | 387105 | 0.1 |
| 206000<sup>(3)</sup> | Bank of America Corp., 3.419%, 12/20/2028 | 186887 | 0.1 |
| 182000<sup>(3)</sup> | Bank of America Corp., 3.593%, 07/21/2028 | 167835 | 0.1 |
| 807000<sup>(3)</sup> | Bank of America Corp., 3.705%, 04/24/2028 | 748008 | 0.3 |
| 266000<sup>(3)</sup> | Bank of America Corp., 3.846%, 03/08/2037 | 220948 | 0.1 |
| 137000<sup>(3)</sup> | Bank of America Corp., 4.083%, 03/20/2051 | 107876 | 0.0 |
| 555000<sup>(3)</sup> | Bank of America Corp., 4.271%, 07/23/2029 | 518585 | 0.2 |
| 981000<sup>(3)</sup> | Bank of America Corp., 4.571%, 04/27/2033 | 900096 | 0.3 |
| 843000<sup>(3)</sup> | Bank of America Corp., 5.015%, 07/22/2033 | 802827 | 0.3 |
| 242000<sup>(3)</sup> | Bank of America Corp., 6.204%, 11/10/2028 | 250293 | 0.1 |
| 438000 | Bank of Montreal, 3.700%, 06/07/2025 | 425421 | 0.2 |
| 166000<sup>(3)</sup> | Bank of New York Mellon Corp./The, 4.596%, 07/26/2030 | 160616 | 0.1 |
| 609000<sup>(3)</sup> | Bank of New York Mellon Corp./The, 5.834%, 10/25/2033 | 633254 | 0.2 |
| 220000<sup>(3)</sup> | Bank of Nova Scotia/The, 3.625%, 10/27/2081 | 160537 | 0.1 |
| 1282000<sup>(3)</sup> | Bank of Nova Scotia/The, 4.588%, 05/04/2037 | 1097336 | 0.4 |
| 385000 | Bank of Nova Scotia/The, 5.250%, 12/06/2024 | 386002 | 0.1 |
| 116000 | Berkshire Hathaway Finance Corp., 4.400%, 05/15/2042 | 106354 | 0.0 |
| 257000 | BlackRock, Inc., 1.900%, 01/28/2031 | 208625 | 0.1 |
| 169000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | 124563 | 0.0 |
| 599000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | 350251 | 0.1 |
| 424000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 6.200%, 04/22/2033 | 428720 | 0.2 |
| 226000 | Blackstone Private Credit Fund, 4.000%, 01/15/2029 | 186857 | 0.1 |
| 1133000<sup>(1),(3)</sup> | BPCE SA, 2.045%, 10/19/2027 | 978031 | 0.4 |
| 498000 | Camden Property Trust, 2.800%, 05/15/2030 | 429654 | 0.2 |
| 301000<sup>(3)</sup> | Capital One Financial Corp., 2.636%, 03/03/2026 | 282173 | 0.1 |
| 318000<sup>(3)</sup> | Capital One Financial Corp., 3.273%, 03/01/2030 | 272495 | 0.1 |
| 213000<sup>(3)</sup> | Capital One Financial Corp., 5.247%, 07/26/2030 | 203311 | 0.1 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Financial: (continued)** |  |  |
| 586000 | Chubb INA Holdings, Inc., 1.375%, 09/15/2030 | $456231 | 0.2 |
| 228000<sup>(3)</sup> | Citigroup, Inc., 3.070%, 02/24/2028 | 205875 | 0.1 |
| 264000<sup>(3)</sup> | Citigroup, Inc., 4.412%, 03/31/2031 | 243044 | 0.1 |
| 538000<sup>(1),(3)</sup> | Cooperatieve Rabobank UA, 4.655%, 08/22/2028 | 517246 | 0.2 |
| 247000<sup>(1)</sup> | Corebridge Financial, Inc., 3.850%, 04/05/2029 | 225480 | 0.1 |
| 474000<sup>(1)</sup> | Corebridge Financial, Inc., 3.900%, 04/05/2032 | 415279 | 0.2 |
| 817000<sup>(1),(3)</sup> | Corebridge Financial, Inc., 6.875%, 12/15/2052 | 758740 | 0.3 |
| 250000<sup>(1),(3)</sup> | Credit Agricole SA, 4.750%, 12/31/2199 | 200979 | 0.1 |
| 263000 | Credit Suisse AG/New York NY, 5.000%, 07/09/2027 | 240104 | 0.1 |
| 412000 | CubeSmart L.P., 2.500%, 02/15/2032 | 316001 | 0.1 |
| 530000<sup>(1)</sup> | Danske Bank A/S, 4.375%, 06/12/2028 | 486959 | 0.2 |
| 535000<sup>(3)</sup> | Enstar Finance LLC, 5.500%, 01/15/2042 | 428348 | 0.2 |
| 301000 | Extra Space Storage L.P., 3.900%, 04/01/2029 | 270236 | 0.1 |
| 423000 | Goldman Sachs Capital I, 6.345%, 02/15/2034 | 436337 | 0.2 |
| 205000 | Goldman Sachs Group, Inc., 6.450%, 05/01/2036 | 213251 | 0.1 |
| 723000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 774511 | 0.3 |
| 35000<sup>(3)</sup> | Goldman Sachs Group, Inc./The, 2.383%, 07/21/2032 | 27241 | 0 |
| 308000 | Goldman Sachs Group, Inc./The, 3.500%, 04/01/2025 | 296448 | 0.1 |
| 189000 | Goldman Sachs Group, Inc./The, 6.124%, (US0003M + 1.750%), 10/28/2027 | 192465 | 0.1 |
| 35000 | Goldman Sachs Group, Inc./The, 6.250%, 02/01/2041 | 36696 | 0 |
| 283000 | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | 283068 | 0.1 |
| 675000<sup>(1)</sup> | Hartford Financial Services Group, Inc./The, 6.731%, (US0003M + 2.125%), 02/12/2067 | 566750 | 0.2 |
| 914000<sup>(3)</sup> | HSBC Holdings PLC, 1.589%, 05/24/2027 | 789117 | 0.3 |
| 745000<sup>(3)</sup> | HSBC Holdings PLC, 2.013%, 09/22/2028 | 623812 | 0.2 |
| 220000<sup>(3)</sup> | HSBC Holdings PLC, 2.999%, 03/10/2026 | 206951 | 0.1 |
| 1072000<sup>(3)</sup> | HSBC Holdings PLC, 4.041%, 03/13/2028 | 989442 | 0.4 |
| 599000<sup>(3)</sup> | HSBC Holdings PLC, 7.390%, 11/03/2028 | 630584 | 0.2 |
| 559000<sup>(3)</sup> | ING Groep NV, 4.017%, 03/28/2028 | 523543 | 0.2 |
| 843000<sup>(1)</sup> | Intact Financial Corp., 5.459%, 09/22/2032 | 834319 | 0.3 |
| 236000 | Intercontinental Exchange, Inc., 2.100%, 06/15/2030 | 193109 | 0.1 |
| 845000 | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | 810556 | 0.3 |
| 412000 | Intercontinental Exchange, Inc., 4.950%, 06/15/2052 | 384397 | 0.1 |
| 224000<sup>(1),(3)</sup> | Intesa Sanpaolo SpA, 4.198%, 06/01/2032 | 165031 | 0.1 |
| 200000<sup>(1)</sup> | Intesa Sanpaolo SpA, 7.000%, 11/21/2025 | 204194 | 0.1 |
| 208000<sup>(1),(3)</sup> | Intesa Sanpaolo SpA, 8.248%, 11/21/2033 | 211606 | 0.1 |
| 656000 | Invitation Homes Operating Partnership L.P., 2.000%, 08/15/2031 | 486322 | 0.2 |
| 535000 | Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028 | 443370 | 0.2 |
| 125000 | Invitation Homes Operating Partnership L.P., 2.700%, 01/15/2034 | 91510 | 0 |
| 568000 | Invitation Homes Operating Partnership L.P., 4.150%, 04/15/2032 | 498484 | 0.2 |
| 2052000<sup>(3)</sup> | JPMorgan Chase & Co., 0.969%, 06/23/2025 | 1913948 | 0.7 |
| 1014000<sup>(3)</sup> | JPMorgan Chase & Co., 1.040%, 02/04/2027 | 883136 | 0.3 |
| 706000<sup>(3)</sup> | JPMorgan Chase & Co., 1.470%, 09/22/2027 | 612130 | 0.2 |
| 416000<sup>(3)</sup> | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 366003 | 0.1 |
| 974000<sup>(3)</sup> | JPMorgan Chase & Co., 1.953%, 02/04/2032 | 747283 | 0.3 |
| 326000<sup>(3)</sup> | JPMorgan Chase & Co., 2.069%, 06/01/2029 | 272838 | 0.1 |
| 237000<sup>(3)</sup> | JPMorgan Chase & Co., 2.083%, 04/22/2026 | 220208 | 0.1 |
| 253000<sup>(3)</sup> | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 221598 | 0.1 |
| 469000<sup>(3)</sup> | JPMorgan Chase & Co., 2.301%, 10/15/2025 | 442279 | 0.2 |
| 202000<sup>(3)</sup> | JPMorgan Chase & Co., 2.545%, 11/08/2032 | 160176 | 0.1 |
| 168000<sup>(3)</sup> | JPMorgan Chase & Co., 2.595%, 02/24/2026 | 158081 | 0.1 |
| 700000<sup>(3)</sup> | JPMorgan Chase & Co., 2.947%, 02/24/2028 | 634226 | 0.2 |
| 267000<sup>(3)</sup> | JPMorgan Chase & Co., 3.109%, 04/22/2041 | 195041 | 0.1 |
| 405000<sup>(3)</sup> | JPMorgan Chase & Co., 3.109%, 04/22/2051 | 267112 | 0.1 |
| 477000<sup>(3)</sup> | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 433711 | 0.2 |
| 377000<sup>(3)</sup> | JPMorgan Chase & Co., 3.960%, 01/29/2027 | 359800 | 0.1 |
| 161000<sup>(3)</sup> | JPMorgan Chase & Co., 3.964%, 11/15/2048 | 126335 | 0.1 |
| 795000<sup>(3)</sup> | JPMorgan Chase & Co., 4.452%, 12/05/2029 | 748381 | 0.3 |
| 169000<sup>(3)</sup> | JPMorgan Chase & Co., 4.912%, 07/25/2033 | 161413 | 0.1 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Financial: (continued)** |  |  |
| 536000<sup>(3)</sup> | JPMorgan Chase & Co., 5.546%, 12/15/2025 | $536418 | 0.2 |
| 1005000<sup>(3)</sup> | JPMorgan Chase & Co., 5.717%, 09/14/2033 | 983940 | 0.4 |
| 315000<sup>(1)</sup> | KKR Group Finance Co. XII LLC, 4.850%, 05/17/2032 | 295001 | 0.1 |
| 823000<sup>(1)</sup> | Liberty Mutual Group, Inc., 4.300%, 02/01/2061 | 503149 | 0.2 |
| 157000<sup>(1)</sup> | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | 141671 | 0.1 |
| 459000 | Life Storage L.P., 2.400%, 10/15/2031 | 354232 | 0.1 |
| 517000<sup>(3)</sup> | Lloyds Banking Group PLC, 2.438%, 02/05/2026 | 481739 | 0.2 |
| 106000<sup>(3)</sup> | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | 102656 | 0.0 |
| 712000<sup>(1)</sup> | LSEGA Financing PLC, 1.375%, 04/06/2026 | 624720 | 0.2 |
| 200000<sup>(1)</sup> | LSEGA Financing PLC, 3.200%, 04/06/2041 | 146009 | 0.1 |
| 689000 | Main Street Capital Corp., 3.000%, 07/14/2026 | 594586 | 0.2 |
| 108000 | Mid-America Apartments L.P., 1.700%, 02/15/2031 | 84462 | 0.0 |
| 528000 | Mid-America Apartments L.P., 2.750%, 03/15/2030 | 450217 | 0.2 |
| 295000 | Mid-America Apartments L.P., 3.600%, 06/01/2027 | 279970 | 0.1 |
| 487000<sup>(2)</sup> | Mid-America Apartments L.P., 4.200%, 06/15/2028 | 462741 | 0.2 |
| 200000 | Mid-America Apartments L.P., 4.300%, 10/15/2023 | 198889 | 0.1 |
| 382000 | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | 347243 | 0.1 |
| 245000<sup>(3)</sup> | Morgan Stanley, 0.731%, 04/05/2024 | 241511 | 0.1 |
| 960000<sup>(3)</sup> | Morgan Stanley, 0.791%, 01/22/2025 | 908594 | 0.3 |
| 366000<sup>(3)</sup> | Morgan Stanley, 0.985%, 12/10/2026 | 321073 | 0.1 |
| 1945000<sup>(3)</sup> | Morgan Stanley, 1.512%, 07/20/2027 | 1690220 | 0.6 |
| 480000<sup>(3)</sup> | Morgan Stanley, 1.593%, 05/04/2027 | 421630 | 0.2 |
| 495000<sup>(3)</sup> | Morgan Stanley, 1.928%, 04/28/2032 | 374647 | 0.1 |
| 842000<sup>(3)</sup> | Morgan Stanley, 2.188%, 04/28/2026 | 783164 | 0.3 |
| 335000<sup>(3)</sup> | Morgan Stanley, 2.239%, 07/21/2032 | 257812 | 0.1 |
| 128000<sup>(3)</sup> | Morgan Stanley, 2.475%, 01/21/2028 | 113914 | 0.0 |
| 120000<sup>(3)</sup> | Morgan Stanley, 2.511%, 10/20/2032 | 94229 | 0.0 |
| 508000<sup>(3)</sup> | Morgan Stanley, 2.720%, 07/22/2025 | 485959 | 0.2 |
| 137000<sup>(3)</sup> | Morgan Stanley, 3.591%, 07/22/2028 | 125879 | 0.0 |
| 680000<sup>(3)</sup> | Morgan Stanley, 3.737%, 04/24/2024 | 676410 | 0.3 |
| 2036000<sup>(3)</sup> | Morgan Stanley, 5.297%, 04/20/2037 | 1867186 | 0.7 |
| 216000<sup>(3)</sup> | Morgan Stanley, 6.296%, 10/18/2028 | 223361 | 0.1 |
| 2846000<sup>(3)</sup> | Morgan Stanley, 6.342%, 10/18/2033 | 2991156 | 1.1 |
| 375000<sup>(3)</sup> | NatWest Group PLC, 4.269%, 03/22/2025 | 366883 | 0.1 |
| 576000<sup>(1),(2)</sup> | Nordea Bank Abp, 5.375%, 09/22/2027 | 579654 | 0.2 |
| 959000 | Northern Trust Corp., 6.125%, 11/02/2032 | 1014280 | 0.4 |
| 564000 | Old Republic International Corp., 3.850%, 06/11/2051 | 389199 | 0.2 |
| 1298000<sup>(3)</sup> | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | 1124924 | 0.4 |
| 148000 | Prologis L.P., 2.250%, 01/15/2032 | 117697 | 0.0 |
| 316000<sup>(1),(3)</sup> | Rabobank Nederland, 3.649%, 04/06/2028 | 291607 | 0.1 |
| 403000 | Realty Income Corp., 3.950%, 08/15/2027 | 384867 | 0.1 |
| 220000 | Realty Income Corp., 4.875%, 06/01/2026 | 219069 | 0.1 |
| 80000 | Royal Bank of Canada, 3.625%, 05/04/2027 | 76157 | 0.0 |
| 151000 | Royal Bank of Canada, 4.240%, 08/03/2027 | 147337 | 0.1 |
| 272000<sup>(3)</sup> | State Street Corp., 5.820%, 11/04/2028 | 281380 | 0.1 |
| 273000 | Toronto-Dominion Bank/The, 2.800%, 03/10/2027 | 250773 | 0.1 |
| 685000<sup>(2)</sup> | Toronto-Dominion Bank/The, 4.108%, 06/08/2027 | 663260 | 0.3 |
| 669000 | Truist Financial Corp., 5.419%, (US0003M + 0.650%), 03/15/2028 | 606128 | 0.2 |
| 885000 | UBS AG, 5.125%, 05/15/2024 | 875392 | 0.3 |
| 579000<sup>(1),(3)</sup> | UBS Group AG, 2.746%, 02/11/2033 | 448923 | 0.2 |
| 863000<sup>(1),(3)</sup> | UBS Group AG, 4.375%, 12/31/2199 | 657829 | 0.3 |
| 277000<sup>(1),(3)</sup> | UBS Group AG, 4.751%, 05/12/2028 | 265510 | 0.1 |
| 621000<sup>(3)</sup> | UBS Group AG, 5.125%, 12/31/2199 | 582156 | 0.2 |
| 336000<sup>(1),(3)</sup> | UniCredit SpA, 5.459%, 06/30/2035 | 273641 | 0.1 |
| 683000<sup>(3)</sup> | US Bancorp, 5.850%, 10/21/2033 | 711257 | 0.3 |
| 554000 | Visa, Inc., 4.150%, 12/14/2035 | 525425 | 0.2 |
| 84000 | Visa, Inc., 4.300%, 12/14/2045 | 77132 | 0.0 |
| 133000<sup>(3)</sup> | Wells Fargo & Co., 3.068%, 04/30/2041 | 95359 | 0.0 |
| 420000<sup>(3)</sup> | Wells Fargo & Co., 4.611%, 04/25/2053 | 357827 | 0.1 |
| 304000<sup>(3)</sup> | Wells Fargo & Co., 5.013%, 04/04/2051 | 269351 | 0.1 |
| 122000 | Weyerhaeuser Co., 4.000%, 03/09/2052 | 92647 | 0.0 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Financial: (continued)** |  |  |
| 598000 | XLIT Ltd., 5.500%, 03/31/2045 | $567907 | 0.2 |
|  |  | **78777240** | **30.1** |
|  | **Industrial: 5.4%** |  |  |
| 322000 | Avnet, Inc., 5.500%, 06/01/2032 | 298247 | 0.1 |
| 637000 | Boeing Co/The, 3.250%, 02/01/2028 | 579587 | 0.2 |
| 157000 | Boeing Co/The, 3.850%, 11/01/2048 | 108461 | 0.0 |
| 817000 | Boeing Co/The, 5.705%, 05/01/2040 | 782564 | 0.3 |
| 325000 | Boeing Co/The, 5.805%, 05/01/2050 | 302988 | 0.1 |
| 149000 | Boeing Co/The, 5.930%, 05/01/2060 | 136532 | 0.1 |
| 325000 | Burlington Northern Santa Fe LLC, 4.375%, 09/01/2042 | 291185 | 0.1 |
| 204000 | Burlington Northern Santa Fe LLC, 4.400%, 03/15/2042 | 183218 | 0.1 |
| 754000 | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | 674144 | 0.3 |
| 217000 | Burlington Northern Santa Fe LLC, 4.900%, 04/01/2044 | 205934 | 0.1 |
| 268000 | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | 262913 | 0.1 |
| 121000 | CNH Industrial Capital LLC, 5.450%, 10/14/2025 | 121394 | 0.0 |
| 320000 | CSX Corp., 4.500%, 11/15/2052 | 279580 | 0.1 |
| 523000 | CSX Corp., 4.650%, 03/01/2068 | 443939 | 0.2 |
| 250000 | Eaton Corp., 4.150%, 03/15/2033 | 233195 | 0.1 |
| 100000 | FedEx Corp., 3.900%, 02/01/2035 | 85345 | 0.0 |
| 132000 | FedEx Corp., 4.100%, 04/15/2043 | 103757 | 0.0 |
| 153000 | Honeywell International, Inc., 5.000%, 02/15/2033 | 156341 | 0.1 |
| 446000 | John Deere Capital Corp., 3.350%, 04/18/2029 | 413096 | 0.2 |
| 201000 | John Deere Capital Corp., 4.350%, 09/15/2032 | 195897 | 0.1 |
| 296000<sup>(1),(2)</sup> | Komatsu Finance America, Inc., 5.499%, 10/06/2027 | 301699 | 0.1 |
| 688000 | Lockheed Martin Corp., 5.250%, 01/15/2033 | 711607 | 0.3 |
| 365000 | Norfolk Southern Corp., 3.950%, 10/01/2042 | 301358 | 0.1 |
| 234000 | Norfolk Southern Corp., 4.550%, 06/01/2053 | 204698 | 0.1 |
| 343000 | Parker-Hannifin Corp., 4.250%, 09/15/2027 | 333361 | 0.1 |
| 2000 | Raytheon Technologies Corp., 3.650%, 08/16/2023 | 1983 | 0.0 |
| 301000 | Raytheon Technologies Corp., 4.350%, 04/15/2047 | 257511 | 0.1 |
| 427000 | Raytheon Technologies Corp., 4.450%, 11/16/2038 | 389642 | 0.2 |
| 427000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 386009 | 0.1 |
| 30000 | Raytheon Technologies Corp., 4.800%, 12/15/2043 | 27597 | 0.0 |
| 208000 | Republic Services, Inc., 2.900%, 07/01/2026 | 194017 | 0.1 |
| 472000<sup>(1)</sup> | Siemens Financieringsmaatschappij NV, 2.875%, 03/11/2041 | 348499 | 0.1 |
| 550000<sup>(1)</sup> | SMBC Aviation Capital Finance DAC, 1.900%, 10/15/2026 | 468859 | 0.2 |
| 85000 | Trane Technologies Global Holding Co. Ltd., 3.750%, 08/21/2028 | 79770 | 0.0 |
| 114000 | Trane Technologies Luxembourg Finance SA, 3.500%, 03/21/2026 | 107699 | 0.0 |
| 1456000 | Trane Technologies Luxembourg Finance SA, 3.550%, 11/01/2024 | 1419896 | 0.5 |
| 85000 | Trane Technologies Luxembourg Finance SA, 3.800%, 03/21/2029 | 78409 | 0.0 |
| 281000<sup>(1)</sup> | TTX Co., 5.650%, 12/01/2052 | 284081 | 0.1 |
| 132000 | Union Pacific Corp., 3.375%, 02/14/2042 | 105498 | 0.0 |
| 261000 | Union Pacific Corp., 3.500%, 02/14/2053 | 197336 | 0.1 |
| 225000 | Union Pacific Corp., 3.550%, 08/15/2039 | 186724 | 0.1 |
| 60000 | Union Pacific Corp., 3.600%, 09/15/2037 | 50948 | 0.0 |
| 259000 | Union Pacific Corp., 3.839%, 03/20/2060 | 201528 | 0.1 |
| 161000 | Union Pacific Corp., 4.100%, 09/15/2067 | 126795 | 0.0 |
| 204000<sup>(2)</sup> | Union Pacific Corp., 4.950%, 09/09/2052 | 196797 | 0.1 |
| 163000 | Union Pacific Corp., 5.150%, 01/20/2063 | 157674 | 0.1 |
| 205000 | Waste Connections, Inc., 4.200%, 01/15/2033 | 191030 | 0.1 |
| 179000 | Waste Management, Inc., 2.950%, 06/01/2041 | 133626 | 0.1 |
| 212000 | WRKCo, Inc., 4.650%, 03/15/2026 | 208212 | 0.1 |
| 670000 | Xylem, Inc./NY, 3.250%, 11/01/2026 | 626146 | 0.2 |
|  |  | **14137326** | **5.4** |
|  | **Technology: 7.8%** |  |  |
| 621000 | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | 578849 | 0.2 |
| 470000 | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | 415530 | 0.2 |
| 408000 | Apple, Inc., 2.700%, 08/05/2051 | 270933 | 0.1 |
| 423000 | Apple, Inc., 2.850%, 08/05/2061 | 274201 | 0.1 |
| 165000<sup>(2)</sup> | Apple, Inc., 3.350%, 08/08/2032 | 150286 | 0.1 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Technology: (continued)** |  |  |
| 417000 | Apple, Inc., 3.850%, 05/04/2043 | $361635 | 0.1 |
| 503000 | Apple, Inc., 3.950%, 08/08/2052 | 430309 | 0.2 |
| 147000 | Apple, Inc., 4.100%, 08/08/2062 | 123094 | 0.1 |
| 861000 | Apple, Inc., 4.250%, 02/09/2047 | 797608 | 0.3 |
| 113000 | Apple, Inc., 4.375%, 05/13/2045 | 105032 | 0 |
| 73000 | Apple, Inc., 4.650%, 02/23/2046 | 69511 | 0 |
| 210000<sup>(1)</sup> | Broadcom, Inc., 2.450%, 02/15/2031 | 165890 | 0.1 |
| 872000<sup>(1)</sup> | Broadcom, Inc., 3.187%, 11/15/2036 | 629080 | 0.2 |
| 303000<sup>(1)</sup> | Broadcom, Inc., 3.419%, 04/15/2033 | 243759 | 0.1 |
| 328000<sup>(1)</sup> | Broadcom, Inc., 4.926%, 05/15/2037 | 287314 | 0.1 |
| 703000 | Fiserv, Inc., 3.500%, 07/01/2029 | 634848 | 0.2 |
| 634000 | Fortinet, Inc., 1.000%, 03/15/2026 | 555701 | 0.2 |
| 93000 | HP, Inc., 4.200%, 04/15/2032 | 80208 | 0 |
| 818000 | Intel Corp., 2.800%, 08/12/2041 | 574346 | 0.2 |
| 180000 | Intel Corp., 3.700%, 07/29/2025 | 175737 | 0.1 |
| 164000 | Intel Corp., 4.750%, 03/25/2050 | 143186 | 0.1 |
| 167000 | Intel Corp., 5.050%, 08/05/2062 | 147470 | 0.1 |
| 1004000 | International Business Machines Corp., 3.500%, 05/15/2029 | 925074 | 0.4 |
| 314000 | International Business Machines Corp., 4.150%, 07/27/2027 | 306484 | 0.1 |
| 608000<sup>(2)</sup> | International Business Machines Corp., 4.400%, 07/27/2032 | 581931 | 0.2 |
| 319000 | International Business Machines Corp., 4.900%, 07/27/2052 | 291723 | 0.1 |
| 249000<sup>(2)</sup> | KLA Corp., 4.650%, 07/15/2032 | 244671 | 0.1 |
| 627000 | KLA Corp., 4.950%, 07/15/2052 | 585968 | 0.2 |
| 253000 | KLA Corp., 5.250%, 07/15/2062 | 244600 | 0.1 |
| 140000 | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | 114392 | 0 |
| 583000 | Kyndryl Holdings, Inc., 2.700%, 10/15/2028 | 438448 | 0.2 |
| 379000 | Kyndryl Holdings, Inc., 3.150%, 10/15/2031 | 253347 | 0.1 |
| 5000 | Microsoft Corp., 2.525%, 06/01/2050 | 3314 | 0 |
| 263000 | Microsoft Corp., 2.675%, 06/01/2060 | 168225 | 0.1 |
| 769000 | Microsoft Corp., 2.921%, 03/17/2052 | 548045 | 0.2 |
| 81000 | Microsoft Corp., 3.450%, 08/08/2036 | 71975 | 0 |
| 1116000 | NVIDIA Corp., 1.550%, 06/15/2028 | 954950 | 0.4 |
| 719000 | NVIDIA Corp., 2.000%, 06/15/2031 | 577680 | 0.2 |
| 285000 | NVIDIA Corp., 3.500%, 04/01/2040 | 231977 | 0.1 |
| 105000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.125%, 02/15/2042 | 71560 | 0 |
| 366000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | 229446 | 0.1 |
| 495000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 5.000%, 01/15/2033 | 468983 | 0.2 |
| 427000 | Oracle Corp., 2.300%, 03/25/2028 | 370597 | 0.1 |
| 343000 | Oracle Corp., 2.800%, 04/01/2027 | 312639 | 0.1 |
| 299000 | Oracle Corp., 2.950%, 05/15/2025 | 283944 | 0.1 |
| 693000 | Oracle Corp., 3.250%, 11/15/2027 | 637669 | 0.2 |
| 241000 | Oracle Corp., 3.600%, 04/01/2050 | 163265 | 0.1 |
| 60000 | Oracle Corp., 3.800%, 11/15/2037 | 47720 | 0 |
| 282000 | Oracle Corp., 3.850%, 04/01/2060 | 188615 | 0.1 |
| 34000 | Oracle Corp., 3.950%, 03/25/2051 | 24372 | 0 |
| 209000 | Oracle Corp., 4.000%, 11/15/2047 | 153648 | 0.1 |
| 568000 | Oracle Corp., 4.125%, 05/15/2045 | 430729 | 0.2 |
| 376000 | Oracle Corp., 4.300%, 07/08/2034 | 331465 | 0.1 |
| 298000 | Oracle Corp., 6.150%, 11/09/2029 | 310019 | 0.1 |
| 202000 | Oracle Corp., 6.900%, 11/09/2052 | 217284 | 0.1 |
| 71000<sup>(2)</sup> | QUALCOMM, Inc., 5.400%, 05/20/2033 | 74161 | 0 |
| 580000 | QUALCOMM, Inc., 6.000%, 05/20/2053 | 619689 | 0.2 |
| 951000 | Salesforce, Inc., 2.700%, 07/15/2041 | 682589 | 0.3 |
| 183000 | Salesforce, Inc., 2.900%, 07/15/2051 | 120785 | 0.1 |
| 386000 | Texas Instruments, Inc., 3.650%, 08/16/2032 | 359056 | 0.1 |
| 554000 | Texas Instruments, Inc., 3.875%, 03/15/2039 | 490415 | 0.2 |
|  |  | **20345981** | **7.8** |
|  | **Utilities: 10.7%** |  |  |
| 113000 | AEP Transmission Co. LLC, 2.750%, 08/15/2051 | 72197 | 0 |
| 176000 | Alabama Power Co., 3.450%, 10/01/2049 | 127621 | 0 |
| 201000 | Alabama Power Co., 3.750%, 03/01/2045 | 157103 | 0.1 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Utilities: (continued)** |  |  |
| 33000 | Alabama Power Co., 3.850%, 12/01/2042 | $26725 | 0.0 |
| 244000 | Alabama Power Co., 4.300%, 07/15/2048 | 204184 | 0.1 |
| 521000<sup>(3)</sup> | Algonquin Power & Utilities Corp., 4.750%, 01/18/2082 | 422763 | 0.2 |
| 178000<sup>(1)</sup> | Alliant Energy Finance LLC, 3.600%, 03/01/2032 | 153964 | 0.1 |
| 234000<sup>(3)</sup> | American Electric Power Co., Inc., 3.875%, 02/15/2062 | 182586 | 0.1 |
| 324000 | Appalachian Power Co., 3.400%, 06/01/2025 | 312553 | 0.1 |
| 147000 | Appalachian Power Co., 4.500%, 03/01/2049 | 121939 | 0.0 |
| 295000 | Avangrid, Inc., 3.150%, 12/01/2024 | 282166 | 0.1 |
| 1302000<sup>(3)</sup> | CMS Energy Corp., 4.750%, 06/01/2050 | 1129432 | 0.4 |
| 168000 | Consumers Energy Co., 4.200%, 09/01/2052 | 144683 | 0.1 |
| 125000 | Dominion Energy, Inc., 3.071%, 08/15/2024 | 120525 | 0.0 |
| 499000 | Dominion Energy, Inc., 5.375%, 11/15/2032 | 496167 | 0.2 |
| 6000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 4593 | 0.0 |
| 29000 | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | 22640 | 0.0 |
| 183000 | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | 152213 | 0.1 |
| 142000 | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | 123192 | 0.0 |
| 227000 | Duke Energy Carolinas LLC, 6.450%, 10/15/2032 | 244632 | 0.1 |
| 415000 | Duke Energy Corp., 2.550%, 06/15/2031 | 339186 | 0.1 |
| 88000 | Duke Energy Corp., 3.150%, 08/15/2027 | 81342 | 0.0 |
| 231000 | Duke Energy Florida LLC, 2.400%, 12/15/2031 | 189251 | 0.1 |
| 61000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 51437 | 0.0 |
| 140000 | Duke Energy Florida LLC, 5.950%, 11/15/2052 | 149893 | 0.1 |
| 296000 | Duke Energy Ohio, Inc., 3.700%, 06/15/2046 | 219388 | 0.1 |
| 216000 | Duke Energy Ohio, Inc., 4.300%, 02/01/2049 | 177292 | 0.1 |
| 381000 | Duke Energy Progress LLC, 4.100%, 05/15/2042 | 321494 | 0.1 |
| 271000 | Duke Energy Progress LLC, 4.100%, 03/15/2043 | 228211 | 0.1 |
| 364000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 306341 | 0.1 |
| 200000<sup>(1)</sup> | Enel Finance America LLC, 7.100%, 10/14/2027 | 207154 | 0.1 |
| 201000<sup>(1)</sup> | Enel Finance International NV, 7.500%, 10/14/2032 | 213017 | 0.1 |
| 413000<sup>(1)</sup> | Enel Finance International NV, 7.750%, 10/14/2052 | 443423 | 0.2 |
| 57000 | Entergy Arkansas LLC, 2.650%, 06/15/2051 | 34616 | 0.0 |
| 209000 | Entergy Arkansas LLC, 3.350%, 06/15/2052 | 146189 | 0.1 |
| 43000 | Entergy Arkansas LLC, 4.000%, 06/01/2028 | 40811 | 0.0 |
| 102000 | Entergy Arkansas LLC, 4.200%, 04/01/2049 | 83995 | 0.0 |
| 302000 | Entergy Louisiana LLC, 0.620%, 11/17/2023 | 290861 | 0.1 |
| 20000 | Entergy Louisiana LLC, 3.250%, 04/01/2028 | 18248 | 0.0 |
| 176000 | Entergy Louisiana LLC, 4.000%, 03/15/2033 | 159378 | 0.1 |
| 57000 | Entergy Louisiana LLC, 4.050%, 09/01/2023 | 56740 | 0.0 |
| 241000 | Entergy Louisiana LLC, 4.200%, 09/01/2048 | 198388 | 0.1 |
| 1221000 | Entergy Louisiana LLC, 4.950%, 01/15/2045 | 1088289 | 0.4 |
| 417000 | Entergy Louisiana LLC, 5.400%, 11/01/2024 | 419788 | 0.2 |
| 194000 | Entergy Louisiana LLC, 5.590%, 10/01/2024 | 196932 | 0.1 |
| 102000 | Entergy Mississippi LLC, 3.500%, 06/01/2051 | 73533 | 0.0 |
| 182000 | Entergy Mississippi LLC, 3.850%, 06/01/2049 | 139844 | 0.0 |
| 757000 | Eversource Energy, 1.400%, 08/15/2026 | 665250 | 0.3 |
| 422000 | Eversource Energy, 2.900%, 03/01/2027 | 389158 | 0.1 |
| 875000 | Exelon Corp., 4.950%, 06/15/2035 | 838847 | 0.3 |
| 41000 | Florida Power & Light Co., 2.875%, 12/04/2051 | 27694 | 0.0 |
| 210000 | Florida Power & Light Co., 5.400%, 09/01/2035 | 207445 | 0.1 |
| 127000 | Florida Power & Light Co., 5.650%, 02/01/2037 | 129866 | 0.0 |
| 197000 | Georgia Power Co., 4.700%, 05/15/2032 | 190512 | 0.1 |
| 210000 | Iberdrola International BV, 5.810%, 03/15/2025 | 213030 | 0.1 |
| 147000 | Indiana Michigan Power Co., 3.850%, 05/15/2028 | 138822 | 0.0 |
| 194000 | Indiana Michigan Power Co., 6.050%, 03/15/2037 | 200879 | 0.1 |
| 394000 | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | 350944 | 0.1 |
| 440000<sup>(1)</sup> | Metropolitan Edison Co., 4.000%, 04/15/2025 | 421455 | 0.2 |
| 362000 | MidAmerican Energy Co., 4.250%, 05/01/2046 | 308214 | 0.1 |
| 715000 | MidAmerican Energy Co., 4.400%, 10/15/2044 | 635084 | 0.2 |
| 92000 | MidAmerican Energy Co., 4.800%, 09/15/2043 | 86175 | 0.0 |
| 125000 | Mississippi Power Co., 4.250%, 03/15/2042 | 101917 | 0.0 |
| 94000 | Mississippi Power Co., 4.750%, 10/15/2041 | 76760 | 0.0 |
| 302000<sup>(1)</sup> | Monongahela Power Co., 3.550%, 05/15/2027 | 284309 | 0.1 |
| 225000 | National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032 | 185698 | 0.1 |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |  |
|  | **Utilities: (continued)** |  |  |
| 210000 | National Rural Utilities Cooperative Finance Corp., 3.400%, 02/07/2028 | $194805 | 0.1 |
| 267000 | National Rural Utilities Cooperative Finance Corp., 4.023%, 11/01/2032 | 243422 | 0.1 |
| 306000 | National Rural Utilities Cooperative Finance Corp., 4.150%, 12/15/2032 | 283506 | 0.1 |
| 611000<sup>(3)</sup> | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/2046 | 550705 | 0.2 |
| 73000 | National Rural Utilities Cooperative Finance Corp., 5.800%, 01/15/2033 | 76423 | 0.0 |
| 669000<sup>(1)</sup> | New York State Electric & Gas Corp., 3.250%, 12/01/2026 | 629730 | 0.2 |
| 831000 | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | 736649 | 0.3 |
| 310000 | NextEra Energy Capital Holdings, Inc., 4.255%, 09/01/2024 | 305994 | 0.1 |
| 322000 | NextEra Energy Capital Holdings, Inc., 4.450%, 06/20/2025 | 318321 | 0.1 |
| 969000 | NextEra Energy Capital Holdings, Inc., 4.465%, (SOFRRATE + 0.400%), 11/03/2023 | 965150 | 0.4 |
| 143000 | NSTAR Electric Co., 4.550%, 06/01/2052 | 129521 | 0.0 |
| 205000<sup>(2)</sup> | ONE Gas, Inc., 4.250%, 09/01/2032 | 194759 | 0.1 |
| 205000 | Pacific Gas and Electric Co., 3.250%, 06/01/2031 | 167128 | 0.1 |
| 303000 | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 215949 | 0.1 |
| 219000 | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 163797 | 0.1 |
| 693000 | PacifiCorp, 4.100%, 02/01/2042 | 573047 | 0.2 |
| 552000 | PacifiCorp, 5.350%, 12/01/2053 | 549742 | 0.2 |
| 219000 | PECO Energy Co., 2.850%, 09/15/2051 | 145232 | 0.1 |
| 206000 | Piedmont Natural Gas Co., Inc., 3.600%, 09/01/2025 | 195604 | 0.1 |
| 149000 | Public Service Co. of New Hampshire, 3.600%, 07/01/2049 | 115117 | 0.0 |
| 373000 | Public Service Co. of Oklahoma, 2.200%, 08/15/2031 | 298048 | 0.1 |
| 339000 | Public Service Co. of Oklahoma, 3.150%, 08/15/2051 | 226324 | 0.1 |
| 150000 | Public Service Electric and Gas Co., 3.000%, 05/15/2027 | 140314 | 0.1 |
| 169000<sup>(2)</sup> | Public Service Electric and Gas Co., 3.100%, 03/15/2032 | 148209 | 0.1 |
| 507000 | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | 406483 | 0.2 |
| 909000<sup>(3)</sup> | Sempra Energy, 4.125%, 04/01/2052 | 708333 | 0.3 |
| 1243000 | South Jersey Industries, Inc., 5.020%, 04/15/2031 | 968853 | 0.4 |
| 65000 | Southern California Edison Co., 3.650%, 02/01/2050 | 47774 | 0.0 |
| 368000 | Southern California Edison Co., 4.050%, 03/15/2042 | 294354 | 0.1 |
| 235000 | Southern California Edison Co., 4.125%, 03/01/2048 | 188647 | 0.1 |
| 804000<sup>(3)</sup> | Southern Co/The, 4.000%, 01/15/2051 | 733650 | 0.3 |
| 165000 | Tucson Electric Power Co., 4.000%, 06/15/2050 | 126029 | 0.0 |
| 104000 | Union Electric Co., 2.150%, 03/15/2032 | 82485 | 0.0 |
| 725000 | Virginia Electric and Power Co., 3.800%, 04/01/2028 | 684347 | 0.3 |
| 88000 | WEC Energy Group, Inc., 5.000%, 09/27/2025 | 88072 | 0.0 |
| 124000 | WEC Energy Group, Inc., 5.150%, 10/01/2027 | 125552 | 0.0 |
| 215000 | Wisconsin Power and Light Co., 3.000%, 07/01/2029 | 190104 | 0.1 |
|  |  | **28041157** | **10.7** |
|  | Total Corporate Bonds/Notes |  |  |
|  | (Cost $267,947,604) | **241296229** | **92.1** |

---

---

| | | | |
|:---|:---|:---|:---|
| **U.S. TREASURY OBLIGATIONS: 5.4%** | **U.S. TREASURY OBLIGATIONS: 5.4%** | **U.S. TREASURY OBLIGATIONS: 5.4%** | |
|  | **U.S. Treasury Bonds: 2.1%** |  |  |
| 324400 | 2.875%,05/15/2052 | 260027 | 0.1 |
| 3323500 | 3.000%,08/15/2052 | 2739291 | 1.1 |
| 294000 | 3.375%,08/15/2042 | 262855 | 0.1 |
| 2233000 | 4.000%,11/15/2042 | 2186944 | 0.8 |
|  |  | **5449117** | **2.1** |
|  | **U.S. Treasury Notes: 3.3%** |  |  |
| 140600 | 2.750%,08/15/2032 | 128056 | 0.1 |
| 28100 | 3.250%,06/30/2027 | 27180 | 0.0 |
| 584000 | 3.875%,11/30/2027 | 580897 | 0.2 |
| 2185500 | 3.875%,12/31/2027 | 2173207 | 0.8 |
| 247500 | 3.875%,11/30/2029 | 245895 | 0.1 |
| 602000 | 3.875%,12/31/2029 | 597861 | 0.2 |
| 1669000 | 4.000%,12/15/2025 | 1658569 | 0.6 |
| 3140800 | 4.125%,11/15/2032 | 3205824 | 1.2 |
| 124000 | 4.250%,12/31/2024 | 123579 | 0.1 |
|  |  | **8741068** | **3.3** |
|  | Total U.S. Treasury Obligations |  |  |
|  | (Cost $14,551,866) | **14190185** | **5.4** |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

---

| | | | |
|:---|:---|:---|:---|
| **Shares** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **PREFERRED STOCK: 0.2%** |  |  |  |
|  | **Utilities: 0.2%** |  |  |
| 20000<sup>(4),(5)</sup> | Southern Company | $**392800** | **0.2** |
|  | Total Preferred Stock |  |  |
|  | (Cost $500,000) | **392800** | **0.2** |
|  | Total Long-Term Investments |  |  |
|  | (Cost $282,999,470) | **255879214** | **97.7** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **SHORT-TERM INVESTMENTS: 2.4%** | **SHORT-TERM INVESTMENTS: 2.4%** | **SHORT-TERM INVESTMENTS: 2.4%** | **SHORT-TERM INVESTMENTS: 2.4%** |
|  | **Repurchase Agreements: 2.4%** |  |  |
| 1468942<sup>(6)</sup> | Bank of America Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,469,634, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,498,321, due 05/01/37-05/01/58) | 1468942 | 0.5 |
| 434176<sup>(6)</sup> | Citigroup, Inc., Repurchase Agreement dated 12/30/22, 4.25%, due 01/03/23 (Repurchase Amount $434,378, collateralized by various U.S. Government Securities, 0.000%-4.500%, Market Value plus accrued interest $442,860, due 04/11/23-10/31/29) | 434176 | 0.2 |
| 1468942<sup>(6)</sup> | Daiwa Capital Markets, Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,469,634, collateralized by various U.S. Government Agency Obligations, 1.500%-6.000%, Market Value plus accrued interest $1,498,321, due 08/01/23-01/01/53) | 1468942 | 0.5 |
| 1468942<sup>(6)</sup> | RBC Dominion Securities Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,469,634, collateralized by various U.S. Government Agency Obligations, 2.000%-6.000%, Market Value plus accrued interest $1,498,321, due 09/01/24-10/20/52) | 1468942 | 0.6 |
| 1468942<sup>(6)</sup> | Truist Securities Inc., Repurchase Agreement dated 12/30/22, 4.32%, due 01/03/23 (Repurchase Amount $1,469,637, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,498,331, due 05/31/24-12/01/52) | 1468942 | 0.6 |
|  | Total Repurchase Agreements |  |  |
|  | Total Short-Term Investments |  |  |
|  | (Cost $6,309,944) | **6309944** | **2.4** |
|  | **Total Investments in Securities<br> (Cost $289,309,414)** | $**262189158** | **100.1** |
|  | **Liabilities in Excess of Other Assets** | **(144757)** | **(0.1)** |
|  | **Net Assets** | $**262044401** | **100.0** |

---

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

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

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

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

(4) Preferred Stock may be called prior to convertible date.

(5) Non-income producing security.

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

---

| | |
|:---|:---|
| Reference Rate Abbreviations: | Reference Rate Abbreviations: |
| SOFRRATE | 1-day Secured Overnight Financing Rate |
| US0003M | 3-month LIBOR |

---

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

**Fair Value Measurements**

The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Quoted Prices<br> in Active Markets<br> for Identical<br> Investments<br> (Level 1)** | **Significant<br> Other<br> Observable<br> Inputs<br> (Level 2)** | **Significant<br> Unobservable<br> Inputs<br> (Level 3)** | **Fair Value<br> at<br> December 31, 2022** |
| **Asset Table** |  |  |  |  |
| **Investments, at fair value** |  |  |  |  |
| Preferred Stock | $– | $392800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;– | $392800 |
| Corporate Bonds/Notes |  | 241296229 |  | 241296229 |
| U.S. Treasury Obligations |  | 14190185 |  | 14190185 |
| Short-Term Investments | – | 6309944 | – | 6309944 |
| Total Investments, at fair value | $– | $262189158 | $– | $262189158 |
| **Other Financial Instruments+** |  |  |  |  |
| Futures | 193679 | – | – | 193679 |
| Total Assets | $193679 | $262189158 | $– | $262382837 |
| **Liabilities Table** |  |  |  |  |
| **Other Financial Instruments+** |  |  |  |  |
| Centrally Cleared Swaps | $– | $(3069) | $– | $(3069) |
| Futures | (28078) | – | – | (28078) |
| Total Liabilities | $(28078) | $(3069) | $– | $(31147) |

---

---

| | |
|:---|:---|
| + | 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. |

---

At December 31, 2022, the following futures contracts were outstanding for Voya Investment Grade Credit Fund:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br> of Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Long Contracts: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10-Year Note | 23 | 03/22/23 | $2582828 | $(13881) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2-Year Note | 117 | 03/31/23 | 23994141 | 29376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5-Year Note | 13 | 03/31/23 | 1403086 | (14197) |
|  |  |  | $27980055 | $1298 |
| Short Contracts: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bond | (20) | 03/22/23 | (2506875) | 21647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra 10-Year Note | (140) | 03/22/23 | (16559375) | 115658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Long Bond | (8) | 03/22/23 | (1074500) | 26998 |
|  |  |  | $(20140750) | $164303 |

---

At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Investment Grade Credit Fund:

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/Obligation** | **Buy/Sell<br> Protection** | **(Pay)/<br> Receive<br> Financing<br> Rate (%)<sup>(2)</sup>** | **Termination<br> Date** | **Notional Amount<sup>(3)</sup>** | **Notional Amount<sup>(3)</sup>** | **Fair<br> Value<sup>(4)</sup>** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| CDX North American Investment Grade Index, Series 39, Version 1 | Buy | (1.000) | 12/20/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;6961163 | $(55481) | $(3069) |
|  |  |  |  |  |  | $(55481) | $(3069) |

---

(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.

<u>Voya Investment Grade Credit Fund</u> PORTFOLIO OF INVESTMENTS <br> <u>as of December 31, 2022 (Unaudited) (Continued)</u>

(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.

Currency Abbreviations <br> USD - United States Dollar

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

Cost for federal income tax purposes was $289,646,759.

Net unrealized depreciation consisted of:

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gross Unrealized Appreciation | $1100617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gross Unrealized Depreciation | (28448098) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Unrealized Depreciation | $(27347481) |

---

## 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 Separate Portfolios Trust

- **b. Investment Company Act file number:** 811-22025

- **c. CIK number of Registrant:** 0001392116

- **d. LEI of Registrant:** 549300ZK3E04XAD4QG44

- **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 INVESTMENT GRADE CREDIT FUND

- **b. EDGAR series identifier (if any):** S000017462

- **c. LEI of Series:** 5493007IKJE2N4RJF070

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $270386254.16

**Total Liabilities:** $9865129.40

**Net Assets:** $260521124.76

**Cash Not Reported:** $4969946.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 29.00000000 | **1-Year:** 3735.00000000 | **5-Year:** 29553.00000000 | **10-Year:** 73122.00000000 | **30-Year:** 80689.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 233.00000000 | **5-Year:** 73.00000000 | **10-Year:** 1412.00000000 | **30-Year:** 1993.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000121441 | -0.93%               | 5.03%                | -0.43%               |
| Class ID C000191190 | -0.97%               | 5.00%                | -0.48%               |
| Class ID C000172348 | -1.10%               | 5.09%                | -0.61%               |
| Class ID C000122004 | -0.97%               | 4.99%                | -0.58%               |
| Class ID C000048311 | -0.92%               | 5.05%                | -0.53%               |
| Class ID C000172349 | -0.97%               | 4.99%                | -0.58%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2275402.82             | $-1547847.57                               |
| Month 2  | $-1261846.44             | $13752517.29                               |
| Month 3  | $-511647.08              | $-1920457.29                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Corporate Index

- **Index Identifier:** LUACTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29365PAP7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    194000 | PA      | $196932.42    | 0.08%             | 2024-10-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                          | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $428347.75    | 0.16%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    288000 | PA      | $254494.24    | 0.10%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276242.81    | 0.11%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3075100 | PA      | $3138764.16   | 1.20%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $250772.84    | 0.10%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $908998.54    | 0.35%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $152194.30    | 0.06%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    477000 | PA      | $433710.82    | 0.17%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $267111.58    | 0.10%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                        | Mississippi Power Co                                                            | CUSIP: 605417BY9<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     94000 | PA      | $76760.39     | 0.03%             | 2041-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                         | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    248000 | PA      | $188928.46    | 0.07%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    340000 | PA      | $299459.16    | 0.11%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    242000 | PA      | $182842.34    | 0.07%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                    | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167853.64    | 0.06%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                           | Iberdrola International BV                                                      | CUSIP: 81013TAC5<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $213030.22    | 0.08%             | 2025-03-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    807000 | PA      | $748008.41    | 0.29%             | 2028-04-24      | Fixed         | 3.71%                 | 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        |   1428000 | PA      | $1305357.25   | 0.50%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                 | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194758.83    | 0.07%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| COOPERATIEVE RABOBANK UA                    | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    538000 | PA      | $517246.38    | 0.20%             | 2028-08-22      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    183000 | PA      | $152212.99    | 0.06%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    644000 | PA      | $423858.85    | 0.16%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $357826.76    | 0.14%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                             | CSL Finance PLC                                                                 | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    321000 | PA      | $303178.63    | 0.12%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                   | WRKCo Inc                                                                       | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    212000 | PA      | $208212.26    | 0.08%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    253000 | PA      | $226253.31    | 0.09%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99190.72     | 0.04%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    153000 | PA      | $98377.07     | 0.04%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    908000 | PA      | $774762.29    | 0.30%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                              | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1092624.99   | 0.42%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    234000 | PA      | $182585.81    | 0.07%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                     | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    373000 | PA      | $298047.96    | 0.11%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    241000 | PA      | $198388.44    | 0.08%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302987.98    | 0.12%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                                     | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    213000 | PA      | $175860.83    | 0.07%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    412000 | PA      | $384396.91    | 0.15%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                         | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $160537.37    | 0.06%             | 2081-10-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    105000 | PA      | $71559.87     | 0.03%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $967102.41    | 0.37%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    733000 | PA      | $574013.33    | 0.22%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $145064.76    | 0.06%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85491.39     | 0.03%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    201000 | PA      | $157102.90    | 0.06%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    137000 | PA      | $124160.87    | 0.05%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1088289.14   | 0.42%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                      | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    301000 | PA      | $270236.19    | 0.10%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                     | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    102000 | PA      | $73533.44     | 0.03%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                      | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    564000 | PA      | $389198.89    | 0.15%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    422000 | PA      | $353425.00    | 0.14%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                      | Indiana Michigan Power Co                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    194000 | PA      | $200878.83    | 0.08%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    219000 | PA      | $193215.21    | 0.07%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    856100 | PA      | $850548.72    | 0.33%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    689000 | PA      | $667673.56    | 0.26%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                         | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    421000 | PA      | $384914.44    | 0.15%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                    | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    550000 | PA      | $468859.39    | 0.18%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    875000 | PA      | $838847.52    | 0.32%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    201000 | PA      | $213016.98    | 0.08%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                     | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    423000 | PA      | $436337.38    | 0.17%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    863000 | PA      | $657829.21    | 0.25%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125552.04    | 0.05%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    415000 | PA      | $339185.74    | 0.13%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                 | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192478.16    | 0.07%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $331369.00    | 0.13%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    164000 | PA      | $143185.87    | 0.05%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                    | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    472000 | PA      | $348498.90    | 0.13%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    402000 | PA      | $327106.99    | 0.13%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140313.62    | 0.05%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    299000 | PA      | $283944.09    | 0.11%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    731000 | PA      | $600885.09    | 0.23%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                        | Entergy Arkansas LLC                                                            | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    209000 | PA      | $146189.23    | 0.06%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                    | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67055.68     | 0.03%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    137000 | PA      | $107875.65    | 0.04%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                             | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    122000 | PA      | $92647.46     | 0.04%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                         | Georgia-Pacific LLC                                                             | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    337000 | PA      | $316718.44    | 0.12%             | 2024-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                               | BlackRock Inc                                                                   | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    257000 | PA      | $208624.74    | 0.08%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    146000 | PA      | $132731.99    | 0.05%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                  | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    229000 | PA      | $220180.53    | 0.08%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                             | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    191000 | PA      | $175587.92    | 0.07%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    579000 | PA      | $448923.23    | 0.17%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    595000 | PA      | $494613.86    | 0.19%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                         | Moody's Corp                                                                    | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    316000 | PA      | $307506.02    | 0.12%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                       | BOFA SECURITIES INC                                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   1468942 | PA      | $1468942.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $84128.75     | 0.03%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    326000 | PA      | $272837.67    | 0.10%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    244000 | PA      | $204184.20    | 0.08%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                        | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101917.02    | 0.04%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                       | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    352000 | PA      | $277517.54    | 0.11%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                  | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233195.28    | 0.09%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    323000 | PA      | $267148.73    | 0.10%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    438000 | PA      | $425421.25    | 0.16%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANCE AMERICA                     | Komatsu Finance America Inc                                                     | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |    296000 | PA      | $301698.46    | 0.12%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $204194.31    | 0.08%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    224000 | PA      | $165030.84    | 0.06%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    535000 | PA      | $443369.84    | 0.17%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    142000 | PA      | $123191.84    | 0.05%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                 | Phillips 66                                                                     | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    271000 | PA      | $259116.90    | 0.10%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    427000 | PA      | $404824.69    | 0.16%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                             | CSL Finance PLC                                                                 | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $182536.12    | 0.07%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    212000 | PA      | $165539.73    | 0.06%             | 2031-07-15      | Fixed         | 2.38%                 | 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        |       -20 | NC      | $21647.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $257812.34    | 0.10%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                      | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    108000 | PA      | $84462.26     | 0.03%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    489000 | PA      | $454715.44    | 0.17%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    219000 | PA      | $192835.58    | 0.07%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    292000 | PA      | $289663.58    | 0.11%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    236000 | PA      | $193109.51    | 0.07%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                       | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    554000 | PA      | $490415.38    | 0.19%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                            | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $392884.00    | 0.15%             | 2028-03-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                         | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    959000 | PA      | $1014279.73   | 0.39%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    353000 | PA      | $286518.32    | 0.11%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A                      | Delta Air Lines 2020-1 Class A Pass Through Trust                               | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194300 | PA      | $165270.26    | 0.06%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    216000 | PA      | $177292.30    | 0.07%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    898000 | PA      | $559444.54    | 0.21%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                     | Exxon Mobil Corp                                                                | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58675.14     | 0.02%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $186724.44    | 0.07%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    817000 | PA      | $758740.17    | 0.29%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                       | Coca-Cola Europacific Partners PLC                                              | CUSIP: 19123MAD5<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $555871.30    | 0.21%             | 2023-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                    | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77131.61     | 0.03%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                               | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    909000 | PA      | $708333.26    | 0.27%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    225000 | PA      | $185697.90    | 0.07%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $206951.13    | 0.08%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    456000 | PA      | $479563.36    | 0.18%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                      | Mid-America Apartments LP                                                       | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    295000 | PA      | $279970.16    | 0.11%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                     | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    668000 | PA      | $547900.85    | 0.21%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    207000 | PA      | $182505.95    | 0.07%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                              | CUSIP: 25243YAY5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    662000 | PA      | $655729.16    | 0.25%             | 2023-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                   | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127255.67    | 0.05%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                          | Vodafone Group PLC                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    263000 | PA      | $226261.44    | 0.09%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    818000 | PA      | $574345.95    | 0.22%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    719000 | PA      | $577680.01    | 0.22%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    427000 | PA      | $389641.58    | 0.15%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    219000 | PA      | $163796.63    | 0.06%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                       | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $191030.16    | 0.07%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    282000 | PA      | $255077.78    | 0.10%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    651000 | PA      | $443555.27    | 0.17%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                  | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    417000 | PA      | $381459.37    | 0.15%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    449000 | PA      | $311861.89    | 0.12%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4593.50      | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                     | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AJ4<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    206000 | PA      | $195604.14    | 0.08%             | 2025-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74160.57     | 0.03%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                    | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    271000 | PA      | $228210.56    | 0.09%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    382000 | PA      | $347242.78    | 0.13%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| TRUIST SECURITIES INC                       | TRUIST SECURITIES INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1468942 | PA      | $1468942.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    391000 | PA      | $379942.81    | 0.15%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    236000 | PA      | $188981.30    | 0.07%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    795000 | PA      | $748381.27    | 0.29%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    516000 | PA      | $426354.07    | 0.16%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                       | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $147546.79    | 0.06%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1118000 | PA      | $960385.32    | 0.37%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    714000 | PA      | $737513.66    | 0.28%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $518585.25    | 0.20%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    272000 | PA      | $281379.57    | 0.11%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    208000 | PA      | $211605.71    | 0.08%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    488000 | PA      | $441030.66    | 0.17%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    754000 | PA      | $674144.31    | 0.26%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                   | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    670000 | PA      | $626146.46    | 0.24%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    580000 | PA      | $619688.77    | 0.24%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                         | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    168000 | PA      | $144683.15    | 0.06%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                              | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    769000 | PA      | $548045.11    | 0.21%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                    | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    165000 | PA      | $126028.56    | 0.05%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    128000 | PA      | $113913.54    | 0.04%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50947.50     | 0.02%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.               | CITIGROUP GLOBAL MARKETS INC                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |    434176 | PA      | $434176.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1913948.17   | 0.73%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    152000 | PA      | $128296.78    | 0.05%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    149000 | PA      | $134492.67    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    266000 | PA      | $184765.65    | 0.07%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    303000 | PA      | $289944.65    | 0.11%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    923000 | PA      | $869254.63    | 0.33%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    282000 | PA      | $188614.80    | 0.07%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                      | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    308000 | PA      | $272564.20    | 0.10%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 A PTT                     | United Airlines 2019-1 Class A Pass Through Trust                               | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15482 | PA      | $13054.31     | 0.01%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    296000 | PA      | $219387.66    | 0.08%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    369000 | PA      | $331588.02    | 0.13%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    227000 | PA      | $244631.73    | 0.09%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                        | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    517000 | PA      | $481739.45    | 0.18%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1983.45      | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    154000 | PA      | $130279.38    | 0.05%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                             | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    196000 | PA      | $202796.30    | 0.08%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                   | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    237000 | PA      | $290654.61    | 0.11%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                            | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    303000 | PA      | $236161.27    | 0.09%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                         | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120524.88    | 0.05%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                     | South Jersey Industries Inc                                                     | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $968853.35    | 0.37%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                       | Coca-Cola Europacific Partners PLC                                              | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    807000 | PA      | $699068.88    | 0.27%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                         | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    546000 | PA      | $373512.17    | 0.14%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $183218.10    | 0.07%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213251.14    | 0.08%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    308000 | PA      | $296447.99    | 0.11%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    379000 | PA      | $321792.63    | 0.12%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $423924.36    | 0.16%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $291184.77    | 0.11%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    106000 | PA      | $82079.05     | 0.03%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    174000 | PA      | $154865.11    | 0.06%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                           | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    104000 | PA      | $82485.50     | 0.03%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                    | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    253000 | PA      | $244599.83    | 0.09%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    268000 | PA      | $298899.86    | 0.11%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    161000 | PA      | $126794.90    | 0.05%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    168000 | PA      | $158081.25    | 0.06%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                    | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    169000 | PA      | $124562.78    | 0.05%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD                    | Newcrest Finance Pty Ltd                                                        | CUSIP: 65120FAD6<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    224000 | PA      | $187432.68    | 0.07%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $925074.26    | 0.36%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    122000 | PA      | $128738.93    | 0.05%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    193000 | PA      | $182923.00    | 0.07%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                      | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    394000 | PA      | $371128.17    | 0.14%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    259000 | PA      | $201527.87    | 0.08%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    687000 | PA      | $492716.67    | 0.19%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | ORACLE CORP                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    693000 | PA      | $637669.00    | 0.24%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                             | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    459000 | PA      | $354231.56    | 0.14%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    377000 | PA      | $359800.32    | 0.14%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                 | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    204000 | PA      | $195338.33    | 0.07%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    266000 | PA      | $234796.74    | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                        | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    343000 | PA      | $333360.84    | 0.13%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    608000 | PA      | $581931.18    | 0.22%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                    | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    141000 | PA      | $107157.09    | 0.04%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    468000 | PA      | $462962.67    | 0.18%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                          | Alcon Finance Corp                                                              | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    261000 | PA      | $263019.12    | 0.10%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    285000 | PA      | $254358.76    | 0.10%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    507000 | PA      | $406483.14    | 0.16%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    235000 | PA      | $203213.16    | 0.08%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO XII                      | KKR Group Finance Co XII LLC                                                    | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $295000.67    | 0.11%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                        | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    102000 | PA      | $83995.40     | 0.03%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    981000 | PA      | $900096.25    | 0.35%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    482000 | PA      | $372350.40    | 0.14%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.          | DAIWA CAPITAL MARKETS AMERICA                                                   | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   1468942 | PA      | $1468942.00   | 0.56%             |  |  |  | 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        |    177869 | PA      | $144890.22    | 0.06%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    267000 | PA      | $295604.73    | 0.11%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $146791.42    | 0.06%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204921.47    | 0.08%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                              | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    183000 | PA      | $120784.64    | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1669000 | PA      | $1658568.75   | 0.64%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    637000 | PA      | $579586.73    | 0.22%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    281000 | PA      | $234642.18    | 0.09%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | UBS AG                                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    885000 | PA      | $875391.56    | 0.34%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $45314.48     | 0.02%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                              | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    128000 | PA      | $121008.09    | 0.05%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    469000 | PA      | $442278.65    | 0.17%             | 2025-10-15      | Fixed         | 2.30%                 | 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        |     12144 | PA      | $9912.76      | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    232000 | PA      | $216485.80    | 0.08%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    559000 | PA      | $523543.47    | 0.20%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                 | Prologis LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    148000 | PA      | $117696.75    | 0.05%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1133000 | PA      | $978030.98    | 0.38%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    616000 | PA      | $522328.59    | 0.20%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                    | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    627000 | PA      | $585968.18    | 0.22%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    611000 | PA      | $550704.80    | 0.21%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                      | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    394000 | PA      | $350943.75    | 0.13%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $408635.20    | 0.16%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                  | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    211000 | PA      | $198154.45    | 0.08%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                     | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    840000 | PA      | $759551.56    | 0.29%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124303.13    | 0.05%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    472000 | PA      | $431880.54    | 0.17%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                            | ASB Bank Ltd                                                                    | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    424000 | PA      | $400945.21    | 0.15%             | 2032-06-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    568000 | PA      | $498484.03    | 0.19%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    206000 | PA      | $192340.06    | 0.07%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                    | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $401168.99    | 0.15%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                             | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    217000 | PA      | $181675.71    | 0.07%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                       | AvalonBay Communities Inc                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    229000 | PA      | $226055.84    | 0.09%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.IG.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-57801.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192465.20    | 0.07%             | 2027-10-28      | Floating      | 6.12%                 | 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        |        13 | NC      | $-14196.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    550000 | PA      | $485543.39    | 0.19%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                       | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    532000 | PA      | $420540.87    | 0.16%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                    | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $261828.68    | 0.10%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    132000 | PA      | $105498.35    | 0.04%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    599000 | PA      | $630583.98    | 0.24%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91510.35     | 0.04%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    416000 | PA      | $366002.70    | 0.14%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    376000 | PA      | $331464.47    | 0.13%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    161000 | PA      | $126335.50    | 0.05%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    264000 | PA      | $243044.06    | 0.09%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                          | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    154000 | PA      | $155266.07    | 0.06%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                          | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    403000 | PA      | $384866.66    | 0.15%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    283000 | PA      | $234232.93    | 0.09%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    191000 | PA      | $156881.87    | 0.06%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                        | Entergy Arkansas LLC                                                            | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40811.49     | 0.02%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175736.73    | 0.07%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                      | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    208000 | PA      | $155800.07    | 0.06%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                 | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     20000 | NS      | $392800.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    547000 | PA      | $469957.54    | 0.18%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    446000 | PA      | $413095.61    | 0.16%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329504.58    | 0.13%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216784.65    | 0.08%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    201000 | PA      | $195897.12    | 0.08%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    216000 | PA      | $223360.78    | 0.09%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    176000 | PA      | $163248.22    | 0.06%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $168719.15    | 0.06%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    247000 | PA      | $225480.14    | 0.09%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    548000 | PA      | $379201.23    | 0.15%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27596.87     | 0.01%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                      | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |   1456000 | PA      | $1419896.12   | 0.55%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    228000 | PA      | $205874.77    | 0.08%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                  | FedEx Corp                                                                      | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    132000 | PA      | $103757.35    | 0.04%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    823000 | PA      | $503149.28    | 0.19%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31203.53     | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    231000 | PA      | $189250.77    | 0.07%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WAS7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56739.79     | 0.02%             | 2023-09-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                  | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233051.04    | 0.09%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                          | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    647000 | PA      | $605110.20    | 0.23%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                       | Intact Financial Corp                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |    843000 | PA      | $834318.90    | 0.32%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    335000 | PA      | $293128.65    | 0.11%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                    | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    214000 | PA      | $168068.41    | 0.06%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    547000 | PA      | $496500.02    | 0.19%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    347000 | PA      | $265914.56    | 0.10%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    507000 | PA      | $424306.07    | 0.16%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    476000 | PA      | $410550.00    | 0.16%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                     | New York State Electric & Gas Corp                                              | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    669000 | PA      | $629729.75    | 0.24%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                     | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1124923.63   | 0.43%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $132446.56    | 0.05%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    319000 | PA      | $291723.24    | 0.11%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1129431.98   | 0.43%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                    | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    424000 | PA      | $428720.07    | 0.16%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    373000 | PA      | $300616.35    | 0.12%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241511.47    | 0.09%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    508000 | PA      | $485959.18    | 0.19%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18247.64     | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    824000 | PA      | $729918.24    | 0.28%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1282000 | PA      | $1097336.25   | 0.42%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    913000 | PA      | $879727.82    | 0.34%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    683000 | PA      | $711257.44    | 0.27%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101724.51    | 0.04%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    596000 | PA      | $441165.88    | 0.17%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    146000 | PA      | $163011.83    | 0.06%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    226000 | PA      | $181569.15    | 0.07%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    318000 | PA      | $272495.35    | 0.10%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    273000 | PA      | $233483.14    | 0.09%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    393000 | PA      | $407004.56    | 0.16%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                    | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    689000 | PA      | $594586.47    | 0.23%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    768000 | PA      | $715915.06    | 0.27%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    293000 | PA      | $279707.10    | 0.11%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    267000 | PA      | $195040.87    | 0.07%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65949.32     | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    927000 | PA      | $844970.70    | 0.32%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    133000 | PA      | $95359.26     | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | 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        |    618829 | PA      | $599127.31    | 0.23%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1072000 | PA      | $989441.65    | 0.38%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    541000 | PA      | $395634.02    | 0.15%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142214.51    | 0.05%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    528000 | PA      | $546471.79    | 0.21%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    621000 | PA      | $582156.45    | 0.22%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                         | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    499000 | PA      | $496166.89    | 0.19%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    413000 | PA      | $443423.15    | 0.17%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                      | Mid-America Apartments LP                                                       | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198889.13    | 0.08%             | 2023-10-15      | Fixed         | 4.30%                 | 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        |     79764 | PA      | $78215.19     | 0.03%             | 2023-07-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    169000 | PA      | $161413.01    | 0.06%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    197000 | PA      | $185477.38    | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129866.21    | 0.05%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                       | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86175.12     | 0.03%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    402000 | PA      | $334593.63    | 0.13%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51437.49     | 0.02%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                     | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    152000 | PA      | $116770.32    | 0.04%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                       | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    362000 | PA      | $308214.37    | 0.12%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    274000 | PA      | $250475.23    | 0.10%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                         | Nestle Holdings Inc                                                             | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131454.58    | 0.05%             | 2051-09-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    536000 | PA      | $419693.04    | 0.16%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    843000 | PA      | $802826.77    | 0.31%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    298000 | PA      | $310019.12    | 0.12%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                    | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250386 | PA      | $217695.90    | 0.08%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    446000 | PA      | $356729.43    | 0.14%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                       | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    234000 | PA      | $204698.04    | 0.08%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $663259.79    | 0.25%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| TRANSCONT GAS PIPE LINE                     | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $164449.61    | 0.06%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                    | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    656000 | PA      | $582532.80    | 0.22%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE NEW YORK                      | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    263000 | PA      | $240104.44    | 0.09%             | 2027-07-09      | Fixed         | 5.00%                 | 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        |        23 | NC      | $-13881.53    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES                      | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    621000 | PA      | $578849.28    | 0.22%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                       | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    365000 | PA      | $301357.66    | 0.12%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69510.74     | 0.03%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66931.55     | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147315.24    | 0.06%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    167000 | PA      | $147470.29    | 0.06%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    194000 | PA      | $149643.55    | 0.06%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    845000 | PA      | $810555.81    | 0.31%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                 | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    278000 | PA      | $187278.24    | 0.07%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    323000 | PA      | $352653.92    | 0.14%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    149000 | PA      | $136532.04    | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                     | Shell International Finance BV                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    406000 | PA      | $276848.41    | 0.11%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $406942.41    | 0.16%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                     | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    339000 | PA      | $226323.96    | 0.09%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                    | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    364000 | PA      | $306341.14    | 0.12%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    165000 | PA      | $150286.17    | 0.06%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $205934.44    | 0.08%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55773.72     | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    393000 | PA      | $397368.05    | 0.15%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    124000 | PA      | $113620.81    | 0.04%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    369000 | PA      | $330099.64    | 0.13%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| KYNDRYL HOLDINGS INC                        | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    379000 | PA      | $253347.34    | 0.10%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    314000 | PA      | $306483.51    | 0.12%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                    | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    523000 | PA      | $443938.86    | 0.17%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                     | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    733476 | PA      | $724182.03    | 0.28%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    178000 | PA      | $161809.36    | 0.06%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                      | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121394.45    | 0.05%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    412000 | PA      | $316001.52    | 0.12%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                        | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72187.03     | 0.03%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    656000 | PA      | $486321.54    | 0.19%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    324400 | PA      | $260026.88    | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                           | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    111000 | PA      | $105174.68    | 0.04%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    974000 | PA      | $747283.43    | 0.29%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    201000 | PA      | $196868.98    | 0.08%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     29000 | PA      | $22639.86     | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    960000 | PA      | $908593.94    | 0.35%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                      | Chubb INA Holdings Inc                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    586000 | PA      | $456230.63    | 0.18%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    380000 | PA      | $367061.77    | 0.14%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    161000 | PA      | $134149.94    | 0.05%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $386002.04    | 0.15%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                | Fortinet Inc                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    634000 | PA      | $555700.57    | 0.21%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    322000 | PA      | $318320.75    | 0.12%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                      | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    283000 | PA      | $283067.65    | 0.11%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    213000 | PA      | $203311.45    | 0.08%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                              | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30409.38     | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    377000 | PA      | $369965.39    | 0.14%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38789.78     | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    770000 | PA      | $621887.17    | 0.24%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                    | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124210 | PA      | $107894.94    | 0.04%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    237000 | PA      | $220208.11    | 0.08%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                                     | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     92000 | PA      | $63814.05     | 0.02%             | 2051-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    124000 | PA      | $123578.59    | 0.05%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                      | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    675000 | PA      | $566750.25    | 0.22%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    253000 | PA      | $158488.38    | 0.06%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    151000 | PA      | $147337.11    | 0.06%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    831000 | PA      | $736648.57    | 0.28%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213379.70    | 0.08%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                        | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207445.27    | 0.08%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125215.48    | 0.05%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $126362.20    | 0.05%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                      | Mid-America Apartments LP                                                       | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    487000 | PA      | $462740.69    | 0.18%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| LSEGA FINANCING PLC                         | LSEGA Financing PLC                                                             | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    712000 | PA      | $624719.99    | 0.24%             | 2026-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                    | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79770.28     | 0.03%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 A                    | United Airlines 2012-1 Class A Pass Through Trust                               | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57502 | PA      | $55726.54     | 0.02%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    861000 | PA      | $797608.02    | 0.31%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                    | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    320000 | PA      | $279580.30    | 0.11%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                                     | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    143000 | PA      | $111567.46    | 0.04%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                       | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    386000 | PA      | $359056.46    | 0.14%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                    | Duke Energy Progress LLC                                                        | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    381000 | PA      | $321493.97    | 0.12%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    354000 | PA      | $347020.89    | 0.13%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    671000 | PA      | $632641.73    | 0.24%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    568000 | PA      | $430728.49    | 0.17%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                          | Roche Holdings Inc                                                              | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    585000 | PA      | $477512.91    | 0.18%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                         | LSEGA Financing PLC                                                             | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $146009.48    | 0.06%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                     | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    409000 | PA      | $343419.50    | 0.13%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    202000 | PA      | $217284.36    | 0.08%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    208000 | PA      | $194577.72    | 0.07%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73310.68     | 0.03%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                      | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    211000 | PA      | $191596.12    | 0.07%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HP INC                                      | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     93000 | PA      | $80208.11     | 0.03%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                 | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    321000 | PA      | $312553.84    | 0.12%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                        | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114392.22    | 0.04%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                             | PerkinElmer Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    276000 | PA      | $240812.83    | 0.09%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    423000 | PA      | $274201.30    | 0.11%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $954949.59    | 0.37%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    597000 | PA      | $452732.48    | 0.17%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                   | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    516000 | PA      | $503479.87    | 0.19%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    668000 | PA      | $613411.77    | 0.24%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                         | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247317.60    | 0.09%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2013-1A PTT                      | US Airways 2013-1 Class A Pass Through Trust                                    | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386577 | PA      | $351687.02    | 0.13%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                      | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131402.26    | 0.05%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    241000 | PA      | $163265.46    | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    273000 | PA      | $286535.23    | 0.11%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     41000 | PA      | $27693.72     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                  | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    703000 | PA      | $634847.50    | 0.24%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                           | CUSIP: 86788LAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    669000 | PA      | $606127.94    | 0.23%             | 2028-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    267000 | PA      | $243421.96    | 0.09%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                      | Indiana Michigan Power Co                                                       | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    147000 | PA      | $138822.01    | 0.05%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    708000 | PA      | $457904.95    | 0.18%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    467000 | PA      | $322156.85    | 0.12%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27241.32     | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    584000 | PA      | $580897.50    | 0.22%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                             | CSL Finance PLC                                                                 | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    381000 | PA      | $346301.87    | 0.13%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                     | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    113000 | PA      | $72197.19     | 0.03%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                              | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $200979.39    | 0.08%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    164000 | PA      | $137830.68    | 0.05%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $634225.89    | 0.24%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                        | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    147000 | PA      | $121938.57    | 0.05%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                            | Antares Holdings LP                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    155000 | PA      | $124360.09    | 0.05%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                         | Georgia-Pacific LLC                                                             | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    284000 | PA      | $254860.13    | 0.10%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    157000 | PA      | $141670.71    | 0.05%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                     | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    179000 | PA      | $130578.43    | 0.05%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    147000 | PA      | $124638.48    | 0.05%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                     | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125909.77    | 0.05%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 A PTT                     | American Airlines 2017-1 Class A Pass Through Trust                             | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    608279 | PA      | $489360.98    | 0.19%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    261000 | PA      | $197335.58    | 0.08%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                      | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    528000 | PA      | $450216.61    | 0.17%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    161000 | PA      | $118176.75    | 0.05%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    204000 | PA      | $196796.80    | 0.08%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    609000 | PA      | $633253.83    | 0.24%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    305000 | PA      | $264045.79    | 0.10%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    152000 | PA      | $135503.72    | 0.05%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    688000 | PA      | $711607.24    | 0.27%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140600 | PA      | $128055.84    | 0.05%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                              | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     81000 | PA      | $71975.01     | 0.03%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99597.17     | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                         | Nestle Holdings Inc                                                             | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    254000 | PA      | $240443.35    | 0.09%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436951.11    | 0.17%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    408000 | PA      | $270933.07    | 0.10%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                 | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    281000 | PA      | $274635.59    | 0.11%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                          | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    229000 | PA      | $227138.05    | 0.09%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                       | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    229000 | PA      | $152582.57    | 0.06%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WAK4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    417000 | PA      | $419787.54    | 0.16%             | 2024-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    151000 | PA      | $154457.29    | 0.06%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                      | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    114000 | PA      | $107698.66    | 0.04%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XLIT LTD                                    | XLIT Ltd                                                                        | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    598000 | PA      | $567906.95    | 0.22%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    746000 | PA      | $559227.84    | 0.21%             | 2041-06-01      | Fixed         | 3.50%                 | 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       |    366000 | PA      | $229446.06    | 0.09%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    351000 | PA      | $360436.47    | 0.14%             | 2032-10-15      | Fixed         | 5.50%                 | 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        |     45720 | PA      | $40903.99     | 0.02%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    738000 | PA      | $679083.35    | 0.26%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                     | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25297 | PA      | $24121.65     | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    530000 | PA      | $486959.35    | 0.19%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    143000 | PA      | $129520.97    | 0.05%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    474000 | PA      | $415278.90    | 0.16%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $287463.55    | 0.11%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                         | Nestle Holdings Inc                                                             | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    235000 | PA      | $210000.69    | 0.08%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                      | Metropolitan Edison Co                                                          | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $421454.67    | 0.16%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                      | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    116000 | PA      | $106353.59    | 0.04%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                    | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    249000 | PA      | $244670.82    | 0.09%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| UNICREDIT SPA                               | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    336000 | PA      | $273641.38    | 0.11%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                       | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    715000 | PA      | $635084.19    | 0.24%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                       | Republic Services Inc                                                           | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    208000 | PA      | $194017.24    | 0.07%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    368000 | PA      | $294354.15    | 0.11%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                        | Waste Management Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    179000 | PA      | $133626.21    | 0.05%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    757000 | PA      | $665250.11    | 0.26%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    109000 | PA      | $89292.01     | 0.03%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    598000 | PA      | $503958.52    | 0.19%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77608.66     | 0.03%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    881000 | PA      | $712023.55    | 0.27%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    322000 | PA      | $206273.48    | 0.08%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                        | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     57000 | PA      | $34616.41     | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    817000 | PA      | $782563.87    | 0.30%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1116206.26   | 0.43%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    166000 | PA      | $160616.09    | 0.06%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    661000 | PA      | $525724.79    | 0.20%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                  | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85344.84     | 0.03%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    969000 | PA      | $965149.64    | 0.37%             | 2023-11-03      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     98000 | PA      | $80295.70     | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    427000 | PA      | $370597.19    | 0.14%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    328000 | PA      | $206662.99    | 0.08%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1867185.77   | 0.72%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    499000 | PA      | $363966.72    | 0.14%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    648000 | PA      | $426451.86    | 0.16%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157673.80    | 0.06%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    706000 | PA      | $612129.90    | 0.23%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $76157.28     | 0.03%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    167000 | PA      | $174673.20    | 0.07%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $983940.08    | 0.38%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                         | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    216000 | PA      | $177934.76    | 0.07%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                | RBC DOMINION SECURITIES INC                                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   1468942 | PA      | $1468942.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    209000 | PA      | $153647.60    | 0.06%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    242000 | PA      | $250292.97    | 0.10%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                              | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    224000 | PA      | $212635.25    | 0.08%             | 2024-10-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    238000 | PA      | $236629.67    | 0.09%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                               | J M Smucker Co/The                                                              | CUSIP: 832696AV0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    430000 | PA      | $287835.42    | 0.11%             | 2041-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                             | Cameron LNG LLC                                                                 | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    507000 | PA      | $428989.36    | 0.16%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                 | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     72000 | PA      | $49731.95     | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    682000 | PA      | $479062.46    | 0.18%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $481991.90    | 0.19%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                            | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38059.98     | 0.01%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                  | NBN Co Ltd                                                                      | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    582000 | PA      | $514175.02    | 0.20%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94228.61     | 0.04%             | 2032-10-20      | Fixed         | 2.51%                 | 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        |    802908 | PA      | $732512.12    | 0.28%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                              | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    951000 | PA      | $682589.15    | 0.26%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71514.64     | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $623812.06    | 0.24%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    745000 | PA      | $500446.55    | 0.19%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    296000 | PA      | $249730.03    | 0.10%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    295000 | PA      | $282166.44    | 0.11%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                     | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156341.41    | 0.06%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                     | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    182000 | PA      | $139843.99    | 0.05%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $262912.95    | 0.10%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    197000 | PA      | $190511.81    | 0.07%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                    | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    599000 | PA      | $350250.97    | 0.13%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    427000 | PA      | $341746.59    | 0.13%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74214.01     | 0.03%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194805.25    | 0.07%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2233000 | PA      | $2186944.38   | 0.84%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                    | Harley-Davidson Financial Services Inc                                          | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    895000 | PA      | $798322.88    | 0.31%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                      | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    226000 | PA      | $186856.72    | 0.07%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                         | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    306000 | PA      | $234530.15    | 0.09%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    206000 | PA      | $186886.77    | 0.07%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    285000 | PA      | $231977.23    | 0.09%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1612114.98   | 0.62%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT                     | United Airlines 2018-1 Class A Pass Through Trust                               | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40456 | PA      | $33814.75     | 0.01%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $421629.65    | 0.16%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76422.77     | 0.03%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    301000 | PA      | $257510.88    | 0.10%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                    | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    725000 | PA      | $684346.66    | 0.26%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                        | Monongahela Power Co                                                            | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $284309.02    | 0.11%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                       | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    670000 | PA      | $665685.51    | 0.26%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    187000 | PA      | $149229.55    | 0.06%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VISA INC                                    | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    554000 | PA      | $525424.60    | 0.20%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    204000 | PA      | $196491.72    | 0.08%             | 2062-09-15      | Fixed         | 5.80%                 | 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        |     68352 | PA      | $53483.55     | 0.02%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    153000 | PA      | $140624.53    | 0.05%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    412000 | PA      | $362152.25    | 0.14%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $883135.56    | 0.34%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                              | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     89000 | PA      | $63047.53     | 0.02%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $36456.03     | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $167127.79    | 0.06%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                     | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    521000 | PA      | $422762.85    | 0.16%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    872000 | PA      | $629079.50    | 0.24%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                     | Wisconsin Power and Light Co                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    215000 | PA      | $190104.39    | 0.07%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    176000 | PA      | $159377.53    | 0.06%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    686000 | PA      | $618739.73    | 0.24%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    303000 | PA      | $215948.90    | 0.08%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    113000 | PA      | $100933.87    | 0.04%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    495000 | PA      | $468982.80    | 0.18%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    431000 | PA      | $438795.71    | 0.17%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    914000 | PA      | $789117.32    | 0.30%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    267000 | PA      | $184765.50    | 0.07%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                        | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    583000 | PA      | $438447.95    | 0.17%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $892561.88    | 0.34%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2185500 | PA      | $2173206.56   | 0.83%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    481000 | PA      | $491850.51    | 0.19%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    277000 | PA      | $265510.52    | 0.10%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                             | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    431000 | PA      | $307321.73    | 0.12%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2846000 | PA      | $2991155.56   | 1.15%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    269000 | PA      | $206760.10    | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    536000 | PA      | $536418.05    | 0.21%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     93000 | PA      | $72277.03     | 0.03%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $926413.72    | 0.36%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                 | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    233000 | PA      | $187109.23    | 0.07%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                      | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    178000 | PA      | $153964.13    | 0.06%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                            | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    149000 | PA      | $115116.75    | 0.04%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                          | Realty Income Corp                                                              | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219068.86    | 0.08%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    417000 | PA      | $361634.97    | 0.14%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    389000 | PA      | $347299.78    | 0.13%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81341.54     | 0.03%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    516000 | PA      | $403782.84    | 0.15%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    377000 | PA      | $357260.87    | 0.14%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    264000 | PA      | $179169.55    | 0.07%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73303.40     | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                 | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    253000 | PA      | $239331.68    | 0.09%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    290000 | PA      | $198560.67    | 0.08%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    338000 | PA      | $310310.88    | 0.12%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    157000 | PA      | $108460.50    | 0.04%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                              | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    219000 | PA      | $145231.83    | 0.06%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    169000 | PA      | $148208.52    | 0.06%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $165890.37    | 0.06%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    176000 | PA      | $127620.82    | 0.05%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $877481.66    | 0.34%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $215569.47    | 0.08%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28100 | PA      | $27180.16     | 0.01%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $149893.47    | 0.06%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $177289.28    | 0.07%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48814.78     | 0.02%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    303000 | PA      | $243759.36    | 0.09%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                         | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75970.57     | 0.03%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       117 | NC      | $29375.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL FINANCE PLC                             | CSL Finance PLC                                                                 | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    418000 | PA      | $374523.97    | 0.14%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                    | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    316000 | PA      | $291607.07    | 0.11%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1690220.46   | 0.65%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26725.14     | 0.01%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    233000 | PA      | $170282.76    | 0.07%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                          | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53980.30     | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                  | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    552000 | PA      | $549741.59    | 0.21%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                           | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    218000 | PA      | $151207.46    | 0.06%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                  | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    693000 | PA      | $573047.31    | 0.22%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WBF4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    302000 | PA      | $290860.75    | 0.11%             | 2023-11-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    253000 | PA      | $221598.22    | 0.09%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD                    | Newcrest Finance Pty Ltd                                                        | CUSIP: 65120FAE4<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    277000 | PA      | $196957.37    | 0.08%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                   | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68132.63     | 0.03%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    394000 | PA      | $360021.04    | 0.14%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                   | Danone SA                                                                       | CUSIP: 23636TAD2<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    864000 | PA      | $846287.83    | 0.32%             | 2023-11-02      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     72000 | PA      | $53087.95     | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                     | Exxon Mobil Corp                                                                | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    511000 | PA      | $473488.57    | 0.18%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    777000 | PA      | $538577.22    | 0.21%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                  | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    739000 | PA      | $632392.03    | 0.24%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                         | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    339000 | PA      | $320079.99    | 0.12%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    535000 | PA      | $529455.44    | 0.20%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $300898.14    | 0.12%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $228206.55    | 0.09%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                    | Discovery Communications LLC                                                    | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    394000 | PA      | $295919.31    | 0.11%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16907.53     | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                   | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    322000 | PA      | $298247.33    | 0.11%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    343000 | PA      | $312639.05    | 0.12%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                             | Nordea Bank Abp                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    576000 | PA      | $579654.47    | 0.22%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    354000 | PA      | $315909.95    | 0.12%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    182000 | PA      | $167834.70    | 0.06%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    453000 | PA      | $388222.05    | 0.15%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    137000 | PA      | $120493.05    | 0.05%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                      | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    470000 | PA      | $415529.84    | 0.16%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36696.23     | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 A PTT                     | United Airlines 2016-2 Class A Pass Through Trust                               | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102997 | PA      | $83423.28     | 0.03%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                  | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    258000 | PA      | $252099.68    | 0.10%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                             | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    363000 | PA      | $285019.40    | 0.11%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                        | Appalachian Power Co                                                            | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    324000 | PA      | $312553.14    | 0.12%             | 2025-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    266000 | PA      | $220947.69    | 0.08%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    202000 | PA      | $186184.34    | 0.07%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    783000 | PA      | $673479.50    | 0.26%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    181000 | PA      | $148235.25    | 0.06%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    328000 | PA      | $287313.86    | 0.11%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    834000 | PA      | $777552.66    | 0.30%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CME Ultra Long Term US Treasury Bond                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -8 | NC      | $26998.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    495000 | PA      | $374646.80    | 0.14%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47773.61     | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                      | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |     85000 | PA      | $78409.13     | 0.03%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    346000 | PA      | $335632.31    | 0.13%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                    | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    161000 | PA      | $161808.95    | 0.06%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                    | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185250 | PA      | $184583.44    | 0.07%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                      | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142571 | PA      | $128162.51    | 0.05%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $188646.88    | 0.07%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                    | Enel Finance America LLC                                                        | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207154.43    | 0.08%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                          | Vodafone Group PLC                                                              | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    614000 | PA      | $448091.06    | 0.17%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3323500 | PA      | $2739291.02   | 1.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                       | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    498000 | PA      | $429653.70    | 0.16%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    503000 | PA      | $430309.43    | 0.17%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                       | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    263000 | PA      | $215260.23    | 0.08%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    282000 | PA      | $240128.39    | 0.09%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286134.01    | 0.11%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    420000 | PA      | $356323.79    | 0.14%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $676410.26    | 0.26%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                        | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    358000 | PA      | $360435.77    | 0.14%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    147000 | PA      | $123093.62    | 0.05%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    842000 | PA      | $783163.66    | 0.30%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                 | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    804000 | PA      | $733650.00    | 0.28%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    422000 | PA      | $389158.04    | 0.15%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    306000 | PA      | $283505.99    | 0.11%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47719.84     | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $35334.86     | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    449000 | PA      | $387104.70    | 0.15%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                  | NBN Co Ltd                                                                      | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    615000 | PA      | $478278.54    | 0.18%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64453.20     | 0.02%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                    | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $292525.19    | 0.11%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    279000 | PA      | $201005.18    | 0.08%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                                     | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128633.27    | 0.05%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                 | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27881.60     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    202000 | PA      | $160176.48    | 0.06%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    137000 | PA      | $125878.93    | 0.05%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    113000 | PA      | $87245.59     | 0.03%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305994.41    | 0.12%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    489000 | PA      | $473893.23    | 0.18%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                              | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3314.36      | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    427000 | PA      | $386008.67    | 0.15%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    304000 | PA      | $269351.05    | 0.10%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1A                     | Delta Air Lines 2015-1 Class A Pass Through Trust                               | CUSIP: 24736YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152966 | PA      | $135207.76    | 0.05%             | 2027-07-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -140 | NC      | $115658.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    113000 | PA      | $105032.26    | 0.04%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TTX CO                                      | TTX Co                                                                          | CUSIP: 87305QCP4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    281000 | PA      | $284080.54    | 0.11%             | 2052-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    428000 | PA      | $401484.21    | 0.15%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                   | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    462000 | PA      | $345792.93    | 0.13%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                     | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    205000 | PA      | $190817.14    | 0.07%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    605000 | PA      | $543248.97    | 0.21%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    301000 | PA      | $282173.15    | 0.11%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    723000 | PA      | $774511.49    | 0.30%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                       | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $100658.54    | 0.04%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                        | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    303000 | PA      | $260060.36    | 0.10%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                                            | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88071.93     | 0.03%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    181000 | PA      | $129119.48    | 0.05%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                      | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $422949.57    | 0.16%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    106000 | PA      | $102655.82    | 0.04%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                              | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    263000 | PA      | $168225.14    | 0.06%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    251000 | PA      | $204974.73    | 0.08%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    294000 | PA      | $262854.38    | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    315000 | PA      | $276363.99    | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    412000 | PA      | $355033.27    | 0.14%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687DB9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    226000 | PA      | $242979.22    | 0.09%             | 2025-02-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    366000 | PA      | $321072.69    | 0.12%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $366882.79    | 0.14%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    306000 | PA      | $255267.96    | 0.10%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     34000 | PA      | $24371.91     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Voya Separate Portfolios Trust

**Signature:** Tin Bui

**Name of Signer:** Tin Bui

**Title:** Vice President