# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0001752724-23-038638
**Filing Date:** 2023-2
**Character Count:** 1095052
**Document Hash:** 6f6dc4d58a7de8a0cf0ac63a9c33f0d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038638.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038638

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 23664684

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

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

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

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

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

## Series and Classes Contracts Data

### Voya Intermediate Bond Fund (Series ID: S000008396)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023011 | Class R      | IIBOX           |
| C000023012 | Class A      | IIBAX           |
| C000023014 | Class C      | IICCX           |
| C000023015 | Class I      | IICIX           |
| C000057276 | Class W      | IIBWX           |
| C000122010 | Class R6     | IIBZX           |
| C000198303 | Class P3     | VPIBX           |

## Nport-Ex

<u>Voya Intermediate Bond 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: 29.5%** | **CORPORATE BONDS/NOTES: 29.5%** | **CORPORATE BONDS/NOTES: 29.5%** |  |
|  | **Basic Materials: 0.8%** | **Basic Materials: 0.8%** | **Basic Materials: 0.8%** |
| 1725000<sup>(1)</sup> | Anglo American Capital PLC, 2.250%, 03/17/2028 | $&nbsp;&nbsp;&nbsp;&nbsp;1453535 | 0.0 |
| 1377000<sup>(1)</sup> | Anglo American Capital PLC, 3.625%, 09/11/2024 | 1333239 | 0.0 |
| 671000<sup>(1)</sup> | Anglo American Capital PLC, 4.875%, 05/14/2025 | 659179 | 0.0 |
| 1220000<sup>(1)</sup> | Anglo American Capital PLC, 5.625%, 04/01/2030 | 1214114 | 0.0 |
| 4505000 | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | 4223495 | 0.1 |
| 3883000 | Dow Chemical Co., 4.375%, 11/15/2042 | 3231908 | 0.0 |
| 1532000<sup>(2)</sup> | Dow Chemical Co/The, 6.300%, 03/15/2033 | 1616623 | 0.0 |
| 1677000 | Dow Chemical Co/The, 6.900%, 05/15/2053 | 1830962 | 0.0 |
| 5000000<sup>(1)</sup> | Equate Petrochemical BV, 2.625%, 04/28/2028 | 4368750 | 0.1 |
| 3987000 | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 3626916 | 0.1 |
| 3000000<sup>(1),(2)</sup> | GC Treasury Center Co. Ltd., 2.980%, 03/18/2031 | 2427077 | 0.0 |
| 4410000<sup>(1)</sup> | Ingevity Corp., 3.875%, 11/01/2028 | 3799833 | 0.1 |
| 2412000<sup>(2)</sup> | Inversiones CMPC SA, 4.375%, 04/04/2027 | 2334704 | 0.0 |
| 3682000 | Mosaic Co/The, 5.450%, 11/15/2033 | 3592661 | 0.1 |
| 4325000<sup>(1)</sup> | Novelis Corp., 4.750%, 01/30/2030 | 3844146 | 0.1 |
| 1325000<sup>(1)</sup> | OCP SA, 3.750%, 06/23/2031 | 1114603 | 0.0 |
| 4100000<sup>(2)</sup> | Olin Corp., 5.000%, 02/01/2030 | 3748528 | 0.1 |
| 2100000<sup>(1)</sup> | POSCO, 4.500%, 08/04/2027 | 1975000 | 0.0 |
| 755000 | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | 503056 | 0.0 |
| 3189000 | Steel Dynamics, Inc., 1.650%, 10/15/2027 | 2677523 | 0.0 |
| 2139000 | Steel Dynamics, Inc., 2.400%, 06/15/2025 | 2007652 | 0.0 |
| 2425000 | Suzano Austria GmbH, 3.750%, 01/15/2031 | 2039865 | 0.0 |
| 4825000 | Suzano Austria GmbH, 6.000%, 01/15/2029 | 4810568 | 0.1 |
| 2133000 | Teck Resources Ltd., 5.400%, 02/01/2043 | 1903661 | 0.0 |
| 1424000 | Teck Resources Ltd., 6.000%, 08/15/2040 | 1364854 | 0.0 |
|  |  | **61702452** | **0.8** |
|  | **Communications: 2.6%** | **Communications: 2.6%** | **Communications: 2.6%** |
| 4889000 | Amazon.com, Inc., 2.100%, 05/12/2031 | 4005033 | 0.1 |
| 4500000 | Amazon.com, Inc., 2.875%, 05/12/2041 | 3375757 | 0.1 |
| 3444000<sup>(2)</sup> | Amazon.com, Inc., 3.600%, 04/13/2032 | 3161866 | 0.0 |
| 1714000 | Amazon.com, Inc., 3.950%, 04/13/2052 | 1428155 | 0.0 |
| 2866000 | Amazon.com, Inc., 4.100%, 04/13/2062 | 2382459 | 0.0 |
| 3304000 | Amazon.com, Inc., 4.550%, 12/01/2027 | 3299040 | 0.1 |
| 4406000 | Amazon.com, Inc., 4.700%, 12/01/2032 | 4375470 | 0.1 |
| 5300000<sup>(1),(2)</sup> | ANGI Group LLC, 3.875%, 08/15/2028 | 3941690 | 0.1 |
| 3596000 | AT&T, Inc., 2.550%, 12/01/2033 | 2774099 | 0.0 |
| 1750000 | AT&T, Inc., 3.500%, 06/01/2041 | 1311862 | 0.0 |
| 2078000 | AT&T, Inc., 3.550%, 09/15/2055 | 1395876 | 0.0 |
| 6752000 | AT&T, Inc., 3.650%, 09/15/2059 | 4550504 | 0.1 |
| 1906000 | AT&T, Inc., 3.800%, 12/01/2057 | 1323850 | 0.0 |
| 1528000 | AT&T, Inc., 4.500%, 05/15/2035 | 1394377 | 0.0 |
| 2314000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | 1866733 | 0.0 |
| 2815000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | 1637998 | 0.0 |
| 1571000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | 992137 | 0.0 |
| 2406000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | 1756110 | 0.0 |
| 4396000 | Comcast Corp., 2.650%, 02/01/2030 | 3813065 | 0.1 |
| 3830000 | Comcast Corp., 2.887%, 11/01/2051 | 2477085 | 0.0 |
| 5558000 | Comcast Corp., 3.900%, 03/01/2038 | 4811693 | 0.1 |
| 1605000 | Comcast Corp., 3.999%, 11/01/2049 | 1274421 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 4070000 | Comcast Corp., 4.000%, 03/01/2048 | 3283290 | 0.1 |
| 1873000 | Comcast Corp., 5.350%, 11/15/2027 | 1916204 | 0.0 |
| 2983000 | Comcast Corp., 5.500%, 11/15/2032 | 3120061 | 0.0 |
| 1750000<sup>(1)</sup> | CommScope Technologies LLC, 5.000%, 03/15/2027 | 1191368 | 0.0 |
| 1366000 | Corning, Inc., 5.450%, 11/15/2079 | 1186618 | 0.0 |
| 5200000<sup>(1)</sup> | CSC Holdings LLC, 5.750%, 01/15/2030 | 2944214 | 0.0 |
| 3935000 | Discovery Communications LLC, 4.000%, 09/15/2055 | 2378253 | 0.0 |
| 4655000 | DISH DBS Corp., 5.125%, 06/01/2029 | 3011715 | 0.0 |
| 4420000<sup>(1)</sup> | GCI LLC, 4.750%, 10/15/2028 | 3720382 | 0.1 |
| 4245000<sup>(1),(2)</sup> | Gray Television, Inc., 7.000%, 05/15/2027 | 3771237 | 0.1 |
| 2528000 | Meta Platforms, Inc., 3.500%, 08/15/2027 | 2360367 | 0.0 |
| 6688000 | Meta Platforms, Inc., 3.850%, 08/15/2032 | 5904208 | 0.1 |
| 4306000 | Meta Platforms, Inc., 4.450%, 08/15/2052 | 3444119 | 0.1 |
| 7278000 | Meta Platforms, Inc., 4.650%, 08/15/2062 | 5878045 | 0.1 |
| 2000000<sup>(1),(2)</sup> | Millicom International Cellular SA, 4.500%, 04/27/2031 | 1685786 | 0.0 |
| 2160000<sup>(1)</sup> | NBN Co. Ltd., 1.450%, 05/05/2026 | 1908278 | 0.0 |
| 3800000<sup>(1),(2)</sup> | NBN Co. Ltd., 1.625%, 01/08/2027 | 3285237 | 0.1 |
| 2233000 | Paramount Global, 4.375%, 03/15/2043 | 1545176 | 0.0 |
| 4558000 | Paramount Global, 4.950%, 05/19/2050 | 3333271 | 0.1 |
| 608000 | Paramount Global, 5.250%, 04/01/2044 | 469428 | 0.0 |
| 1814000 | Paramount Global, 5.850%, 09/01/2043 | 1513255 | 0.0 |
| 1441000<sup>(1)</sup> | Rogers Communications, Inc., 3.800%, 03/15/2032 | 1247422 | 0.0 |
| 1637000<sup>(1)</sup> | Rogers Communications, Inc., 4.550%, 03/15/2052 | 1276726 | 0.0 |
| 4395000<sup>(1)</sup> | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 3591559 | 0.1 |
| 4305000<sup>(1)</sup> | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | 3939226 | 0.1 |
| 4365000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 3630196 | 0.1 |
| 5387000 | Time Warner Cable LLC, 5.500%, 09/01/2041 | 4490746 | 0.1 |
| 2829000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 2475454 | 0.0 |
| 2569000 | T-Mobile USA, Inc., 2.050%, 02/15/2028 | 2210708 | 0.0 |
| 889000 | T-Mobile USA, Inc., 2.250%, 02/15/2026 | 810333 | 0.0 |
| 1948000 | T-Mobile USA, Inc., 2.625%, 02/15/2029 | 1651672 | 0.0 |
| 2805000 | T-Mobile USA, Inc., 3.500%, 04/15/2031 | 2428357 | 0.0 |
| 3195000 | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 3014230 | 0.0 |
| 5747000 | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 5219199 | 0.1 |
| 1048000 | T-Mobile USA, Inc., 4.375%, 04/15/2040 | 898671 | 0.0 |
| 899000 | T-Mobile USA, Inc., 4.500%, 04/15/2050 | 743550 | 0.0 |
| 7607000 | Verizon Communications, Inc., 2.355%, 03/15/2032 | 6050210 | 0.1 |
| 1227000 | Verizon Communications, Inc., 2.987%, 10/30/2056 | 754025 | 0.0 |
| 2312000 | Verizon Communications, Inc., 3.400%, 03/22/2041 | 1747544 | 0.0 |
| 4474000 | Verizon Communications, Inc., 3.700%, 03/22/2061 | 3142706 | 0.0 |
| 3610000 | Verizon Communications, Inc., 3.850%, 11/01/2042 | 2877086 | 0.0 |
| 895000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 824926 | 0.0 |
| 1938000 | Verizon Communications, Inc., 4.500%, 08/10/2033 | 1819615 | 0.0 |
| 600000 | Verizon Communications, Inc., 4.750%, 11/01/2041 | 549778 | 0.0 |
| 6432000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 5918515 | 0.1 |
| 4085000<sup>(1)</sup> | ViaSat, Inc., 5.625%, 04/15/2027 | 3717759 | 0.1 |
| 3725000<sup>(1)</sup> | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | 3033286 | 0.0 |
| 4218000 | Vodafone Group PLC, 4.375%, 02/19/2043 | 3394171 | 0.1 |
| 1589000 | Vodafone Group PLC, 5.125%, 06/19/2059 | 1367032 | 0.0 |
| 4860000<sup>(1)</sup> | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | 3599899 | 0.1 |
|  |  | **191624393** | **2.6** |
|  | **Consumer, Cyclical: 2.1%** | **Consumer, Cyclical: 2.1%** | **Consumer, Cyclical: 2.1%** |
| 271518<sup>(1)</sup> | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | 258906 | 0.0 |
| 4545000<sup>(1)</sup> | Allison Transmission, Inc., 3.750%, 01/30/2031 | 3743944 | 0.1 |
| 6212271 | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | 5060446 | 0.1 |
| 464395 | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | 417461 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 3149616 | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | 2570903 | 0.0 |
| 2483897 | American Airlines 2016-1 Class AA Pass Through Trust, 3.575%, 07/15/2029 | 2222237 | 0.0 |
| 813035 | American Airlines 2016-2 Class A Pass Through Trust, 3.650%, 12/15/2029 | 636173 | 0.0 |
| 4241453 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 3687694 | 0.1 |
| 2351791<sup>(2)</sup> | American Airlines 2016-3 Class A Pass Through Trust, 3.250%, 04/15/2030 | 1831033 | 0.0 |
| 1138457 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 985545 | 0.0 |
| 4430000 | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 3710996 | 0.1 |
| 4405000 | Bath & Body Works, Inc., 6.750%, 07/01/2036 | 3879483 | 0.1 |
| 5925000<sup>(1)</sup> | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | 4893488 | 0.1 |
| 4955000<sup>(2)</sup> | Dana, Inc., 5.625%, 06/15/2028 | 4516314 | 0.1 |
| 1235532 | Delta Air Lines 2015-1 Class AA Pass Through Trust, 3.625%, 01/30/2029 | 1130208 | 0.0 |
| 3970373 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 3377176 | 0.0 |
| 1300884<sup>(1)</sup> | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 1224795 | 0.0 |
| 3720000 | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 3377016 | 0.0 |
| 5660000<sup>(1),(2)</sup> | Gap, Inc./The, 3.875%, 10/01/2031 | 3956821 | 0.1 |
| 2333000 | General Motors Co., 6.125%, 10/01/2025 | 2376728 | 0.0 |
| 5150000 | General Motors Financial Co., Inc., 2.350%, 02/26/2027 | 4504801 | 0.1 |
| 1732000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 1648226 | 0.0 |
| 5401000 | General Motors Financial Co., Inc., 5.000%, 04/09/2027 | 5240042 | 0.1 |
| 4340000<sup>(1)</sup> | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | 3704385 | 0.1 |
| 10905000<sup>(1)</sup> | Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027 | 9727051 | 0.1 |
| 1948000 | Hasbro, Inc., 3.000%, 11/19/2024 | 1872977 | 0.0 |
| 1802000 | Hasbro, Inc., 3.550%, 11/19/2026 | 1692295 | 0.0 |
| 3516000 | Home Depot, Inc./The, 4.500%, 09/15/2032 | 3444164 | 0.0 |
| 4729000<sup>(2)</sup> | Home Depot, Inc./The, 4.950%, 09/15/2052 | 4567987 | 0.1 |
| 2194000<sup>(2)</sup> | Honda Motor Co. Ltd., 2.967%, 03/10/2032 | 1885677 | 0.0 |
| 2125000<sup>(1)</sup> | InRetail Consumer, 3.250%, 03/22/2028 | 1830218 | 0.0 |
| 2901000 | Lowe's Cos, Inc., 4.250%, 04/01/2052 | 2314413 | 0.0 |
| 1692000 | Lowe's Cos, Inc., 4.450%, 04/01/2062 | 1324154 | 0.0 |
| 2728776<sup>(1)</sup> | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 2718957 | 0.0 |
| 4690000<sup>(1)</sup> | Sonic Automotive, Inc., 4.875%, 11/15/2031 | 3693444 | 0.1 |
| 1765000<sup>(2)</sup> | Target Corp., 2.950%, 01/15/2052 | 1219124 | 0.0 |
| 3812000 | Target Corp., 4.500%, 09/15/2032 | 3711698 | 0.1 |
| 4610000<sup>(1)</sup> | Tempur Sealy International, Inc., 4.000%, 04/15/2029 | 3879799 | 0.1 |
| 1503000 | Toyota Motor Credit Corp., 1.900%, 01/13/2027 | 1343336 | 0.0 |
| 1828000<sup>(2)</sup> | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | 1793891 | 0.0 |
| 5032000 | Toyota Motor Credit Corp., 4.550%, 09/20/2027 | 4971352 | 0.1 |
| 1210196 | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 1172837 | 0.0 |
| 1508683 | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | 1403913 | 0.0 |
| 1338956 | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030 | 1084503 | 0.0 |
| 7078076 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | 6034181 | 0.1 |
| 1748099 | United Airlines 2019-2 Class A Pass Through Trust, 2.900%, 11/01/2029 | 1406657 | 0.0 |
| 3655523 | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | 3609204 | 0.0 |
| 5147014 | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 4983146 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 529833 | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | 483380 | 0.0 |
| 2516000 | Walmart, Inc., 4.500%, 09/09/2052 | 2409173 | 0.0 |
| 9092000<sup>(1)</sup> | Warnermedia Holdings, Inc., 3.755%, 03/15/2027 | 8200556 | 0.1 |
| 1452000<sup>(1)</sup> | Warnermedia Holdings, Inc., 5.050%, 03/15/2042 | 1116043 | 0.0 |
| 1384000<sup>(1)</sup> | Warnermedia Holdings, Inc., 5.141%, 03/15/2052 | 1011465 | 0.0 |
| 4945000<sup>(1)</sup> | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | 3753403 | 0.1 |
|  |  | **157613819** | **2.1** |
|  | **Consumer, Non-cyclical: 4.8%** | **Consumer, Non-cyclical: 4.8%** | **Consumer, Non-cyclical: 4.8%** |
| 3670000 | AbbVie, Inc., 2.600%, 11/21/2024 | 3513582 | 0.1 |
| 1609000 | AbbVie, Inc., 4.050%, 11/21/2039 | 1383944 | 0.0 |
| 7016000 | AbbVie, Inc., 4.300%, 05/14/2036 | 6343711 | 0.1 |
| 4325000 | AbbVie, Inc., 4.400%, 11/06/2042 | 3771342 | 0.1 |
| 5481000 | AbbVie, Inc., 4.500%, 05/14/2035 | 5096718 | 0.1 |
| 1059000 | AbbVie, Inc., 4.550%, 03/15/2035 | 994038 | 0.0 |
| 2298000 | AbbVie, Inc., 4.625%, 10/01/2042 | 2051658 | 0.0 |
| 4305000<sup>(1)</sup> | ADT Security Corp./The, 4.125%, 08/01/2029 | 3667025 | 0.1 |
| 6638000 | Aetna, Inc., 4.500%, 05/15/2042 | 5758821 | 0.1 |
| 2339000 | Aetna, Inc., 6.625%, 06/15/2036 | 2495544 | 0.0 |
| 4460000<sup>(1)</sup> | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 3751707 | 0.1 |
| 1541000<sup>(1)</sup> | Alcon Finance Corp., 5.375%, 12/06/2032 | 1553669 | 0.0 |
| 1497000<sup>(1)</sup> | Alcon Finance Corp., 5.750%, 12/06/2052 | 1508581 | 0.0 |
| 3933000 | Altria Group, Inc., 2.450%, 02/04/2032 | 2976706 | 0.0 |
| 3100000 | Altria Group, Inc., 3.700%, 02/04/2051 | 1953217 | 0.0 |
| 533000 | Altria Group, Inc., 4.800%, 02/14/2029 | 512541 | 0.0 |
| 1325000 | Altria Group, Inc., 5.800%, 02/14/2039 | 1226906 | 0.0 |
| 827000 | Altria Group, Inc., 5.950%, 02/14/2049 | 739218 | 0.0 |
| 7238000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 6863214 | 0.1 |
| 10000000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 9141157 | 0.1 |
| 4324000 | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | 4333678 | 0.1 |
| 11102000 | BAT Capital Corp., 2.259%, 03/25/2028 | 9232209 | 0.1 |
| 1647000 | BAT Capital Corp., 2.726%, 03/25/2031 | 1288818 | 0.0 |
| 1005000 | BAT Capital Corp., 3.557%, 08/15/2027 | 919726 | 0.0 |
| 2393000 | BAT Capital Corp., 3.734%, 09/25/2040 | 1632769 | 0.0 |
| 3359000 | BAT Capital Corp., 4.390%, 08/15/2037 | 2622580 | 0.0 |
| 5731000 | BAT International Finance PLC, 4.448%, 03/16/2028 | 5317898 | 0.1 |
| 4955000 | Baxter International, Inc., 2.272%, 12/01/2028 | 4235066 | 0.1 |
| 7578000 | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | 5934342 | 0.1 |
| 3421000 | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | 3058554 | 0.1 |
| 2183000<sup>(1)</sup> | Cargill, Inc., 2.125%, 04/23/2030 | 1802367 | 0.0 |
| 4432000<sup>(1)</sup> | Cargill, Inc., 2.125%, 11/10/2031 | 3510154 | 0.1 |
| 1788000<sup>(1)</sup> | Cargill, Inc., 3.125%, 05/25/2051 | 1240212 | 0.0 |
| 1818000<sup>(1)</sup> | Cargill, Inc., 4.375%, 04/22/2052 | 1586059 | 0.0 |
| 1175000<sup>(1)</sup> | Cargill, Inc., 5.125%, 10/11/2032 | 1180813 | 0.0 |
| 6017000 | Centene Corp., 3.000%, 10/15/2030 | 4945999 | 0.1 |
| 3190000 | Centene Corp., 4.625%, 12/15/2029 | 2922330 | 0.0 |
| 4245000<sup>(2)</sup> | Central Garden & Pet Co., 4.125%, 10/15/2030 | 3493671 | 0.1 |
| 3471000 | Cigna Corp., 3.250%, 04/15/2025 | 3345536 | 0.1 |
| 2781000 | Cigna Corp., 3.400%, 03/15/2050 | 1983874 | 0.0 |
| 7297000 | Cigna Corp., 4.800%, 08/15/2038 | 6802125 | 0.1 |
| 1615000 | Cigna Corp., 4.900%, 12/15/2048 | 1463648 | 0.0 |
| 4486000<sup>(1)</sup> | CSL Finance PLC, 4.250%, 04/27/2032 | 4236945 | 0.1 |
| 2005000<sup>(1)</sup> | CSL Finance PLC, 4.625%, 04/27/2042 | 1796461 | 0.0 |
| 3345000<sup>(1)</sup> | CSL Finance PLC, 4.750%, 04/27/2052 | 3040367 | 0.0 |
| 1398000<sup>(1)</sup> | CSL Finance PLC, 4.950%, 04/27/2062 | 1244807 | 0.0 |
| 4475000 | CVS Health Corp., 2.700%, 08/21/2040 | 3108370 | 0.1 |
| 2465000 | CVS Health Corp., 3.875%, 07/20/2025 | 2407813 | 0.0 |
| 3492000 | CVS Health Corp., 4.125%, 04/01/2040 | 2919660 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 2326000 | CVS Health Corp., 4.780%, 03/25/2038 | 2128111 | 0.0 |
| 1752000 | CVS Health Corp., 5.050%, 03/25/2048 | 1581417 | 0.0 |
| 786000 | CVS Health Corp., 5.125%, 07/20/2045 | 720206 | 0.0 |
| 7379000<sup>(1)</sup> | Danone SA, 2.947%, 11/02/2026 | 6868100 | 0.1 |
| 4395000<sup>(1)</sup> | DaVita, Inc., 4.625%, 06/01/2030 | 3544751 | 0.1 |
| 3720000<sup>(1)</sup> | Fresenius Medical Care US Finance III, Inc., 1.875%, 12/01/2026 | 3159337 | 0.1 |
| 4928000 | Global Payments, Inc., 1.200%, 03/01/2026 | 4300950 | 0.1 |
| 7602000 | Global Payments, Inc., 2.650%, 02/15/2025 | 7158307 | 0.1 |
| 1760000 | Global Payments, Inc., 5.950%, 08/15/2052 | 1600057 | 0.0 |
| 1917000 | GSK Consumer Healthcare Capital US LLC, 3.375%, 03/24/2029 | 1727787 | 0.0 |
| 1282000 | HCA, Inc., 2.375%, 07/15/2031 | 1001047 | 0.0 |
| 2570000<sup>(1)</sup> | HCA, Inc., 3.125%, 03/15/2027 | 2340344 | 0.0 |
| 1245000 | HCA, Inc., 3.500%, 09/01/2030 | 1076708 | 0.0 |
| 8542000 | HCA, Inc., 4.125%, 06/15/2029 | 7815940 | 0.1 |
| 3544000<sup>(1)</sup> | HCA, Inc., 4.375%, 03/15/2042 | 2837332 | 0.0 |
| 3076000 | HCA, Inc., 4.500%, 02/15/2027 | 2969155 | 0.0 |
| 1449000 | HCA, Inc., 5.250%, 04/15/2025 | 1441835 | 0.0 |
| 2509000<sup>(1)</sup> | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | 2307380 | 0.0 |
| 3305000 | Humana, Inc., 1.350%, 02/03/2027 | 2862124 | 0.0 |
| 626000 | Humana, Inc., 3.125%, 08/15/2029 | 550055 | 0.0 |
| 4873000 | Humana, Inc., 4.500%, 04/01/2025 | 4818174 | 0.1 |
| 1435000 | Humana, Inc., 5.750%, 03/01/2028 | 1467856 | 0.0 |
| 3259000 | Johnson & Johnson, 3.625%, 03/03/2037 | 2908335 | 0.0 |
| 4490000 | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | 3957139 | 0.1 |
| 3255000 | Kraft Heinz Foods Co., 6.875%, 01/26/2039 | 3545910 | 0.1 |
| 4455000<sup>(1)</sup> | Lamb Weston Holdings, Inc., 4.375%, 01/31/2032 | 3898771 | 0.1 |
| 2495000<sup>(1)</sup> | Mars, Inc., 3.875%, 04/01/2039 | 2127700 | 0.0 |
| 4875000<sup>(1)</sup> | Medline Borrower L.P., 3.875%, 04/01/2029 | 3937757 | 0.1 |
| 1858000 | Merck & Co., Inc., 2.750%, 12/10/2051 | 1250490 | 0.0 |
| 3084000 | Mylan, Inc., 5.200%, 04/15/2048 | 2308280 | 0.0 |
| 2889000<sup>(1)</sup> | Nestle Holdings, Inc., 3.900%, 09/24/2038 | 2581668 | 0.0 |
| 3573000<sup>(1)</sup> | Nestle Holdings, Inc., 4.125%, 10/01/2027 | 3495104 | 0.1 |
| 2612000<sup>(1)</sup> | Nestle Holdings, Inc., 4.700%, 01/15/2053 | 2472591 | 0.0 |
| 4220000<sup>(1)</sup> | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 4.125%, 04/30/2028 | 3743773 | 0.1 |
| 2487000 | PayPal Holdings, Inc., 2.300%, 06/01/2030 | 2048721 | 0.0 |
| 4761000<sup>(2)</sup> | PayPal Holdings, Inc., 4.400%, 06/01/2032 | 4495283 | 0.1 |
| 9721000 | PayPal Holdings, Inc., 5.250%, 06/01/2062 | 8887775 | 0.1 |
| 4410000<sup>(1)</sup> | Post Holdings, Inc., 5.500%, 12/15/2029 | 3999870 | 0.1 |
| 4845000<sup>(1)</sup> | Prestige Brands, Inc., 3.750%, 04/01/2031 | 4001704 | 0.1 |
| 4380000<sup>(1)</sup> | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | 3787699 | 0.1 |
| 2585000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 2341838 | 0.0 |
| 3028000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 2591750 | 0.0 |
| 818000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 732980 | 0.0 |
| 2515000<sup>(1)</sup> | Roche Holdings, Inc., 2.607%, 12/13/2051 | 1640757 | 0.0 |
| 1626000 | Royalty Pharma PLC, 1.200%, 09/02/2025 | 1456730 | 0.0 |
| 2055000 | Royalty Pharma PLC, 1.750%, 09/02/2027 | 1742509 | 0.0 |
| 2010000 | Royalty Pharma PLC, 2.200%, 09/02/2030 | 1575411 | 0.0 |
| 1749000 | S&P Global, Inc., 1.250%, 08/15/2030 | 1349106 | 0.0 |
| 5049000<sup>(1)</sup> | S&P Global, Inc., 2.700%, 03/01/2029 | 4454537 | 0.1 |
| 6563000<sup>(1)</sup> | S&P Global, Inc., 2.900%, 03/01/2032 | 5616223 | 0.1 |
| 5273000<sup>(1),(2)</sup> | S&P Global, Inc., 3.700%, 03/01/2052 | 4096260 | 0.1 |
| 4625000<sup>(1)</sup> | Tenet Healthcare Corp., 4.250%, 06/01/2029 | 4015171 | 0.1 |
| 1608000 | Thermo Fisher Scientific, Inc., 4.800%, 11/21/2027 | 1616079 | 0.0 |
| 2461000<sup>(1),(2)</sup> | Triton Container International Ltd., 2.050%, 04/15/2026 | 2139947 | 0.0 |
| 1814000<sup>(1)</sup> | Triton Container International Ltd., 3.150%, 06/15/2031 | 1413850 | 0.0 |
| 1470000 | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | 1072207 | 0.0 |
| 748000 | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | 565149 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 2117000 | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | 1738842 | 0.0 |
| 1590000 | UnitedHealth Group, Inc., 3.750%, 10/15/2047 | 1272144 | 0.0 |
| 1320000 | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | 1226100 | 0.0 |
| 5057000 | UnitedHealth Group, Inc., 5.300%, 02/15/2030 | 5223539 | 0.1 |
| 3655000 | UnitedHealth Group, Inc., 5.350%, 02/15/2033 | 3782868 | 0.1 |
| 2803000 | UnitedHealth Group, Inc., 5.875%, 02/15/2053 | 3045018 | 0.1 |
| 2655000 | UnitedHealth Group, Inc., 6.050%, 02/15/2063 | 2900142 | 0.0 |
| 2030000 | Utah Acquisition Sub, Inc., 5.250%, 06/15/2046 | 1542523 | 0.0 |
| 3434000 | Viatris, Inc., 2.700%, 06/22/2030 | 2692110 | 0.0 |
| 10763000 | Viatris, Inc., 3.850%, 06/22/2040 | 7250632 | 0.1 |
| 956000 | Viatris, Inc., 4.000%, 06/22/2050 | 592329 | 0.0 |
|  |  | **354322444** | **4.8** |
|  | **Energy: 3.0%** | **Energy: 3.0%** | **Energy: 3.0%** |
| 3275000<sup>(1)</sup> | Antero Resources Corp., 5.375%, 03/01/2030 | 3040706 | 0.0 |
| 9210000 | Apache Corp., 5.100%, 09/01/2040 | 7653211 | 0.1 |
| 1924000 | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026 | 1727103 | 0.0 |
| 2305000 | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | 1842846 | 0.0 |
| 3175000<sup>(3)</sup> | BP Capital Markets PLC, 4.875%, 12/31/2199 | 2788047 | 0.0 |
| 1220000 | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | 1267118 | 0.0 |
| 2032000 | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 1827270 | 0.0 |
| 5032000 | Coterra Energy, Inc., 3.900%, 05/15/2027 | 4706205 | 0.1 |
| 7975000<sup>(1)</sup> | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | 7430467 | 0.1 |
| 1811000 | Diamondback Energy, Inc., 3.500%, 12/01/2029 | 1592795 | 0.0 |
| 6342000 | Diamondback Energy, Inc., 6.250%, 03/15/2033 | 6456711 | 0.1 |
| 3702000 | Diamondback Energy, Inc., 6.250%, 03/15/2053 | 3597310 | 0.1 |
| 8250000 | Ecopetrol SA, 6.875%, 04/29/2030 | 7500220 | 0.1 |
| 3450000<sup>(1)</sup> | EIG Pearl Holdings Sarl, 3.545%, 08/31/2036 | 2903630 | 0.0 |
| 7100000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 6672725 | 0.1 |
| 400000<sup>(1)</sup> | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 375928 | 0.0 |
| 5373000<sup>(3)</sup> | Enbridge, Inc., 5.750%, 07/15/2080 | 4871795 | 0.1 |
| 3241000<sup>(2),(3)</sup> | Enbridge, Inc., 7.375%, 01/15/2083 | 3158201 | 0.1 |
| 3241000<sup>(3)</sup> | Enbridge, Inc., 7.625%, 01/15/2083 | 3213811 | 0.1 |
| 325000 | Energy Transfer L.P., 4.250%, 04/01/2024 | 319309 | 0.0 |
| 444000 | Energy Transfer L.P., 4.900%, 03/15/2035 | 396973 | 0.0 |
| 4946000 | Energy Transfer L.P., 5.300%, 04/01/2044 | 4196517 | 0.1 |
| 4676000 | Energy Transfer L.P., 5.300%, 04/15/2047 | 3913324 | 0.1 |
| 1003000 | Energy Transfer L.P., 5.350%, 05/15/2045 | 854889 | 0.0 |
| 8863000 | Energy Transfer L.P., 5.750%, 02/15/2033 | 8688266 | 0.1 |
| 2704000 | Energy Transfer L.P., 5.800%, 06/15/2038 | 2485725 | 0.0 |
| 1263000 | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 1254181 | 0.0 |
| 1122000 | Enterprise Products Operating LLC, 3.950%, 01/31/2060 | 815338 | 0.0 |
| 2292000<sup>(3)</sup> | Enterprise Products Operating LLC, 7.630%, 08/16/2077 | 2077532 | 0.0 |
| 2642000 | Equinor ASA, 3.125%, 04/06/2030 | 2378384 | 0.0 |
| 762845<sup>(1)</sup> | Galaxy Pipeline Assets Bidco Ltd., 2.160%, 03/31/2034 | 650959 | 0.0 |
| 966530<sup>(1)</sup> | Galaxy Pipeline Assets Bidco Ltd., 2.940%, 09/30/2040 | 780529 | 0.0 |
| 4045000<sup>(1)</sup> | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | 3504219 | 0.1 |
| 1295000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 1273805 | 0.0 |
| 2332000 | Kinder Morgan, Inc., 5.550%, 06/01/2045 | 2137258 | 0.0 |
| 1945000 | Marathon Petroleum Corp., 4.750%, 09/15/2044 | 1632630 | 0.0 |
| 899000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 754851 | 0.0 |
| 3850000 | Marathon Petroleum Corp., 5.125%, 12/15/2026 | 3831736 | 0.1 |
| 2897000 | MPLX L.P., 1.750%, 03/01/2026 | 2585534 | 0.0 |
| 817000 | MPLX L.P., 2.650%, 08/15/2030 | 663939 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 5080000 | MPLX L.P., 4.000%, 03/15/2028 | 4734037 | 0.1 |
| 683000 | MPLX L.P., 4.700%, 04/15/2048 | 541978 | 0.0 |
| 866000 | MPLX L.P., 5.200%, 03/01/2047 | 738925 | 0.0 |
| 1666000 | MPLX L.P., 5.200%, 12/01/2047 | 1424846 | 0.0 |
| 2014000 | MPLX L.P., 5.500%, 02/15/2049 | 1779692 | 0.0 |
| 1847000<sup>(1)</sup> | Northern Natural Gas Co., 3.400%, 10/16/2051 | 1253728 | 0.0 |
| 1067000 | ONEOK Partners L.P., 6.125%, 02/01/2041 | 1011003 | 0.0 |
| 2785000 | ONEOK Partners L.P., 6.200%, 09/15/2043 | 2656609 | 0.0 |
| 907000 | ONEOK, Inc., 3.100%, 03/15/2030 | 762058 | 0.0 |
| 1900000 | ONEOK, Inc., 5.850%, 01/15/2026 | 1924924 | 0.0 |
| 274000 | ONEOK, Inc., 6.100%, 11/15/2032 | 274827 | 0.0 |
| 5000000<sup>(1)</sup> | Pertamina Persero PT, 2.300%, 02/09/2031 | 4053234 | 0.1 |
| 750000 | Pertamina Persero PT, 5.625%, 05/20/2043 | 690889 | 0.0 |
| 4000000<sup>(1)</sup> | Petroleos del Peru SA, 4.750%, 06/19/2032 | 3098800 | 0.0 |
| 2280000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | 1766316 | 0.0 |
| 10350000<sup>(2)</sup> | Petroleos Mexicanos, 5.950%, 01/28/2031 | 7857027 | 0.1 |
| 6103000<sup>(2)</sup> | Petroleos Mexicanos, 6.700%, 02/16/2032 | 4804294 | 0.1 |
| 1425000 | Phillips 66, 0.900%, 02/15/2024 | 1362515 | 0.0 |
| 2988000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | 2597264 | 0.0 |
| 2556000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | 2227381 | 0.0 |
| 3468000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 3397163 | 0.1 |
| 4825000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | 3756713 | 0.1 |
| 2025000<sup>(1)</sup> | QatarEnergy Trading LLC, 3.300%, 07/12/2051 | 1500120 | 0.0 |
| 5250000<sup>(1)</sup> | Reliance Industries Ltd., 2.875%, 01/12/2032 | 4261249 | 0.1 |
| 5250000<sup>(1)</sup> | Reliance Industries Ltd., 3.625%, 01/12/2052 | 3455063 | 0.1 |
| 1971000 | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | 1856231 | 0.0 |
| 4352000 | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | 4273896 | 0.1 |
| 2136000<sup>(1)</sup> | Santos Finance Ltd., 3.649%, 04/29/2031 | 1699824 | 0.0 |
| 3835000 | Shell International Finance BV, 4.125%, 05/11/2035 | 3569677 | 0.1 |
| 985000 | Targa Resources Corp., 6.250%, 07/01/2052 | 934646 | 0.0 |
| 5206000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | 4707786 | 0.1 |
| 4282000 | TotalEnergies Capital International SA, 2.986%, 06/29/2041 | 3207384 | 0.1 |
| 9065000 | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 7469577 | 0.1 |
| 10875000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 10581680 | 0.2 |
| 2726000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 2484079 | 0.0 |
|  |  | **220537432** | **3.0** |
|  | **Financial: 8.4%** | **Financial: 8.4%** | **Financial: 8.4%** |
| 4863000<sup>(1),(3)</sup> | ABN AMRO Bank NV, 3.324%, 03/13/2037 | 3526601 | 0.1 |
| 600000<sup>(3)</sup> | ABN AMRO Bank NV, 4.400%, 03/27/2028 | 589326 | 0.0 |
| 335000 | Alleghany Corp., 3.250%, 08/15/2051 | 237314 | 0.0 |
| 3690000 | Alleghany Corp., 3.625%, 05/15/2030 | 3431307 | 0.1 |
| 123000 | Alleghany Corp., 4.900%, 09/15/2044 | 113344 | 0.0 |
| 4208000<sup>(3)</sup> | American Express Co., 4.420%, 08/03/2033 | 3987676 | 0.1 |
| 1746000 | American Homes 4 Rent L.P., 2.375%, 07/15/2031 | 1351291 | 0.0 |
| 2312000 | American Homes 4 Rent L.P., 3.625%, 04/15/2032 | 1950953 | 0.0 |
| 1551000 | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | 1143603 | 0.0 |
| 678000 | American International Group, Inc., 3.900%, 04/01/2026 | 657574 | 0.0 |
| 2537000 | American Tower Corp., 3.650%, 03/15/2027 | 2373287 | 0.0 |
| 2634000<sup>(1)</sup> | Antares Holdings L.P., 2.750%, 01/15/2027 | 2113319 | 0.0 |
| 2045000<sup>(1),(3)</sup> | ASB Bank Ltd., 5.284%, 06/17/2032 | 1933804 | 0.0 |
| 4433000 | Assurant, Inc., 3.700%, 02/22/2030 | 3763870 | 0.1 |
| 2188000 | Athene Holding Ltd., 6.650%, 02/01/2033 | 2170210 | 0.0 |
| 2293000 | AvalonBay Communities, Inc., 5.000%, 02/15/2033 | 2263520 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 2378000<sup>(1)</sup> | Aviation Capital Group LLC, 1.950%, 09/20/2026 | 2017471 | 0.0 |
| 1262000<sup>(1)</sup> | Aviation Capital Group LLC, 3.500%, 11/01/2027 | 1104264 | 0.0 |
| 1137000<sup>(1),(2)</sup> | Aviation Capital Group LLC, 3.875%, 05/01/2023 | 1127902 | 0.0 |
| 4559000<sup>(1)</sup> | Aviation Capital Group LLC, 5.500%, 12/15/2024 | 4481795 | 0.1 |
| 3170000<sup>(1)</sup> | Avolon Holdings Funding Ltd., 2.528%, 11/18/2027 | 2538435 | 0.0 |
| 2062000<sup>(1)</sup> | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | 1658424 | 0.0 |
| 4103000<sup>(1)</sup> | Avolon Holdings Funding Ltd., 4.250%, 04/15/2026 | 3724204 | 0.1 |
| 2200000<sup>(3)</sup> | Banco Bilbao Vizcaya Argentaria SA, 6.138%, 09/14/2028 | 2206429 | 0.0 |
| 3750000<sup>(1)</sup> | Banco Nacional de Panama, 2.500%, 08/11/2030 | 3012281 | 0.0 |
| 2000000 | Banco Nacional de Panama, 2.500%, 08/11/2030 | 1606550 | 0.0 |
| 4200000 | Banco Santander SA, 2.746%, 05/28/2025 | 3934473 | 0.1 |
| 3200000<sup>(3)</sup> | Banco Santander SA, 3.225%, 11/22/2032 | 2423756 | 0.0 |
| 3707000<sup>(1),(3)</sup> | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | 3520044 | 0.1 |
| 3975000 | Bank Hapoalim, 3.255%, 01/21/2032 | 3420408 | 0.1 |
| 7058000<sup>(3)</sup> | Bank of America Corp., 1.197%, 10/24/2026 | 6281827 | 0.1 |
| 8000000<sup>(3)</sup> | Bank of America Corp., 1.530%, 12/06/2025 | 7384103 | 0.1 |
| 7399000<sup>(3)</sup> | Bank of America Corp., 1.734%, 07/22/2027 | 6491483 | 0.1 |
| 1968000<sup>(3)</sup> | Bank of America Corp., 1.843%, 02/04/2025 | 1887688 | 0.0 |
| 1495000<sup>(3)</sup> | Bank of America Corp., 2.015%, 02/13/2026 | 1388874 | 0.0 |
| 4896000<sup>(3)</sup> | Bank of America Corp., 2.087%, 06/14/2029 | 4128582 | 0.1 |
| 4388000<sup>(3)</sup> | Bank of America Corp., 2.572%, 10/20/2032 | 3447572 | 0.1 |
| 3179000<sup>(3)</sup> | Bank of America Corp., 2.676%, 06/19/2041 | 2149961 | 0.0 |
| 5100000<sup>(3)</sup> | Bank of America Corp., 2.687%, 04/22/2032 | 4094203 | 0.1 |
| 4396000<sup>(3)</sup> | Bank of America Corp., 2.884%, 10/22/2030 | 3686786 | 0.1 |
| 3188000<sup>(3)</sup> | Bank of America Corp., 3.194%, 07/23/2030 | 2748530 | 0.0 |
| 980000<sup>(3)</sup> | Bank of America Corp., 3.550%, 03/05/2024 | 976379 | 0.0 |
| 1815000<sup>(3)</sup> | Bank of America Corp., 3.593%, 07/21/2028 | 1673736 | 0.0 |
| 3341000<sup>(3)</sup> | Bank of America Corp., 3.846%, 03/08/2037 | 2775136 | 0.0 |
| 1718000<sup>(3)</sup> | Bank of America Corp., 3.970%, 03/05/2029 | 1588272 | 0.0 |
| 998000<sup>(3)</sup> | Bank of America Corp., 4.083%, 03/20/2051 | 785839 | 0.0 |
| 8454000<sup>(3)</sup> | Bank of America Corp., 4.271%, 07/23/2029 | 7899315 | 0.1 |
| 4753000<sup>(3)</sup> | Bank of America Corp., 4.571%, 04/27/2033 | 4361017 | 0.1 |
| 10574000<sup>(3)</sup> | Bank of America Corp., 5.015%, 07/22/2033 | 10070095 | 0.1 |
| 2410000<sup>(3)</sup> | Bank of America Corp., 6.204%, 11/10/2028 | 2492587 | 0.0 |
| 3848000<sup>(3)</sup> | Bank of Montreal, 3.803%, 12/15/2032 | 3394447 | 0.1 |
| 5144000<sup>(3)</sup> | Bank of New York Mellon Corp./The, 5.834%, 10/25/2033 | 5348863 | 0.1 |
| 11239000<sup>(3)</sup> | Bank of Nova Scotia/The, 4.588%, 05/04/2037 | 9620095 | 0.1 |
| 2362000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028 | 1926855 | 0.0 |
| 1994000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | 1469693 | 0.0 |
| 4506000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | 2634776 | 0.0 |
| 3127000<sup>(1)</sup> | Blackstone Holdings Finance Co. LLC, 3.200%, 01/30/2052 | 2008199 | 0.0 |
| 5514000<sup>(1),(2)</sup> | Blackstone Holdings Finance Co. LLC, 6.200%, 04/22/2033 | 5575383 | 0.1 |
| 2233000 | Blackstone Private Credit Fund, 4.000%, 01/15/2029 | 1846244 | 0.0 |
| 2094000<sup>(1)</sup> | BPCE SA, 5.150%, 07/21/2024 | 2051090 | 0.0 |
| 7020000<sup>(1)</sup> | BPCE SA, 5.700%, 10/22/2023 | 6969336 | 0.1 |
| 3280000<sup>(3)</sup> | Capital One Financial Corp., 1.878%, 11/02/2027 | 2860832 | 0.0 |
| 2551000<sup>(3)</sup> | Capital One Financial Corp., 3.273%, 03/01/2030 | 2185961 | 0.0 |
| 2064000 | CBRE Services, Inc., 2.500%, 04/01/2031 | 1631769 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 7234000 | Chubb INA Holdings, Inc., 1.375%, 09/15/2030 | 5632035 | 0.1 |
| 1971000 | CI Financial Corp., 4.100%, 06/15/2051 | 1167968 | 0 |
| 2459000<sup>(3)</sup> | Citigroup, Inc., 1.462%, 06/09/2027 | 2135862 | 0 |
| 1520000<sup>(1)</sup> | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | 1116086 | 0 |
| 7178000<sup>(1)</sup> | Corebridge Financial, Inc., 3.850%, 04/05/2029 | 6552617 | 0.1 |
| 4480000<sup>(1)</sup> | Corebridge Financial, Inc., 3.900%, 04/05/2032 | 3924999 | 0.1 |
| 10013000<sup>(1),(3)</sup> | Corebridge Financial, Inc., 6.875%, 12/15/2052 | 9298978 | 0.1 |
| 2700000<sup>(1)</sup> | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | 2261669 | 0 |
| 2959000<sup>(1),(3)</sup> | Credit Agricole SA, 4.750%, 12/31/2199 | 2378792 | 0 |
| 4068000<sup>(1)</sup> | Credit Suisse AG, 6.500%, 08/08/2023 | 3948832 | 0.1 |
| 3116000 | Credit Suisse AG/New York NY, 1.250%, 08/07/2026 | 2524811 | 0 |
| 3808000 | Credit Suisse AG/New York NY, 5.000%, 07/09/2027 | 3476493 | 0.1 |
| 3222000<sup>(1),(3)</sup> | Credit Suisse Group AG, 2.193%, 06/05/2026 | 2754488 | 0 |
| 2566000 | Crown Castle, Inc., 2.900%, 03/15/2027 | 2337692 | 0 |
| 3580000 | CubeSmart L.P., 2.250%, 12/15/2028 | 2957156 | 0 |
| 4910000<sup>(1),(3)</sup> | Danske Bank A/S, 1.621%, 09/11/2026 | 4329025 | 0.1 |
| 2407000<sup>(1),(3)</sup> | Depository Trust & Clearing Corp./The, 3.375%, 12/31/2199 | 1907548 | 0 |
| 2897000 | Discover Bank, 4.250%, 03/13/2026 | 2758395 | 0 |
| 2404000<sup>(3)</sup> | Discover Bank, 4.682%, 08/09/2028 | 2307857 | 0 |
| 546000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 584901 | 0 |
| 95000<sup>(3)</sup> | Goldman Sachs Group, Inc./The, 3.210%, 04/22/2042 | 68793 | 0 |
| 1030000 | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | 1030246 | 0 |
| 8526000<sup>(1)</sup> | Hartford Financial Services Group, Inc./The, 6.731%, (US0003M + 2.125%), 02/12/2067 | 7158685 | 0.1 |
| 3779000<sup>(3)</sup> | HSBC Holdings PLC, 1.589%, 05/24/2027 | 3262663 | 0.1 |
| 2569000<sup>(3)</sup> | HSBC Holdings PLC, 1.645%, 04/18/2026 | 2320929 | 0 |
| 6500000<sup>(3)</sup> | HSBC Holdings PLC, 2.099%, 06/04/2026 | 5920651 | 0.1 |
| 6688000<sup>(3)</sup> | HSBC Holdings PLC, 2.206%, 08/17/2029 | 5409961 | 0.1 |
| 4759000<sup>(2),(3)</sup> | HSBC Holdings PLC, 2.633%, 11/07/2025 | 4472614 | 0.1 |
| 3307000<sup>(3)</sup> | HSBC Holdings PLC, 2.999%, 03/10/2026 | 3110852 | 0.1 |
| 5832000<sup>(3)</sup> | HSBC Holdings PLC, 4.041%, 03/13/2028 | 5382858 | 0.1 |
| 4085000 | HSBC Holdings PLC, 4.300%, 03/08/2026 | 3956007 | 0.1 |
| 4853000<sup>(3)</sup> | HSBC Holdings PLC, 4.600%, 12/31/2199 | 3787686 | 0.1 |
| 2092000<sup>(3)</sup> | HSBC Holdings PLC, 5.210%, 08/11/2028 | 2021654 | 0 |
| 4831000<sup>(3)</sup> | HSBC Holdings PLC, 6.000%, 12/31/2199 | 4446016 | 0.1 |
| 2610000<sup>(3)</sup> | HSBC Holdings PLC, 7.390%, 11/03/2028 | 2747620 | 0 |
| 7452000<sup>(1)</sup> | Intact Financial Corp., 5.459%, 09/22/2032 | 7375260 | 0.1 |
| 3483000 | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | 2428824 | 0 |
| 15087000 | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | 14472018 | 0.2 |
| 1115000<sup>(1)</sup> | Intesa Sanpaolo SpA, 7.000%, 11/21/2025 | 1138383 | 0 |
| 2609000<sup>(1),(3)</sup> | Intesa Sanpaolo SpA, 8.248%, 11/21/2033 | 2654227 | 0 |
| 7190000 | Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028 | 5958559 | 0.1 |
| 6236000<sup>(3)</sup> | JPMorgan Chase & Co., 0.969%, 06/23/2025 | 5816462 | 0.1 |
| 3479000<sup>(3)</sup> | JPMorgan Chase & Co., 1.040%, 02/04/2027 | 3030009 | 0 |
| 5019000<sup>(3)</sup> | JPMorgan Chase & Co., 1.470%, 09/22/2027 | 4351671 | 0.1 |
| 3798000<sup>(3)</sup> | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 3341534 | 0.1 |
| 4472000<sup>(3)</sup> | JPMorgan Chase & Co., 2.069%, 06/01/2029 | 3742730 | 0.1 |
| 3784000<sup>(3)</sup> | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 3314339 | 0.1 |
| 1361000<sup>(3)</sup> | JPMorgan Chase & Co., 2.301%, 10/15/2025 | 1283457 | 0 |
| 8021000<sup>(3)</sup> | JPMorgan Chase & Co., 2.545%, 11/08/2032 | 6360275 | 0.1 |
| 1531000<sup>(3)</sup> | JPMorgan Chase & Co., 2.595%, 02/24/2026 | 1440610 | 0 |
| 6475000<sup>(3)</sup> | JPMorgan Chase & Co., 2.947%, 02/24/2028 | 5866590 | 0.1 |
| 10000<sup>(3)</sup> | JPMorgan Chase & Co., 3.559%, 04/23/2024 | 9935 | 0 |
| 4270000<sup>(3)</sup> | JPMorgan Chase & Co., 3.797%, 07/23/2024 | 4228526 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 755000<sup>(3)</sup> | JPMorgan Chase & Co., 3.960%, 01/29/2027 | 720555 | 0.0 |
| 2222000<sup>(3)</sup> | JPMorgan Chase & Co., 3.964%, 11/15/2048 | 1743587 | 0.0 |
| 2485000<sup>(3)</sup> | JPMorgan Chase & Co., 4.452%, 12/05/2029 | 2339280 | 0.0 |
| 1785000<sup>(3)</sup> | JPMorgan Chase & Co., 4.912%, 07/25/2033 | 1704865 | 0.0 |
| 12243000<sup>(3)</sup> | JPMorgan Chase & Co., 5.717%, 09/14/2033 | 11986446 | 0.2 |
| 1287000 | Kite Realty Group L.P., 4.000%, 10/01/2026 | 1186701 | 0.0 |
| 4890000<sup>(1)</sup> | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | 3955179 | 0.1 |
| 1685000<sup>(1)</sup> | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | 1520479 | 0.0 |
| 7818000 | Main Street Capital Corp., 3.000%, 07/14/2026 | 6746701 | 0.1 |
| 4310000 | Main Street Capital Corp., 5.200%, 05/01/2024 | 4250524 | 0.1 |
| 3912000<sup>(3)</sup> | Morgan Stanley, 0.790%, 05/30/2025 | 3639031 | 0.1 |
| 3075000<sup>(3)</sup> | Morgan Stanley, 0.791%, 01/22/2025 | 2910340 | 0.0 |
| 17410000<sup>(3)</sup> | Morgan Stanley, 1.512%, 07/20/2027 | 15129428 | 0.2 |
| 3968000<sup>(3)</sup> | Morgan Stanley, 1.593%, 05/04/2027 | 3485472 | 0.1 |
| 5414000<sup>(3)</sup> | Morgan Stanley, 2.188%, 04/28/2026 | 5035687 | 0.1 |
| 6448000<sup>(3)</sup> | Morgan Stanley, 2.239%, 07/21/2032 | 4962310 | 0.1 |
| 2425000<sup>(3)</sup> | Morgan Stanley, 2.475%, 01/21/2028 | 2158128 | 0.0 |
| 2476000<sup>(3)</sup> | Morgan Stanley, 2.720%, 07/22/2025 | 2368573 | 0.0 |
| 1722000<sup>(3)</sup> | Morgan Stanley, 3.591%, 07/22/2028 | 1582215 | 0.0 |
| 1736000<sup>(3)</sup> | Morgan Stanley, 3.737%, 04/24/2024 | 1726836 | 0.0 |
| 2750000 | Morgan Stanley, 3.875%, 01/27/2026 | 2665218 | 0.0 |
| 3524000 | Morgan Stanley, 4.000%, 07/23/2025 | 3444593 | 0.1 |
| 2439000<sup>(3)</sup> | Morgan Stanley, 4.457%, 04/22/2039 | 2150688 | 0.0 |
| 9325000<sup>(3)</sup> | Morgan Stanley, 5.297%, 04/20/2037 | 8551821 | 0.1 |
| 2728000<sup>(3)</sup> | Morgan Stanley, 6.296%, 10/18/2028 | 2820964 | 0.0 |
| 20746000<sup>(3)</sup> | Morgan Stanley, 6.342%, 10/18/2033 | 21804116 | 0.3 |
| 5135000 | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | 3530690 | 0.1 |
| 4255000<sup>(2)</sup> | Navient Corp., 5.000%, 03/15/2027 | 3732329 | 0.1 |
| 9062000 | Northern Trust Corp., 6.125%, 11/02/2032 | 9584362 | 0.1 |
| 4918000<sup>(1)</sup> | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | 4164728 | 0.1 |
| 3056000 | Old Republic International Corp., 3.850%, 06/11/2051 | 2108851 | 0.0 |
| 7000000 | ORIX Corp., 3.250%, 12/04/2024 | 6746591 | 0.1 |
| 10732000<sup>(3)</sup> | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | 9300986 | 0.1 |
| 2118000 | Piedmont Operating Partnership L.P., 2.750%, 04/01/2032 | 1487657 | 0.0 |
| 1580000 | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | 1553045 | 0.0 |
| 1800000 | Prologis L.P., 2.250%, 01/15/2032 | 1431447 | 0.0 |
| 1747000 | Public Storage, 1.950%, 11/09/2028 | 1493583 | 0.0 |
| 726000 | Realty Income Corp., 3.950%, 08/15/2027 | 693333 | 0.0 |
| 2498000 | Realty Income Corp., 4.875%, 06/01/2026 | 2487427 | 0.0 |
| 1250000 | Retail Opportunity Investments Partnership L.P., 5.000%, 12/15/2023 | 1236452 | 0.0 |
| 5055000<sup>(1)</sup> | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc., 3.875%, 03/01/2031 | 3870363 | 0.1 |
| 1792000 | Sabra Health Care L.P., 3.200%, 12/01/2031 | 1337463 | 0.0 |
| 3082000<sup>(3)</sup> | Santander UK Group Holdings PLC, 2.469%, 01/11/2028 | 2635983 | 0.0 |
| 972000 | Simon Property Group L.P., 1.750%, 02/01/2028 | 828829 | 0.0 |
| 1050000 | Simon Property Group L.P., 2.450%, 09/13/2029 | 878831 | 0.0 |
| 3437000 | Sun Communities Operating L.P., 4.200%, 04/15/2032 | 3036499 | 0.0 |
| 1384000<sup>(3)</sup> | Truist Financial Corp., 1.267%, 03/02/2027 | 1227761 | 0.0 |
| 3180000 | UBS AG, 5.125%, 05/15/2024 | 3145475 | 0.1 |
| 3853000<sup>(1),(3)</sup> | UBS Group AG, 1.364%, 01/30/2027 | 3378403 | 0.1 |
| 1375000<sup>(1),(3)</sup> | UBS Group AG, 1.494%, 08/10/2027 | 1184682 | 0.0 |
| 1905000<sup>(1),(3)</sup> | UBS Group AG, 2.095%, 02/11/2032 | 1438558 | 0.0 |
| 1257000<sup>(1),(3)</sup> | UBS Group AG, 2.746%, 02/11/2033 | 974605 | 0.0 |
| 4328000<sup>(1),(3)</sup> | UBS Group AG, 3.179%, 02/11/2043 | 2988536 | 0.0 |
| 1999000<sup>(1),(3)</sup> | UBS Group AG, 4.751%, 05/12/2028 | 1916085 | 0.0 |
| 5064000<sup>(3)</sup> | US Bancorp, 5.850%, 10/21/2033 | 5273511 | 0.1 |
| 1005000 | Ventas Realty L.P., 5.700%, 09/30/2043 | 920131 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 3819000 | Visa, Inc., 4.150%, 12/14/2035 | 3622015 | 0.1 |
| 964000 | Visa, Inc., 4.300%, 12/14/2045 | 885177 | 0.0 |
| 2994000<sup>(3)</sup> | Wells Fargo & Co., 2.164%, 02/11/2026 | 2793449 | 0.0 |
| 3932000<sup>(3)</sup> | Wells Fargo & Co., 2.188%, 04/30/2026 | 3662734 | 0.1 |
| 5017000<sup>(3)</sup> | Wells Fargo & Co., 2.393%, 06/02/2028 | 4435514 | 0.1 |
| 13580000<sup>(3)</sup> | Wells Fargo & Co., 2.406%, 10/30/2025 | 12851656 | 0.2 |
| 1564000<sup>(3)</sup> | Wells Fargo & Co., 3.068%, 04/30/2041 | 1121368 | 0.0 |
| 2000000 | XLIT Ltd., 5.250%, 12/15/2043 | 1961561 | 0.0 |
| 2409000 | XLIT Ltd., 5.500%, 03/31/2045 | 2287772 | 0.0 |
|  |  | **629283990** | **8.4** |
|  | **Industrial: 1.8%** | **Industrial: 1.8%** | **Industrial: 1.8%** |
| 2571000 | Avnet, Inc., 5.500%, 06/01/2032 | 2381347 | 0.0 |
| 3482000 | Berry Global, Inc., 0.950%, 02/15/2024 | 3300368 | 0.0 |
| 4500000 | Berry Global, Inc., 1.650%, 01/15/2027 | 3854825 | 0.1 |
| 3395000 | Boeing Co/The, 3.250%, 02/01/2028 | 3089006 | 0.0 |
| 3884000 | Boeing Co/The, 3.250%, 02/01/2035 | 2965435 | 0.0 |
| 1177000<sup>(2)</sup> | Boeing Co/The, 3.625%, 02/01/2031 | 1034181 | 0.0 |
| 791000 | Boeing Co/The, 3.850%, 11/01/2048 | 546447 | 0.0 |
| 3324000 | Boeing Co/The, 4.875%, 05/01/2025 | 3301539 | 0.0 |
| 3715000 | Boeing Co/The, 5.150%, 05/01/2030 | 3633611 | 0.1 |
| 1621000 | Boeing Co/The, 5.805%, 05/01/2050 | 1511211 | 0.0 |
| 4195000<sup>(1)</sup> | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 3723939 | 0.1 |
| 1834000 | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | 1498400 | 0.0 |
| 1165000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 1048233 | 0.0 |
| 7070000 | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | 6321221 | 0.1 |
| 2728000 | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | 2676218 | 0.0 |
| 4300000<sup>(1)</sup> | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 3774704 | 0.1 |
| 3635000 | CSX Corp., 4.500%, 11/15/2052 | 3175857 | 0.0 |
| 719000 | CSX Corp., 4.500%, 08/01/2054 | 616964 | 0.0 |
| 2748000 | CSX Corp., 4.650%, 03/01/2068 | 2332589 | 0.0 |
| 983000 | FedEx Corp., 3.900%, 02/01/2035 | 838940 | 0.0 |
| 1651000 | FedEx Corp., 4.400%, 01/15/2047 | 1324132 | 0.0 |
| 2685416 | FedEx Corp. 2020-1 Class AA Pass Through Trust, 1.875%, 08/20/2035 | 2208764 | 0.0 |
| 2396000 | John Deere Capital Corp., 3.350%, 04/18/2029 | 2219231 | 0.0 |
| 2383000 | John Deere Capital Corp., 4.350%, 09/15/2032 | 2322502 | 0.0 |
| 2390000<sup>(1)</sup> | Komatsu Finance America, Inc., 5.499%, 10/06/2027 | 2436011 | 0.0 |
| 3142000 | Lockheed Martin Corp., 5.700%, 11/15/2054 | 3312650 | 0.1 |
| 1470000 | Lockheed Martin Corp., 5.900%, 11/15/2063 | 1588811 | 0.0 |
| 12925000<sup>(1)</sup> | Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027 | 11728912 | 0.2 |
| 1224000 | Norfolk Southern Corp., 4.100%, 05/15/2121 | 852500 | 0.0 |
| 3618000<sup>(1)</sup> | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | 3187072 | 0.0 |
| 4922000<sup>(1)</sup> | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | 4311570 | 0.1 |
| 211000 | Raytheon Technologies Corp., 3.650%, 08/16/2023 | 209254 | 0.0 |
| 3933000 | Raytheon Technologies Corp., 4.450%, 11/16/2038 | 3588900 | 0.1 |
| 7750000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 7006012 | 0.1 |
| 3235000<sup>(1)</sup> | Sealed Air Corp., 1.573%, 10/15/2026 | 2797598 | 0.0 |
| 4575000<sup>(1),(2)</sup> | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 3770601 | 0.1 |
| 4058000 | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 3761269 | 0.1 |
| 4197000<sup>(1),(2)</sup> | SMBC Aviation Capital Finance DAC, 1.900%, 10/15/2026 | 3577823 | 0.1 |
| 4925000<sup>(1)</sup> | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | 4023772 | 0.1 |
| 3965000<sup>(1)</sup> | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 3698552 | 0.1 |
| 5745000<sup>(1)</sup> | TTX Co., 3.600%, 01/15/2025 | 5543060 | 0.1 |
| 2933000<sup>(1)</sup> | TTX Co., 5.650%, 12/01/2052 | 2965154 | 0.0 |
| 6080000 | Union Pacific Corp., 3.500%, 02/14/2053 | 4596936 | 0.1 |
| 1956000 | Union Pacific Corp., 5.150%, 01/20/2063 | 1892086 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 2725000 | Waste Connections, Inc., 4.200%, 01/15/2033 | 2539303 | 0.0 |
|  |  | **137087510** | **1.8** |
|  | **Technology: 2.0%** | **Technology: 2.0%** | **Technology: 2.0%** |
| 8143000 | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | 7590289 | 0.1 |
| 7089000 | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | 6267428 | 0.1 |
| 5817000 | Apple, Inc., 2.650%, 02/08/2051 | 3864141 | 0.1 |
| 1937000 | Apple, Inc., 2.850%, 08/05/2061 | 1255622 | 0.0 |
| 2003000<sup>(2)</sup> | Apple, Inc., 3.350%, 08/08/2032 | 1824383 | 0.0 |
| 1040000 | Apple, Inc., 3.450%, 02/09/2045 | 840967 | 0.0 |
| 3576000 | Apple, Inc., 3.750%, 09/12/2047 | 2988764 | 0.0 |
| 9957000 | Apple, Inc., 3.950%, 08/08/2052 | 8518074 | 0.1 |
| 1755000 | Apple, Inc., 4.100%, 08/08/2062 | 1469587 | 0.0 |
| 3518000<sup>(1)</sup> | Broadcom, Inc., 4.926%, 05/15/2037 | 3081616 | 0.1 |
| 2143000 | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 2188828 | 0.0 |
| 7861000<sup>(2)</sup> | HP, Inc., 2.650%, 06/17/2031 | 6142990 | 0.1 |
| 1084000 | HP, Inc., 4.000%, 04/15/2029 | 991713 | 0.0 |
| 2466000 | HP, Inc., 4.750%, 01/15/2028 | 2397000 | 0.0 |
| 1915000 | Intel Corp., 3.100%, 02/15/2060 | 1188997 | 0.0 |
| 5003000 | Intel Corp., 3.250%, 11/15/2049 | 3427119 | 0.1 |
| 2043000 | Intel Corp., 5.050%, 08/05/2062 | 1804083 | 0.0 |
| 2322000 | International Business Machines Corp., 3.500%, 05/15/2029 | 2139465 | 0.0 |
| 3639000<sup>(2)</sup> | International Business Machines Corp., 4.400%, 07/27/2032 | 3482973 | 0.1 |
| 3603000 | International Business Machines Corp., 4.900%, 07/27/2052 | 3294918 | 0.1 |
| 5627000 | KLA Corp., 4.950%, 07/15/2052 | 5258761 | 0.1 |
| 2819000 | KLA Corp., 5.250%, 07/15/2062 | 2725403 | 0.0 |
| 2708000 | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | 2212672 | 0.0 |
| 6028000 | Kyndryl Holdings, Inc., 2.700%, 10/15/2028 | 4533386 | 0.1 |
| 1836000 | Kyndryl Holdings, Inc., 3.150%, 10/15/2031 | 1227297 | 0.0 |
| 5223000 | Microchip Technology, Inc., 2.670%, 09/01/2023 | 5126988 | 0.1 |
| 7542000 | Microsoft Corp., 2.921%, 03/17/2052 | 5374976 | 0.1 |
| 4533000 | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | 4512644 | 0.1 |
| 1628000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | 1020596 | 0.0 |
| 1900000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | 1646197 | 0.0 |
| 4775000<sup>(1)</sup> | Open Text Holdings, Inc., 4.125%, 12/01/2031 | 3718486 | 0.1 |
| 6520000 | Oracle Corp., 2.300%, 03/25/2028 | 5658767 | 0.1 |
| 640000 | Oracle Corp., 3.600%, 04/01/2050 | 433568 | 0.0 |
| 2948000 | Oracle Corp., 3.650%, 03/25/2041 | 2187299 | 0.0 |
| 4921000 | Oracle Corp., 3.800%, 11/15/2037 | 3913823 | 0.1 |
| 297000 | Oracle Corp., 3.850%, 07/15/2036 | 243879 | 0.0 |
| 1387000 | Oracle Corp., 3.950%, 03/25/2051 | 994231 | 0.0 |
| 4109000 | Oracle Corp., 4.000%, 11/15/2047 | 3020756 | 0.0 |
| 2979000 | Oracle Corp., 6.150%, 11/09/2029 | 3099151 | 0.1 |
| 2022000 | Oracle Corp., 6.900%, 11/09/2052 | 2174995 | 0.0 |
| 715000<sup>(2)</sup> | QUALCOMM, Inc., 5.400%, 05/20/2033 | 746828 | 0.0 |
| 5810000 | QUALCOMM, Inc., 6.000%, 05/20/2053 | 6207572 | 0.1 |
| 1885000<sup>(1)</sup> | Renesas Electronics Corp., 2.170%, 11/25/2026 | 1618039 | 0.0 |
| 2498000 | Roper Technologies, Inc., 1.400%, 09/15/2027 | 2117117 | 0.0 |
| 3601000 | Salesforce, Inc., 2.700%, 07/15/2041 | 2584651 | 0.0 |
| 2799900<sup>(1)</sup> | Seagate HDD Cayman, 9.625%, 12/01/2032 | 3074696 | 0.1 |
| 2305000 | Texas Instruments, Inc., 3.650%, 08/16/2032 | 2144107 | 0.0 |
| 3026000 | Texas Instruments, Inc., 4.100%, 08/16/2052 | 2704639 | 0.0 |
| 2496000 | VMware, Inc., 1.400%, 08/15/2026 | 2179055 | 0.0 |
|  |  | **147219536** | **2.0** |
|  | **Utilities: 4.0%** | **Utilities: 4.0%** | **Utilities: 4.0%** |
| 3671000<sup>(1)</sup> | AEP Texas, Inc., 3.850%, 10/01/2025 | 3529755 | 0.1 |
| 2870000 | AES Corp./The, 1.375%, 01/15/2026 | 2551611 | 0.0 |
| 2714000<sup>(1)</sup> | AES Corp./The, 3.950%, 07/15/2030 | 2406232 | 0.0 |
| 2273000 | Alabama Power Co., 3.450%, 10/01/2049 | 1648194 | 0.0 |
| 10755000<sup>(1)</sup> | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | 10682533 | 0.2 |
| 1956000 | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 1322657 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 3377000<sup>(3)</sup> | American Electric Power Co., Inc., 3.875%, 02/15/2062 | 2635010 | 0.0 |
| 2784000<sup>(1)</sup> | American Transmission Systems, Inc., 2.650%, 01/15/2032 | 2292144 | 0.0 |
| 4130000<sup>(1)</sup> | American Transmission Systems, Inc., 5.000%, 09/01/2044 | 3771858 | 0.1 |
| 1844000 | Appalachian Power Co., 3.700%, 05/01/2050 | 1351661 | 0.0 |
| 9776000 | Avangrid, Inc., 3.200%, 04/15/2025 | 9350700 | 0.1 |
| 3010000 | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | 2445930 | 0.0 |
| 2237000 | Black Hills Corp., 3.050%, 10/15/2029 | 1902555 | 0.0 |
| 1720000 | Black Hills Corp., 4.250%, 11/30/2023 | 1710941 | 0.0 |
| 1893000 | Black Hills Corp., 4.350%, 05/01/2033 | 1671188 | 0.0 |
| 566000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | 449163 | 0.0 |
| 2166000<sup>(1)</sup> | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 1977471 | 0.0 |
| 1593000<sup>(3)</sup> | CMS Energy Corp., 3.750%, 12/01/2050 | 1203616 | 0.0 |
| 7338000<sup>(3)</sup> | CMS Energy Corp., 4.750%, 06/01/2050 | 6365416 | 0.1 |
| 731000 | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | 720628 | 0.0 |
| 6192000<sup>(3)</sup> | Dominion Energy, Inc., 4.350%, 12/31/2199 | 5231828 | 0.1 |
| 3456000<sup>(3)</sup> | Dominion Energy, Inc., 4.650%, 12/31/2199 | 3041280 | 0.1 |
| 4603000 | Dominion Energy, Inc., 5.375%, 11/15/2032 | 4576866 | 0.1 |
| 1295000 | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | 1084267 | 0.0 |
| 1542000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 1180529 | 0.0 |
| 587000 | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | 458262 | 0.0 |
| 2357000 | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | 1960470 | 0.0 |
| 70000 | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | 60728 | 0.0 |
| 735000<sup>(3)</sup> | Duke Energy Corp., 4.875%, 12/31/2199 | 672525 | 0.0 |
| 4024000 | Duke Energy Florida LLC, 2.400%, 12/15/2031 | 3296732 | 0.1 |
| 660000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 556537 | 0.0 |
| 1758000 | Duke Energy Florida LLC, 5.950%, 11/15/2052 | 1882234 | 0.0 |
| 1834000 | Duke Energy Indiana LLC, 2.750%, 04/01/2050 | 1159348 | 0.0 |
| 1662000 | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | 1360347 | 0.0 |
| 2488000 | Duke Energy Ohio, Inc., 3.700%, 06/15/2046 | 1844042 | 0.0 |
| 3413000 | Duke Energy Progress LLC, 3.700%, 10/15/2046 | 2600418 | 0.0 |
| 3699000 | Duke Energy Progress LLC, 4.100%, 05/15/2042 | 3121276 | 0.1 |
| 104000 | Duke Energy Progress LLC, 4.100%, 03/15/2043 | 87579 | 0.0 |
| 2505000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 2108199 | 0.0 |
| 1645000<sup>(1)</sup> | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | 1307223 | 0.0 |
| 861000<sup>(1)</sup> | Enel Finance America LLC, 7.100%, 10/14/2027 | 891800 | 0.0 |
| 2801000<sup>(1)</sup> | Enel Finance International NV, 7.500%, 10/14/2032 | 2968461 | 0.1 |
| 2487000<sup>(1)</sup> | Enel Finance International NV, 7.750%, 10/14/2052 | 2670202 | 0.0 |
| 2695000 | Entergy Arkansas LLC, 2.650%, 06/15/2051 | 1636688 | 0.0 |
| 706000 | Entergy Arkansas LLC, 3.350%, 06/15/2052 | 493826 | 0.0 |
| 2090000 | Entergy Arkansas LLC, 4.200%, 04/01/2049 | 1721082 | 0.0 |
| 4202000 | Entergy Corp., 0.900%, 09/15/2025 | 3745999 | 0.1 |
| 2722000 | Entergy Corp., 2.400%, 06/15/2031 | 2168708 | 0.0 |
| 1286000 | Entergy Corp., 2.800%, 06/15/2030 | 1089169 | 0.0 |
| 3667000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 2997348 | 0.1 |
| 2172000 | Entergy Texas, Inc., 4.000%, 03/30/2029 | 2053762 | 0.0 |
| 2642000 | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | 1839195 | 0.0 |
| 2216000 | Evergy Metro, Inc., 2.250%, 06/01/2030 | 1828668 | 0.0 |
| 2943000 | Eversource Energy, 0.800%, 08/15/2025 | 2639922 | 0.0 |
| 2750000 | Eversource Energy, 1.400%, 08/15/2026 | 2416695 | 0.0 |
| 4991000 | Eversource Energy, 2.900%, 03/01/2027 | 4602578 | 0.1 |
| 1725000 | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 1602415 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 3055000 | Georgia Power Co., 2.200%, 09/15/2024 | 2915322 | 0.1 |
| 2124000 | Georgia Power Co., 5.750%, 04/15/2023 | 2131102 | 0.0 |
| 898000 | Inkia Energy Ltd., 5.875%, 11/09/2027 | 849876 | 0.0 |
| 4400000 | Interstate Power and Light Co., 3.250%, 12/01/2024 | 4247577 | 0.1 |
| 2383000 | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | 2122586 | 0.0 |
| 1087000<sup>(1)</sup> | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | 880657 | 0.0 |
| 3199000<sup>(1)</sup> | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | 3093382 | 0.1 |
| 1950000<sup>(1)</sup> | Metropolitan Edison Co., 3.500%, 03/15/2023 | 1943783 | 0.0 |
| 500000 | MidAmerican Energy Co., 4.400%, 10/15/2044 | 444115 | 0.0 |
| 4552000 | Mississippi Power Co., 4.250%, 03/15/2042 | 3711410 | 0.1 |
| 271000 | Mississippi Power Co., 4.750%, 10/15/2041 | 221299 | 0.0 |
| 2460000<sup>(1)</sup> | Monongahela Power Co., 3.550%, 05/15/2027 | 2315895 | 0.0 |
| 2983000<sup>(1)</sup> | Narragansett Electric Co/The, 3.395%, 04/09/2030 | 2672221 | 0.0 |
| 4763000 | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | 3976741 | 0.1 |
| 3798000 | National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032 | 3134580 | 0.1 |
| 3701000 | National Rural Utilities Cooperative Finance Corp., 4.150%, 12/15/2032 | 3428940 | 0.1 |
| 2880000<sup>(3)</sup> | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | 2671344 | 0.0 |
| 1576000 | National Rural Utilities Cooperative Finance Corp., 5.800%, 01/15/2033 | 1649894 | 0.0 |
| 8110000 | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | 7189194 | 0.1 |
| 2635000 | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | 2254393 | 0.0 |
| 1857000 | NextEra Energy Capital Holdings, Inc., 2.440%, 01/15/2032 | 1503331 | 0.0 |
| 5461000<sup>(3)</sup> | NextEra Energy Capital Holdings, Inc., 3.800%, 03/15/2082 | 4456829 | 0.1 |
| 3711000 | NextEra Energy Capital Holdings, Inc., 4.255%, 09/01/2024 | 3663049 | 0.1 |
| 4000000 | NiSource, Inc., 0.950%, 08/15/2025 | 3609778 | 0.1 |
| 1453000 | NiSource, Inc., 5.950%, 06/15/2041 | 1476379 | 0.0 |
| 1684000 | NSTAR Electric Co., 1.950%, 08/15/2031 | 1343615 | 0.0 |
| 2418000 | Oglethorpe Power Corp., 3.750%, 08/01/2050 | 1745287 | 0.0 |
| 3812000<sup>(1)</sup> | Oncor Electric Delivery Co. LLC, 4.550%, 09/15/2032 | 3744099 | 0.1 |
| 2827000 | ONE Gas, Inc., 1.100%, 03/11/2024 | 2712019 | 0.0 |
| 1861000 | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 1301571 | 0.0 |
| 4188000 | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 2984799 | 0.1 |
| 2484000 | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 1857858 | 0.0 |
| 5727000 | PacifiCorp, 5.350%, 12/01/2053 | 5703569 | 0.1 |
| 459000 | PECO Energy Co., 3.700%, 09/15/2047 | 361020 | 0.0 |
| 715000 | PECO Energy Co., 4.150%, 10/01/2044 | 611134 | 0.0 |
| 750000<sup>(1)</sup> | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | 725242 | 0.0 |
| 2675000 | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 2653854 | 0.0 |
| 4500000<sup>(1)</sup> | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 4464428 | 0.1 |
| 2889000 | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | 2592037 | 0.0 |
| 1749000 | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | 1360047 | 0.0 |
| 6396000 | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | 5127941 | 0.1 |
| 3163000 | Sempra Energy, 3.800%, 02/01/2038 | 2605613 | 0.0 |
| 6575000<sup>(3)</sup> | Sempra Energy, 4.125%, 04/01/2052 | 5123533 | 0.1 |
| 3344000<sup>(3)</sup> | Sempra Energy, 4.875%, 12/31/2199 | 3100490 | 0.1 |
| 5837000 | South Jersey Industries, Inc., 5.020%, 04/15/2031 | 4549636 | 0.1 |
| 1440000<sup>(2)</sup> | Southern California Edison Co., 3.650%, 02/01/2050 | 1058369 | 0.0 |
| 813000 | Southern California Edison Co., 4.050%, 03/15/2042 | 650299 | 0.0 |
| 4457000<sup>(3)</sup> | Southern Co/The, 3.750%, 09/15/2051 | 3609953 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 4975000<sup>(3)</sup> | Southern Co/The, 4.000%, 01/15/2051 | 4539688 | 0.1 |
| 3430000 | Southern Co/The, 5.113%, 08/01/2027 | 3423027 | 0.1 |
| 945000 | Southwest Gas Corp., 4.050%, 03/15/2032 | 832355 | 0 |
| 4444000 | Southwestern Electric Power Co., 1.650%, 03/15/2026 | 3979676 | 0.1 |
| 1709000 | Tampa Electric Co., 4.350%, 05/15/2044 | 1425134 | 0 |
| 3186000 | Tucson Electric Power Co., 1.500%, 08/01/2030 | 2445136 | 0 |
| 2260000 | Union Electric Co., 3.900%, 09/15/2042 | 1860671 | 0 |
| 3426000 | Virginia Electric and Power Co., 3.800%, 09/15/2047 | 2635771 | 0 |
| 3934000<sup>(1)</sup> | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | 3868302 | 0.1 |
| 2086000 | Washington Gas Light Co., 3.650%, 09/15/2049 | 1524192 | 0 |
| 4673000 | WEC Energy Group, Inc., 1.375%, 10/15/2027 | 3971427 | 0.1 |
| 2748000 | WEC Energy Group, Inc., 2.200%, 12/15/2028 | 2331608 | 0 |
| 927000 | WEC Energy Group, Inc., 5.000%, 09/27/2025 | 927758 | 0 |
| 1297000 | WEC Energy Group, Inc., 5.150%, 10/01/2027 | 1313234 | 0 |
| 1500000 | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | 1280123 | 0 |
| 3590000 | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | 2733964 | 0 |
|  |  | **300588627** | **4.0** |
|  | Total Corporate Bonds/Notes |  |  |
|  | (Cost $2,515,925,786) | **2199980203** | **29.5** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS: 16.2%** | **COLLATERALIZED MORTGAGE OBLIGATIONS: 16.2%** | **COLLATERALIZED MORTGAGE OBLIGATIONS: 16.2%** |  |
| 1556964 | Alternative Loan Trust 2004-J7 MI, 4.179%, (US0001M + 1.020%), 10/25/2034 | 1550432 | 0 |
| 433782 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | 307958 | 0 |
| 522342 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 439377 | 0 |
| 1028597 | Alternative Loan Trust 2005-J2 1A12, 4.789%, (US0001M + 0.400%), 04/25/2035 | 806001 | 0 |
| 626258 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 319073 | 0 |
| 120911 | Alternative Loan Trust 2006-18CB A10, 4.789%, (US0001M + 0.400%), 07/25/2036 | 53190 | 0 |
| 721428 | Alternative Loan Trust 2006-19CB A28, 4.989%, (US0001M + 0.600%), 08/25/2036 | 377956 | 0 |
| 863637 | Alternative Loan Trust 2007-23CB A3, 4.889%, (US0001M + 0.500%), 09/25/2037 | 391611 | 0 |
| 1934072 | Alternative Loan Trust 2007-2CB 2A1, 4.989%, (US0001M + 0.600%), 03/25/2037 | 912926 | 0 |
| 834676 | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | 421782 | 0 |
| 756427 | Alternative Loan Trust 2007-8CB A3, 4.889%, (US0001M + 0.500%), 05/25/2037 | 376049 | 0 |
| 1471242 | American Home Mortgage Assets Trust 2007-4 A4, 4.596%, (US0001M + 0.290%), 08/25/2037 | 1295922 | 0 |
| 758351<sup>(1),(3)</sup> | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | 698157 | 0 |
| 548589 | Banc of America Funding 2007-2 1A16 Trust, 4.989%, (US0001M + 0.600%), 03/25/2037 | 416056 | 0 |
| 665323<sup>(4)</sup> | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | 65596 | 0 |
| 2764451<sup>(1)</sup> | Bayview MSR Opportunity Master Fund Trust 2022-2 AF, 4.371%, (SOFR30A + 0.850%), 12/25/2051 | 2533684 | 0.1 |
| 773221<sup>(3)</sup> | Bear Stearns ALT-A Trust 2005-4 23A1, 3.115%, 05/25/2035 | 719081 | 0 |
| 992704<sup>(3)</sup> | Bear Stearns ALT-A Trust 2005-7 21A1, 3.899%, 09/25/2035 | 808130 | 0 |
| 2148954 | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 4.579%, (US0001M + 0.190%), 01/25/2037 | 1828561 | 0 |
| 2000000<sup>(1)</sup> | Bellemeade Re 2019-1A M2 Ltd., 7.089%, (US0001M + 2.700%), 03/25/2029 | 1986420 | 0 |
| 13147000<sup>(1)</sup> | Bellemeade RE 2021-3 A M1C Ltd., 5.478%, (SOFR30A + 1.550%), 09/25/2031 | 11791843 | 0.2 |
| 1000000<sup>(1)</sup> | Bellemeade Re 2022-1 M1C Ltd., 7.628%, (SOFR30A + 3.700%), 01/26/2032 | 838383 | 0 |
| 1794401<sup>(1),(3)</sup> | Chase Mortgage Finance Corp. 2019-1 B2, 3.899%, 03/25/2050 | 1461740 | 0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 2097437 | Chase Mortgage Finance Corp. 2019-1 B3, 3.899%, 03/25/2050 | 1596130 | 0.0 |
| 1024899<sup>(3)</sup> | CHL Mortgage Pass-Through Trust 2004-22 A3, 3.793%, 11/25/2034 | 926166 | 0.0 |
| 467017 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 252514 | 0.0 |
| 804897<sup>(1),(3)</sup> | CHNGE Mortgage Trust 2022-1 A1, 3.007%, 01/25/2067 | 717125 | 0.0 |
| 123709<sup>(1),(3)</sup> | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | 116231 | 0.0 |
| 267976<sup>(1),(3)</sup> | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | 244072 | 0.0 |
| 2782495<sup>(1),(3)</sup> | CIM Trust 2019-J2 B2, 3.766%, 10/25/2049 | 2303756 | 0.0 |
| 927499<sup>(1),(3)</sup> | CIM Trust 2019-J2 B3, 3.766%, 10/25/2049 | 765502 | 0.0 |
| 2600000<sup>(1),(3)</sup> | CIM Trust 2019-R5 M2, 3.250%, 09/25/2059 | 2262395 | 0.0 |
| 3114635<sup>(1),(3)</sup> | CIM Trust 2020-J1 B3, 3.444%, 07/25/2050 | 2402540 | 0.0 |
| 736851 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | 645657 | 0.0 |
| 647824<sup>(3)</sup> | Citigroup Mortgage Loan Trust 2006-AR9 2A, 4.070%, 11/25/2036 | 546921 | 0.0 |
| 299247<sup>(3)</sup> | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.871%, 09/25/2037 | 257454 | 0.0 |
| 851631<sup>(1),(3)</sup> | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 804037 | 0.0 |
| 1345783<sup>(1),(3)</sup> | Citigroup Mortgage Loan Trust 2021-J2 B2W, 2.772%, 07/25/2051 | 976464 | 0.0 |
| 1512568<sup>(1),(3)</sup> | Citigroup Mortgage Loan Trust 2021-J2 B3W, 2.772%, 07/25/2051 | 1033900 | 0.0 |
| 4578457<sup>(1)</sup> | Connecticut Avenue Securities Trust 2020-R02 2B1, 7.389%, (US0001M + 3.000%), 01/25/2040 | 4127840 | 0.1 |
| 2171300<sup>(1)</sup> | Connecticut Avenue Securities Trust 2020-R02 2M2, 6.389%, (US0001M + 2.000%), 01/25/2040 | 2139781 | 0.0 |
| 4800000<sup>(1)</sup> | Connecticut Avenue Securities Trust 2021-R01 1B1, 7.028%, (SOFR30A + 3.100%), 10/25/2041 | 4524275 | 0.1 |
| 2000000<sup>(1)</sup> | Connecticut Avenue Securities Trust 2021-R03 1B1, 6.678%, (SOFR30A + 2.750%), 12/25/2041 | 1850692 | 0.0 |
| 13600000<sup>(1)</sup> | Connecticut Avenue Securities Trust 2022-R01 1B1, 7.078%, (SOFR30A + 3.150%), 12/25/2041 | 12803772 | 0.2 |
| 4440000<sup>(1)</sup> | Connecticut Avenue Securities Trust 2022-R02 2B1, 8.428%, (SOFR30A + 4.500%), 01/25/2042 | 4215588 | 0.1 |
| 3250000<sup>(1)</sup> | Connecticut Avenue Securities Trust 2022-R08 1B1, 9.528%, (SOFR30A + 5.600%), 07/25/2042 | 3287455 | 0.1 |
| 403726 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 4.889%, (US0001M + 0.500%), 11/25/2035 | 207851 | 0.0 |
| 715633<sup>(1)</sup> | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | 592104 | 0.0 |
| 768443<sup>(1),(3)</sup> | CSMC Trust 2015-2 B3, 3.888%, 02/25/2045 | 658349 | 0.0 |
| 54414173<sup>(3),(4)</sup> | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 0.778%, 04/25/2037 | 2013267 | 0.0 |
| 5000000<sup>(1)</sup> | Eagle RE 2021-2 M1C Ltd., 7.378%, (SOFR30A + 3.450%), 04/25/2034 | 4921147 | 0.1 |
| 800000<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 8.039%, (US0001M + 3.650%), 02/25/2040 | 791720 | 0.0 |
| 2287155<sup>(4)</sup> | Fannie Mae 2008-12 SC, 1.961%, (-1.000\*US0001M + 6.350%), 03/25/2038 | 181522 | 0.0 |
| 8482279 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 8300316 | 0.1 |
| 409875 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 372403 | 0.0 |
| 5919751 | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | 5563021 | 0.1 |
| 1364768 | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | 1264089 | 0.0 |
| 1753067 | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | 1691328 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 14814450<sup>(4)</sup> | Fannie Mae 2016-82 SD, 1.661%, (-1.000\*US0001M + 6.050%), 11/25/2046 | 1227259 | 0.0 |
| 424963 | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | 416938 | 0.0 |
| 9210619<sup>(4)</sup> | Fannie Mae 2018-86 US, 2.201%, (-1.000\*US0001M + 6.590%), 09/25/2040 | 989379 | 0.0 |
| 1839226 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 8.389%, (US0001M + 4.000%), 05/25/2025 | 1849864 | 0.0 |
| 707688 | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 8.689%, (US0001M + 4.300%), 02/25/2025 | 720431 | 0.0 |
| 224752 | Fannie Mae Connecticut Avenue Securities 2016-C01 2M2, 11.339%, (US0001M + 6.950%), 08/25/2028 | 238881 | 0.0 |
| 203539<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 6.689%, (US0001M + 2.300%), 08/25/2031 | 203309 | 0.0 |
| 2500000<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities 2021-R02 2B1, 7.228%, (SOFR30A + 3.300%), 11/25/2041 | 2314720 | 0.0 |
| 1419259<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 6.839%, (US0001M + 2.450%), 07/25/2031 | 1416021 | 0.0 |
| 846290<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 8.489%, (US0001M + 4.100%), 07/25/2039 | 858210 | 0.0 |
| 958018<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 6.439%, (US0001M + 2.050%), 01/25/2040 | 952012 | 0.0 |
| 500000<sup>(1)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 8.039%, (US0001M + 3.650%), 02/25/2040 | 503521 | 0.0 |
| 4042 | Fannie Mae Grantor Trust 1998-T2 A6, 4.942%, (US0001M + 0.550%), 01/25/2032 | 4000 | 0.0 |
| 129684<sup>(4)</sup> | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | 17328 | 0.0 |
| 495388<sup>(4)</sup> | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | 22965 | 0.0 |
| 62138 | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | 62382 | 0.0 |
| 5895<sup>(4)</sup> | Fannie Mae REMIC Trust 1999-6 SE, 3.346%, (-1.000\*US0001M + 7.685%), 02/17/2029 | 37 | 0.0 |
| 664856 | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | 675446 | 0.0 |
| 255251 | Fannie Mae REMIC Trust 2003-45 FJ, 5.620%, (US0001M + 1.500%), 06/25/2033 | 261117 | 0.0 |
| 757398<sup>(4)</sup> | Fannie Mae REMIC Trust 2003-66 SA, 3.261%, (-1.000\*US0001M + 7.650%), 07/25/2033 | 87376 | 0.0 |
| 169371<sup>(4)</sup> | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | 32178 | 0.0 |
| 368494 | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | 366584 | 0.0 |
| 622468 | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | 628507 | 0.0 |
| 12953 | Fannie Mae REMIC Trust 2004-56 FE, 4.839%, (US0001M + 0.450%), 10/25/2033 | 12815 | 0.0 |
| 299417 | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | 302398 | 0.0 |
| 602240 | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | 592692 | 0.0 |
| 1699394 | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | 1699276 | 0.0 |
| 81013 | Fannie Mae REMIC Trust 2006-104 ES, 11.507%, (-5.000\*US0001M + 33.450%), 11/25/2036 | 107879 | 0.0 |
| 1315325<sup>(4)</sup> | Fannie Mae REMIC Trust 2006-12 SD, 2.361%, (-1.000\*US0001M + 6.750%), 10/25/2035 | 88015 | 0.0 |
| 458555<sup>(4)</sup> | Fannie Mae REMIC Trust 2006-123 UI, 2.351%, (-1.000\*US0001M + 6.740%), 01/25/2037 | 44749 | 0.0 |
| 72082<sup>(4)</sup> | Fannie Mae REMIC Trust 2006-72 HS, 2.311%, (-1.000\*US0001M + 6.700%), 08/25/2026 | 1992 | 0.0 |
| 15544 | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | 15940 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 2256094<sup>(4)</sup> | Fannie Mae REMIC Trust 2007-91 AS, 2.011%, (-1.000\*US0001M + 6.400%), 10/25/2037 | 209732 | 0.0 |
| 1037469 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | 1013930 | 0.0 |
| 4989123<sup>(3)</sup> | Fannie Mae REMIC Trust 2009-50 HZ, 5.536%, 02/25/2049 | 4993625 | 0.1 |
| 1049320<sup>(4)</sup> | Fannie Mae REMIC Trust 2009-90 TS, 1.761%, (-1.000\*US0001M + 6.150%), 11/25/2039 | 92785 | 0.0 |
| 295115<sup>(4)</sup> | Fannie Mae REMIC Trust 2010-118 GS, 1.561%, (-1.000\*US0001M + 5.950%), 10/25/2039 | 1357 | 0.0 |
| 2770393<sup>(4)</sup> | Fannie Mae REMIC Trust 2010-123 SL, 1.681%, (-1.000\*US0001M + 6.070%), 11/25/2040 | 197532 | 0.0 |
| 3480687<sup>(4)</sup> | Fannie Mae REMIC Trust 2010-41 SB, 2.011%, (-1.000\*US0001M + 6.400%), 05/25/2040 | 278280 | 0.0 |
| 863780<sup>(4)</sup> | Fannie Mae REMIC Trust 2010-43 VS, 2.061%, (-1.000\*US0001M + 6.450%), 05/25/2040 | 72117 | 0.0 |
| 4902634 | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | 4848211 | 0.1 |
| 674247<sup>(4)</sup> | Fannie Mae REMIC Trust 2011-102 SA, 2.211%, (-1.000\*US0001M + 6.600%), 10/25/2041 | 70092 | 0.0 |
| 2131051 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 2094423 | 0.0 |
| 1780826<sup>(4)</sup> | Fannie Mae REMIC Trust 2011-93 GS, 2.161%, (-1.000\*US0001M + 6.550%), 04/25/2039 | 179737 | 0.0 |
| 3126386<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-122 SB, 1.761%, (-1.000\*US0001M + 6.150%), 11/25/2042 | 334330 | 0.0 |
| 1582105<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | 103207 | 0.0 |
| 3987547<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-133 AS, 1.811%, (-1.000\*US0001M + 6.200%), 10/25/2042 | 383511 | 0.0 |
| 575095<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | 52719 | 0.0 |
| 348725<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-15 SP, 2.231%, (-1.000\*US0001M + 6.620%), 06/25/2040 | 2470 | 0.0 |
| 822164<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-24 HS, 2.161%, (-1.000\*US0001M + 6.550%), 09/25/2040 | 21545 | 0.0 |
| 650274<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-30 QS, 2.211%, (-1.000\*US0001M + 6.600%), 04/25/2031 | 5923 | 0.0 |
| 517630<sup>(4)</sup> | Fannie Mae REMIC Trust 2012-68 YS, 2.311%, (-1.000\*US0001M + 6.700%), 07/25/2042 | 51399 | 0.0 |
| 1122629<sup>(4)</sup> | Fannie Mae REMIC Trust 2013-26 JS, 1.811%, (-1.000\*US0001M + 6.200%), 10/25/2032 | 55745 | 0.0 |
| 4417431<sup>(4)</sup> | Fannie Mae REMIC Trust 2013-60 DS, 1.811%, (-1.000\*US0001M + 6.200%), 06/25/2033 | 315220 | 0.0 |
| 4299053<sup>(4)</sup> | Fannie Mae REMIC Trust 2013-9 SM, 1.861%, (-1.000\*US0001M + 6.250%), 02/25/2033 | 279508 | 0.0 |
| 1020746<sup>(4)</sup> | Fannie Mae REMIC Trust 2014-17 DS, 1.811%, (-1.000\*US0001M + 6.200%), 02/25/2043 | 27349 | 0.0 |
| 980845<sup>(4)</sup> | Fannie Mae REMIC Trust 2014-28 BS, 1.811%, (-1.000\*US0001M + 6.200%), 08/25/2043 | 52435 | 0.0 |
| 27714332<sup>(4)</sup> | Fannie Mae REMIC Trust 2015-79 SA, 2.234%, (-1.000\*US0001M + 6.250%), 11/25/2045 | 2579201 | 0.1 |
| 11327417<sup>(4)</sup> | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | 2357630 | 0.0 |
| 18155249<sup>(4)</sup> | Fannie Mae REMICS 16-60 SB, 1.711%, (-1.000\*US0001M + 6.100%), 09/25/2046 | 1505865 | 0.0 |
| 52538<sup>(4)</sup> | Fannie Mae REMICS 1997-18 SG, 3.761%, (-1.000\*US0001M + 8.100%), 03/17/2027 | 1324 | 0.0 |
| 20628<sup>(4)</sup> | Fannie Mae REMICS 1997-91 FC, 0.000%, (US0001M + (8.500)%), 11/25/2023 | 51 | 0.0 |
| 29<sup>(4)</sup> | Fannie Mae REMICS 1999-57 SC, 5.411%, (-1.000\*US0001M + 9.750%), 11/17/2029 | 1 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 178078<sup>(4)</sup> | Fannie Mae REMICS 2001-72 SC, 1.000%, (-1.000\*US0001M + 8.500%), 12/25/2031 | 3776 | 0 |
| 34922<sup>(4)</sup> | Fannie Mae REMICS 2001-8 SK, 4.411%, (-1.000\*US0001M + 8.750%), 03/18/2031 | 1204 | 0 |
| 341317<sup>(4)</sup> | Fannie Mae REMICS 2003-49 SW, 2.611%, (-1.000\*US0001M + 7.000%), 01/25/2033 | 31041 | 0 |
| 3038676<sup>(4)</sup> | Fannie Mae REMICS 2004-54 SN, 2.661%, (-1.000\*US0001M + 7.050%), 07/25/2034 | 255294 | 0 |
| 6062648<sup>(4)</sup> | Fannie Mae REMICS 2005-75 ES, 1.661%, (-1.000\*US0001M + 6.050%), 09/25/2035 | 468519 | 0 |
| 519071<sup>(4)</sup> | Fannie Mae REMICS 2005-75 SP, 2.361%, (-1.000\*US0001M + 6.750%), 08/25/2035 | 31385 | 0 |
| 1558252<sup>(4)</sup> | Fannie Mae REMICS 2006-56 SM, 2.361%, (-1.000\*US0001M + 6.750%), 07/25/2036 | 122822 | 0 |
| 387427<sup>(4)</sup> | Fannie Mae REMICS 2007-21 SB, 2.011%, (-1.000\*US0001M + 6.400%), 03/25/2037 | 13609 | 0 |
| 930786<sup>(4)</sup> | Fannie Mae REMICS 2007-52 NS, 2.061%, (-1.000\*US0001M + 6.450%), 06/25/2037 | 88274 | 0 |
| 809866<sup>(4)</sup> | Fannie Mae REMICS 2007-85 SM, 2.071%, (-1.000\*US0001M + 6.460%), 09/25/2037 | 72090 | 0 |
| 249384 | Fannie Mae REMICS 2008-16 Z, 5.500%, 03/25/2038 | 248496 | 0 |
| 4879065<sup>(4)</sup> | Fannie Mae REMICS 2009-66 SP, 1.711%, (-1.000\*US0001M + 6.100%), 09/25/2039 | 298081 | 0 |
| 3114048<sup>(4)</sup> | Fannie Mae REMICS 2010-1 S, 1.861%, (-1.000\*US0001M + 6.250%), 02/25/2040 | 284120 | 0 |
| 4931784<sup>(4)</sup> | Fannie Mae REMICS 2010-150 SJ, 2.091%, (-1.000\*US0001M + 6.480%), 01/25/2041 | 503240 | 0 |
| 946788<sup>(4)</sup> | Fannie Mae REMICS 2010-35 CS, 2.061%, (-1.000\*US0001M + 6.450%), 04/25/2050 | 73459 | 0 |
| 902454 | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | 898191 | 0 |
| 5106006 | Fannie Mae REMICS 2011-101 DB, 4.000%, 10/25/2041 | 4861602 | 0.1 |
| 2994783 | Fannie Mae REMICS 2011-116 ZA, 3.500%, 11/25/2041 | 2748105 | 0.1 |
| 66336 | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | 59999 | 0 |
| 6125604 | Fannie Mae REMICS 2011-136 PZ, 4.000%, 01/25/2042 | 5852229 | 0.1 |
| 6280503<sup>(4)</sup> | Fannie Mae REMICS 2011-47 GS, 1.541%, (-1.000\*US0001M + 5.930%), 06/25/2041 | 416534 | 0 |
| 1877832 | Fannie Mae REMICS 2011-8 ZA, 4.000%, 02/25/2041 | 1790581 | 0 |
| 4379969 | Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041 | 4326917 | 0.1 |
| 6530310 | Fannie Mae REMICS 2011-87 GB, 4.500%, 09/25/2041 | 6407828 | 0.1 |
| 1930903<sup>(4)</sup> | Fannie Mae REMICS 2012-111 SL, 1.711%, (-1.000\*US0001M + 6.100%), 05/25/2041 | 168679 | 0 |
| 3497978 | Fannie Mae REMICS 2012-111 ZK, 3.500%, 10/25/2042 | 3217519 | 0.1 |
| 3329045<sup>(4)</sup> | Fannie Mae REMICS 2012-120 WI, 3.000%, 11/25/2027 | 145521 | 0 |
| 10058437 | Fannie Mae REMICS 2012-15 PZ, 4.000%, 03/25/2042 | 9304245 | 0.1 |
| 4575645 | Fannie Mae REMICS 2012-17 QZ, 4.000%, 03/25/2042 | 4352121 | 0.1 |
| 3616183 | Fannie Mae REMICS 2012-2 HE, 4.000%, 02/25/2042 | 3474939 | 0.1 |
| 947557 | Fannie Mae REMICS 2012-30 AB, 4.000%, 04/25/2042 | 911175 | 0 |
| 1345103 | Fannie Mae REMICS 2012-33 BW, 4.000%, 04/25/2042 | 1264071 | 0 |
| 3492 | Fannie Mae REMICS 2012-44 KW, 3.500%, 05/25/2032 | 3580 | 0 |
| 1894699 | Fannie Mae REMICS 2012-55 PC, 3.500%, 05/25/2042 | 1769593 | 0 |
| 8396000 | Fannie Mae REMICS 2012-63 MW, 4.000%, 05/25/2034 | 8050883 | 0.1 |
| 500000 | Fannie Mae REMICS 2012-80 MY, 3.250%, 08/25/2042 | 430774 | 0 |
| 14481352 | Fannie Mae REMICS 2012-94 LZ, 3.500%, 09/25/2042 | 13265629 | 0.2 |
| 2514567 | Fannie Mae REMICS 2013-111 BA, 3.000%, 11/25/2033 | 2351713 | 0 |
| 1403000 | Fannie Mae REMICS 2013-13 BE, 4.000%, 03/25/2043 | 1339120 | 0 |
| 169125 | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | 164284 | 0 |
| 4256401<sup>(4)</sup> | Fannie Mae REMICS 2013-40 LS, 1.761%, (-1.000\*US0001M + 6.150%), 05/25/2043 | 425343 | 0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 5143749<sup>(4)</sup> | Fannie Mae REMICS 2013-70 BI, 3.000%, 07/25/2033 | 480818 | 0.0 |
| 3953306 | Fannie Mae REMICS 2013-70 JZ, 3.000%, 07/25/2043 | 3403906 | 0.1 |
| 6527164<sup>(4)</sup> | Fannie Mae REMICS 2014-15 SB, 2.261%, (-1.000\*US0001M + 6.650%), 04/25/2044 | 747325 | 0.0 |
| 970000 | Fannie Mae REMICS 2014-61 PY, 3.500%, 10/25/2044 | 839438 | 0.0 |
| 6738781<sup>(4)</sup> | Fannie Mae REMICS 2014-70 IO, 5.500%, 10/25/2044 | 1207798 | 0.0 |
| 26457530<sup>(4)</sup> | Fannie Mae REMICS 2014-79 KS, 1.761%, (-1.000\*US0001M + 6.150%), 12/25/2044 | 2886405 | 0.1 |
| 18195935 | Fannie Mae REMICS 2015-20 EZ, 3.500%, 04/25/2045 | 16410970 | 0.2 |
| 4403222<sup>(4)</sup> | Fannie Mae REMICS 2015-56 IC, 6.000%, 08/25/2045 | 785459 | 0.0 |
| 2000000 | Fannie Mae REMICS 2015-67 AV, 3.500%, 01/25/2036 | 1822734 | 0.0 |
| 4099256 | Fannie Mae REMICS 2015-67 QV, 3.000%, 12/25/2040 | 3961433 | 0.1 |
| 1835771<sup>(4)</sup> | Fannie Mae REMICS 2015-76 PI, 6.000%, 09/25/2045 | 310824 | 0.0 |
| 15682375<sup>(4)</sup> | Fannie Mae REMICS 2015-86 BS, 1.311%, (-1.000\*US0001M + 5.700%), 11/25/2045 | 927503 | 0.0 |
| 25624776<sup>(4)</sup> | Fannie Mae REMICS 2015-88 IO, 6.500%, 12/25/2045 | 6357996 | 0.1 |
| 5562624<sup>(4)</sup> | Fannie Mae REMICS 2015-97 BI, 5.500%, 01/25/2046 | 1010996 | 0.0 |
| 3519898<sup>(4)</sup> | Fannie Mae REMICS 2016-104 BI, 6.000%, 01/25/2047 | 695358 | 0.0 |
| 5574549<sup>(4)</sup> | Fannie Mae REMICS 2016-52 MI, 4.000%, 12/25/2045 | 899624 | 0.0 |
| 23636726<sup>(4)</sup> | Fannie Mae REMICS 2016-81 CS, 1.711%, (-1.000\*US0001M + 6.100%), 11/25/2046 | 1630658 | 0.0 |
| 376466 | Fannie Mae REMICS 2016-9 D, 3.000%, 03/25/2046 | 342054 | 0.0 |
| 19656645<sup>(4)</sup> | Fannie Mae REMICS 2017-10 SA, 1.711%, (-1.000\*US0001M + 6.100%), 03/25/2047 | 1583482 | 0.0 |
| 4899632 | Fannie Mae REMICS 2017-108 ZD, 3.000%, 01/25/2048 | 3717536 | 0.1 |
| 4863887 | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | 4355790 | 0.1 |
| 27116801<sup>(4)</sup> | Fannie Mae REMICS 2018-15 SC, 1.911%, (-1.000\*US0001M + 6.300%), 03/25/2048 | 2579244 | 0.1 |
| 3802278 | Fannie Mae REMICS 2018-26 A, 3.500%, 04/25/2048 | 3502143 | 0.1 |
| 1164564 | Fannie Mae REMICS 2018-38 LA, 3.000%, 06/25/2048 | 1028714 | 0.0 |
| 11846530 | Fannie Mae REMICS 2018-73 AB, 3.000%, 10/25/2048 | 10738111 | 0.2 |
| 1244125 | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | 1147746 | 0.0 |
| 34739573<sup>(4)</sup> | Fannie Mae REMICS 2018-82 SA, 1.811%, (-1.000\*US0001M + 6.200%), 11/25/2048 | 3044653 | 0.1 |
| 7910231<sup>(4)</sup> | Fannie Mae REMICS 2018-86 AS, 1.811%, (-1.000\*US0001M + 6.200%), 12/25/2048 | 579683 | 0.0 |
| 35300163<sup>(4)</sup> | Fannie Mae REMICS 2018-86 SM, 1.811%, (-1.000\*US0001M + 6.200%), 12/25/2048 | 2895616 | 0.1 |
| 29585294<sup>(4)</sup> | Fannie Mae REMICS 2018-91 SB, 1.711%, (-1.000\*US0001M + 6.100%), 12/25/2058 | 3132633 | 0.1 |
| 10250815<sup>(4)</sup> | Fannie Mae REMICS 2019-21 AI, 5.000%, 05/25/2059 | 2682286 | 0.1 |
| 9796550<sup>(4)</sup> | Fannie Mae REMICS 2019-30 SB, 1.711%, (-1.000\*US0001M + 6.100%), 07/25/2049 | 853375 | 0.0 |
| 15136440<sup>(4)</sup> | Fannie Mae REMICS 2019-34 BS, 1.661%, (-1.000\*US0001M + 6.050%), 07/25/2049 | 1527401 | 0.0 |
| 7996501<sup>(4)</sup> | Fannie Mae REMICS 2019-39 SA, 1.711%, (-1.000\*US0001M + 6.100%), 08/25/2049 | 662256 | 0.0 |
| 53897624<sup>(4)</sup> | Fannie Mae REMICS 2019-41 S, 1.611%, (-1.000\*US0001M + 6.000%), 08/25/2059 | 4233820 | 0.1 |
| 5403507<sup>(4)</sup> | Fannie Mae REMICS 2019-47 SB, 1.711%, (-1.000\*US0001M + 6.100%), 05/25/2040 | 444058 | 0.0 |
| 23283219<sup>(4)</sup> | Fannie Mae REMICS 2020-35 IO, 5.000%, 06/25/2050 | 3792015 | 0.1 |
| 23435770<sup>(4)</sup> | Fannie Mae REMICS 2020-44 DI, 2.500%, 07/25/2050 | 3101281 | 0.1 |
| 11150988<sup>(4)</sup> | Fannie Mae REMICS 2020-44 EI, 3.500%, 09/25/2042 | 1782938 | 0.0 |
| 51304862<sup>(4)</sup> | Fannie Mae REMICS 2021-1 BI, 3.000%, 02/25/2049 | 8034721 | 0.1 |
| 174052614<sup>(4)</sup> | Fannie Mae REMICS 2021-10 AI, 3.000%, 03/25/2041 | 19604155 | 0.3 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 30798443<sup>(4)</sup> | Fannie Mae REMICS 2021-22 BI, 4.000%, 04/25/2051 | 6155472 | 0.1 |
| 42063609<sup>(4)</sup> | Fannie Mae REMICS 2021-41 MI, 5.000%, 06/25/2048 | 7886716 | 0.1 |
| 40433803<sup>(4)</sup> | Fannie Mae REMICS 2021-55 SA, 6.970%, (-1.000\*SOFR30A + 3.150%), 08/25/2061 | 832799 | 0.0 |
| 87692078<sup>(4)</sup> | Fannie Mae REMICS 2021-77 AI, 3.500%, 11/25/2051 | 17278338 | 0.2 |
| 28572420<sup>(4)</sup> | Fannie Mae REMICS 2021-8 TI, 4.000%, 03/25/2051 | 5708167 | 0.1 |
| 17962018<sup>(4)</sup> | Fannie Mae REMICS 2021-81 LI, 2.500%, 11/25/2051 | 2653423 | 0.1 |
| 70341702<sup>(4)</sup> | Fannie Mae REMICS 2021-93 AI, 3.000%, 01/25/2052 | 11465712 | 0.2 |
| 18084988 | Fannie Mae REMICS 2022-5 CZ, 2.500%, 02/25/2052 | 11242636 | 0.2 |
| 561 | Fannie Mae REMICS G93-35 ZQ, 6.500%, 11/25/2023 | 560 | 0.0 |
| 1848082 | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | 1721019 | 0.0 |
| 17334353<sup>(4)</sup> | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | 1612124 | 0.0 |
| 1008829<sup>(4)</sup> | Fannie Mae Series 2013-72 YS, 1.761%, (-1.000\*US0001M + 6.150%), 07/25/2033 | 67631 | 0.0 |
| 16192<sup>(4)</sup> | FHLMC-GNMA 20 S, 4.511%, (-1.000\*US0001M + 8.900%), 10/25/2023 | 191 | 0.0 |
| 532016 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A11, 6.000%, 02/25/2037 | 229671 | 0.0 |
| 1085452<sup>(1),(3)</sup> | First Republic Mortgage Trust 2020-1 B2, 2.884%, 04/25/2050 | 847621 | 0.0 |
| 1773907<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2018-1 B1, 3.950%, 03/25/2048 | 1509243 | 0.0 |
| 2313174<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2018-1 B3, 3.950%, 03/25/2048 | 1948490 | 0.0 |
| 1189013<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2018-2 B2, 4.001%, 04/25/2048 | 1002142 | 0.0 |
| 814586<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | 748958 | 0.0 |
| 904870<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2018-4 B3, 4.202%, 07/25/2048 | 782151 | 0.0 |
| 1711821<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2018-5 B3, 4.475%, 09/25/2048 | 1359319 | 0.0 |
| 2847598<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2018-6RR B3, 4.920%, 10/25/2048 | 2488147 | 0.0 |
| 2865<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2019-2 B1, 4.027%, 12/25/2049 | 2544 | 0.0 |
| 1382854<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2019-2 B2, 4.027%, 12/25/2049 | 1188767 | 0.0 |
| 1947265<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2020-1NV B1A, 4.221%, 03/25/2050 | 1556553 | 0.0 |
| 2357015<sup>(1),(3)</sup> | Flagstar Mortgage Trust 2020-1NV B2A, 4.221%, 03/25/2050 | 1880168 | 0.0 |
| 10501423 | Freddie Mac 326 350, 3.500%, 03/15/2044 | 9675602 | 0.1 |
| 5883274<sup>(4)</sup> | Freddie Mac 3510 AS, 2.092%, (-1.000\*US0001M + 6.410%), 04/15/2037 | 560125 | 0.0 |
| 3943000<sup>(4)</sup> | Freddie Mac 4191 SA, 1.882%, (-1.000\*US0001M + 6.200%), 03/15/2043 | 318780 | 0.0 |
| 4807268 | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | 4626029 | 0.1 |
| 443140 | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | 455019 | 0.0 |
| 195546 | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | 199814 | 0.0 |
| 51487 | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | 52280 | 0.0 |
| 46509 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | 47043 | 0.0 |
| 345585 | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | 354497 | 0.0 |
| 153552 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | 155964 | 0.0 |
| 46581<sup>(4)</sup> | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | 8070 | 0.0 |
| 334036 | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | 334657 | 0.0 |
| 70293 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | 70966 | 0.0 |
| 114012 | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | 113524 | 0.0 |
| 175419 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | 175932 | 0.0 |
| 3681900<sup>(4)</sup> | Freddie Mac REMIC Trust 3045 DI, 2.412%, (-1.000\*US0001M + 6.730%), 10/15/2035 | 314481 | 0.0 |
| 638699 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | 639668 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 637810<sup>(4)</sup> | Freddie Mac REMIC Trust 3171 PS, 2.167%, (-1.000\*US0001M + 6.485%), 06/15/2036 | 41551 | 0.0 |
| 3863639<sup>(4)</sup> | Freddie Mac REMIC Trust 3199 S, 2.132%, (-1.000\*US0001M + 6.450%), 08/15/2036 | 365994 | 0.0 |
| 302636 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | 302278 | 0.0 |
| 93855 | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | 95845 | 0.0 |
| 162286<sup>(3)</sup> | Freddie Mac REMIC Trust 3524 LA, 5.079%, 03/15/2033 | 155747 | 0.0 |
| 13082 | Freddie Mac REMIC Trust 3556 NT, 7.418%, (US0001M + 3.100%), 03/15/2038 | 13253 | 0.0 |
| 3468092 | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | 3525014 | 0.1 |
| 301491 | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | 311777 | 0.0 |
| 225353 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | 225007 | 0.0 |
| 736756<sup>(4)</sup> | Freddie Mac REMIC Trust 3856 KS, 2.232%, (-1.000\*US0001M + 6.550%), 05/15/2041 | 71432 | 0.0 |
| 292336<sup>(4)</sup> | Freddie Mac REMIC Trust 3925 SD, 1.732%, (-1.000\*US0001M + 6.050%), 07/15/2040 | 8611 | 0.0 |
| 1286677<sup>(4)</sup> | Freddie Mac REMIC Trust 3925 SL, 1.732%, (-1.000\*US0001M + 6.050%), 01/15/2041 | 27060 | 0.0 |
| 150612 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | 147433 | 0.0 |
| 749398<sup>(4)</sup> | Freddie Mac REMIC Trust 4088 CS, 1.682%, (-1.000\*US0001M + 6.000%), 08/15/2042 | 71298 | 0.0 |
| 4187007<sup>(4)</sup> | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | 366457 | 0.0 |
| 2023106<sup>(4)</sup> | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 334115 | 0.0 |
| 2708941 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | 2517949 | 0.1 |
| 1055543 | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | 1031356 | 0.0 |
| 856642<sup>(4)</sup> | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | 107698 | 0.0 |
| 5575697 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | 5298798 | 0.1 |
| 7484287 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | 7080356 | 0.1 |
| 626116 | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | 614629 | 0.0 |
| 2710596<sup>(4)</sup> | Freddie Mac REMIC Trust 4386 LS, 1.782%, (-1.000\*US0001M + 6.100%), 09/15/2044 | 255945 | 0.0 |
| 23236043<sup>(4)</sup> | Freddie Mac REMIC Trust 5103 HI, 4.000%, 05/25/2051 | 4596345 | 0.1 |
| 3232<sup>(4)</sup> | Freddie Mac REMICS 2074 S, 4.361%, (-1.000\*US0001M + 8.700%), 07/17/2028 | 26 | 0.0 |
| 5745<sup>(4)</sup> | Freddie Mac REMICS 2232 SA, 4.261%, (-1.000\*US0001M + 8.600%), 05/17/2030 | 122 | 0.0 |
| 5364<sup>(4)</sup> | Freddie Mac REMICS 2301 SP, 4.932%, (-1.000\*US0001M + 9.250%), 04/15/2031 | 153 | 0.0 |
| 389968<sup>(4)</sup> | Freddie Mac REMICS 2993 GS, 1.832%, (-1.000\*US0001M + 6.150%), 06/15/2025 | 4094 | 0.0 |
| 587307<sup>(4)</sup> | Freddie Mac REMICS 3006 SI, 2.422%, (-1.000\*US0001M + 6.740%), 07/15/2035 | 57652 | 0.0 |
| 613374<sup>(4)</sup> | Freddie Mac REMICS 3006 YI, 2.422%, (-1.000\*US0001M + 6.740%), 07/15/2035 | 56649 | 0.0 |
| 3507352<sup>(4)</sup> | Freddie Mac REMICS 3213 JS, 2.882%, (-1.000\*US0001M + 7.200%), 09/15/2036 | 414790 | 0.0 |
| 7093064<sup>(4)</sup> | Freddie Mac REMICS 3346 SC, 2.232%, (-1.000\*US0001M + 6.550%), 10/15/2033 | 575030 | 0.0 |
| 860242<sup>(4)</sup> | Freddie Mac REMICS 3375 QI, 0.600%, (-10.000\*US0001M + 64.600%), 10/15/2037 | 19131 | 0.0 |
| 5645341<sup>(4)</sup> | Freddie Mac REMICS 3629 CS, 2.032%, (-1.000\*US0001M + 6.350%), 01/15/2040 | 554712 | 0.0 |
| 2193668 | Freddie Mac REMICS 3736 ZP, 4.000%, 10/15/2040 | 2060997 | 0.0 |
| 1610353 | Freddie Mac REMICS 3740 KE, 4.000%, 10/15/2040 | 1512960 | 0.0 |
| 20153408 | Freddie Mac REMICS 3753 KZ, 4.500%, 11/15/2040 | 19707268 | 0.3 |
| 4129548 | Freddie Mac REMICS 3775 GZ, 4.500%, 12/15/2040 | 3811725 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 1900000 | Freddie Mac REMICS 3820 NC, 4.500%, 03/15/2041 | 1863361 | 0.0 |
| 814836 | Freddie Mac REMICS 3843 JZ, 5.100%, 04/15/2041 | 808984 | 0.0 |
| 394226 | Freddie Mac REMICS 3848 WX, 5.000%, 04/15/2041 | 397336 | 0.0 |
| 2650000 | Freddie Mac REMICS 3890 ME, 5.000%, 07/15/2041 | 2663211 | 0.1 |
| 2100987 | Freddie Mac REMICS 3893 PU, 4.000%, 07/15/2041 | 2010968 | 0.0 |
| 4023990 | Freddie Mac REMICS 3919 BY, 4.000%, 09/15/2041 | 3814531 | 0.1 |
| 7833366 | Freddie Mac REMICS 3919 ZB, 4.000%, 09/15/2041 | 7419173 | 0.1 |
| 3233923 | Freddie Mac REMICS 3923 GY, 4.000%, 09/15/2041 | 3089170 | 0.1 |
| 1404363 | Freddie Mac REMICS 3934 CB, 4.000%, 10/15/2041 | 1331780 | 0.0 |
| 359239 | Freddie Mac REMICS 3934 KB, 5.000%, 10/15/2041 | 360473 | 0.0 |
| 4020684 | Freddie Mac REMICS 3982 LZ, 4.000%, 01/15/2042 | 3810572 | 0.1 |
| 874097 | Freddie Mac REMICS 3997 PB, 4.000%, 02/15/2042 | 841298 | 0.0 |
| 2843790<sup>(4)</sup> | Freddie Mac REMICS 4057 SN, 2.332%, (-1.000\*US0001M + 6.650%), 12/15/2041 | 209995 | 0.0 |
| 2683623 | Freddie Mac REMICS 4057 ZB, 3.500%, 06/15/2042 | 2514004 | 0.0 |
| 12471665 | Freddie Mac REMICS 4084 TZ, 4.000%, 07/15/2042 | 11700783 | 0.2 |
| 1551379<sup>(4)</sup> | Freddie Mac REMICS 4090 SN, 2.382%, (-1.000\*US0001M + 6.700%), 08/15/2032 | 117771 | 0.0 |
| 637744 | Freddie Mac REMICS 4100 JA, 3.500%, 10/15/2041 | 609126 | 0.0 |
| 2128000 | Freddie Mac REMICS 4193 BP, 4.000%, 04/15/2043 | 1956148 | 0.0 |
| 2080000 | Freddie Mac REMICS 4235 QD, 3.000%, 08/15/2033 | 1920752 | 0.0 |
| 24555777<sup>(4)</sup> | Freddie Mac REMICS 4301 SD, 1.782%, (-1.000\*US0001M + 6.100%), 07/15/2037 | 1753985 | 0.0 |
| 7384692 | Freddie Mac REMICS 4310 BZ, 4.000%, 02/15/2044 | 7004111 | 0.1 |
| 2850996 | Freddie Mac REMICS 4401 BL, 3.500%, 10/15/2034 | 2680647 | 0.1 |
| 9497243<sup>(4)</sup> | Freddie Mac REMICS 4407 CS, 1.882%, (-1.000\*US0001M + 6.200%), 06/15/2044 | 733210 | 0.0 |
| 13905263<sup>(4)</sup> | Freddie Mac REMICS 4407 PS, 1.282%, (-1.000\*US0001M + 5.600%), 06/15/2044 | 794449 | 0.0 |
| 6322689 | Freddie Mac REMICS 4444 CZ, 3.000%, 02/15/2045 | 5365012 | 0.1 |
| 13330723<sup>(4)</sup> | Freddie Mac REMICS 4461 AS, 1.282%, (-1.000\*US0001M + 5.600%), 04/15/2045 | 879470 | 0.0 |
| 3124000 | Freddie Mac REMICS 4492 VB, 3.500%, 05/15/2035 | 2947721 | 0.1 |
| 89203 | Freddie Mac REMICS 4500 HC, 3.000%, 11/15/2042 | 87766 | 0.0 |
| 2913000 | Freddie Mac REMICS 4505 PB, 3.000%, 08/15/2045 | 2465011 | 0.0 |
| 8068266 | Freddie Mac REMICS 4545 PL, 3.500%, 01/15/2046 | 7132842 | 0.1 |
| 12189920<sup>(4)</sup> | Freddie Mac REMICS 4574 ST, 1.682%, (-1.000\*US0001M + 6.000%), 04/15/2046 | 1305186 | 0.0 |
| 64224024<sup>(4)</sup> | Freddie Mac REMICS 4585 AS, 1.782%, (-1.000\*US0001M + 6.100%), 05/15/2046 | 5546836 | 0.1 |
| 4203783 | Freddie Mac REMICS 4608 JV, 3.500%, 01/15/2055 | 3398428 | 0.1 |
| 18164537<sup>(4)</sup> | Freddie Mac REMICS 4611 BS, 1.782%, (-1.000\*US0001M + 6.100%), 06/15/2041 | 1546972 | 0.0 |
| 10942022 | Freddie Mac REMICS 4664 KZ, 3.500%, 02/15/2047 | 9873462 | 0.1 |
| 5669501 | Freddie Mac REMICS 4680 GZ, 3.500%, 03/15/2047 | 4930117 | 0.1 |
| 6403035 | Freddie Mac REMICS 4682 HZ, 3.500%, 04/15/2047 | 5895211 | 0.1 |
| 2221062 | Freddie Mac REMICS 4700 KZ, 3.500%, 07/15/2047 | 1934379 | 0.0 |
| 4055520 | Freddie Mac REMICS 4753 VZ, 3.000%, 12/15/2047 | 3077372 | 0.1 |
| 3320543 | Freddie Mac REMICS 4755 Z, 3.000%, 02/15/2048 | 2806694 | 0.1 |
| 35520778 | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | 30955548 | 0.4 |
| 1202649 | Freddie Mac REMICS 4772 VG, 4.500%, 08/15/2036 | 1188917 | 0.0 |
| 16096994 | Freddie Mac REMICS 4776 AZ, 4.000%, 07/15/2047 | 15152761 | 0.2 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 438829 | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | 413114 | 0.0 |
| 8687395 | Freddie Mac REMICS 4795 D, 5.000%, 05/15/2048 | 8627155 | 0.1 |
| 2252007 | Freddie Mac REMICS 4834 AZ, 3.500%, 10/15/2048 | 2079278 | 0.0 |
| 37389053<sup>(4)</sup> | Freddie Mac REMICS 4879 DS, 1.782%, (-1.000\*US0001M + 6.100%), 08/15/2034 | 2485707 | 0.0 |
| 31085908<sup>(4)</sup> | Freddie Mac REMICS 4892 SA, 1.732%, (-1.000\*US0001M + 6.050%), 07/15/2049 | 3221779 | 0.1 |
| 1632872 | Freddie Mac REMICS 4904 HB, 3.000%, 08/25/2049 | 1254225 | 0.0 |
| 8338573<sup>(4)</sup> | Freddie Mac REMICS 4906 SQ, 1.661%, (-1.000\*US0001M + 6.050%), 09/25/2049 | 866584 | 0.0 |
| 606535 | Freddie Mac REMICS 4914 DB, 3.000%, 09/25/2049 | 442610 | 0.0 |
| 2188103 | Freddie Mac REMICS 4941 CZ, 3.000%, 11/25/2049 | 1824010 | 0.0 |
| 3077521 | Freddie Mac REMICS 4941 WZ, 3.000%, 11/25/2049 | 2722118 | 0.1 |
| 5085094 | Freddie Mac REMICS 4950 KE, 2.500%, 12/25/2049 | 4483089 | 0.1 |
| 58065594<sup>(4)</sup> | Freddie Mac REMICS 4998 AI, 3.500%, 12/25/2049 | 11691205 | 0.2 |
| 54195284<sup>(4)</sup> | Freddie Mac REMICS 5014 HI, 4.000%, 09/25/2050 | 10872669 | 0.2 |
| 34087912<sup>(4)</sup> | Freddie Mac REMICS 5019 HI, 3.500%, 10/25/2050 | 6269479 | 0.1 |
| 24744060<sup>(4)</sup> | Freddie Mac REMICS 5045 BS, 2.272%, (-1.000\*SOFR30A + 6.200%), 11/25/2050 | 3471750 | 0.1 |
| 10735016<sup>(4)</sup> | Freddie Mac REMICS 5048 IN, 2.500%, 12/25/2050 | 1580754 | 0.0 |
| 108857764<sup>(4)</sup> | Freddie Mac REMICS 5051 BI, 3.000%, 11/25/2050 | 17755180 | 0.3 |
| 30531767<sup>(4)</sup> | Freddie Mac REMICS 5072 NI, 3.000%, 01/25/2050 | 5040593 | 0.1 |
| 47896059<sup>(4)</sup> | Freddie Mac REMICS 5082 IQ, 3.000%, 03/25/2051 | 7866856 | 0.1 |
| 24963916<sup>(4)</sup> | Freddie Mac REMICS 5113 AI, 4.000%, 06/25/2041 | 4051479 | 0.1 |
| 74224618<sup>(4)</sup> | Freddie Mac REMICS 5117 IO, 3.000%, 06/25/2051 | 11182102 | 0.2 |
| 30093254<sup>(4)</sup> | Freddie Mac REMICS 5128 IC, 5.500%, 09/25/2041 | 6073742 | 0.1 |
| 1580167 | Freddie Mac REMICS 5228 EC, 4.000%, 02/25/2050 | 1465052 | 0.0 |
| 12743104 | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | 12133907 | 0.2 |
| 4013457<sup>(1)</sup> | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 6.239%, (US0001M + 1.850%), 02/25/2050 | 4006955 | 0.1 |
| 1731070<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 6.289%, (US0001M + 1.900%), 01/25/2050 | 1715647 | 0.0 |
| 8740000<sup>(1)</sup> | Freddie Mac Stacr Remic Trust 2020-HQA2 B1, 8.489%, (US0001M + 4.100%), 03/25/2050 | 8610107 | 0.1 |
| 3201704<sup>(1)</sup> | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 7.489%, (US0001M + 3.100%), 03/25/2050 | 3248388 | 0.1 |
| 3825000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-DNA6 B1, 7.328%, (SOFR30A + 3.400%), 10/25/2041 | 3576691 | 0.1 |
| 1000000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-DNA7 M2, 5.728%, (SOFR30A + 1.800%), 11/25/2041 | 940839 | 0.0 |
| 3390000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-HQA1 M2, 6.178%, (SOFR30A + 2.250%), 08/25/2033 | 3199477 | 0.1 |
| 6500000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 6.028%, (SOFR30A + 2.100%), 09/25/2041 | 5740902 | 0.1 |
| 15000000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 7.678%, (SOFR30A + 3.750%), 12/25/2041 | 12904118 | 0.2 |
| 10000000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2021-HQA4 M2, 6.278%, (SOFR30A + 2.350%), 12/25/2041 | 8856190 | 0.1 |
| 13500000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 7.328%, (SOFR30A + 3.400%), 01/25/2042 | 12030458 | 0.2 |
| 9200000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA1 M1B, 5.778%, (SOFR30A + 1.850%), 01/25/2042 | 8743030 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 7000000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA1 M2, 6.428%, (SOFR30A + 2.500%), 01/25/2042 | 6340088 | 0.1 |
| 1400000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-DNA4 M2, 9.178%, (SOFR30A + 5.250%), 05/25/2042 | 1402902 | 0.0 |
| 2700000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-HQA1 M2, 9.178%, (SOFR30A + 5.250%), 03/25/2042 | 2629100 | 0.1 |
| 3500000<sup>(1)</sup> | Freddie Mac STACR REMIC Trust 2022-HQA3 M2, 9.278%, (SOFR30A + 5.350%), 08/25/2042 | 3325143 | 0.1 |
| 2667734 | Freddie Mac Strips 277 30, 3.000%, 09/15/2042 | 2385156 | 0.0 |
| 5551307<sup>(4)</sup> | Freddie Mac Strips 303 C17, 3.500%, 01/15/2043 | 885896 | 0.0 |
| 832234<sup>(3),(4)</sup> | Freddie Mac Strips 344 68, 3.000%, 02/15/2045 | 97723 | 0.0 |
| 263787<sup>(3),(4)</sup> | Freddie Mac Strips 344 89, 4.500%, 02/15/2045 | 46412 | 0.0 |
| 3632287<sup>(4)</sup> | Freddie Mac Strips 344 C13, 4.500%, 02/15/2045 | 736999 | 0.0 |
| 5272950<sup>(4)</sup> | Freddie Mac Strips 344 C18, 4.000%, 02/15/2045 | 988861 | 0.0 |
| 2586371<sup>(3),(4)</sup> | Freddie Mac Strips 344 C18, 4.000%, 02/15/2045 | 420068 | 0.0 |
| 3164237<sup>(3),(4)</sup> | Freddie Mac Strips 344 C19, 3.500%, 02/15/2045 | 410589 | 0.0 |
| 5150613<sup>(4)</sup> | Freddie Mac Strips 344 C2, 4.000%, 02/15/2045 | 961433 | 0.0 |
| 4357211<sup>(4)</sup> | Freddie Mac Strips 344 C4, 4.000%, 02/15/2045 | 801997 | 0.0 |
| 7349361<sup>(4)</sup> | Freddie Mac Strips 344 C5, 3.500%, 02/15/2045 | 1230704 | 0.0 |
| 7530874<sup>(4)</sup> | Freddie Mac Strips 344 C6, 4.000%, 02/15/2045 | 1410713 | 0.0 |
| 4101193<sup>(4)</sup> | Freddie Mac Strips 344 C7, 4.000%, 02/15/2045 | 773018 | 0.0 |
| 3757831<sup>(4)</sup> | Freddie Mac Strips 344 C9, 3.500%, 02/15/2045 | 613419 | 0.0 |
| 3345169<sup>(4)</sup> | Freddie Mac Strips 344 C9, 3.500%, 02/15/2045 | 556326 | 0.0 |
| 8882128<sup>(4)</sup> | Freddie Mac Strips 347 C14, 3.500%, 02/15/2044 | 1526022 | 0.0 |
| 5271842<sup>(4)</sup> | Freddie Mac Strips 347 C22, 4.000%, 02/15/2044 | 971628 | 0.0 |
| 5800185<sup>(4)</sup> | Freddie Mac Strips 347 C23, 4.000%, 02/15/2044 | 1070029 | 0.0 |
| 5469543<sup>(4)</sup> | Freddie Mac Strips 347 C24, 4.000%, 02/15/2044 | 994229 | 0.0 |
| 4922481<sup>(4)</sup> | Freddie Mac Strips 347 C25, 4.000%, 02/15/2044 | 894535 | 0.0 |
| 6732306<sup>(4)</sup> | Freddie Mac Strips 347 C26, 4.000%, 02/15/2044 | 1274523 | 0.0 |
| 6252657<sup>(4)</sup> | Freddie Mac Strips 347 C28, 4.500%, 02/15/2044 | 1288965 | 0.0 |
| 9921282<sup>(4)</sup> | Freddie Mac Strips 347 C5, 3.000%, 05/15/2043 | 1522329 | 0.0 |
| 21556231<sup>(4)</sup> | Freddie Mac Strips 365 C23, 3.500%, 10/15/2047 | 3722261 | 0.1 |
| 27709032<sup>(4)</sup> | Freddie Mac Strips Series 311 S1, 1.632%, (-1.000\*US0001M + 5.950%), 08/15/2043 | 2944705 | 0.1 |
| 6000000<sup>(1)</sup> | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 6.228%, (SOFR30A + 2.300%), 08/25/2033 | 5936090 | 0.1 |
| 5000000<sup>(1)</sup> | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 B1, 7.578%, (SOFR30A + 3.650%), 11/25/2041 | 4659716 | 0.1 |
| 2300000<sup>(1)</sup> | Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA5 M2, 10.678%, (SOFR30A + 6.750%), 06/25/2042 | 2417801 | 0.0 |
| 5150000<sup>(1)</sup> | Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA2 M2, 9.928%, (SOFR30A + 6.000%), 07/25/2042 | 5107385 | 0.1 |
| 900748<sup>(3)</sup> | Freddie Mac Structured Pass Through Certificates T-48 1A, 4.405%, 07/25/2033 | 859525 | 0.0 |
| 616850<sup>(1),(3)</sup> | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | 584352 | 0.0 |
| 3777037<sup>(1),(3)</sup> | Galton Funding Mortgage Trust 2018-2 B2, 4.629%, 10/25/2058 | 3252625 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 1178752<sup>(4)</sup> | Ginnie Mae 2005-37 SI, 1.797%, (-1.000\*US0001M + 6.150%), 05/20/2035 | 86938 | 0 |
| 1020621<sup>(4)</sup> | Ginnie Mae 2007-23 ST, 1.847%, (-1.000\*US0001M + 6.200%), 04/20/2037 | 75920 | 0 |
| 1268756<sup>(4)</sup> | Ginnie Mae 2007-40 SE, 2.397%, (-1.000\*US0001M + 6.750%), 07/20/2037 | 140564 | 0 |
| 831069<sup>(4)</sup> | Ginnie Mae 2007-7 EI, 1.847%, (-1.000\*US0001M + 6.200%), 02/20/2037 | 74951 | 0 |
| 2959717<sup>(4)</sup> | Ginnie Mae 2010-11 SA, 2.094%, (-1.000\*US0001M + 6.420%), 01/16/2040 | 280916 | 0 |
| 1305762<sup>(4)</sup> | Ginnie Mae 2010-14 SB, 2.447%, (-1.000\*US0001M + 6.800%), 11/20/2035 | 134452 | 0 |
| 995489<sup>(4)</sup> | Ginnie Mae 2010-99 IT, 5.000%, 08/16/2040 | 135874 | 0 |
| 7527828 | Ginnie Mae 2013-170 ZD, 2.500%, 11/16/2043 | 6478732 | 0.1 |
| 412216 | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | 363415 | 0 |
| 4403136 | Ginnie Mae 2018-1 LZ, 3.000%, 01/20/2048 | 3713631 | 0.1 |
| 16616812<sup>(4)</sup> | Ginnie Mae 2018-167 CS, 1.747%, (-1.000\*US0001M + 6.100%), 12/20/2048 | 1495541 | 0 |
| 316542<sup>(4)</sup> | Ginnie Mae Series 2005-7 AH, 2.444%, (-1.000\*US0001M + 6.770%), 02/16/2035 | 25207 | 0 |
| 6183776<sup>(4)</sup> | Ginnie Mae Series 2007-17 IC, 1.924%, (-1.000\*US0001M + 6.250%), 04/16/2037 | 369877 | 0 |
| 6697863<sup>(4)</sup> | Ginnie Mae Series 2007-41 SL, 2.347%, (-1.000\*US0001M + 6.700%), 07/20/2037 | 642971 | 0 |
| 762776<sup>(4)</sup> | Ginnie Mae Series 2008-2 SW, 2.197%, (-1.000\*US0001M + 6.550%), 01/20/2038 | 79421 | 0 |
| 385995<sup>(4)</sup> | Ginnie Mae Series 2008-35 SN, 2.047%, (-1.000\*US0001M + 6.400%), 04/20/2038 | 30493 | 0 |
| 216026<sup>(4)</sup> | Ginnie Mae Series 2008-40 PS, 2.174%, (-1.000\*US0001M + 6.500%), 05/16/2038 | 16925 | 0 |
| 583855<sup>(4)</sup> | Ginnie Mae Series 2009-25 KS, 1.847%, (-1.000\*US0001M + 6.200%), 04/20/2039 | 56098 | 0 |
| 430139 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | 430586 | 0 |
| 397676 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 395475 | 0 |
| 8859217 | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | 8783779 | 0.1 |
| 838825 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | 830680 | 0 |
| 976825 | Ginnie Mae Series 2009-98 DA, 3.250%, 07/16/2039 | 936697 | 0 |
| 2322211 | Ginnie Mae Series 2010-108 WL, 4.000%, 04/16/2040 | 2237619 | 0 |
| 1073947<sup>(4)</sup> | Ginnie Mae Series 2010-116 NS, 2.324%, (-1.000\*US0001M + 6.650%), 09/16/2040 | 80885 | 0 |
| 3342942<sup>(4)</sup> | Ginnie Mae Series 2010-116 SK, 2.267%, (-1.000\*US0001M + 6.620%), 08/20/2040 | 303140 | 0 |
| 3279247<sup>(4)</sup> | Ginnie Mae Series 2010-149 HS, 1.774%, (-1.000\*US0001M + 6.100%), 05/16/2040 | 70929 | 0 |
| 348650 | Ginnie Mae Series 2010-164 MD, 4.000%, 12/20/2040 | 334680 | 0 |
| 1288946<sup>(4)</sup> | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | 210683 | 0 |
| 769204<sup>(4)</sup> | Ginnie Mae Series 2010-68 MS, 1.497%, (-1.000\*US0001M + 5.850%), 06/20/2040 | 65292 | 0 |
| 1133661 | Ginnie Mae Series 2011-52 PA, 4.250%, 02/16/2041 | 1116846 | 0 |
| 1847528<sup>(4)</sup> | Ginnie Mae Series 2011-72 SA, 1.024%, (-1.000\*US0001M + 5.350%), 05/16/2041 | 126573 | 0 |
| 436810<sup>(4)</sup> | Ginnie Mae Series 2011-73 LS, 2.337%, (-1.000\*US0001M + 6.690%), 08/20/2039 | 2198 | 0 |
| 242694<sup>(4)</sup> | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | 21977 | 0 |
| 2675530<sup>(4)</sup> | Ginnie Mae Series 2013-111 SA, 2.347%, (-1.000\*US0001M + 6.700%), 07/20/2043 | 314003 | 0 |
| 816467 | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | 792167 | 0 |
| 3689854<sup>(4)</sup> | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | 613157 | 0 |
| 74387 | Ginnie Mae Series 2013-27 KA, 2.250%, 02/20/2043 | 66793 | 0 |
| 381159<sup>(4)</sup> | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | 10963 | 0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 2630992<sup>(4)</sup> | Ginnie Mae Series 2014-185 SB, 1.247%, (-1.000\*US0001M + 5.600%), 12/20/2044 | 183522 | 0.0 |
| 1798646<sup>(4)</sup> | Ginnie Mae Series 2014-3 QS, 1.797%, (-1.000\*US0001M + 6.150%), 03/20/2043 | 94023 | 0.0 |
| 4457382<sup>(4)</sup> | Ginnie Mae Series 2014-3 SU, 1.697%, (-1.000\*US0001M + 6.050%), 07/20/2039 | 395835 | 0.0 |
| 2557538<sup>(4)</sup> | Ginnie Mae Series 2014-56 SP, 1.874%, (-1.000\*US0001M + 6.200%), 12/16/2039 | 176952 | 0.0 |
| 6480438<sup>(4)</sup> | Ginnie Mae Series 2014-58 SG, 1.274%, (-1.000\*US0001M + 5.600%), 04/16/2044 | 362030 | 0.0 |
| 17188215<sup>(4)</sup> | Ginnie Mae Series 2015-110 MS, 1.357%, (-1.000\*US0001M + 5.710%), 08/20/2045 | 1388646 | 0.0 |
| 1521534 | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | 1475259 | 0.0 |
| 15279805<sup>(4)</sup> | Ginnie Mae Series 2016-160 GS, 1.747%, (-1.000\*US0001M + 6.100%), 11/20/2046 | 1714629 | 0.0 |
| 402296 | Ginnie Mae Series 2016-44 JA, 3.500%, 03/20/2046 | 368885 | 0.0 |
| 33440162<sup>(4)</sup> | Ginnie Mae Series 2016-6 SB, 1.297%, (-1.000\*US0001M + 5.650%), 01/20/2046 | 2655865 | 0.1 |
| 7608331<sup>(4)</sup> | Ginnie Mae Series 2017-101 SA, 1.847%, (-1.000\*US0001M + 6.200%), 07/20/2047 | 814679 | 0.0 |
| 16386372<sup>(4)</sup> | Ginnie Mae Series 2017-163 SH, 1.847%, (-1.000\*US0001M + 6.200%), 11/20/2047 | 1842153 | 0.0 |
| 330000 | Ginnie Mae Series 2018-104 HZ, 3.500%, 08/20/2048 | 267868 | 0.0 |
| 1251933 | Ginnie Mae Series 2018-120 DE, 3.500%, 09/20/2048 | 1175595 | 0.0 |
| 197460 | Ginnie Mae Series 2018-122 GZ, 3.500%, 09/20/2048 | 166464 | 0.0 |
| 1718568 | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | 1620024 | 0.0 |
| 197367 | Ginnie Mae Series 2018-147 KZ, 3.750%, 10/20/2048 | 167892 | 0.0 |
| 176532 | Ginnie Mae Series 2019-100 JB, 3.000%, 08/20/2049 | 139849 | 0.0 |
| 532322 | Ginnie Mae Series 2019-100 KB, 3.000%, 08/20/2049 | 421019 | 0.0 |
| 1349931 | Ginnie Mae Series 2019-100 MC, 3.000%, 08/20/2049 | 1012348 | 0.0 |
| 21963414<sup>(4)</sup> | Ginnie Mae Series 2019-159 SM, 1.697%, (-1.000\*US0001M + 6.050%), 12/20/2049 | 2457442 | 0.0 |
| 1081376 | Ginnie Mae Series 2019-23 NG, 3.500%, 02/20/2049 | 917028 | 0.0 |
| 71326 | Ginnie Mae Series 2019-54 AB, 3.000%, 04/20/2049 | 57560 | 0.0 |
| 798785 | Ginnie Mae Series 2019-78 MB, 3.000%, 06/20/2049 | 626957 | 0.0 |
| 416445 | Ginnie Mae Series 2019-89 KB, 3.000%, 07/20/2049 | 332551 | 0.0 |
| 299424 | Ginnie Mae Series 2019-89 WB, 3.000%, 07/20/2049 | 232441 | 0.0 |
| 22364724<sup>(4)</sup> | Ginnie Mae Series 2020-188 PI, 3.500%, 06/20/2050 | 3628591 | 0.1 |
| 21652681<sup>(4)</sup> | Ginnie Mae Series 2020-32 SG, 1.747%, (-1.000\*US0001M + 6.100%), 03/20/2050 | 2239374 | 0.0 |
| 33859995<sup>(4)</sup> | Ginnie Mae Series 2020-46 BS, 7.742%, (-1.000\*US0001M + 3.350%), 04/20/2050 | 562836 | 0.0 |
| 17142557<sup>(4)</sup> | Ginnie Mae Series 2020-77 JS, 1.747%, (-1.000\*US0001M + 6.100%), 10/20/2048 | 1253465 | 0.0 |
| 93553415<sup>(4)</sup> | Ginnie Mae Series 2021-139 PI, 2.500%, 08/20/2051 | 12827146 | 0.2 |
| 328831<sup>(1),(3)</sup> | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/25/2050 | 287695 | 0.0 |
| 527382<sup>(1),(3)</sup> | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/25/2050 | 444203 | 0.0 |
| 1315390<sup>(1),(3)</sup> | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/25/2050 | 1150836 | 0.0 |
| 429419<sup>(1),(3)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 406321 | 0.0 |
| 2861945<sup>(1),(3)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.336%, 11/25/2049 | 2329076 | 0.0 |
| 1090025<sup>(1),(3)</sup> | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 3.986%, 03/25/2050 | 940184 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 1563418 | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B2A, 3.420%, 10/25/2050 | 1190785 | 0.0 |
| 952434<sup>(1),(3)</sup> | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B4, 3.420%, 10/25/2050 | 686799 | 0.0 |
| 1440281<sup>(1),(3)</sup> | GS Mortgage-Backed Securities Trust 2021-GR3 B4, 3.390%, 04/25/2052 | 914904 | 0.0 |
| 116809 | GSR Mortgage Loan Trust 2007-1F 3A13, 6.000%, 01/25/2037 | 77405 | 0.0 |
| 1548513 | HarborView Mortgage Loan Trust 2007-5 A1A, 4.529%, (US0001M + 0.190%), 09/19/2037 | 1330191 | 0.0 |
| 64712 | HomeBanc Mortgage Trust 2004-1 2A, 5.249%, (US0001M + 0.860%), 08/25/2029 | 61251 | 0.0 |
| 539582 | Impac CMB Trust Series 2005-1 M1, 5.079%, (US0001M + 0.690%), 04/25/2035 | 492957 | 0.0 |
| 2000000<sup>(1),(3)</sup> | Imperial Fund Mortgage Trust 2021-NQM4 M1, 3.446%, 01/25/2057 | 1293548 | 0.0 |
| 1663386 | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 4.809%, (US0001M + 0.420%), 02/25/2046 | 1175418 | 0.0 |
| 60249<sup>(1),(3)</sup> | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | 57549 | 0.0 |
| 2233837<sup>(1),(3)</sup> | J.P. Morgan Mortgage Trust 2021-14 B4, 3.170%, 05/25/2052 | 1413438 | 0.0 |
| 307169 | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | 116485 | 0.0 |
| 1885135<sup>(3)</sup> | JP Morgan Mortgage Trust 2005-A4 B1, 3.703%, 07/25/2035 | 1691309 | 0.0 |
| 989914<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2017-1 B4, 3.449%, 01/25/2047 | 813532 | 0.0 |
| 1338295<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2017-6 B3, 3.782%, 12/25/2048 | 1120454 | 0.0 |
| 1921681<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2018-1 B1, 3.614%, 06/25/2048 | 1608717 | 0.0 |
| 1849784<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2018-1 B2, 3.614%, 06/25/2048 | 1543267 | 0.0 |
| 2444480<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2018-1 B3, 3.614%, 06/25/2048 | 2005642 | 0.0 |
| 2040133<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2018-4 B2, 3.716%, 10/25/2048 | 1669356 | 0.0 |
| 2758007<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2018-9 B3, 4.223%, 02/25/2049 | 2265005 | 0.0 |
| 199381<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | 187128 | 0.0 |
| 294060<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | 250961 | 0.0 |
| 653468<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | 582498 | 0.0 |
| 1884722<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2019-9 B2A, 3.401%, 05/25/2050 | 1484318 | 0.0 |
| 1714746<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2019-INV1 B3, 4.978%, 10/25/2049 | 1465476 | 0.0 |
| 60976<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 60125 | 0.0 |
| 873690<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2020-1 A7, 3.500%, 06/25/2050 | 757603 | 0.0 |
| 301807<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | 264253 | 0.0 |
| 312618<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2020-3 A15, 3.500%, 08/25/2050 | 265108 | 0.0 |
| 752181<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2020-3 B2, 3.845%, 08/25/2050 | 593379 | 0.0 |
| 2035917<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2020-5 B3, 3.584%, 12/25/2050 | 1552248 | 0.0 |
| 943861<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2020-8 B2, 3.510%, 03/25/2051 | 732665 | 0.0 |
| 244856<sup>(1),(3)</sup> | JP Morgan Mortgage Trust 2020-INV1 A3, 3.500%, 08/25/2050 | 217762 | 0.0 |
| 1976661771<sup>(1),(4)</sup> | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | 5274228 | 0.1 |
| 12003327<sup>(4)</sup> | Lehman Mortgage Trust 2006-7 2A4, 2.161%, (-1.000\*US0001M + 6.550%), 11/25/2036 | 1125597 | 0.0 |
| 8501985<sup>(4)</sup> | Lehman Mortgage Trust 2006-9 2A5, 2.231%, (-1.000\*US0001M + 6.620%), 01/25/2037 | 814847 | 0.0 |
| 316503<sup>(1),(3)</sup> | MFA 2020-NQM3 A3 Trust, 1.632%, 01/26/2065 | 291152 | 0.0 |
| 4036917 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | 2375212 | 0.0 |
| 1000000<sup>(1),(3)</sup> | Morgan Stanley Residential Mortgage Loan Trust 2020-1 A5A, 2.500%, 12/25/2050 | 692439 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 10200000<sup>(1)</sup> | Mortgage Insurance-Linked Notes 2021-3 M1B, 6.828%, (SOFR30A + 2.900%), 02/25/2034 | 9585430 | 0.1 |
| 2210086<sup>(1),(3)</sup> | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | 2035914 | 0.0 |
| 729434<sup>(1),(3)</sup> | New Residential Mortgage Loan Trust 2017-6A B2, 4.000%, 08/27/2057 | 666068 | 0.0 |
| 1000000<sup>(1)</sup> | Oaktown Re VI Ltd. 2021-1A M1C, 6.928%, (SOFR30A + 3.000%), 10/25/2033 | 926919 | 0.0 |
| 6000000<sup>(1)</sup> | Oaktown Re VII Ltd. 2021-2 M1C, 7.278%, (SOFR30A + 3.350%), 04/25/2034 | 5220281 | 0.1 |
| 159689<sup>(1),(3)</sup> | OBX 2019-EXP1 1A3 Trust, 4.000%, 01/25/2059 | 150126 | 0.0 |
| 342286<sup>(1),(3)</sup> | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 321309 | 0.0 |
| 74796 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 61665 | 0.0 |
| 1206573<sup>(1),(3)</sup> | Provident Funding Mortgage Trust 2020-1 B3, 3.255%, 02/25/2050 | 886260 | 0.0 |
| 10000000<sup>(1)</sup> | Radnor RE 2021-1 M1C Ltd., 6.628%, (SOFR30A + 2.700%), 12/27/2033 | 9349469 | 0.1 |
| 773441<sup>(1),(3)</sup> | RCKT Mortgage Trust 2019-1 A13, 3.500%, 09/25/2049 | 675007 | 0.0 |
| 34673786 | Seasoned Credit Risk Transfer Trust 2017-4 HT, 3.250%, 06/25/2057 | 31644257 | 0.4 |
| 233391<sup>(1),(3)</sup> | Seasoned Credit Risk Transfer Trust Series 2016-1 M2, 3.750%, 09/25/2055 | 209642 | 0.0 |
| 8262742 | Seasoned Credit Risk Transfer Trust Series 2018-2, 3.500%, 11/25/2057 | 7621731 | 0.1 |
| 3163109 | Seasoned Credit Risk Transfer Trust Series 2018-2 HT, 3.000%, 11/25/2057 | 2801679 | 0.1 |
| 3467887 | Seasoned Credit Risk Transfer Trust Series 2018-3 HT, 3.000%, 08/25/2057 | 3059001 | 0.1 |
| 2964357 | Seasoned Credit Risk Transfer Trust Series 2018-4 HT, 3.000%, 03/25/2058 | 2613495 | 0.1 |
| 3005406 | Seasoned Credit Risk Transfer Trust Series 2019-1 HT, 3.000%, 07/25/2058 | 2660497 | 0.1 |
| 1785307 | Seasoned Credit Risk Transfer Trust Series 2019-2 HT, 3.000%, 08/25/2058 | 1581663 | 0.0 |
| 800025 | Seasoned Credit Risk Transfer Trust Series 2019-3 HT, 3.000%, 10/25/2058 | 708852 | 0.0 |
| 2201509 | Seasoned Credit Risk Transfer Trust Series 2019-3 MA, 3.500%, 10/25/2058 | 2084604 | 0.0 |
| 571811 | Seasoned Credit Risk Transfer Trust Series 2019-4 M55D, 4.000%, 02/25/2059 | 544185 | 0.0 |
| 32340000 | Seasoned Loans Structured Transaction Trust Series 2019-3 A2C, 2.750%, 11/25/2029 | 28078384 | 0.4 |
| 981862<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2015-2 B3, 3.766%, 05/25/2045 | 804457 | 0.0 |
| 982625<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2015-3 B3, 3.723%, 07/25/2045 | 699610 | 0.0 |
| 688239<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2017-5 B3, 3.794%, 08/25/2047 | 569510 | 0.0 |
| 195932<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048 | 181487 | 0.0 |
| 2434130<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2018-CH1 B2B, 4.448%, 03/25/2048 | 2081709 | 0.0 |
| 614348<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | 513623 | 0.0 |
| 167057<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | 163435 | 0.0 |
| 1896904<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2020-2 B2, 3.635%, 03/25/2050 | 1485474 | 0.0 |
| 2888064<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2020-3 B2, 3.327%, 04/25/2050 | 2260779 | 0.0 |
| 1140172<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2021-5 A19, 2.500%, 07/25/2051 | 890896 | 0.0 |
| 965189<sup>(1),(3)</sup> | Sequoia Mortgage Trust 2021-5 B3, 3.050%, 07/25/2051 | 619850 | 0.0 |
| 1748497<sup>(1),(3)</sup> | Shellpoint Co-Originator Trust 2017-2 B2, 3.641%, 10/25/2047 | 1530068 | 0.0 |
| 1000000<sup>(1),(3)</sup> | Starwood Mortgage Residential Trust 2022-2 M1, 4.200%, 02/25/2067 | 712844 | 0.0 |
| 2249339<sup>(1),(3)</sup> | TIAA Bank Mortgage Loan Trust 2018-2 B2, 3.693%, 07/25/2048 | 1920827 | 0.0 |
| 386660<sup>(3)</sup> | Wachovia Mortgage Loan LLC Series 2005-B 2A1, 4.160%, 10/20/2035 | 366259 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 171412<sup>(3)</sup> | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.191%, 10/25/2036 | 152973 | 0.0 |
| 2188069<sup>(3)</sup> | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 3.469%, 06/25/2034 | 2054194 | 0.0 |
| 1235543 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 5.409%, (US0001M + 0.510%), 08/25/2045 | 1161895 | 0.0 |
| 44079986<sup>(3),(4)</sup> | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.004%, 08/25/2045 | 52352 | 0.0 |
| 947684 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 5.369%, (US0001M + 0.490%), 10/25/2045 | 872339 | 0.0 |
| 243386<sup>(3)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.801%, 10/25/2036 | 217710 | 0.0 |
| 528850<sup>(3)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.329%, 11/25/2036 | 447197 | 0.0 |
| 608861<sup>(3)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.406%, 12/25/2036 | 523727 | 0.0 |
| 1407621<sup>(3)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 3.406%, 12/25/2036 | 1320468 | 0.0 |
| 827448<sup>(3)</sup> | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.682%, 08/25/2046 | 728594 | 0.0 |
| 1162152<sup>(3)</sup> | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.372%, 12/25/2036 | 1029783 | 0.0 |
| 323327<sup>(3)</sup> | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.945%, 03/25/2037 | 252450 | 0.0 |
| 1010324 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 5.289%, (US0001M + 0.900%), 11/25/2035 | 868588 | 0.0 |
| 902724 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 736176 | 0.0 |
| 605174 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | 537875 | 0.0 |
| 255697 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 236799 | 0.0 |
| 3114558 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.008%, (12MTA + 0.960%), 08/25/2046 | 1923761 | 0.0 |
| 486228 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 4.849%, (US0001M + 0.460%), 01/25/2047 | 428890 | 0.0 |
| 1007317 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 5.029%, (US0001M + 0.640%), 01/25/2047 | 897784 | 0.0 |
| 441795 | Wells Fargo Alternative Loan 2007-PA2 2A1, 4.819%, (US0001M + 0.430%), 06/25/2037 | 357978 | 0.0 |
| 453982 | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | 380146 | 0.0 |
| 140082<sup>(3)</sup> | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.879%, 04/25/2036 | 130790 | 0.0 |
| 1920906<sup>(1),(3)</sup> | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.510%, 09/25/2049 | 1149687 | 0.0 |
| 602705<sup>(1),(3)</sup> | WinWater Mortgage Loan Trust 2015-5 B3, 3.756%, 08/20/2045 | 523912 | 0.0 |
| 983206<sup>(1),(3)</sup> | WinWater Mortgage Loan Trust 2015-5 B4, 3.756%, 08/20/2045 | 843602 | 0.0 |
|  | Total Collateralized Mortgage Obligations |  |  |
|  | (Cost $1,399,362,968) | **1210608885** | **16.2** |
| **U.S. TREASURY OBLIGATIONS: 14.9%** | **U.S. TREASURY OBLIGATIONS: 14.9%** | **U.S. TREASURY OBLIGATIONS: 14.9%** |  |
|  | **U.S. Treasury Bonds: 4.6%** | **U.S. Treasury Bonds: 4.6%** | **U.S. Treasury Bonds: 4.6%** |
| 58000 | 1.250%,05/15/2050 | 31235 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 2699000 | 1.375%,11/15/2040 | 1756142 | 0 |
| 268000 | 1.625%,11/15/2050 | 159559 | 0 |
| 9469100 | 2.875%,05/15/2052 | 7590075 | 0.1 |
| 133764400 | 3.000%,08/15/2052 | 110251127 | 1.5 |
| 14333300 | 3.250%,05/15/2042 | 12572992 | 0.2 |
| 212930000<sup>(2)</sup> | 4.000%,11/15/2042 | 208538319 | 2.8 |
|  |  | **340899449** | **4.6** |
|  | **U.S. Treasury Notes: 10.3%** | **U.S. Treasury Notes: 10.3%** | **U.S. Treasury Notes: 10.3%** |
| 100000 | 0.125%,10/15/2023 | 96476 | 0 |
| 25162000 | 0.500%,11/30/2023 | 24209667 | 0.3 |
| 132000 | 0.625%,05/15/2030 | 104492 | 0 |
| 32536700 | 0.875%,01/31/2024 | 31233961 | 0.4 |
| 2336000 | 1.125%,02/15/2031 | 1904479 | 0 |
| 8184600 | 1.250%,11/30/2026 | 7345359 | 0.1 |
| 25131200 | 1.250%,09/30/2028 | 21586326 | 0.3 |
| 3309100 | 1.500%,01/31/2027 | 2988143 | 0 |
| 17183400 | 1.500%,11/30/2028 | 14924051 | 0.2 |
| 50000000 | 2.750%,05/15/2025 | 48222656 | 0.7 |
| 4089400 | 2.750%,08/15/2032 | 3724549 | 0.1 |
| 47295700<sup>(2)</sup> | 3.875%,11/30/2027 | 47044442 | 0.6 |
| 177078200 | 3.875%,12/31/2027 | 176082135 | 2.4 |
| 8567900 | 3.875%,11/30/2029 | 8512343 | 0.1 |
| 20827000 | 3.875%,12/31/2029 | 20683814 | 0.3 |
| 143299000 | 4.000%,12/15/2025 | 142403381 | 1.9 |
| 73572600<sup>(2)</sup> | 4.125%,11/15/2032 | 75095782 | 1 |
| 143758000 | 4.250%,12/31/2024 | 143269447 | 1.9 |
|  |  | **769431503** | **10.3** |
|  | Total U.S. Treasury Obligations |  |  |
|  | (Cost $1,130,527,208) | **1110330952** | **14.9** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS: 27.6%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: 27.6%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: 27.6%** |  |
|  | **Federal Home Loan Mortgage Corporation: 2.0%<sup>(5)</sup>** | **Federal Home Loan Mortgage Corporation: 2.0%<sup>(5)</sup>** | **Federal Home Loan Mortgage Corporation: 2.0%<sup>(5)</sup>** |
| 239074 | 2.500%,05/01/2030 | 224189 | 0 |
| 444490 | 2.500%,05/01/2030 | 416802 | 0 |
| 542419 | 2.500%,06/01/2030 | 508601 | 0 |
| 799510 | 3.000%,11/01/2042 | 729143 | 0 |
| 822469 | 3.000%,02/01/2043 | 750076 | 0 |
| 751703 | 3.000%,03/01/2045 | 678595 | 0 |
| 1007614 | 3.000%,03/01/2045 | 915300 | 0 |
| 2403506 | 3.000%,04/01/2045 | 2168761 | 0 |
| 2599404 | 3.000%,04/01/2045 | 2348754 | 0 |
| 1143423 | 3.000%,10/01/2046 | 1030517 | 0 |
| 9520076 | 3.000%,10/01/2046 | 8540159 | 0.1 |
| 4581590 | 3.000%,03/01/2048 | 4108725 | 0.1 |
| 3575785 | 3.000%,03/01/2048 | 3207826 | 0.1 |
| 11158515 | 3.000%,08/01/2048 | 9954350 | 0.1 |
| 3560056 | 3.500%,01/01/2045 | 3332735 | 0.1 |
| 1222137 | 3.500%,03/01/2045 | 1138820 | 0 |
| 5821740 | 3.500%,12/01/2046 | 5415933 | 0.1 |
| 10026023 | 3.500%,12/01/2046 | 9322975 | 0.1 |
| 4313526 | 3.500%,04/01/2047 | 4039788 | 0.1 |
| 3035993 | 3.500%,07/01/2047 | 2821782 | 0.1 |
| 2825622 | 3.500%,10/01/2047 | 2627265 | 0 |
| 11036434 | 3.500%,01/01/2048 | 10248504 | 0.2 |
| 1501771 | 3.500%,03/01/2048 | 1390067 | 0 |
| 27244731 | 3.500%,03/01/2048 | 25481405 | 0.4 |
| 18030316 | 3.500%,11/01/2048 | 16796338 | 0.2 |
| 2900 | 3.550%, (US0012M + 1.773%),05/01/2037 | 2954 | 0 |
| 309238 | 4.000%,10/01/2041 | 297593 | 0 |
| 612086 | 4.000%,12/01/2041 | 589040 | 0 |
| 1723361 | 4.000%,08/01/2044 | 1654164 | 0 |
| 427339 | 4.000%,07/01/2045 | 410480 | 0 |
| 1105245 | 4.000%,09/01/2045 | 1060870 | 0 |
| 1286454 | 4.000%,09/01/2045 | 1234799 | 0 |
| 756305 | 4.000%,09/01/2045 | 725935 | 0 |
| 9605808 | 4.000%,11/01/2045 | 9220102 | 0.1 |
| 1073022 | 4.000%,05/01/2046 | 1029720 | 0 |
| 701719 | 4.000%,05/01/2047 | 674269 | 0 |
| 3580895 | 4.000%,11/01/2047 | 3399461 | 0.1 |
| 253575 | 4.000%,03/01/2048 | 242611 | 0 |
| 4249846 | 4.000%,06/01/2048 | 4110466 | 0.1 |
| 148856 | 4.500%,08/01/2041 | 145839 | 0 |
| 480138 | 4.500%,09/01/2041 | 476961 | 0 |
| 400499 | 4.500%,10/01/2041 | 397852 | 0 |
| 1058975 | 4.500%,03/01/2044 | 1042476 | 0 |
| 1987780 | 4.500%,02/01/2048 | 1953109 | 0 |
| 255758 | 4.500%,06/01/2048 | 251218 | 0 |
| 39940 | 5.000%,01/01/2041 | 40528 | 0 |
| 214549 | 5.000%,04/01/2041 | 218586 | 0 |
| 14032 | 5.500%,07/01/2037 | 14580 | 0 |
| 854655 | 5.500%,11/01/2038 | 887991 | 0 |
| 943 | 6.000%,12/01/2028 | 962 | 0 |
| 11177 | 6.000%,01/01/2029 | 11368 | 0 |
| 703 | 6.500%,01/01/2024 | 721 | 0 |
| 2514 | 6.500%,12/01/2031 | 2596 | 0 |
| 251767 | 6.500%,09/01/2034 | 261182 | 0 |
|  |  | **148555843** | **2.0** |
|  | **Federal National Mortgage Association: 0.4%<sup>(5)</sup>** | **Federal National Mortgage Association: 0.4%<sup>(5)</sup>** | **Federal National Mortgage Association: 0.4%<sup>(5)</sup>** |
| 17016930 | 3.000%,12/01/2054 | 15131103 | 0.2 |
| 2526309 | 3.500%,01/01/2044 | 2362743 | 0 |
| 24062 | 3.637%, (US0012M + 1.486%),07/01/2035 | 23714 | 0 |
| 3186453 | 4.000%,12/01/2046 | 3058897 | 0.1 |
| 1146227 | 4.500%,09/01/2047 | 1161978 | 0 |
| 8714783 | 5.000%,08/01/2056 | 8922210 | 0.1 |
| 65559 | 6.000%,05/01/2038 | 66402 | 0 |
|  |  | **30727047** | **0.4** |
|  | **Government National Mortgage Association: 6.3%** | **Government National Mortgage Association: 6.3%** | **Government National Mortgage Association: 6.3%** |
| 9759504 | 2.500%,03/20/2051 | 8506386 | 0.1 |
| 5721033 | 2.500%,04/20/2051 | 4894458 | 0.1 |
| 23003216 | 2.500%,04/20/2051 | 20059688 | 0.3 |
| 7896369 | 2.500%,05/20/2051 | 6873955 | 0.1 |
| 20448191 | 2.500%,08/20/2051 | 17782682 | 0.2 |
| 8864445 | 2.500%,09/20/2051 | 7704129 | 0.1 |
| 34619611 | 2.500%,10/20/2051 | 30079663 | 0.4 |
| 15293186 | 2.500%,11/20/2051 | 13269773 | 0.2 |
| 20314224 | 2.500%,12/20/2051 | 17643047 | 0.2 |
| 26660316 | 2.500%,04/20/2052 | 23125718 | 0.3 |
| 6118765 | 3.000%,10/20/2049 | 5486232 | 0.1 |
| 3399496 | 3.000%,11/20/2049 | 3048203 | 0 |
| 2875933 | 3.000%,10/20/2051 | 2572829 | 0 |
| 4740849 | 3.000%,10/20/2051 | 4281901 | 0.1 |
| 2881450 | 3.000%,11/20/2051 | 2602505 | 0 |
| 2120000<sup>(6)</sup> | 3.000%,01/15/2053 | 1888179 | 0 |
| 3243745 | 3.500%,07/20/2046 | 2951680 | 0 |
| 627710 | 3.500%,07/20/2046 | 577393 | 0 |
| 1005980 | 3.500%,10/20/2046 | 932799 | 0 |
| 461403 | 3.500%,02/20/2047 | 430121 | 0 |
| 388115 | 3.500%,03/20/2047 | 361799 | 0 |
| 315391 | 3.500%,07/20/2047 | 294498 | 0 |
| 581240 | 3.500%,08/20/2047 | 537341 | 0 |
| 917241 | 3.500%,09/20/2047 | 850512 | 0 |
| 6576873 | 3.500%,12/20/2047 | 6132765 | 0.1 |
| 3947226 | 3.500%,01/20/2048 | 3680406 | 0.1 |
| 3419575 | 3.500%,02/20/2048 | 3188640 | 0 |
| 6032854 | 3.500%,02/20/2048 | 5625498 | 0.1 |
| 15783635 | 3.500%,03/20/2048 | 14717751 | 0.2 |
| 576828 | 3.500%,03/20/2048 | 537711 | 0 |
| 72668000<sup>(6)</sup> | 3.500%,01/15/2053 | 66776640 | 0.9 |
| 120341 | 4.000%,11/20/2040 | 116390 | 0 |
| 691480 | 4.000%,03/20/2046 | 665526 | 0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 8727198 | 4.000%,09/20/2047 | 8408509 | 0.1 |
| 4225743 | 4.000%,02/20/2050 | 4054197 | 0.1 |
| 124222000<sup>(6)</sup> | 4.000%,01/15/2053 | 117564936 | 1.6 |
| 150253 | 4.500%,10/15/2039 | 149295 | 0.0 |
| 121797 | 4.500%,11/15/2039 | 121129 | 0.0 |
| 109309 | 4.500%,11/15/2039 | 108709 | 0.0 |
| 39731 | 4.500%,12/15/2039 | 39477 | 0.0 |
| 7190953 | 4.500%,08/20/2040 | 7183628 | 0.1 |
| 8391008 | 4.500%,09/20/2040 | 8382445 | 0.1 |
| 5513260 | 4.500%,06/20/2041 | 5490801 | 0.1 |
| 35738 | 4.500%,08/20/2041 | 35702 | 0.0 |
| 653312 | 4.500%,09/15/2047 | 643910 | 0.0 |
| 28433000<sup>(6)</sup> | 4.500%,01/15/2053 | 27586409 | 0.4 |
| 12207000<sup>(6)</sup> | 5.000%,01/15/2053 | 12097646 | 0.2 |
|  |  | **470063611** | **6.3** |
|  | **Uniform Mortgage-Backed Securities: 18.9%** | **Uniform Mortgage-Backed Securities: 18.9%** | **Uniform Mortgage-Backed Securities: 18.9%** |
| 19740341 | 2.000%,12/01/2050 | 16164196 | 0.2 |
| 26928932 | 2.000%,05/01/2051 | 22005598 | 0.3 |
| 12427765 | 2.000%,05/01/2051 | 10249448 | 0.1 |
| 35547284 | 2.000%,05/01/2051 | 29042280 | 0.4 |
| 1009064 | 2.000%,07/01/2051 | 824422 | 0.0 |
| 10928844 | 2.000%,08/01/2051 | 8931675 | 0.1 |
| 5236549 | 2.000%,08/01/2051 | 4292185 | 0.1 |
| 21210807 | 2.000%,09/01/2051 | 17322204 | 0.2 |
| 9982427 | 2.000%,10/01/2051 | 8152056 | 0.1 |
| 999524 | 2.000%,11/01/2051 | 820251 | 0.0 |
| 2221315 | 2.000%,11/01/2051 | 1823309 | 0.0 |
| 18111234 | 2.000%,11/01/2051 | 14944846 | 0.2 |
| 9464192 | 2.000%,12/01/2051 | 7783005 | 0.1 |
| 30001047 | 2.000%,12/01/2051 | 24495323 | 0.3 |
| 5178440 | 2.000%,01/01/2052 | 4268673 | 0.1 |
| 4635521 | 2.000%,02/01/2052 | 3814212 | 0.1 |
| 25571026 | 2.000%,02/01/2052 | 20870635 | 0.3 |
| 5150438 | 2.000%,02/01/2052 | 4226168 | 0.1 |
| 8869628 | 2.000%,02/01/2052 | 7289425 | 0.1 |
| 9261010 | 2.000%,02/01/2052 | 7623011 | 0.1 |
| 12530978 | 2.000%,02/01/2052 | 10301898 | 0.1 |
| 12516602 | 2.000%,02/01/2052 | 10302805 | 0.1 |
| 14812786 | 2.000%,02/01/2052 | 12197613 | 0.2 |
| 28421653 | 2.000%,02/01/2052 | 23327219 | 0.3 |
| 4957722 | 2.000%,03/01/2052 | 4067035 | 0.1 |
| 6056796 | 2.000%,03/01/2052 | 4958988 | 0.1 |
| 28850797 | 2.000%,03/01/2052 | 23540589 | 0.3 |
| 5619730 | 2.000%,03/01/2052 | 4634671 | 0.1 |
| 6711091 | 2.000%,04/01/2052 | 5526215 | 0.1 |
| 9459000<sup>(6)</sup> | 2.000%,01/15/2053 | 7698954 | 0.1 |
| 746632 | 2.500%,05/01/2030 | 700842 | 0.0 |
| 1506001 | 2.500%,06/01/2030 | 1413767 | 0.0 |
| 1135227 | 2.500%,06/01/2030 | 1065633 | 0.0 |
| 679597 | 2.500%,07/01/2030 | 637979 | 0.0 |
| 15091 | 2.500%,02/01/2050 | 12915 | 0.0 |
| 24282 | 2.500%,04/01/2050 | 20759 | 0.0 |
| 71025 | 2.500%,05/01/2050 | 60691 | 0.0 |
| 37111 | 2.500%,05/01/2050 | 31740 | 0.0 |
| 193097 | 2.500%,05/01/2050 | 164921 | 0.0 |
| 38304 | 2.500%,05/01/2050 | 32747 | 0.0 |
| 20065 | 2.500%,05/01/2050 | 17137 | 0.0 |
| 16543 | 2.500%,06/01/2050 | 14115 | 0.0 |
| 1814762 | 2.500%,06/01/2050 | 1556692 | 0.0 |
| 21615308 | 2.500%,06/01/2050 | 18595396 | 0.3 |
| 247323 | 2.500%,07/01/2050 | 211065 | 0.0 |
| 28311819 | 2.500%,07/01/2050 | 24169241 | 0.3 |
| 3588910 | 2.500%,07/01/2050 | 3063557 | 0.0 |
| 2034866 | 2.500%,08/01/2050 | 1738110 | 0.0 |
| 760830 | 2.500%,08/01/2050 | 651319 | 0.0 |
| 109055 | 2.500%,08/01/2050 | 92925 | 0.0 |
| 24878075 | 2.500%,08/01/2050 | 21419911 | 0.3 |
| 2289002 | 2.500%,08/01/2050 | 1953933 | 0.0 |
| 887839 | 2.500%,09/01/2050 | 757876 | 0.0 |
| 28713 | 2.500%,09/01/2050 | 24594 | 0.0 |
| 87878 | 2.500%,09/01/2050 | 75092 | 0.0 |
| 1022313 | 2.500%,09/01/2050 | 873684 | 0.0 |
| 221269 | 2.500%,09/01/2050 | 188619 | 0.0 |
| 4365720 | 2.500%,10/01/2050 | 3728470 | 0.1 |
| 4668568 | 2.500%,10/01/2050 | 3979680 | 0.1 |
| 3813963 | 2.500%,11/01/2050 | 3289486 | 0.1 |
| 89969 | 2.500%,01/01/2051 | 76567 | 0.0 |
| 10562129 | 2.500%,02/01/2051 | 8974234 | 0.1 |
| 24679686 | 2.500%,04/01/2051 | 20992035 | 0.3 |
| 3702244 | 2.500%,05/01/2051 | 3165861 | 0.1 |
| 40651145 | 2.500%,06/01/2051 | 34483473 | 0.5 |
| 4520381 | 2.500%,09/01/2051 | 3865302 | 0.1 |
| 20399693 | 2.500%,11/01/2051 | 17397960 | 0.2 |
| 2793288 | 2.500%,12/01/2051 | 2388215 | 0.0 |
| 17806245 | 2.500%,12/01/2051 | 15247079 | 0.2 |
| 28240111 | 2.500%,01/01/2052 | 24104512 | 0.3 |
| 17253624 | 2.500%,01/01/2052 | 14753116 | 0.2 |
| 7640264 | 2.500%,02/01/2052 | 6513799 | 0.1 |
| 12232875 | 2.500%,02/01/2052 | 10389370 | 0.1 |
| 6911180 | 2.500%,02/01/2052 | 5892182 | 0.1 |
| 4457916 | 2.500%,02/01/2052 | 3827188 | 0.1 |
| 4694831 | 2.500%,02/01/2052 | 4020398 | 0.1 |
| 31940474 | 2.500%,03/01/2052 | 27290612 | 0.4 |
| 7096600 | 2.500%,03/01/2052 | 6061107 | 0.1 |
| 10525735 | 2.500%,03/01/2052 | 8985185 | 0.1 |
| 19283660 | 2.500%,04/01/2052 | 16461239 | 0.2 |
| 115560000<sup>(6)</sup> | 2.500%,01/15/2053 | 97877362 | 1.3 |
| 1038616 | 3.000%,08/01/2030 | 994642 | 0.0 |
| 526288 | 3.000%,09/01/2030 | 503997 | 0.0 |
| 741000<sup>(6)</sup> | 3.000%,01/15/2038 | 694095 | 0.0 |
| 1773805 | 3.000%,04/01/2043 | 1615775 | 0.0 |
| 1608404 | 3.000%,07/01/2043 | 1465127 | 0.0 |
| 529753 | 3.000%,08/01/2043 | 482571 | 0.0 |
| 337781 | 3.000%,09/01/2043 | 307722 | 0.0 |
| 5531789 | 3.000%,04/01/2045 | 4995374 | 0.1 |
| 1045467 | 3.000%,08/01/2046 | 938153 | 0.0 |
| 2383343 | 3.000%,08/01/2046 | 2138692 | 0.0 |
| 729303 | 3.000%,11/01/2046 | 653692 | 0.0 |
| 6677750 | 3.000%,12/01/2046 | 5990200 | 0.1 |
| 1686909 | 3.000%,12/01/2046 | 1515301 | 0.0 |
| 12569336 | 3.000%,01/01/2047 | 11236620 | 0.2 |
| 3047019 | 3.000%,02/01/2047 | 2726678 | 0.0 |
| 3619163 | 3.000%,03/01/2047 | 3238675 | 0.1 |
| 3005950 | 3.000%,07/01/2047 | 2692719 | 0.0 |
| 22795467 | 3.000%,10/01/2050 | 20121797 | 0.3 |
| 2207532 | 3.000%,03/01/2051 | 1942765 | 0.0 |
| 47098773 | 3.000%,01/01/2052 | 41664673 | 0.6 |
| 5823818 | 3.000%,01/01/2052 | 5180198 | 0.1 |
| 6400244 | 3.000%,02/01/2052 | 5686900 | 0.1 |
| 4971685 | 3.000%,02/01/2052 | 4408942 | 0.1 |
| 4043263 | 3.000%,02/01/2052 | 3587361 | 0.1 |
| 5987348 | 3.000%,02/01/2052 | 5296658 | 0.1 |
| 6395923 | 3.000%,02/01/2052 | 5671962 | 0.1 |
| 12523806 | 3.000%,02/01/2052 | 11086052 | 0.2 |
| 18104118 | 3.000%,03/01/2052 | 15987970 | 0.2 |
| 11438045 | 3.000%,03/01/2052 | 10143369 | 0.1 |
| 47993460 | 3.000%,05/01/2052 | 42364121 | 0.6 |
| 21918944 | 3.000%,05/01/2052 | 19351645 | 0.3 |
| 70171000<sup>(6)</sup> | 3.000%,01/15/2053 | 61598771 | 0.8 |
| 15326396 | 3.500%,06/01/2034 | 14752319 | 0.2 |
| 2047012 | 3.500%,10/01/2042 | 1917382 | 0.0 |
| 936777 | 3.500%,04/01/2043 | 876944 | 0.0 |
| 2692692 | 3.500%,08/01/2043 | 2521264 | 0.0 |
| 1660823 | 3.500%,03/01/2044 | 1549042 | 0.0 |
| 194965 | 3.500%,01/01/2046 | 181395 | 0.0 |
| 147568 | 3.500%,02/01/2046 | 137294 | 0.0 |
| 296448 | 3.500%,02/01/2046 | 275784 | 0.0 |
| 12263347 | 3.500%,08/01/2046 | 11399603 | 0.2 |
| 801401 | 3.500%,08/01/2047 | 743872 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 1078316 | 3.500%,09/01/2047 | 998112 | 0.0 |
| 14201148 | 3.500%,11/01/2047 | 13278020 | 0.2 |
| 412573 | 3.500%,12/01/2047 | 381975 | 0.0 |
| 933753 | 3.500%,02/01/2048 | 863723 | 0.0 |
| 870160 | 3.500%,05/01/2048 | 805886 | 0.0 |
| 8321640 | 3.500%,07/01/2048 | 7743622 | 0.1 |
| 2047714 | 3.500%,10/01/2049 | 1919127 | 0.0 |
| 2749709 | 3.500%,02/01/2052 | 2523030 | 0.0 |
| 109560 | 4.000%,03/01/2042 | 105320 | 0.0 |
| 115794 | 4.000%,07/01/2042 | 111311 | 0.0 |
| 311966 | 4.000%,07/01/2042 | 298671 | 0.0 |
| 907926 | 4.000%,07/01/2042 | 872756 | 0.0 |
| 456528 | 4.000%,09/01/2043 | 440320 | 0.0 |
| 1079318 | 4.000%,01/01/2045 | 1034811 | 0.0 |
| 9187598 | 4.000%,01/01/2045 | 8982198 | 0.1 |
| 982687 | 4.000%,03/01/2045 | 942183 | 0.0 |
| 3282198 | 4.000%,05/01/2045 | 3146915 | 0.1 |
| 937674 | 4.000%,06/01/2045 | 899024 | 0.0 |
| 952376 | 4.000%,11/01/2045 | 915450 | 0.0 |
| 2741610 | 4.000%,02/01/2046 | 2628600 | 0.0 |
| 4745504 | 4.000%,07/01/2047 | 4537381 | 0.1 |
| 422503 | 4.000%,08/01/2047 | 403580 | 0.0 |
| 1246152 | 4.000%,08/01/2047 | 1190145 | 0.0 |
| 99332 | 4.000%,03/01/2048 | 94806 | 0.0 |
| 522931 | 4.000%,03/01/2048 | 499591 | 0.0 |
| 3426188 | 4.000%,09/01/2048 | 3286235 | 0.1 |
| 9077277 | 4.000%,04/01/2049 | 8658570 | 0.1 |
| 9713265 | 4.000%,05/01/2052 | 9162061 | 0.1 |
| 6559364 | 4.000%,06/01/2052 | 6184653 | 0.1 |
| 28370835 | 4.000%,08/01/2052 | 26639528 | 0.4 |
| 112556000<sup>(6)</sup> | 4.000%,01/15/2053 | 105574426 | 1.4 |
| 1160223 | 4.250%,11/01/2043 | 1126639 | 0.0 |
| 94300 | 4.500%,11/01/2040 | 93571 | 0.0 |
| 235787 | 4.500%,11/01/2040 | 233964 | 0.0 |
| 1419662 | 4.500%,11/01/2040 | 1408686 | 0.0 |
| 2126 | 4.500%,12/01/2040 | 2109 | 0.0 |
| 4054 | 4.500%,12/01/2040 | 4023 | 0.0 |
| 2698 | 4.500%,01/01/2041 | 2677 | 0.0 |
| 4389 | 4.500%,01/01/2041 | 4355 | 0.0 |
| 180241 | 4.500%,10/01/2041 | 178847 | 0.0 |
| 256895 | 4.500%,10/01/2044 | 250454 | 0.0 |
| 400952 | 4.500%,12/01/2045 | 393858 | 0.0 |
| 1944444 | 4.500%,04/01/2047 | 1911353 | 0.0 |
| 274297 | 4.500%,04/01/2047 | 268409 | 0.0 |
| 2348582 | 4.500%,04/01/2047 | 2310793 | 0.0 |
| 943902 | 4.500%,04/01/2047 | 922572 | 0.0 |
| 789907 | 4.500%,05/01/2047 | 777197 | 0.0 |
| 954410 | 4.500%,05/01/2047 | 940236 | 0.0 |
| 1038347 | 4.500%,05/01/2047 | 1024530 | 0.0 |
| 1103595 | 4.500%,05/01/2047 | 1088911 | 0.0 |
| 1169386 | 4.500%,05/01/2047 | 1141343 | 0.0 |
| 840752 | 4.500%,06/01/2047 | 827224 | 0.0 |
| 608013 | 4.500%,06/01/2047 | 597469 | 0.0 |
| 398208 | 4.500%,06/01/2047 | 391385 | 0.0 |
| 1819904 | 4.500%,07/01/2047 | 1787967 | 0.0 |
| 103952 | 4.500%,08/01/2047 | 101612 | 0.0 |
| 8628613 | 4.500%,08/01/2052 | 8338159 | 0.1 |
| 24605171 | 4.500%,10/01/2052 | 23706909 | 0.3 |
| 71293000<sup>(6)</sup> | 4.500%,01/15/2053 | 68624417 | 0.9 |
| 1523135 | 5.000%,05/01/2042 | 1556847 | 0.0 |
| 72894 | 5.500%,03/01/2037 | 74982 | 0.0 |
| 82260 | 5.500%,06/01/2039 | 85380 | 0.0 |
| 702963 | 5.500%,10/01/2039 | 729643 | 0.0 |
| 38221 | 6.000%,09/01/2036 | 38839 | 0.0 |
| 169 | 6.500%,02/01/2028 | 174 | 0.0 |
| 458 | 6.500%,09/01/2031 | 484 | 0.0 |
| 122 | 6.500%,09/01/2031 | 125 | 0.0 |
| 12770 | 6.500%,11/01/2031 | 13281 | 0.0 |
| 4993 | 6.500%,04/01/2032 | 5149 | 0.0 |
| 1113 | 6.500%,08/01/2032 | 1147 | 0.0 |
| 3598 | 6.500%,08/01/2032 | 3690 | 0.0 |
| 4416 | 7.000%,12/01/2027 | 4406 | 0.0 |
| 750 | 7.000%,10/01/2031 | 749 | 0.0 |
| 539 | 7.000%,03/01/2032 | 539 | 0.0 |
| 630 | 7.500%,09/01/2030 | 655 | 0.0 |
| 1995 | 7.500%,09/01/2031 | 2068 | 0.0 |
| 11703 | 7.500%,02/01/2032 | 12057 | 0.0 |
|  |  | **1411558631** | **18.9** |
|  | Total U.S. Government Agency Obligations |  |  |
|  | (Cost $2,199,644,786) | **2060905132** | **27.6** |
| **ASSET-BACKED SECURITIES: 10.6%** | **ASSET-BACKED SECURITIES: 10.6%** | **ASSET-BACKED SECURITIES: 10.6%** |  |
|  | **Automobile Asset-Backed Securities: 0.3%** | **Automobile Asset-Backed Securities: 0.3%** | **Automobile Asset-Backed Securities: 0.3%** |
| 5050000 | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | 4856976 | 0.1 |
| 550000 | Drive Auto Receivables Trust 2021-2 D, 1.390%, 03/15/2029 | 507087 | 0.0 |
| 3250000<sup>(1)</sup> | GLS Auto Receivables Issuer Trust 2021-4 C, 1.940%, 10/15/2027 | 3012349 | 0.0 |
| 4550000 | Santander Drive Auto Receivables Trust 2020-2 D, 2.220%, 09/15/2026 | 4432540 | 0.1 |
| 6050000<sup>(1)</sup> | Westlake Automobile Receivables Trust 2021-2A C, 0.890%, 07/15/2026 | 5685788 | 0.1 |
|  |  | **18494740** | **0.3** |
|  | **Home Equity Asset-Backed Securities: 0.1%** | **Home Equity Asset-Backed Securities: 0.1%** | **Home Equity Asset-Backed Securities: 0.1%** |
| 2909127<sup>(1),(3)</sup> | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | 2280217 | 0.0 |
| 4794963 | Freddie Mac Structured Pass Through Certificates T-31 A7, 4.639%, (US0001M + 0.250%), 05/25/2031 | 4755151 | 0.1 |
| 2755619<sup>(3)</sup> | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 1159231 | 0.0 |
| 139589<sup>(3)</sup> | HSI Asset Loan Obligation Trust 2007-WF1 A6, 4.486%, 12/25/2036 | 104122 | 0.0 |
| 492024 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 4.709%, (US0001M + 0.160%), 02/25/2037 | 441858 | 0.0 |
| 594660 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 4.849%, (US0001M + 0.230%), 02/25/2037 | 527787 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 1102856<sup>(3)</sup> | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | 1083392 | 0 |
|  |  | **10351758** | **0.1** |
|  | **Other Asset-Backed Securities: 9.1%** | **Other Asset-Backed Securities: 9.1%** | **Other Asset-Backed Securities: 9.1%** |
| 9500000<sup>(1)</sup> | AGL CLO 5 Ltd. 2020-5A A1R, 5.403%, (US0003M + 1.160%), 07/20/2034 | 9317438 | 0.1 |
| 6750000<sup>(1)</sup> | AIG CLO 2021-1A C, 6.075%, (US0003M + 1.750%), 04/22/2034 | 6285344 | 0.1 |
| 3000000<sup>(1)</sup> | Aimco CLO 11 Ltd. 2020-11A AR, 5.209%, (US0003M + 1.130%), 10/17/2034 | 2926227 | 0 |
| 1043428<sup>(1),(3),(4),(7)</sup> | American Homes 4 Rent 2015-SFR1 XS, 3.232%, 04/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;– | &nbsp;&nbsp;&nbsp;&nbsp;– |
| 1850000<sup>(1)</sup> | AMMC CLO 16 Ltd. 2015-16A CR2, 5.961%, (US0003M + 1.950%), 04/14/2029 | 1804773 | 0 |
| 10000000<sup>(1)</sup> | Apidos CLO XXXV 2021-35A C, 5.893%, (US0003M + 1.650%), 04/20/2034 | 9252650 | 0.1 |
| 4405500<sup>(1)</sup> | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/05/2049 | 4342652 | 0.1 |
| 2029500<sup>(1)</sup> | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/05/2049 | 1855741 | 0 |
| 758710<sup>(1)</sup> | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | 714816 | 0 |
| 2245326<sup>(1)</sup> | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | 2118761 | 0 |
| 7135750<sup>(1)</sup> | Arbys Funding LLC 2020-1A A2, 3.237%, 07/30/2050 | 6059843 | 0.1 |
| 3890000<sup>(1)</sup> | Babson CLO Ltd. 2017-1A A2, 5.544%, (US0003M + 1.350%), 07/18/2029 | 3795142 | 0.1 |
| 6361000<sup>(1)</sup> | Babson CLO Ltd. 2018-3A A2, 5.543%, (US0003M + 1.300%), 07/20/2029 | 6313006 | 0.1 |
| 3750000<sup>(1)</sup> | Barings Clo Ltd. 2019-4A C, 6.879%, (US0003M + 2.800%), 01/15/2033 | 3655256 | 0.1 |
| 7685000<sup>(1)</sup> | Beacon Container Finance II LLC 2021-1A A, 2.250%, 10/22/2046 | 6526267 | 0.1 |
| 6500000<sup>(1)</sup> | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 6.393%, (US0003M + 2.150%), 01/20/2032 | 6158705 | 0.1 |
| 13900000<sup>(1)</sup> | Benefit Street Partners CLO Ltd. 2021-23A A1, 5.438%, (US0003M + 1.080%), 04/25/2034 | 13522212 | 0.2 |
| 4600000<sup>(1)</sup> | Benefit Street Partners CLO Ltd. 2021-23A C, 6.558%, (US0003M + 2.200%), 04/25/2034 | 4330914 | 0.1 |
| 450000<sup>(1)</sup> | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 5.443%, (US0003M + 1.200%), 01/20/2031 | 434145 | 0 |
| 5000000<sup>(1)</sup> | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, 5.393%, (US0003M + 1.150%), 04/20/2031 | 4783325 | 0.1 |
| 7550000<sup>(1)</sup> | Benefit Street Partners CLO XVIII Ltd. 2019-18A A1R, 5.249%, (US0003M + 1.170%), 10/15/2034 | 7357656 | 0.1 |
| 2000000<sup>(1)</sup> | BlueMountain CLO 2014-2A A2R2 Ltd., 5.643%, (US0003M + 1.400%), 10/20/2030 | 1924220 | 0 |
| 5350000<sup>(1)</sup> | BlueMountain CLO Ltd. 2021-28A C, 6.079%, (US0003M + 2.000%), 04/15/2034 | 4968925 | 0.1 |
| 6451250<sup>(1)</sup> | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | 5805924 | 0.1 |
| 7570000<sup>(1)</sup> | Broad River Bsl Funding Clo Ltd. 2020-1A AR, 5.413%, (US0003M + 1.170%), 07/20/2034 | 7342022 | 0.1 |
| 4400000<sup>(1)</sup> | Broad River Bsl Funding Clo Ltd. 2020-1A CR, 6.243%, (US0003M + 2.000%), 07/20/2034 | 4098371 | 0.1 |
| 6600000<sup>(1)</sup> | California Street CLO IX L.P. 2012-9A CR3, 6.579%, (US0003M + 2.500%), 07/16/2032 | 6253493 | 0.1 |
| 3250000<sup>(1)</sup> | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 5.209%, (US0003M + 1.130%), 04/17/2031 | 3093574 | 0 |
| 8900000<sup>(1)</sup> | CARLYLE US CLO 2021-1A A1 Ltd., 5.219%, (US0003M + 1.140%), 04/15/2034 | 8714435 | 0.1 |
| 10000000<sup>(1)</sup> | Cedar Funding IV CLO Ltd. 2014-4A CRR, 6.325%, (US0003M + 2.000%), 07/23/2034 | 9297210 | 0.1 |
| 21700000<sup>(1)</sup> | Cedar Funding IV CLO Ltd.2014-4A ARR, 5.485%, (US0003M + 1.160%), 07/23/2034 | 21097673 | 0.3 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 12400000<sup>(1)</sup> | Cedar Funding VIII Clo Ltd. 2017-8A A1R, 5.229%, (US0003M + 1.150%), 10/17/2034 | 12110063 | 0.2 |
| 11200000<sup>(1)</sup> | Cedar Funding VIII Clo Ltd. 2017-8A A2R, 5.529%, (US0003M + 1.450%), 10/17/2034 | 10637536 | 0.1 |
| 37149 | Chase Funding Trust Series 2003-5 2A2, 4.989%, (US0001M + 0.600%), 07/25/2033 | 35105 | 0.0 |
| 3000000<sup>(1)</sup> | CIFC Funding 2019-6A A2 Ltd., 5.829%, (US0003M + 1.750%), 01/16/2033 | 2933262 | 0.0 |
| 1600000<sup>(1)</sup> | CIFC Funding Ltd. 2022-1A A, 5.184%, (TSFR3M + 1.320%), 04/17/2035 | 1556442 | 0.0 |
| 2566938<sup>(1)</sup> | CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045 | 2226684 | 0.0 |
| 8128810<sup>(1)</sup> | CLI Funding VIII LLC 2021-1A A, 1.640%, 02/18/2046 | 6944757 | 0.1 |
| 9732213<sup>(1)</sup> | CLI Funding VIII LLC 2022-1A A1, 2.720%, 01/18/2047 | 8286461 | 0.1 |
| 4595625<sup>(1)</sup> | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | 4205225 | 0.1 |
| 2370375<sup>(1)</sup> | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | 2206967 | 0.0 |
| 15642000<sup>(1)</sup> | DB Master Finance LLC 2021-1A A23, 2.791%, 11/20/2051 | 12096833 | 0.2 |
| 2544000<sup>(1)</sup> | Domino's Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | 2361091 | 0.0 |
| 10892000<sup>(1)</sup> | Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | 9443170 | 0.1 |
| 11623000<sup>(1)</sup> | Domino's Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 | 9326742 | 0.1 |
| 5630625<sup>(1)</sup> | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | 5165168 | 0.1 |
| 5395500<sup>(1)</sup> | Driven Brands Funding LLC 2021-1A A2, 2.791%, 10/20/2051 | 4296695 | 0.1 |
| 2244250<sup>(1)</sup> | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | 2093554 | 0.0 |
| 6400000<sup>(1)</sup> | Dryden 49 Senior Loan Fund 2017-49A CR, 6.244%, (US0003M + 2.050%), 07/18/2030 | 6041709 | 0.1 |
| 11400000<sup>(1)</sup> | Dryden 75 CLO Ltd. 2019-75A CR2, 5.879%, (US0003M + 1.800%), 04/15/2034 | 10493369 | 0.1 |
| 8000000<sup>(1)</sup> | Eaton Vance Clo 2015-1A A2R Ltd., 5.493%, (US0003M + 1.250%), 01/20/2030 | 7607400 | 0.1 |
| 4206750<sup>(1)</sup> | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 3950739 | 0.1 |
| 4750000<sup>(1)</sup> | Goddard Funding LLC 2022-1A A2, 6.864%, 10/30/2052 | 4443768 | 0.1 |
| 3353093<sup>(1)</sup> | Helios Issuer LLC 2021-A A4, 1.800%, 02/20/2048 | 2735475 | 0.0 |
| 4270630<sup>(1)</sup> | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | 3782867 | 0.1 |
| 576373<sup>(1)</sup> | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | 546470 | 0.0 |
| 549282<sup>(1)</sup> | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | 537120 | 0.0 |
| 1389821<sup>(1)</sup> | HERO Funding Trust 2016-4A A2, 4.290%, 09/20/2047 | 1327445 | 0.0 |
| 3438614<sup>(1)</sup> | JG Wentworth XLII LLC 2018-2A A, 3.960%, 10/15/2075 | 3013224 | 0.0 |
| 2482962<sup>(1)</sup> | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | 2106373 | 0.0 |
| 6000000<sup>(1)</sup> | Kayne CLO 6 Ltd. 2019-6A A2, 6.093%, (US0003M + 1.850%), 01/20/2033 | 5797818 | 0.1 |
| 7130000<sup>(1)</sup> | KAYNE CLO I Ltd. 2018-1A CR, 5.829%, (US0003M + 1.750%), 07/15/2031 | 6735126 | 0.1 |
| 6000000<sup>(1)</sup> | LCM 26A A2 Ltd., 5.493%, (US0003M + 1.250%), 01/20/2031 | 5719440 | 0.1 |
| 5000000<sup>(1)</sup> | LCM XVIII L.P. 18A A2R, 5.463%, (US0003M + 1.220%), 04/20/2031 | 4808230 | 0.1 |
| 11900000<sup>(1)</sup> | LCM XXIV Ltd. 24A CR, 6.143%, (US0003M + 1.900%), 03/20/2030 | 11096655 | 0.2 |
| 8664489<sup>(1)</sup> | Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048 | 6360223 | 0.1 |
| 6150000<sup>(1)</sup> | Madison Park Funding XLVIII Ltd. 2021-48A C, 6.227%, (US0003M + 2.000%), 04/19/2033 | 5873084 | 0.1 |
| 6250000<sup>(1)</sup> | Madison Park Funding XXI Ltd. 2016-21A ABRR, 5.479%, (US0003M + 1.400%), 10/15/2032 | 5994131 | 0.1 |
| 1400000<sup>(1)</sup> | Madison Park Funding XXVII Ltd. 2018-27A B, 6.043%, (US0003M + 1.800%), 04/20/2030 | 1330587 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 316395<sup>(1)</sup> | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | 315690 | 0.0 |
| 1347525<sup>(1)</sup> | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | 1337586 | 0.0 |
| 1100000<sup>(1),(3)</sup> | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | 1028551 | 0.0 |
| 3200000<sup>(1),(3)</sup> | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 2922879 | 0.0 |
| 2482000<sup>(1),(3)</sup> | Mill City Mortgage Trust 2015-2 B2, 3.665%, 09/25/2057 | 2174688 | 0.0 |
| 717863<sup>(1)</sup> | Mill City Solar Loan 2019-1A A Ltd., 4.340%, 03/20/2043 | 673491 | 0.0 |
| 3652286<sup>(1)</sup> | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | 3284309 | 0.0 |
| 2653577<sup>(1)</sup> | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 2452422 | 0.0 |
| 4270091<sup>(1)</sup> | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | 3873748 | 0.1 |
| 1091062<sup>(1)</sup> | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 1010484 | 0.0 |
| 3102294<sup>(1)</sup> | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | 2671660 | 0.0 |
| 4098666<sup>(1)</sup> | Mosaic Solar Loan Trust 2020-1A B, 3.100%, 04/20/2046 | 3612002 | 0.0 |
| 8134585<sup>(1)</sup> | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | 6801075 | 0.1 |
| 3560476<sup>(1)</sup> | Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046 | 2695457 | 0.0 |
| 1567032<sup>(1)</sup> | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | 1454268 | 0.0 |
| 2000000<sup>(1)</sup> | Neuberger Berman Loan Advisers CLO 47 Ltd. 2022-47A A, 5.127%, (TSFR3M + 1.300%), 04/14/2035 | 1949346 | 0.0 |
| 5750000<sup>(1)</sup> | Oak Hill Credit Partners 2021-8A C, 6.094%, (US0003M + 1.900%), 01/18/2034 | 5426396 | 0.1 |
| 3500000<sup>(1)</sup> | Octagon Investment Partners 32 Ltd. 2017-1A CR, 6.129%, (US0003M + 2.050%), 07/15/2029 | 3332410 | 0.0 |
| 4060000<sup>(1)</sup> | Octagon Investment Partners XV Ltd. 2013-1A A2R, 5.577%, (US0003M + 1.350%), 07/19/2030 | 3874896 | 0.1 |
| 6000000<sup>(1)</sup> | Octagon Investment Partners XXI Ltd. 2014-1A BR3, 6.400%, (US0003M + 1.750%), 02/14/2031 | 5588088 | 0.1 |
| 7830000<sup>(1)</sup> | OHA Credit Funding 2019-3A AR Ltd., 5.383%, (US0003M + 1.140%), 07/02/2035 | 7648219 | 0.1 |
| 10250000<sup>(1)</sup> | OHA Credit Funding 2020-6A AR Ltd., 5.383%, (US0003M + 1.140%), 07/20/2034 | 10035498 | 0.1 |
| 6650000<sup>(1)</sup> | OHA Credit Funding 4 Ltd. 2019-4A AR, 5.475%, (US0003M + 1.150%), 10/22/2036 | 6502616 | 0.1 |
| 7000000<sup>(1)</sup> | OHA Credit Funding 7 Ltd. 2020-7A AR, 5.255%, (TSFR3M + 1.300%), 02/24/2037 | 6851565 | 0.1 |
| 6700000<sup>(1)</sup> | OHA Credit Funding 9 Ltd. 2021-9A C, 6.127%, (US0003M + 1.900%), 07/19/2035 | 6393462 | 0.1 |
| 10700000<sup>(1)</sup> | OHA Credit Partners VII Ltd. 2012-7A CR3, 6.475%, (US0003M + 1.800%), 02/20/2034 | 10010599 | 0.1 |
| 1421188<sup>(1)</sup> | Pagaya AI Debt Selection Trust 2021-3 A, 1.150%, 05/15/2029 | 1384909 | 0.0 |
| 2567129<sup>(1)</sup> | Pagaya AI Debt Selection Trust 2021-HG1 A, 1.220%, 01/16/2029 | 2422785 | 0.0 |
| 6595595<sup>(1)</sup> | Pagaya AI Debt Trust 2022-1 A, 2.030%, 10/15/2029 | 6335033 | 0.1 |
| 5800000<sup>(1)</sup> | Palmer Square CLO 2021-1A B Ltd., 5.943%, (US0003M + 1.700%), 04/20/2034 | 5410837 | 0.1 |
| 7550000<sup>(1)</sup> | Palmer Square CLO 2021-3A A2 Ltd., 5.479%, (US0003M + 1.400%), 01/15/2035 | 7330929 | 0.1 |
| 149619<sup>(3)</sup> | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.527%, 01/25/2036 | 145933 | 0.0 |
| 4898500<sup>(1)</sup> | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | 4482948 | 0.1 |
| 9150000<sup>(1)</sup> | Rockland Park CLO Ltd. 2021-1A C, 6.143%, (US0003M + 1.900%), 04/20/2034 | 8572516 | 0.1 |
| 2350000<sup>(1)</sup> | SoFi Consumer Loan Program 2021-1 C Trust, 1.610%, 09/25/2030 | 2146484 | 0.0 |
| 7129667<sup>(1)</sup> | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | 6354712 | 0.1 |
| 3950000<sup>(1)</sup> | Sonic Capital LLC 2021-1A A2II, 2.636%, 08/20/2051 | 2872518 | 0.0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 18000000<sup>(1)</sup> | Sound Point Clo XVI Ltd. 2017-2A CR, 6.558%, (US0003M + 2.200%), 07/25/2030 | 16732620 | 0.2 |
| 9950000<sup>(1)</sup> | Sound Point CLO XXIX Ltd. 2021-1A C1, 6.658%, (US0003M + 2.300%), 04/25/2034 | 9103056 | 0.1 |
| 7545408<sup>(1)</sup> | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | 5941314 | 0.1 |
| 9303983<sup>(1)</sup> | Sunnova Sol III Issuer LLC 2021-1 A, 2.580%, 04/28/2056 | 7108399 | 0.1 |
| 4533949<sup>(1)</sup> | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | 4166070 | 0.1 |
| 4303529<sup>(1)</sup> | Sunrun Jupiter Issuer 2022-1A A LLC, 4.750%, 07/30/2057 | 3949270 | 0.1 |
| 3710262<sup>(1)</sup> | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | 3290529 | 0 |
| 8450000<sup>(1)</sup> | Symphony CLO XXVI Ltd. 2021-26A CR, 6.243%, (US0003M + 2.000%), 04/20/2033 | 7582658 | 0.1 |
| 5904000<sup>(1)</sup> | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 5541437 | 0.1 |
| 13068000<sup>(1)</sup> | Taco Bell Funding LLC 2021-1A A23, 2.542%, 08/25/2051 | 9970983 | 0.1 |
| 5000000<sup>(1)</sup> | TCW CLO 2017-1A A2RR Ltd., 5.865%, (US0003M + 1.450%), 10/29/2034 | 4710445 | 0.1 |
| 13150000<sup>(1)</sup> | TCW CLO 2021-1A C Ltd., 6.143%, (US0003M + 1.900%), 03/18/2034 | 12268108 | 0.2 |
| 6164000<sup>(1)</sup> | Textainer Marine Containers Ltd. 2021-3A A, 1.940%, 08/20/2046 | 5047141 | 0.1 |
| 5248000<sup>(1)</sup> | Textainer Marine Containers VII Ltd. 2021-1A A, 1.680%, 02/20/2046 | 4417589 | 0.1 |
| 1400000<sup>(1),(3)</sup> | Towd Point Mortgage Trust 2015-2 1B1, 3.436%, 11/25/2060 | 1318609 | 0 |
| 2640000<sup>(1),(3)</sup> | Towd Point Mortgage Trust 2015-2 2B2, 4.166%, 11/25/2057 | 2518486 | 0 |
| 4346000<sup>(1),(3)</sup> | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | 4137007 | 0.1 |
| 3200000<sup>(1),(3)</sup> | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | 2997936 | 0 |
| 2200000<sup>(1),(3)</sup> | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | 2029526 | 0 |
| 4500000<sup>(1)</sup> | Trafigura Securitisation Finance PLC 2021-1A A2, 1.080%, 01/15/2025 | 4144572 | 0.1 |
| 10683188<sup>(1)</sup> | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | 8928281 | 0.1 |
| 3505500<sup>(1)</sup> | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 3170341 | 0 |
| 8471000<sup>(1)</sup> | Wendy's Funding LLC 2021-1A A2II, 2.775%, 06/15/2051 | 6626823 | 0.1 |
| 10000000<sup>(1)</sup> | Wind River 2021-1A C CLO Ltd., 6.193%, (US0003M + 1.950%), 04/20/2034 | 9175400 | 0.1 |
| 15651875<sup>(1)</sup> | Zaxby's Funding LLC 2021-1A A2, 3.238%, 07/30/2051 | 12659960 | 0.2 |
|  |  | **679295297** | **9.1** |
|  | **Student Loan Asset-Backed Securities: 1.1%** | **Student Loan Asset-Backed Securities: 1.1%** | **Student Loan Asset-Backed Securities: 1.1%** |
| 265915<sup>(1)</sup> | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | 239053 | 0 |
| 834360<sup>(1)</sup> | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | 759704 | 0 |
| 1180694<sup>(1)</sup> | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | 1094713 | 0 |
| 75413<sup>(1)</sup> | Commonbond Student Loan Trust 2018-A-GS C, 3.820%, 02/25/2044 | 62612 | 0 |
| 1696518<sup>(1)</sup> | Commonbond Student Loan Trust 2018-CGS A2, 5.189%, (US0001M + 0.800%), 02/25/2046 | 1682758 | 0 |
| 3729622<sup>(1)</sup> | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | 3179722 | 0.1 |
| 1898723<sup>(1),(3)</sup> | ELFI Graduate Loan Program 2021-A B LLC, 2.090%, 12/26/2046 | 1627495 | 0 |
| 452715<sup>(1)</sup> | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | 418724 | 0 |
| 5631905<sup>(1)</sup> | Laurel Road Prime Student Loan Trust 2020-A AFX, 1.400%, 11/25/2050 | 5102848 | 0.1 |
| 2984353<sup>(1)</sup> | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | 2684855 | 0 |
| 3540574<sup>(1)</sup> | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | 3142052 | 0.1 |
| 1850000<sup>(1)</sup> | Navient Private Education Refi Loan Trust 2021-F B, 2.120%, 02/18/2070 | 1196950 | 0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 2700000<sup>(1)</sup> | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 2290132 | 0 |
| 1450000<sup>(1)</sup> | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 1330050 | 0 |
| 14432965<sup>(1)</sup> | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | 12833031 | 0.2 |
| 3000000<sup>(1),(3)</sup> | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | 2796258 | 0 |
| 3900000<sup>(1)</sup> | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | 3376517 | 0.1 |
| 3250000<sup>(1)</sup> | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | 2923346 | 0 |
| 8000000<sup>(1)</sup> | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | 7189595 | 0.1 |
| 4474455<sup>(1)</sup> | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | 4323099 | 0.1 |
| 5800000<sup>(1)</sup> | Sofi Professional Loan Program 2018-C BFX Trust, 4.130%, 01/25/2048 | 5415399 | 0.1 |
| 2099546<sup>(1)</sup> | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | 2018514 | 0 |
| 6000000<sup>(1)</sup> | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | 5329376 | 0.1 |
| 3000000<sup>(1)</sup> | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | 2405419 | 0 |
| 8640235<sup>(1)</sup> | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | 7746264 | 0.1 |
|  |  | **81168486** | **1.1** |
|  | Total Asset-Backed Securities |  |  |
|  | (Cost $868,328,639) | **789310281** | **10.6** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.8%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.8%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.8%** |  |
| 4656000<sup>(1)</sup> | BANK 2017-BNK4 D, 3.357%, 05/15/2050 | 3324221 | 0 |
| 29331228<sup>(3),(4)</sup> | BANK 2017-BNK4 XA, 1.342%, 05/15/2050 | 1268496 | 0 |
| 167655000<sup>(3),(4)</sup> | BANK 2017-BNK8 XB, 0.184%, 11/15/2050 | 1353588 | 0 |
| 3600000<sup>(1)</sup> | BANK 2017-BNK9 D, 2.800%, 11/15/2054 | 2426834 | 0 |
| 182702606<sup>(3),(4)</sup> | BANK 2018-BNK14 XA, 0.494%, 09/15/2060 | 3714280 | 0.1 |
| 19110000<sup>(1),(3),(4)</sup> | BANK 2018-BNK14 XD, 1.612%, 09/15/2060 | 1392041 | 0 |
| 23819205<sup>(3),(4)</sup> | BANK 2019-BNK16 XA, 0.941%, 02/15/2052 | 1000533 | 0 |
| 99395300<sup>(3),(4)</sup> | Bank 2019-BNK19 XA, 0.949%, 08/15/2061 | 4701095 | 0.1 |
| 6159217<sup>(3),(4)</sup> | BANK 2020-BNK30 XA, 1.317%, 12/15/2053 | 429558 | 0 |
| 92840000<sup>(1),(3),(4)</sup> | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | 1323105 | 0 |
| 8200000<sup>(1)</sup> | BBCMS Trust 2021-AGW E, 7.468%, (US0001M + 3.150%), 06/15/2036 | 7232111 | 0.1 |
| 20301465<sup>(3),(4)</sup> | BBCMS Trust 2021-C10 XA, 1.298%, 07/15/2054 | 1468430 | 0 |
| 10914270<sup>(3),(4)</sup> | BBCMS Trust 2022-C17 XA, 1.152%, 09/15/2055 | 876653 | 0 |
| 52677628<sup>(3),(4)</sup> | Benchmark 2019-B12 XA Mortgage Trust, 1.033%, 08/15/2052 | 2195514 | 0 |
| 36111737<sup>(3),(4)</sup> | Benchmark 2019-B9 XA Mortgage Trust, 1.031%, 03/15/2052 | 1704104 | 0 |
| 92428252<sup>(3),(4)</sup> | Benchmark 2020-B17 XA Mortgage Trust, 1.416%, 03/15/2053 | 5504685 | 0.1 |
| 109968105<sup>(3),(4)</sup> | Benchmark 2020-B19 XA Mortgage Trust, 1.771%, 09/15/2053 | 8446463 | 0.1 |
| 59977946<sup>(3),(4)</sup> | Benchmark 2020-B20 XA Mortgage Trust, 1.618%, 10/15/2053 | 4636589 | 0.1 |
| 47478542<sup>(3),(4)</sup> | Benchmark 2020-B21 xa Mortgage Trust, 1.453%, 12/17/2053 | 3620191 | 0.1 |
| 4946042<sup>(3),(4)</sup> | Benchmark 2021-B28 XA Mortgage Trust, 1.283%, 08/15/2054 | 349626 | 0 |
| 11041000<sup>(1),(8)</sup> | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | 6758527 | 0.1 |
| 8000000<sup>(1),(3)</sup> | BMD2 Re-Remic Trust 2019-FRR1 5B13, 2.205%, 05/25/2052 | 5244730 | 0.1 |
| 5414000<sup>(1),(3)</sup> | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.516%, 05/25/2052 | 3643633 | 0.1 |
| 4000000<sup>(1)</sup> | BX Commercial Mortgage Trust 2021-IRON E, 6.668%, (US0001M + 2.350%), 02/15/2038 | 3740077 | 0.1 |
| 10000000<sup>(1)</sup> | Cascade Funding Mortgage Trust 2021-FRR1 AK99, 7.760%, 09/29/2029 | 5933536 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 73322185 | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.014%, 11/15/2050 | 2749586 | 0 |
| 20931681<sup>(3),(4)</sup> | CD 2016-CD1 Mortgage Trust XA, 1.367%, 08/10/2049 | 730957 | 0 |
| 45113000<sup>(1),(3),(4)</sup> | CD 2016-CD1 Mortgage Trust XB, 0.694%, 08/10/2049 | 939102 | 0 |
| 27106032<sup>(3),(4)</sup> | CD 2017-CD4 Mortgage Trust XA, 1.226%, 05/10/2050 | 1083526 | 0 |
| 36065293<sup>(3),(4)</sup> | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.895%, 07/10/2049 | 1739777 | 0 |
| 69803967<sup>(3),(4)</sup> | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.040%, 10/12/2050 | 2560315 | 0 |
| 38845750<sup>(3),(4)</sup> | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.875%, 09/15/2050 | 1217028 | 0 |
| 71119795<sup>(3),(4)</sup> | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.673%, 06/10/2051 | 2139632 | 0 |
| 7467414<sup>(3),(4)</sup> | COMM 2012-CR4 XA, 1.258%, 10/15/2045 | 15356 | 0 |
| 27260000<sup>(1),(3),(4)</sup> | COMM 2012-CR4 XB, 0.423%, 10/15/2045 | 85307 | 0 |
| 4640000<sup>(1),(3)</sup> | COMM 2013-CR10 E Mortgage Trust, 4.869%, 08/10/2046 | 4288166 | 0.1 |
| 9645000<sup>(1),(3)</sup> | COMM 2013-CR10 F Mortgage Trust, 4.869%, 08/10/2046 | 8422897 | 0.1 |
| 93645903<sup>(1),(3),(4)</sup> | COMM 2015-PC1 XA, 0.406%, 07/10/2050 | 678863 | 0 |
| 56556800<sup>(3),(4)</sup> | COMM 2016-CR28 XA, 0.631%, 02/10/2049 | 925620 | 0 |
| 33193371<sup>(3),(4)</sup> | COMM 2017-COR2 XA, 1.156%, 09/10/2050 | 1318768 | 0 |
| 8261000<sup>(1),(3)</sup> | COMM 2020-CBM F Mortgage Trust, 3.633%, 02/10/2037 | 6998026 | 0.1 |
| 4340000<sup>(1),(3)</sup> | CSAIL 2017-CX10 D Commercial Mortgage Trust, 4.176%, 11/15/2050 | 3186874 | 0 |
| 8000000<sup>(1)</sup> | CSWF 2021-SOP2 E, 7.685%, (US0001M + 3.367%), 06/15/2034 | 7147286 | 0.1 |
| 616693<sup>(1),(7)</sup> | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044 | 613895 | 0 |
| 15591250 | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | 2152133 | 0 |
| 10340787<sup>(1),(3),(4)</sup> | Freddie Mac Multifamily ML Certificates 2021-ML11 XUS, 0.769%, 03/25/2038 | 575220 | 0 |
| 23385243<sup>(3),(4)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K107 X1, 1.691%, 03/25/2030 | 2220020 | 0 |
| 68571427<sup>(3),(4)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.583%, 04/25/2030 | 5902628 | 0.1 |
| 101084985<sup>(3),(4)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K119 X1, 0.931%, 09/25/2030 | 5454359 | 0.1 |
| 40992676<sup>(3),(4)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K123 X1, 0.774%, 12/25/2030 | 1857413 | 0 |
| 13316372<sup>(3),(4)</sup> | Freddie Mac Multifamily Structured Pass Through Certificates K-1516 X1, 1.511%, 05/25/2035 | 1563791 | 0 |
| 75957016<sup>(3),(4)</sup> | Freddie Mac Multifamily Structured Pass Through CertificatesK151 X1, 0.379%, 04/25/2030 | 1579389 | 0 |
| 5000000<sup>(1),(3)</sup> | FRR Re-REMIC Trust 2018-C1 B725, 2.844%, 02/27/2050 | 4627103 | 0.1 |
| 5000000<sup>(1),(3),(9)</sup> | FRR Re-REMIC Trust 2018-C1 C725, 0.430%, 02/27/2050 | 4450586 | 0.1 |
| 8971340<sup>(1),(3),(9)</sup> | FRR Re-REMIC Trust 2018-C1 CK43, 0.900%, 02/27/2048 | 7161529 | 0.1 |
| 11599000<sup>(1),(3)</sup> | GAM RE-REMIC TR 2021-FFR2 BK78, 2.430%, 09/27/2051 | 8022258 | 0.1 |
| 8825000<sup>(1),(8)</sup> | GAM RE-REMIC TR 2021-FFR2 C730, 0.000%, 09/27/2051 | 7222144 | 0.1 |
| 10728000<sup>(1),(8)</sup> | GAM RE-REMIC TR 2021-FFR2 CK44, 0.000%, 09/27/2051 | 8701082 | 0.1 |
| 8727000<sup>(1),(3)</sup> | GAM RE-REMIC TR 2021-FFR2 CK49, 1.040%, 09/27/2051 | 6975699 | 0.1 |
| 7409000<sup>(1),(8)</sup> | GAM RE-REMIC TR 2021-FFR2 CK78, 0.000%, 09/27/2051 | 4044736 | 0.1 |
| 8821000<sup>(1),(8)</sup> | GAM RE-REMIC TR 2021-FFR2 D730, 0.000%, 09/27/2051 | 7049933 | 0.1 |
| 8724000<sup>(1),(8)</sup> | GAM RE-REMIC TR 2021-FFR2 DK49, 0.000%, 09/27/2051 | 6624265 | 0.1 |
| 12584000<sup>(1)</sup> | GAM Re-REMIC Trust 2021-FRR1 1B, 1.500%, 11/29/2050 | 8270540 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 15763000<sup>(1)</sup> | GAM Re-REMIC Trust 2021-FRR1 2B, 1.660%, 11/29/2050 | 9933454 | 0.1 |
| 18282000<sup>(1),(3),(4)</sup> | GAM Resecuritization Trust 2022-FRR3 BK47, 2.030%, 11/27/2050 | 12932200 | 0.2 |
| 12445000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 BK61, 1.290%, 01/29/2052 | 8563473 | 0.1 |
| 13548000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 BK89, 2.000%, 01/27/2052 | 7575928 | 0.1 |
| 7076000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 C728, 0.600%, 08/27/2050 | 5987312 | 0.1 |
| 7212000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 CK47, 0.920%, 05/27/2048 | 5716431 | 0.1 |
| 8725000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 CK61, 1.570%, 11/27/2049 | 5714786 | 0.1 |
| 6092000<sup>(1),(3),(4)</sup> | GAM Resecuritization Trust 2022-FRR3 CK71, 1.410%, 01/29/2052 | 3932076 | 0.1 |
| 7095000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 CK89, 2.260%, 01/27/2052 | 3685179 | 0.1 |
| 7080000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 D728, 0.030%, 01/29/2052 | 5795892 | 0.1 |
| 9559000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 DK27, 0.030%, 12/27/2045 | 9491029 | 0.1 |
| 5698000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 DK41, 0.770%, 10/27/2047 | 4711129 | 0.1 |
| 7208000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 DK47, 1.000%, 05/27/2048 | 5588594 | 0.1 |
| 2380000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 EK27, 0.040%, 12/27/2045 | 2360767 | 0 |
| 3796000<sup>(1),(9)</sup> | GAM Resecuritization Trust 2022-FRR3 EK41, 0.700%, 01/29/2052 | 3097666 | 0 |
| 4400000<sup>(1)</sup> | GS Mortgage Securities Corp. II 2018-RIVR F, 6.418%, (US0001M + 2.100%), 07/15/2035 | 3234657 | 0 |
| 42950070<sup>(3),(4)</sup> | GS Mortgage Securities Trust 2013-GC16 XA, 0.994%, 11/10/2046 | 190093 | 0 |
| 53819807<sup>(3),(4)</sup> | GS Mortgage Securities Trust 2014-GC22 XA, 0.937%, 06/10/2047 | 441309 | 0 |
| 57734936<sup>(3),(4)</sup> | GS Mortgage Securities Trust 2016-GS4 XA, 0.567%, 11/10/2049 | 978396 | 0 |
| 67630178<sup>(3),(4)</sup> | GS Mortgage Securities Trust 2017-GS6 XA, 1.013%, 05/10/2050 | 2383693 | 0 |
| 77647630<sup>(3),(4)</sup> | GS Mortgage Securities Trust 2019-GC38 XA, 0.952%, 02/10/2052 | 3327787 | 0 |
| 7345454<sup>(1),(3)</sup> | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 E, 3.744%, 12/15/2046 | 6667240 | 0.1 |
| 77117504<sup>(3),(4)</sup> | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.587%, 12/15/2049 | 1330728 | 0 |
| 6363797<sup>(1),(3)</sup> | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.180%, 11/15/2045 | 6054100 | 0.1 |
| 6470000<sup>(1),(3)</sup> | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | 5262153 | 0.1 |
| 8175200<sup>(3),(4)</sup> | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.620%, 04/15/2047 | 46235 | 0 |
| 1151330<sup>(3),(4)</sup> | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 0.946%, 10/15/2048 | 17327 | 0 |
| 589782<sup>(1)</sup> | Life 2021-BMR F Mortgage Trust, 6.668%, (US0001M + 2.350%), 03/15/2038 | 558120 | 0 |
| 36854831<sup>(1),(3),(4)</sup> | LSTAR Commercial Mortgage Trust 2017-5 X, 0.792%, 03/10/2050 | 759383 | 0 |
| 3000000<sup>(1)</sup> | MBRT 2019-MBR H1, 8.668%, (US0001M + 4.000%), 11/15/2036 | 2862493 | 0 |
| 2100000<sup>(1)</sup> | Med Trust 2021-MDLN F, 8.318%, (US0001M + 4.000%), 11/15/2038 | 1941322 | 0 |
| 2410000<sup>(1),(3)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.523%, 11/15/2045 | 1986749 | 0 |
| 4340000<sup>(1),(3)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 D, 4.895%, 11/15/2046 | 3994938 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 65381940 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 0.954%, 12/15/2047 | 833335 | 0.0 |
| 31630284<sup>(3),(4)</sup> | Morgan Stanley Capital I Trust 2021-L6 XA, 1.229%, 06/15/2054 | 1986475 | 0.0 |
| 37636689<sup>(3),(4)</sup> | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.868%, 12/15/2050 | 1251463 | 0.0 |
| 16840000<sup>(1)</sup> | RFM Reremic Trust 2022-FRR1 AB55, 1.120%, 03/28/2049 | 12544003 | 0.2 |
| 14290000<sup>(1),(3)</sup> | RFM Reremic Trust 2022-FRR1 AB60, 2.470%, 11/08/2049 | 11177514 | 0.2 |
| 21500000<sup>(1),(3)</sup> | RFM Reremic Trust 2022-FRR1 AB64, 2.314%, 03/01/2050 | 16378416 | 0.2 |
| 5260000<sup>(1),(8)</sup> | RFM Reremic Trust 2022-FRR1 CK55, 0.000%, 03/28/2049 | 3718730 | 0.1 |
| 6590000<sup>(1),(8)</sup> | RFM Reremic Trust 2022-FRR1 CK60, 0.000%, 11/08/2049 | 4314927 | 0.1 |
| 6190000<sup>(1),(8)</sup> | RFM Reremic Trust 2022-FRR1 CK64, 0.000%, 03/01/2050 | 3962827 | 0.1 |
| 1332693<sup>(1),(3)</sup> | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.521%, 11/15/2044 | 1269002 | 0.0 |
| 12946000<sup>(1),(3)</sup> | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.248%, 03/15/2045 | 10462873 | 0.1 |
| 3920000<sup>(1)</sup> | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | 3500128 | 0.1 |
| 2000000<sup>(1)</sup> | WFRBS Commercial Mortgage Trust 2014-C21 D, 3.497%, 08/15/2047 | 1709365 | 0.0 |
| 72464233<sup>(3),(4)</sup> | WFRBS Commercial Mortgage Trust 2014-C25 XA, 0.791%, 11/15/2047 | 826918 | 0.0 |
|  | Total Commercial Mortgage-Backed Securities |  |  |
|  | (Cost $493,627,611) | **434643044** | **5.8** |
| **SOVEREIGN BONDS: 0.5%** | **SOVEREIGN BONDS: 0.5%** | **SOVEREIGN BONDS: 0.5%** |  |
| 1000000 | Colombia Government International Bond, 3.125%, 04/15/2031 | 745714 | 0.0 |
| 350000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 310958 | 0.0 |
| 3000000 | Mexico Government International Bond, 3.750%, 04/19/2071 | 1875185 | 0.0 |
| 1750000<sup>(2)</sup> | Mexico Government International Bond, 3.771%, 05/24/2061 | 1111739 | 0.0 |
| 1375000 | Mexico Government International Bond, 4.280%, 08/14/2041 | 1063593 | 0.0 |
| 2500000<sup>(1),(2)</sup> | Morocco Government International Bond, 2.375%, 12/15/2027 | 2184448 | 0.0 |
| 1450000<sup>(1)</sup> | Morocco Government International Bond, 4.000%, 12/15/2050 | 998225 | 0.0 |
| 3400000 | Oman Government International Bond, 6.000%, 08/01/2029 | 3420978 | 0.1 |
| 1625000<sup>(1)</sup> | Oman Government International Bond, 7.375%, 10/28/2032 | 1768124 | 0.0 |
| 3000000<sup>(2)</sup> | Panama Government International Bond, 3.298%, 01/19/2033 | 2436274 | 0.1 |
| 3375000 | Peruvian Government International Bond, 1.862%, 12/01/2032 | 2470009 | 0.1 |
| 2525000 | Peruvian Government International Bond, 2.780%, 12/01/2060 | 1481199 | 0.0 |
| 8700000 | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 7787144 | 0.1 |
| <sup>EUR</sup> 2050000<sup>(1)</sup> | Romanian Government International Bond, 2.625%, 12/02/2040 | 1232917 | 0.0 |
| 2600000<sup>(10)</sup> | Russian Foreign Bond - Eurobond, 4.250%, 06/23/2027 | 910000 | 0.0 |
| 2450000<sup>(1),(2)</sup> | Saudi Government International Bond, 3.450%, 02/02/2061 | 1761447 | 0.0 |
| 500000<sup>(10)</sup> | Ukraine Government International Bond, 7.375%, 09/25/2034 | 96301 | 0.0 |
| 1500000<sup>(10)</sup> | Ukraine Government International Bond, 7.750%, 09/01/2025 | 346688 | 0.0 |
| 10400000<sup>(10)</sup> | Ukraine Government International Bond, 7.750%, 09/01/2027 | 2258932 | 0.1 |
| 1890000<sup>(10)</sup> | Ukraine Government International Bond, 7.750%, 09/01/2028 | 412965 | 0.0 |
| 850000<sup>(10)</sup> | Ukraine Government International Bond, 7.750%, 09/01/2029 | 185844 | 0.0 |
| 389000<sup>(10)</sup> | Ukraine Government International Bond, 9.750%, 11/01/2030 | 85648 | 0.0 |
|  | Total Sovereign Bonds |  |  |
|  | (Cost $57,992,788) | **34944332** | **0.5** |
|  |  | **Value** | **Percentage<br> of Net<br> Assets** |
| **PURCHASED OPTIONS <sup>(11)</sup>: 0.0%** | **PURCHASED OPTIONS <sup>(11)</sup>: 0.0%** | **PURCHASED OPTIONS <sup>(11)</sup>: 0.0%** | **PURCHASED OPTIONS <sup>(11)</sup>: 0.0%** |
|  | Total Purchased Options |  |  |
|  | (Cost $2,228,275) | **458223** | **0.0** |
|  | Total Long-Term Investments |  |  |
|  | (Cost $8,667,638,061) | **7841181052** | **105.1** |

---

<u>Voya Intermediate Bond 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** |
| **SHORT-TERM INVESTMENTS: 9.6%** | **SHORT-TERM INVESTMENTS: 9.6%** | **SHORT-TERM INVESTMENTS: 9.6%** | **SHORT-TERM INVESTMENTS: 9.6%** |
|  | **Commercial Paper: 1.5%** | **Commercial Paper: 1.5%** | **Commercial Paper: 1.5%** |
| 20000000 | Agilent Technologies, Inc., 5.550%, 01/05/2023 | 19984797 | 0.3 |
| 6630000 | American Electric Power Co., Inc., 5.770%, 01/04/2023 | 6625807 | 0.1 |
| 32000000 | American Electric Power Co., Inc., 4.990%, 01/17/2023 | 31925808 | 0.4 |
| 4650000 | American Electric Power Co., Inc., 5.550%, 01/19/2023 | 4637990 | 0.1 |
| 25000000 | American Electric Power Co., Inc., 4.960%, 02/01/2023 | 24891742 | 0.3 |
| 8500000 | AT&T, Inc., 5.550%, 01/13/2023 | 8484791 | 0.1 |
| 6000000 | Consolidated Edison Inc., 5.550%, 01/24/2023 | 5980537 | 0.1 |
| 1600000 | HP, Inc., 5.550%, 01/05/2023 | 1598784 | 0.0 |
| 1500000 | Mondelez International, Inc., 5.550%, 01/03/2023 | 1499243 | 0.0 |
| 6000000 | Raytheon Technologies Corp., 5.550%, 01/12/2023 | 5989888 | 0.1 |
| 1800000 | Waste Management, Inc., 5.550%, 02/13/2023 | 1789324 | 0.0 |
|  | Total Commercial Paper |  |  |
|  | (Cost $113,432,642) | **113408711** | **1.5** |
|  | **Repurchase Agreements: 3.8%** | **Repurchase Agreements: 3.8%** | **Repurchase Agreements: 3.8%** |
| 11997617<sup>(12)</sup> | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/30/22, 4.32%, due 01/03/23 (Repurchase Amount $12,003,297, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-6.000%, Market Value plus accrued interest $12,237,569, due 07/01/32-01/01/53) | 11997617 | 0.2 |
| 13679941<sup>(12)</sup> | Bethesda Securities LLC, Repurchase Agreement dated 12/30/22, 4.38%, due 01/03/23 (Repurchase Amount $13,686,507, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $14,090,339, due 04/01/23-12/01/52) | 13679941 | 0.2 |
| 67500000<sup>(12)</sup> | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $67,531,808, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $68,850,000, due 01/15/23-11/20/72) | 67500000 | 0.9 |
| 47579890<sup>(12)</sup> | Citadel Securities LLC, Repurchase Agreement dated 12/30/22, 4.41%, due 01/03/23 (Repurchase Amount $47,602,885, collateralized by various U.S. Government Securities, 0.125%-6.250%, Market Value plus accrued interest $48,555,268, due 04/15/23-11/15/52) | 47579890 | 0.6 |
| 9668594<sup>(12)</sup> | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/30/22, 4.26%, due 01/03/23 (Repurchase Amount $9,673,108, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $9,861,968, due 12/31/22-11/15/52) | 9668594 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| 4364550<sup>(12)</sup> | Jefferies LLC, Repurchase Agreement dated 12/30/22, 4.32%, due 01/03/23 (Repurchase Amount $4,366,616, collateralized by various U.S. Government Agency Obligations, 0.000%-5.250%, Market Value plus accrued interest $4,451,863, due 01/04/23-12/10/27) | 4364550 | 0.1 |
| 27158678<sup>(12)</sup> | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $27,171,476, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $27,715,095, due 03/01/23-11/20/72) | 27158678 | 0.4 |
| 39600729<sup>(12)</sup> | National Bank Financial, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $39,619,564, collateralized by various U.S. Government Securities, 0.000%-4.435%, Market Value plus accrued interest $40,392,746, due 01/03/23-09/09/49) | 39600729 | 0.5 |
| 59721140<sup>(12)</sup> | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $59,749,544, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $60,915,851, due 01/15/24-02/15/51) | 59721140 | 0.8 |
|  | Total Repurchase Agreements |  |  |
|  | (Cost $281,271,139) | **281271139** | **3.8** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares** | | **Value** | **Percentage<br> of Net<br> Assets** |
|  | **Mutual Funds: 4.3%** | **Mutual Funds: 4.3%** | **Mutual Funds: 4.3%** |
| 321731000<sup>(13)</sup> | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.150% |  |  |
|  | (Cost $321,731,000) | **321731000** | **4.3** |
|  | Total Short-Term Investments |  |  |
|  | (Cost $716,434,781) | **716410850** | **9.6** |
|  | **Total Investments in Securities**<br> **(Cost $9,384,072,842)** | $**8557591902** | **114.7** |
|  | **Liabilities in Excess of Other Assets** | **(1093790333)** | **(14.7)** |
|  | **Net Assets** | $**7463801569** | **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) Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security.

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

(6) Represents or includes a TBA transaction.

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

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

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

(10) Defaulted security.

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

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

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

Currency Abbreviations: <br> EUR EU Euro

---

| | |
|:---|:---|
| Reference Rate Abbreviations: | Reference Rate Abbreviations: |
| 12MTA | 12-month Treasury Average |
| SOFR30A | 30-day Secured Overnight Financing Rate |
| TSFR3M | 3-month CME Term Secured Overnight Financing Rate |
| US0001M | 1-month LIBOR |
| US0003M | 3-month LIBOR |
| US0012M | 12-month LIBOR |

---

<u>Voya Intermediate Bond 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** |  |  |  |  |
| Purchased Options | $– | $458223 | $– | $458223 |
| Corporate Bonds/Notes |  | 2199980203 |  | 2199980203 |
| Collateralized Mortgage Obligations |  | 1210608885 |  | 1210608885 |
| Asset-Backed Securities |  | 789310281 |  | 789310281 |
| U.S. Government Agency Obligations |  | 2060905132 |  | 2060905132 |
| Commercial Mortgage-Backed Securities |  | 434029149 | 613895 | 434643044 |
| Sovereign Bonds |  | 34944332 |  | 34944332 |
| U.S. Treasury Obligations |  | 1110330952 |  | 1110330952 |
| Short-Term Investments | 321731000 | 394679850 | – | 716410850 |
| Total Investments, at fair value | $321731000 | $8235247007 | $613895 | $8557591902 |
| **Other Financial Instruments+** |  |  |  |  |
| Centrally Cleared Swaps |  | 3779289 |  | 3779289 |
| Futures | 3347858 | – | – | 3347858 |
| Total Assets | $325078858 | $8239026296 | $613895 | $8564719049 |
| **Liabilities Table** |  |  |  |  |
| **Other Financial Instruments+** |  |  |  |  |
| Centrally Cleared Swaps | $– | $(12393591) | $– | $(12393591) |
| Forward Foreign Currency Contracts |  | (19749) |  | (19749) |
| Forward Premium Swaptions |  | (636033) |  | (636033) |
| Futures | (2559900) |  |  | (2559900) |
| Written Options | – | (39659633) | – | (39659633) |
| Total Liabilities | $(2559900) | $(52709006) | $– | $(55268906) |

---

---

| | |
|:---|:---|
| + | 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 forward foreign currency contracts were outstanding for Voya Intermediate Bond Fund:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | 2503764 | EUR | 2352139 | Standard Chartered Bank | 02/03/23 | $(19749) |
|  |  |  |  |  |  | $(19749) |

---

At December 31, 2022, the following futures contracts were outstanding for Voya Intermediate Bond Fund:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br> of Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Long Contracts: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2-Year Note | 309 | 03/31/23 | $63369141 | $(17827) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Long Bond | 1566 | 03/22/23 | 210333375 | (2542073) |
|  |  |  | $273702516 | $(2559900) |
| Short Contracts: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10-Year Note | (720) | 03/22/23 | (80853750) | 380417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5-Year Note | (1650) | 03/31/23 | (178083984) | 623669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bond | (474) | 03/22/23 | (59412937) | 663738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra 10-Year Note | (1658) | 03/22/23 | (196110312) | 1680034 |
|  |  |  | $(514460983) | $3347858 |

---

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

At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Intermediate Bond Fund:

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/Obligation** | **Buy/Sell<br> Protection** | **(Pay)/<br> Receive<br> Financing<br> Rate (%)<sup>(2)</sup>** | **Termination<br> Date** | **Notional Amount<sup>(3)</sup>** | **Notional Amount<sup>(3)</sup>** | **Fair<br> Value<sup>(4)</sup>** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| CDX North American High Yield Index, Series 39, Version 1 | Buy | (5.000) | 12/20/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;225700000 | $(1314485) | $(4025701) |
|  |  |  |  |  |  | $(1314485) | $(4025701) |

---

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

(2) Payments made quarterly.

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

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

At December 31, 2022, the following centrally cleared interest rate swaps were outstanding for Voya Intermediate Bond Fund:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Pay/Receive<br> Floating Rate** | **Floating Rate Index** | **Floating<br> Rate Index <br> Payment <br> Frequency** | **Fixed<br> Rate** | **Fixed Rate<br> Payment <br> Frequency** | **Maturity<br> Date** | **Notional Amount** | **Notional Amount** | **Fair<br> Value** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.067% | Annual | 05/10/33 | USD | 27830352 | $(1003576) | $(1003576) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.076 | Annual | 05/10/33 | USD | 19878824 | (702936) | (702936) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.094 | Annual | 05/10/33 | USD | 23854000 | (807228) | (807228) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.114 | Annual | 05/10/33 | USD | 17891000 | (576377) | (576377) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.154 | Annual | 05/10/33 | USD | 23854000 | (690084) | (690083) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.289 | Annual | 05/10/33 | USD | 43733251 | (778925) | (778925) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.345 | Annual | 05/10/33 | USD | 25644000 | (338107) | (338107) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.473 | Annual | 05/10/33 | USD | 39757713 | (106349) | (106349) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.475 | Annual | 05/10/33 | USD | 39757314 | (97285) | (97285) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.483 | Annual | 05/10/33 | USD | 59635973 | (111528) | (111528) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.105 | Annual | 05/11/33 | USD | 39757000 | (1308532) | (1308532) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.129 | Annual | 05/11/33 | USD | 19878534 | (613786) | (613786) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.172 | Annual | 05/11/33 | USD | 19878534 | (544192) | (544192) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.212 | Annual | 05/11/33 | USD | 23854000 | (574516) | (574516) |
| Pay | 1-day Secured Overnight Financing Rate | Annual | 3.456 | Annual | 05/17/33 | USD | 30216000 | (114470) | (114470) |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.209 | Annual | 05/10/33 | USD | 47709000 | 1164039 | 1164039 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.226 | Annual | 05/10/33 | USD | 49299000 | 1132734 | 1132734 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.269 | Annual | 05/10/33 | USD | 29818000 | 580107 | 580107 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.297 | Annual | 05/10/33 | USD | 19282000 | 329751 | 329751 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.372 | Annual | 05/10/33 | USD | 31806000 | 348450 | 348450 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.443 | Annual | 05/17/33 | USD | 24252000 | 116606 | 116606 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.465 | Annual | 05/17/33 | USD | 35782000 | 107602 | 107602 |
| Receive | 1-day Secured Overnight Financing Rate | Annual | 3.515 | Annual | 05/17/33 | USD | 26439000 | – | – |
|  |  |  |  |  |  |  |  | $(4588602) | $(4588601) |

---

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

At December 31, 2022, the following OTC purchased foreign currency options were outstanding for Voya Intermediate Bond Fund:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Expiration<br> Date** | **Exercise<br> Price** | **Notional<br> Amount** | **Notional<br> Amount** | **Cost** | **Fair Value** |
| Call JPY vs. Put USD | BNP Paribas | 02/27/25 | 107.500 | USD | 19009400 | $942866 | $388789 |
| Call USD vs. Put CNH | Bank of America N.A. | 02/07/23 | 7.500 | USD | 91333000 | 424699 | 20444 |
| Call USD vs. Put CNH | Morgan Stanley Capital Services LLC | 02/09/23 | 7.470 | USD | 170000000 | 860710 | 48990 |
|  |  |  |  |  |  | $2228275 | $458223 |

---

At December 31, 2022, the following OTC written interest rate swaptions were outstanding for Voya Intermediate Bond Fund:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Pay/<br> Receive<br> Exercise<br> Rate** | **Exercise <br> Rate** | **Floating Rate<br> Index** | **Expiration<br> Date** | **Notional<br> Amount** | **Notional<br> Amount** | **Premiums<br> Received** | **Fair Value** |
| Call on 10-Year Interest Rate Swap<sup>(1)</sup> | Bank of America N.A. | Pay | 3.880% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 159029000 | $4673465 | $(6880765) |
| Call on 10-Year Interest Rate Swap<sup>(1)</sup> | Barclays Bank PLC | Pay | 3.790% | 1-day Secured Overnight Financing Rate | 05/10/23 | USD | 159030000 | 4588015 | (6102331) |
| Call on 10-Year Interest Rate Swap<sup>(1)</sup> | Deutsche Bank AG | Pay | 3.820% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 79516000 | 2282109 | (3172037) |
| Call on 10-Year Interest Rate Swap<sup>(1)</sup> | Goldman Sachs International | Pay | 2.940% | 1-day Secured Overnight Financing Rate | 12/15/23 | USD | 39757000 | 1486912 | (889934) |
| Call on 10-Year Interest Rate Swap<sup>(1)</sup> | JPMorgan Chase Bank N.A. | Pay | 2.995% | 1-day Secured Overnight Financing Rate | 06/07/23 | USD | 79516000 | 2437165 | (970080) |
| Call on 10-Year Interest Rate Swap<sup>(1)</sup> | Morgan Stanley Capital Services LLC | Pay | 3.815% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 159029000 | 4540278 | (6300219) |
| Put on 10-Year Interest Rate Swap<sup>(2)</sup> | Bank of America N.A. | Receive | 3.880% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 159029000 | 4673465 | (2277186) |
| Put on 10-Year Interest Rate Swap<sup>(2)</sup> | Barclays Bank PLC | Receive | 3.790% | 1-day Secured Overnight Financing Rate | 05/10/23 | USD | 159030000 | 4588016 | (2662664) |
| Put on 10-Year Interest Rate Swap<sup>(2)</sup> | Deutsche Bank AG | Receive | 3.820% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 79516000 | 2282109 | (1260348) |
| Put on 10-Year Interest Rate Swap<sup>(2)</sup> | Goldman Sachs International | Receive | 2.940% | 1-day Secured Overnight Financing Rate | 12/15/23 | USD | 39757000 | 1486912 | (2405403) |
| Put on 10-Year Interest Rate Swap<sup>(2)</sup> | JPMorgan Chase Bank N.A. | Receive | 2.995% | 1-day Secured Overnight Financing Rate | 06/07/23 | USD | 79516000 | 2437165 | (4196731) |
| Put on 10-Year Interest Rate Swap<sup>(2)</sup> | Morgan Stanley Capital Services LLC | Receive | 3.815% | 1-day Secured Overnight Financing Rate | 05/09/23 | USD | 159029000 | 4540278 | (2541935) |
|  |  |  |  |  |  |  |  | $40015889 | $(39659633) |

---

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

At December 31, 2022, the following OTC purchased forward premium swaptions were outstanding for Voya Intermediate Bond Fund:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Exercise<br> Rate<sup>(3)</sup>** | **Pay/<br> Receive<br> Exercise<br> Rate** | **Floating<br> Rate<br> Index** | **Expiration<br> Date** | **Notional<br> Amount** | **Notional<br> Amount** | **Premium<br> receivable/(payable)<br> at expiration<sup>(4)</sup>** | **Unrealized<br> Appreciation/(Depreciation)** |
| Call on 30-Year Interest Rate Swap | Barclays Bank PLC | 0.000% | Receive | 1-day Secured Overnight Financing Rate | 06/14/27 | USD | 39935000 | $(6988625) | $(37706) |
| Call on 30-Year Interest Rate Swap | Barclays Bank PLC | 0.000% | Receive | 1-day Secured Overnight Financing Rate | 05/28/27 | USD | 66490400 | (11768801) | (155604) |
| Call on 30-Year Interest Rate Swap | Nomura International PLC | 0.000% | Receive | 1-day Secured Overnight Financing Rate | 05/25/27 | USD | 21413000 | (3854340) | (103286) |
| Call on 35-Year Interest Rate Swap | Barclays Bank PLC | 0.000% | Receive | 1-day Secured Overnight Financing Rate | 06/03/27 | USD | 39935000 | (6998609) | (41826) |
| Put on 30-Year Interest Rate Swap | Barclays Bank PLC | 0.000% | Pay | 1-day Secured Overnight Financing Rate | 05/25/27 | USD | 61700000 | (11106000) | (297611) |
|  |  |  |  |  |  |  |  | $(40716375) | $(636033) |

---

<sup>(1)</sup> Fund pays the exercise rate semi-annually and receives the floating rate index quarterly.

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

<sup>(3)</sup> Forward premium swaption exercise rates represent the premium price on each respective swaption contract. Final exercise rate will be determined at the expiration of each respective swaption contract.

<sup>(4)</sup> Forward premium swaptions include premiums receivable/(payable) that have extended settlement dates. Premiums are not exchanged until the expiration date of each respective forward premium swaption contract.

Currency Abbreviations <br> EUR - EU Euro <br> USD - United States Dollar

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

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 $9,363,379,686. | Cost for federal income tax purposes was $9,363,379,686. |
| Net unrealized depreciation consisted of: | Net unrealized depreciation consisted of: |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gross Unrealized Appreciation | $33785334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gross Unrealized Depreciation | (885021658) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Unrealized Depreciation | $(851236324) |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

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

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

- **a. Name of Series:** VOYA INTERMEDIATE BOND FUND

- **b. EDGAR series identifier (if any):** S000008396

- **c. LEI of Series:** 549300FK6EUCD2VZ8U23

**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:** $8709870851.57

**Total Liabilities:** $1260059303.51

**Net Assets:** $7449811548.06

**Stand-by Commitments:** $594123576.61

**Cash Not Reported:** $65697419.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 387011.00000000 | **1-Year:** 44866.00000000 | **5-Year:** 317547.00000000 | **10-Year:** 897521.00000000 | **30-Year:** 2169229.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 425.00000000 | **5-Year:** -1652.00000000 | **10-Year:** 188084.00000000 | **30-Year:** 96970.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023011 | -1.44%               | 3.45%                | -0.46%               |
| Class ID C000198303 | -1.36%               | 3.53%                | -0.38%               |
| Class ID C000023012 | -1.54%               | 3.60%                | -0.44%               |
| Class ID C000122010 | -1.50%               | 3.62%                | -0.40%               |
| Class ID C000023014 | -1.60%               | 3.42%                | -0.50%               |
| Class ID C000023015 | -1.39%               | 3.50%                | -0.41%               |
| Class ID C000057276 | -1.40%               | 3.50%                | -0.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-71379294.14            | $-55745892.37                              |
| Month 2  | $-72683251.22            | $324577622.47                              |
| Month 3  | $-1944197.38             | $-53201603.60                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMHERST PIERPONT SECURITIES LLC                                | AMHERST PIERPONT SECURITIES LLC                                                  | CUSIP: 000000000<br>LEI: 549300LGG2RLWD21SU97 | Long             | RA               | CORP              | US        |   11997617 | PA      | $11997617.00  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4490000 | PA      | $3957138.65   | 0.05%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                | CVS Health Corp                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3492000 | PA      | $2919660.50   | 0.04%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                             | Santos Finance Ltd                                                               | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    2136000 | PA      | $1699823.55   | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     899000 | PA      | $743550.19    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                    | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     773441 | PA      | $675006.50    | 0.01%             | 2049-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2314720.50   | 0.03%             | 2041-11-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                                 | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    7570000 | PA      | $7342021.88   | 0.10%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7238000 | PA      | $6863213.54   | 0.09%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325UEF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5551307 | PA      | $885896.43    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                           | DBUBS 2011-LC2 Mortgage Trust                                                    | CUSIP: 23305XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     616693 | PA      | $613894.97    | 0.01%             | 2044-07-10      | Floating      | 4.00%                 | No            |                  3 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                       | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7070000 | PA      | $6321220.54   | 0.08%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2019-LTV2                                               | CUSIP: 46651AAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60976 | PA      | $60125.04     | 0.00%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11599000 | PA      | $8022257.55   | 0.11%             | 2051-09-27      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   68571427 | PA      | $5902628.44   | 0.08%             | 2030-04-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                        | American Electric Power Co Inc                                                   | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1956000 | PA      | $1322657.31   | 0.02%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-576376.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A03G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6530310 | PA      | $6407827.51   | 0.09%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1523135 | PA      | $1556847.37   | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38375JVH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1020621 | PA      | $75919.51     | 0.00%             | 2037-04-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    6396000 | PA      | $5127941.19   | 0.07%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2586371 | PA      | $420067.97    | 0.01%             | 2045-02-15      | Variable      | 4.00%                 | 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        |    4241452 | PA      | $3687693.55   | 0.05%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                              | Arbys Funding LLC                                                                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7135750 | PA      | $6059843.02   | 0.08%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1850692.40   | 0.02%             | 2041-12-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WGK29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     296448 | PA      | $275783.93    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                   | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    5000000 | PA      | $4921147.00   | 0.07%             | 2034-04-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                     | Apidos CLO XXXV                                                                  | CUSIP: 03768UAC3<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9252650.00   | 0.12%             | 2034-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4396000 | PA      | $3686786.07   | 0.05%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2019-R02                                     | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     203539 | PA      | $203309.24    | 0.00%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MGNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4971685 | PA      | $4408941.78   | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  112556000 | PA      | $105574425.96 | 1.42%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                 | SMB Private Education Loan Trust 2014-A                                          | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2290131.90   | 0.03%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BAPB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7484287 | PA      | $7080355.63   | 0.10%             | 2044-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4922000 | PA      | $4311570.36   | 0.06%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                          | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1542000 | PA      | $1180528.83   | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26928932 | PA      | $22005598.43  | 0.30%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                          | Lehman Mortgage Trust 2006-7                                                     | CUSIP: 52520QAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12003327 | PA      | $1125597.02   | 0.02%             | 2036-11-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2313174 | PA      | $1948489.68   | 0.03%             | 2048-03-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                 | WFRBS Commercial Mortgage Trust 2014-C25                                         | CUSIP: 92939LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   72464233 | PA      | $826918.34    | 0.01%             | 2047-11-15      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                   | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $2922329.72   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                         | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    4365000 | PA      | $3630195.90   | 0.05%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                        | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 302610AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10340787 | PA      | $575220.21    | 0.01%             | 2038-03-25      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3853000 | PA      | $3378402.56   | 0.05%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                         | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2653577 | PA      | $2452421.99   | 0.03%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                       | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3082000 | PA      | $2635983.47   | 0.04%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31395EDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     334036 | PA      | $334657.19    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                   | Drive Auto Receivables Trust 2021-2                                              | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550000 | PA      | $507086.47    | 0.01%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   66490400 | NC      | $-155603.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                          | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    4000000 | PA      | $3098800.00   | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B5RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5403507 | PA      | $444058.02    | 0.01%             | 2040-05-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                             | Raytheon Technologies Corp                                                       | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     211000 | PA      | $209253.67    | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                    | Equinor ASA                                                                      | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2642000 | PA      | $2378384.44   | 0.03%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5032000 | PA      | $4971351.87   | 0.07%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38380X5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     330000 | PA      | $267868.26    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FRCP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5085094 | PA      | $4483089.19   | 0.06%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                         | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7607000 | PA      | $6050209.50   | 0.08%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378FZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74387 | PA      | $66793.24     | 0.00%             | 2043-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4109000 | PA      | $3020756.00   | 0.04%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8864445 | PA      | $7704128.96   | 0.10%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                              | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $2053762.21   | 0.03%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                         | HP Inc                                                                           | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2466000 | PA      | $2397000.23   | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2018-4                                                   | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     904870 | PA      | $782150.76    | 0.01%             | 2048-07-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36194U2W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3243745 | PA      | $2951679.67   | 0.04%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36065293 | PA      | $1739777.10   | 0.02%             | 2049-07-10      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                               | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2233000 | PA      | $1545175.82   | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                             | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     389000 | PA      | $85648.08     | 0.00%             | 2030-11-01      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     887839 | PA      | $757876.02    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14290000 | PA      | $11177514.39  | 0.15%             | 2049-11-08      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                     | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    2160000 | PA      | $1908278.42   | 0.03%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A2VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66336 | PA      | $59998.55     | 0.00%             | 2041-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10928844 | PA      | $8931675.05   | 0.12%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8825000 | PA      | $7222143.93   | 0.10%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8727000 | PA      | $6975698.80   | 0.09%             | 2051-09-27      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                     | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5630625 | PA      | $5165167.70   | 0.07%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANCE AMERICA                                        | Komatsu Finance America Inc                                                      | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2436011.18   | 0.03%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                  | Citigroup Mortgage Loan Trust 2015-A                                             | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     851631 | PA      | $804037.21    | 0.01%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | Commonbond Student Loan Trust 2018-A-GS                                          | CUSIP: 20269DAA3<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    1180694 | PA      | $1094712.48   | 0.01%             | 2044-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3711000 | PA      | $3663049.17   | 0.05%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FQV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3077521 | PA      | $2722118.40   | 0.04%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2207532 | PA      | $1942765.28   | 0.03%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     412573 | PA      | $381975.38    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398RDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     863780 | PA      | $72116.83     | 0.00%             | 2040-05-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A1M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2994783 | PA      | $2748105.13   | 0.04%             | 2041-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2N7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1235543 | PA      | $1161895.01   | 0.02%             | 2045-08-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38382LZ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22364724 | PA      | $3628591.41   | 0.05%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2210707.92   | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325WG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5800185 | PA      | $1070029.12   | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AUTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     424963 | PA      | $416938.33    | 0.01%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  143299000 | PA      | $142403381.25 | 1.91%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                         | CHL Mortgage Pass-Through Trust 2004-22                                          | CUSIP: 12669F6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1024899 | PA      | $926166.03    | 0.01%             | 2034-11-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138EMRX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1160223 | PA      | $1126639.31   | 0.02%             | 2043-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396QLY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4989123 | PA      | $4993624.81   | 0.07%             | 2049-02-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2020-2                                                    | CUSIP: 81748KEE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1896904 | PA      | $1485474.25   | 0.02%             | 2050-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     527382 | PA      | $444203.23    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $2360367.33   | 0.03%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                               | BAT Capital Corp                                                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2393000 | PA      | $1632768.91   | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                             | Raytheon Technologies Corp                                                       | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7006012.25   | 0.09%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137A4UT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4129548 | PA      | $3811724.61   | 0.05%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AP4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1822734.00   | 0.02%             | 2036-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31419EC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94300 | PA      | $93570.90     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TTX CO                                                         | TTX Co                                                                           | CUSIP: 87305QCP4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    2933000 | PA      | $2965153.78   | 0.04%             | 2052-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1034181.03   | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC                                       | Microchip Technology Inc                                                         | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    5223000 | PA      | $5126987.99   | 0.07%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                           | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    4945000 | PA      | $3753403.35   | 0.05%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2013-CCRE10 Mortgage Trust                                                  | CUSIP: 12626BBA1<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |    9645000 | PA      | $8422897.48   | 0.11%             | 2046-08-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1626000 | PA      | $1456729.55   | 0.02%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    9092000 | PA      | $8200556.31   | 0.11%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                         | Advanced Micro Devices Inc                                                       | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    7089000 | PA      | $6267427.79   | 0.08%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                         | Verizon Communications Inc                                                       | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     600000 | PA      | $549778.10    | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                         | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3102294 | PA      | $2671659.86   | 0.04%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KK4B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89969 | PA      | $76566.96     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31393GYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     153552 | PA      | $155964.11    | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QMZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28240111 | PA      | $24104512.46  | 0.32%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                         | Anglo American Capital PLC                                                       | CUSIP: 034863AP5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     671000 | PA      | $659179.23    | 0.01%             | 2025-05-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AM6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18195935 | PA      | $16410970.27  | 0.22%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                                 | Banc of America Mortgage 2007-2 Trust                                            | CUSIP: 05952FAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     665323 | PA      | $65595.95     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4668568 | PA      | $3979679.57   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31419EC56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     235787 | PA      | $233963.89    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MGMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2749709 | PA      | $2523030.08   | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AP5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4099256 | PA      | $3961432.57   | 0.05%             | 2040-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                               | Georgia Power Co                                                                 | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2915322.41   | 0.04%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8128810 | PA      | $6944756.66   | 0.09%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                              | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2416694.58   | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                                 | Laurel Road Prime Student Loan Trust 2020-A                                      | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5631905 | PA      | $5102848.24   | 0.07%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                       | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1469693.37   | 0.02%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                       | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    2700000 | PA      | $2261668.50   | 0.03%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                     | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3540574 | PA      | $3142052.11   | 0.04%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                         | Chubb INA Holdings Inc                                                           | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    7234000 | PA      | $5632034.82   | 0.08%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4249846 | PA      | $4110465.72   | 0.06%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                 | S&P Global Inc                                                                   | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    6563000 | PA      | $5616223.13   | 0.08%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31396CBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3681900 | PA      | $314480.64    | 0.00%             | 2035-10-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                       | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $3723939.26   | 0.05%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2018-BNK14                                                                  | CUSIP: 06035RBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  182702606 | PA      | $3714280.03   | 0.05%             | 2060-09-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| FRR Re-Remic Trust                                             | FRR Re-REMIC Trust 2018-C1                                                       | CUSIP: 30307WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4450586.00   | 0.06%             | 2050-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                     | Intel Corp                                                                       | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1188996.84   | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENRGY TRANS LP/REG FIN                                         | Energy Transfer LP / Regency Energy Finance Corp                                 | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1254181.22   | 0.02%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132J6VE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     822469 | PA      | $750076.32    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2865 | PA      | $2544.50      | 0.00%             | 2049-12-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                         | Marlette Funding Trust 2019-2                                                    | CUSIP: 57109HAC6<br>LEI: 549300Y3KZXU3NUCX480 | Long             | ABS-O            | CORP              | US        |    1347525 | PA      | $1337586.23   | 0.02%             | 2029-07-16      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                       | Enel Finance America LLC                                                         | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |     861000 | PA      | $891799.80    | 0.01%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                           | Mississippi Power Co                                                             | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    4552000 | PA      | $3711410.06   | 0.05%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund                 | Goldman Sachs Financial Square Government Fund                                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  321731000 | NS      | $321731000.00 | 4.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140M9VQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9464192 | PA      | $7783005.45   | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325WG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6252657 | PA      | $1288965.25   | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7212000 | PA      | $5716430.97   | 0.08%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1073022 | PA      | $1029719.64   | 0.01%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                 | Wells Fargo Mortgage Backed Securities 2019-4 Trust                              | CUSIP: 95002FBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1920906 | PA      | $1149686.50   | 0.02%             | 2049-09-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AS6K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5574549 | PA      | $899624.00    | 0.01%             | 2045-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                     | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7016000 | PA      | $6343710.60   | 0.09%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1143423 | PA      | $1030517.39   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                                        | CUSIP: 83401BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3376517.43   | 0.05%             | 2041-01-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     688239 | PA      | $569509.68    | 0.01%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140FUZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3619163 | PA      | $3238675.15   | 0.04%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                                        | JG Wentworth XLII LLC                                                            | CUSIP: 46590UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3438614 | PA      | $3013224.30   | 0.04%             | 2075-10-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                    | Walmart Inc                                                                      | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2516000 | PA      | $2409172.73   | 0.03%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QFB73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22795467 | PA      | $20121797.45  | 0.27%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WEUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     937674 | PA      | $899024.01    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AEU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4417431 | PA      | $315220.37    | 0.00%             | 2033-06-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                         | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     895000 | PA      | $824925.65    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                         | BP Capital Markets America Inc                                                   | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $1842846.32   | 0.02%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31397AZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3507352 | PA      | $414789.62    | 0.01%             | 2036-09-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70171000 | PA      | $61598771.00  | 0.83%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2417800.94   | 0.03%             | 2042-06-25      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Sunnova Sol III Issuer LLC                                     | Sunnova Sol III Issuer LLC                                                       | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9303983 | PA      | $7108399.17   | 0.10%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31390RMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1113 | PA      | $1147.42      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137A8AM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1900000 | PA      | $1863360.78   | 0.03%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUJW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9605808 | PA      | $9220102.43   | 0.12%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                   | Enbridge Inc                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3241000 | PA      | $3213810.64   | 0.04%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                  | Citigroup Mortgage Loan Trust 2006-AR9                                           | CUSIP: 17310RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     647824 | PA      | $546921.14    | 0.01%             | 2036-11-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                      | CIM Trust 2019-J2                                                                | CUSIP: 12558TBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     927499 | PA      | $765502.46    | 0.01%             | 2049-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                 | AMMC CLO 16 Ltd                                                                  | CUSIP: 00176JAX4<br>LEI: 549300I1YCI83LUUYL82 | Long             | ABS-CBDO         | CORP              | KY        |    1850000 | PA      | $1804773.05   | 0.02%             | 2029-04-14      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                         | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    6342000 | PA      | $6456710.86   | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ATMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18155249 | PA      | $1505865.34   | 0.02%             | 2046-09-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15544 | PA      | $15939.60     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                      | Apple Inc                                                                        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2003000 | PA      | $1824383.02   | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                        | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8542000 | PA      | $7815939.82   | 0.10%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1262000 | PA      | $1104263.77   | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                            | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2537000 | PA      | $2373286.93   | 0.03%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132WPRL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3035993 | PA      | $2821782.35   | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                               | Bellemeade RE 2021-3 Ltd                                                         | CUSIP: 078777AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13147000 | PA      | $11791842.74  | 0.16%             | 2031-09-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1692000 | PA      | $1324153.72   | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AUR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3519898 | PA      | $695357.52    | 0.01%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30001047 | PA      | $24495323.33  | 0.33%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                  | American Home Mortgage Assets Trust 2007-4                                       | CUSIP: 026934AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1471242 | PA      | $1295922.00   | 0.02%             | 2037-08-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $3045017.92   | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                 | S&P Global Inc                                                                   | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    5049000 | PA      | $4454536.95   | 0.06%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                 | Morgan Stanley Residential Mortgage Loan Trust 2020-1                            | CUSIP: 61771QBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $692438.60    | 0.01%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3307000 | PA      | $3110851.74   | 0.04%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1861000 | PA      | $1301571.04   | 0.02%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                     | AbbVie Inc                                                                       | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2298000 | PA      | $2051657.82   | 0.03%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VU69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5150613 | PA      | $961433.05    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                           | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $3693443.61   | 0.05%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4346000 | PA      | $4137006.94   | 0.06%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd                                                  | AGL CLO 5 Ltd                                                                    | CUSIP: 00119TAF1<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9317438.50   | 0.13%             | 2034-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                 | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1794401 | PA      | $1461740.18   | 0.02%             | 2050-03-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BMPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8068266 | PA      | $7132841.73   | 0.10%             | 2046-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                                        | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    5837000 | PA      | $4549635.58   | 0.06%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                 | Amazon.com Inc                                                                   | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3304000 | PA      | $3299039.77   | 0.04%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                       | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2166000 | PA      | $1977470.84   | 0.03%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES (USA) INC.                              | MIRAE ASSET SECURITIES USA INC                                                   | CUSIP: 000000000<br>LEI: 25490087B4GFZLJZE912 | Long             | RA               | CORP              | US        |   27158678 | PA      | $27158678.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38379V6P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     402296 | PA      | $368885.29    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4676000 | PA      | $3913323.83   | 0.05%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                         | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    3400000 | PA      | $3420978.00   | 0.05%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31397KXH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     860242 | PA      | $19130.67     | 0.00%             | 2037-10-15      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                              | Kinder Morgan Inc                                                                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $2137257.97   | 0.03%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KDNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20065 | PA      | $17137.24     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ARM29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2683623 | PA      | $2514003.88   | 0.03%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                         | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4474000 | PA      | $3142705.91   | 0.04%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148856 | PA      | $145838.69    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $107602.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAA0<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    3707000 | PA      | $3520044.09   | 0.05%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10728000 | PA      | $8701081.72   | 0.12%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21500000 | PA      | $16378416.20  | 0.22%             | 2050-03-01      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27709032 | PA      | $2944705.34   | 0.04%             | 2043-08-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                              | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAL3<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   12400000 | PA      | $12110063.20  | 0.16%             | 2034-10-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust                    | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2188069 | PA      | $2054193.50   | 0.03%             | 2034-06-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1563418 | PA      | $1190784.91   | 0.02%             | 2050-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A5VZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     947557 | PA      | $911175.43    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                       | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    3127000 | PA      | $2008198.74   | 0.03%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1009064 | PA      | $824421.69    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                            | Dominion Energy Inc                                                              | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4603000 | PA      | $4576866.15   | 0.06%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J5J42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3186453 | PA      | $3058897.06   | 0.04%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AS7J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12471665 | PA      | $11700783.04  | 0.16%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                      | CIM Trust 2019-INV1                                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123709 | PA      | $116230.79    | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                   | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    8250000 | PA      | $7500219.71   | 0.10%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8PQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4313526 | PA      | $4039787.57   | 0.05%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                            | Eaton Vance Clo 2015-1 Ltd                                                       | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $7607400.00   | 0.10%             | 2030-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    7338000 | PA      | $6365416.20   | 0.09%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                   | CSMC Trust 2015-2                                                                | CUSIP: 12649RAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     768443 | PA      | $658348.98    | 0.01%             | 2045-02-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                                 | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   10200000 | PA      | $9585429.60   | 0.13%             | 2034-02-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33193371 | PA      | $1318767.64   | 0.02%             | 2050-09-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2020-1                                                  | CUSIP: 46651XAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     873690 | PA      | $757602.76    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7409000 | PA      | $4044736.10   | 0.05%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FQRX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2188103 | PA      | $1824009.71   | 0.02%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GPYP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1944444 | PA      | $1911352.52   | 0.03%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8725000 | PA      | $5714785.57   | 0.08%             | 2049-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XHCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21918944 | PA      | $19351645.00  | 0.26%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B3C21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5823818 | PA      | $5180198.32   | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     400499 | PA      | $397851.72    | 0.01%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3617LMNZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6118765 | PA      | $5486232.01   | 0.07%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     120341 | PA      | $116390.14    | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2254392.88   | 0.03%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                   | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3241000 | PA      | $3158201.27   | 0.04%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31394AGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3038676 | PA      | $255294.04    | 0.00%             | 2034-07-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381RQT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1081376 | PA      | $917027.93    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                         | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4775000 | PA      | $3718485.79   | 0.05%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                        | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $6041708.80   | 0.08%             | 2030-07-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3934000 | PA      | $3868302.20   | 0.05%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                 | WFRBS Commercial Mortgage Trust 2013-C11                                         | CUSIP: 92937EAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12946000 | PA      | $10462873.05  | 0.14%             | 2045-03-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                       | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $2860831.68   | 0.04%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                   | CSMC Series 2008-2R                                                              | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     715633 | PA      | $592104.36    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                       | Main Street Capital Corp                                                         | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4250523.59   | 0.06%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31359RUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20628 | PA      | $51.04        | 0.00%             | 2023-11-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138EQFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1660823 | PA      | $1549041.74   | 0.02%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1286454 | PA      | $1234799.35   | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                 | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4889000 | PA      | $4005033.16   | 0.05%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                      | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     717863 | PA      | $673491.42    | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3617LUR91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3399496 | PA      | $3048203.01   | 0.04%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31417F5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     936777 | PA      | $876943.77    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38379BRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6480438 | PA      | $362030.32    | 0.00%             | 2044-04-16      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                          | Lehman Mortgage Trust 2006-9                                                     | CUSIP: 52521HBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8501985 | PA      | $814847.24    | 0.01%             | 2037-01-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKAR 01/05/2023                                      | HEWLETT PACKAR 01/05/2023                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1598783.73   | 0.02%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                        | MPLX LP                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1666000 | PA      | $1424845.82   | 0.02%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31397NUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1037469 | PA      | $1013929.90   | 0.01%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138X3EP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2692692 | PA      | $2521263.64   | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4472000 | PA      | $3742730.21   | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                               | Black Hills Corp                                                                 | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1710941.22   | 0.02%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GRV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     954410 | PA      | $940235.74    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A9N46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3329045 | PA      | $145520.53    | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                 | Amazon.com Inc                                                                   | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4406000 | PA      | $4375469.50   | 0.06%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                               | Altria Group Inc                                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1226905.80   | 0.02%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ETKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     529753 | PA      | $482571.26    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B4QN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10250815 | PA      | $2682285.64   | 0.04%             | 2059-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20746000 | PA      | $21804115.71  | 0.29%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17183400 | PA      | $14924051.30  | 0.20%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                            | Dow Chemical Co/The                                                              | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1616623.31   | 0.02%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2728000 | PA      | $2820963.97   | 0.04%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FRR Re-Remic Trust                                             | FRR Re-REMIC Trust 2018-C1                                                       | CUSIP: 30307WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4627103.50   | 0.06%             | 2050-02-27      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2017-C LLC                                        | CUSIP: 83405DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2796258.30   | 0.04%             | 2040-07-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QDV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1814762 | PA      | $1556691.82   | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377VFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1133661 | PA      | $1116845.99   | 0.01%             | 2041-02-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6/21/07 5.25%                                         | AT&T INC 0 CP 01/13/2023                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8484791.12   | 0.11%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                         | Metropolitan Edison Co                                                           | CUSIP: 591894BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1943782.52   | 0.03%             | 2023-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                        | Marathon Petroleum Corp                                                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1632629.99   | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B4Q66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1055543 | PA      | $1031355.55   | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4694831 | PA      | $4020397.72   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BC2C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12743104 | PA      | $12133907.30  | 0.16%             | 2044-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4578457 | PA      | $4127839.77   | 0.06%             | 2040-01-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J6DR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     952376 | PA      | $915450.45    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1394376.81   | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCCRE Trust                                                   | BBCCRE Trust 2015-GTP                                                            | CUSIP: 05490TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   92840000 | PA      | $1323104.62   | 0.02%             | 2033-08-10      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                   | Entergy Corp                                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4202000 | PA      | $3745999.00   | 0.05%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AJXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1020746 | PA      | $27349.45     | 0.00%             | 2043-02-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4306000 | PA      | $3444118.70   | 0.05%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38374DQR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     762776 | PA      | $79421.43     | 0.00%             | 2038-01-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -79516000 | NC      | $-970079.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                         | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    3175000 | PA      | $2788046.88   | 0.04%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                 | Benefit Street Partners CLO XIV Ltd                                              | CUSIP: 08179LAC5<br>LEI: 5493008E17UEFI73RC63 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4783325.00   | 0.06%             | 2031-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1072206.58   | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38374XQG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     583855 | PA      | $56098.39     | 0.00%             | 2039-04-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AVPH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19656645 | PA      | $1583482.32   | 0.02%             | 2047-03-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| WASTE MGMT INC 02/13/2023                                      | WASTE MGMT INC 02/13/2023                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1789323.75   | 0.02%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377MY42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3279247 | PA      | $70929.45     | 0.00%             | 2040-05-16      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                             | Union Pacific Corp                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1956000 | PA      | $1892085.57   | 0.03%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   39935000 | NC      | $-41825.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2770393 | PA      | $197531.79    | 0.00%             | 2040-11-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398NKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9210619 | PA      | $989378.87    | 0.01%             | 2040-09-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                         | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1030246.20   | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377NN26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     348650 | PA      | $334679.94    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                | Fannie Mae Interest Strip                                                        | CUSIP: 31395QK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129684 | PA      | $17327.97     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | Credit Agricole SA                                                               | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2959000 | PA      | $2378792.00   | 0.03%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31395WSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     587307 | PA      | $57652.43     | 0.00%             | 2035-07-15      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11623000 | PA      | $9326741.52   | 0.13%             | 2051-04-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                       | Bear Stearns ALT-A Trust 2005-4                                                  | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     773221 | PA      | $719081.12    | 0.01%             | 2035-05-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132GJJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     480138 | PA      | $476960.92    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7190953 | PA      | $7183627.79   | 0.10%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6576873 | PA      | $6132764.66   | 0.08%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                         | TotalEnergies Capital International SA                                           | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    4282000 | PA      | $3207384.23   | 0.04%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                            | Dominion Energy Inc                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6192000 | PA      | $5231827.98   | 0.07%             | N/A             | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES                                           | AGILENT TECHNOLOGIES                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19984796.60  | 0.27%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14812786 | PA      | $12197612.60  | 0.16%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                        | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116809 | PA      | $77404.94     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                             | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    3505500 | PA      | $3170340.55   | 0.04%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                 | Pagaya AI Debt Trust 2022-1                                                      | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6595595 | PA      | $6335033.11   | 0.09%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                      | ONEOK Inc                                                                        | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1924924.01   | 0.03%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                   | NiSource Inc                                                                     | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3609777.68   | 0.05%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                       | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1048232.69   | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $3999870.00   | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                            | Nestle Holdings Inc                                                              | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    2889000 | PA      | $2581668.09   | 0.03%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AQKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27714332 | PA      | $2579201.07   | 0.03%             | 2045-11-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                              | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7129667 | PA      | $6354711.85   | 0.09%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1227297.39   | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                         | Oman Government International Bond                                               | CUSIP: 68205LAE3<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1625000 | PA      | $1768123.50   | 0.02%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae                                                                       | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2120000 | PA      | $1888179.08   | 0.03%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26660316 | PA      | $23125717.97  | 0.31%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3325143.50   | 0.04%             | 2042-08-25      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                     | Humana Inc                                                                       | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    4873000 | PA      | $4818173.54   | 0.06%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                    | CUSIP: 46641BAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7345454 | PA      | $6667240.15   | 0.09%             | 2046-12-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FDNH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3320543 | PA      | $2806693.67   | 0.04%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                        | Sun Communities Operating LP                                                     | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    3437000 | PA      | $3036498.94   | 0.04%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Trust 2013-GC16                                           | CUSIP: 36248GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42950070 | PA      | $190092.71    | 0.00%             | 2046-11-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28850797 | PA      | $23540589.38  | 0.32%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A5SC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1345103 | PA      | $1264070.68   | 0.02%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $580106.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                     | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1274421.23   | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                     | Fortis Inc/Canada                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    1725000 | PA      | $1602414.57   | 0.02%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-1, Ltd.                                           | TCW CLO 2021-1 Ltd                                                               | CUSIP: 87190KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13150000 | PA      | $12268108.40  | 0.16%             | 2034-03-18      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                  | Sempra Energy                                                                    | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3163000 | PA      | $2605612.50   | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $329751.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B5AC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9796550 | PA      | $853374.56    | 0.01%             | 2049-07-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31392UZ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     900748 | PA      | $859524.55    | 0.01%             | 2033-07-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADVU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1122629 | PA      | $55744.72     | 0.00%             | 2032-10-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  177078200 | PA      | $176082135.13 | 2.36%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VVD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3757831 | PA      | $613419.24    | 0.01%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1105245 | PA      | $1060870.47   | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VUB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     263787 | PA      | $46412.07     | 0.00%             | 2045-02-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2022000 | PA      | $2174994.89   | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                           | Lockheed Martin Corp                                                             | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1588810.66   | 0.02%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2314000 | PA      | $1866733.37   | 0.03%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                 | HarborView Mortgage Loan Trust 2007-5                                            | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1548513 | PA      | $1330191.21   | 0.02%             | 2037-09-19      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                       | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1834000 | PA      | $1498399.99   | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                                  | JEFFERIES LLC                                                                    | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |    4364550 | PA      | $4364550.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                        | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3812000 | PA      | $3744098.98   | 0.05%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     312618 | PA      | $265107.74    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A5WN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     650274 | PA      | $5923.02      | 0.00%             | 2031-04-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                   | QUALCOMM Inc                                                                     | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     715000 | PA      | $746828.26    | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Mortgage Backed Se                                 | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140082 | PA      | $130790.48    | 0.00%             | 2036-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                       | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $2445929.82   | 0.03%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47478542 | PA      | $3620191.36   | 0.05%             | 2053-12-17      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS 2021-AGW Mortgage Trust                                                    | CUSIP: 05493HAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8200000 | PA      | $7232111.36   | 0.10%             | 2036-06-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4024000 | PA      | $3296732.02   | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31359FJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        560 | PA      | $559.82       | 0.00%             | 2023-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                          | Reynolds American Inc                                                            | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2341838.49   | 0.03%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                 | Amazon.com Inc                                                                   | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2866000 | PA      | $2382459.34   | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F7XG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  108857764 | PA      | $17755180.33  | 0.24%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                               | Credit Suisse AG                                                                 | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    4068000 | PA      | $3948832.01   | 0.05%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36111737 | PA      | $1704103.82   | 0.02%             | 2052-03-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                       | Banco Nacional de Panama                                                         | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    3750000 | PA      | $3012281.25   | 0.04%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                          | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5410837.40   | 0.07%             | 2034-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                  | Citigroup Mortgage Loan Trust 2007-10                                            | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     299247 | PA      | $257454.17    | 0.00%             | 2037-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XAUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3702244 | PA      | $3165860.61   | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1388874.26   | 0.02%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6711091 | PA      | $5526215.15   | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $898671.20    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 A PASS T                                       | American Airlines 2015-2 Class A Pass Through Trust                              | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6212271 | PA      | $5060445.80   | 0.07%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                            | LCM 26 Ltd                                                                       | CUSIP: 50200FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5719440.00   | 0.08%             | 2031-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                        | Loanpal Solar Loan 2021-2 Ltd                                                    | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8664489 | PA      | $6360223.07   | 0.09%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                    | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     492024 | PA      | $441857.62    | 0.01%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                     | AbbVie Inc                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $994038.40    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                     | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5003000 | PA      | $3427119.34   | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GSZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     398208 | PA      | $391384.74    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                          | Texas Instruments Inc                                                            | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3026000 | PA      | $2704639.22   | 0.04%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378YYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1798646 | PA      | $94023.31     | 0.00%             | 2043-03-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GPYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2348582 | PA      | $2310793.40   | 0.03%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377WCU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     436810 | PA      | $2198.42      | 0.00%             | 2039-08-20      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A3XU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3616183 | PA      | $3474939.11   | 0.05%             | 2042-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                         | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2127700.00   | 0.03%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377LBJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3342942 | PA      | $303139.65    | 0.00%             | 2040-08-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1503000 | PA      | $1343336.43   | 0.02%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3796000 | PA      | $3097666.20   | 0.04%             | 2047-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae                                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12207000 | PA      | $12097646.28  | 0.16%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5513260 | PA      | $5490801.32   | 0.07%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QSFJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2900 | PA      | $2953.82      | 0.00%             | 2037-05-01      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                      | Mosaic Co/The                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    3682000 | PA      | $3592660.65   | 0.05%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38380KSY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16386372 | PA      | $1842152.62   | 0.02%             | 2047-11-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                 | Amazon.com Inc                                                                   | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3444000 | PA      | $3161865.90   | 0.04%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| DANA INC                                                       | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    4955000 | PA      | $4516314.43   | 0.06%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ACG54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1403000 | PA      | $1339119.59   | 0.02%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                 | Morgan Stanley Mortgage Loan Trust 2007-13                                       | CUSIP: 61756HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4036917 | PA      | $2375212.16   | 0.03%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7096600 | PA      | $6061106.99   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                            | American International Group Inc                                                 | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     678000 | PA      | $657573.87    | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                     | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1905000 | PA      | $1438557.93   | 0.02%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                 | JPMBB Commercial Mortgage Securities Trust 2013-C15                              | CUSIP: 46640NAP3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    6363797 | PA      | $6054100.27   | 0.08%             | 2045-11-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325WG30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5271842 | PA      | $971627.98    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                   | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45113000 | PA      | $939101.53    | 0.01%             | 2049-08-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                             | Sunnova Helios V Issuer LLC                                                      | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3353093 | PA      | $2735474.88   | 0.04%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2212672.30   | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     756427 | PA      | $376049.42    | 0.01%             | 2037-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378T5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2675530 | PA      | $314003.04    | 0.00%             | 2043-07-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                         | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    3116000 | PA      | $2524810.61   | 0.03%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138E2VD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109560 | PA      | $105319.72    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                   | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27106032 | PA      | $1083525.69   | 0.01%             | 2050-05-10      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503521.50    | 0.01%             | 2040-02-25      | Floating      | 8.04%                 | 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        |     271518 | PA      | $258905.72    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31394AJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     622468 | PA      | $628506.54    | 0.01%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                        | United Airlines 2014-1 Class A Pass Through Trust                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1508683 | PA      | $1403913.16   | 0.02%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                   | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1089168.97   | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                 | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     532016 | PA      | $229670.80    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6911180 | PA      | $5892181.63   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BDU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51304862 | PA      | $8034721.06   | 0.11%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2444480 | PA      | $2005641.56   | 0.03%             | 2048-06-25      | Variable      | 3.61%                 | 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        |    2483897 | PA      | $2222236.84   | 0.03%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AKAR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4020684 | PA      | $3810572.33   | 0.05%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                 | PECO Energy Co                                                                   | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     459000 | PA      | $361019.91    | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2010000 | PA      | $1575411.19   | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AFLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3233923 | PA      | $3089170.32   | 0.04%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                       | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1971000 | PA      | $1856230.64   | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                             | Morocco Government International Bond                                            | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    2500000 | PA      | $2184447.50   | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BFEM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28572420 | PA      | $5708166.55   | 0.08%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                          | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5387000 | PA      | $4490745.69   | 0.06%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae I Pool                                                                | CUSIP: 3620A9YX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39731 | PA      | $39477.34     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 383742Y31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     385995 | PA      | $30492.59     | 0.00%             | 2038-04-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                               | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3848000 | PA      | $3394446.75   | 0.05%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140M2LF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4957722 | PA      | $4067035.08   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2019-4                                | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     571811 | PA      | $544185.17    | 0.01%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                            | PayPal Holdings Inc                                                              | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    9721000 | PA      | $8887774.89   | 0.12%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                         | Anglo American Capital PLC                                                       | CUSIP: 034863AZ3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1725000 | PA      | $1453535.42   | 0.02%             | 2028-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221269 | PA      | $188618.64    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                        | Simon Property Group LP                                                          | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $878831.34    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac Stacr Remic Trust 2020-HQA2                                          | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3201704 | PA      | $3248387.86   | 0.04%             | 2050-03-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2825622 | PA      | $2627264.60   | 0.04%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                             | Alcon Finance Corp                                                               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1508580.91   | 0.02%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2020-R01                                     | CUSIP: 20754CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     958018 | PA      | $952011.97    | 0.01%             | 2040-01-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                 | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8175200 | PA      | $46234.85     | 0.00%             | 2047-04-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WHSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1045467 | PA      | $938152.70    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                             | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     758710 | PA      | $714815.83    | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | Commonbond Student Loan Trust 2018-A-GS                                          | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |      75413 | PA      | $62611.78     | 0.00%             | 2044-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2050000 | PA      | $1232917.10   | 0.02%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2018-BNK14                                                                  | CUSIP: 06035RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19110000 | PA      | $1392041.20   | 0.02%             | 2060-09-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                       | Duke Energy Progress LLC                                                         | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3699000 | PA      | $3121276.12   | 0.04%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3844146.50   | 0.05%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                             | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     850000 | PA      | $185844.00    | 0.00%             | 2029-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137H1BZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30093254 | PA      | $6073742.48   | 0.08%             | 2041-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-574516.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     966530 | PA      | $780528.53    | 0.01%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1924000 | PA      | $1727103.05   | 0.02%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                        | Simon Property Group LP                                                          | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     972000 | PA      | $828829.16    | 0.01%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                       | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6700000 | PA      | $6393461.60   | 0.09%             | 2035-07-19      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18030316 | PA      | $16796338.27  | 0.23%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31378C2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4416 | PA      | $4405.87      | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2015-PC1 Mortgage Trust                                                     | CUSIP: 12593GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   93645903 | PA      | $678862.56    | 0.01%             | 2050-07-10      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38375KB27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1268756 | PA      | $140563.65    | 0.00%             | 2037-07-20      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1090025 | PA      | $940183.82    | 0.01%             | 2050-03-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                         | Taco Bell Funding LLC                                                            | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5904000 | PA      | $5541436.54   | 0.07%             | 2048-11-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                     | Hasbro Inc                                                                       | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1948000 | PA      | $1872976.73   | 0.03%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                          | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7020000 | PA      | $6969336.45   | 0.09%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                      | CUSIP: 61763BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4340000 | PA      | $3994937.88   | 0.05%             | 2046-11-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2005-J2                                                   | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1028597 | PA      | $806001.33    | 0.01%             | 2035-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B5KA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15136440 | PA      | $1527401.48   | 0.02%             | 2049-07-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31395MPZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114012 | PA      | $113524.50    | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2292000 | PA      | $2077531.74   | 0.03%             | 2077-08-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                           | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4300000 | PA      | $3774704.43   | 0.05%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2019-R01                                     | CUSIP: 20754FAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1419259 | PA      | $1416020.77   | 0.02%             | 2031-07-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                      | CIM Trust 2019-R5                                                                | CUSIP: 12558RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2262394.68   | 0.03%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31307M2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     239074 | PA      | $224189.10    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AUAV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14814450 | PA      | $1227258.63   | 0.02%             | 2046-11-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                   | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3518000 | PA      | $3081616.30   | 0.04%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6092000 | PA      | $3932075.92   | 0.05%             | 2050-11-27      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     889000 | PA      | $810333.28    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HGR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99332 | PA      | $94806.15     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132M8V45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1723361 | PA      | $1654163.74   | 0.02%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13905263 | PA      | $794449.36    | 0.01%             | 2044-06-15      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8727198 | PA      | $8408509.08   | 0.11%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                                          | Aimco CLO 11 Ltd                                                                 | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2926227.00   | 0.04%             | 2034-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                 | Cascade Funding Mortgage Trust 2021-FRR1                                         | CUSIP: 12529YCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $5933536.00   | 0.08%             | 2029-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140172 | PA      | $890896.12    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AAXL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3987547 | PA      | $383510.74    | 0.01%             | 2042-10-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1877832 | PA      | $1790580.86   | 0.02%             | 2041-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | Commonbond Student Loan Trust 2018-C-GS                                          | CUSIP: 20267XAB9<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |    1696518 | PA      | $1682757.48   | 0.02%             | 2046-02-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5329375.80   | 0.07%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3968000 | PA      | $3485471.80   | 0.05%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                     | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2244250 | PA      | $2093553.55   | 0.03%             | 2048-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1849784 | PA      | $1543266.73   | 0.02%             | 2048-06-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     323327 | PA      | $252450.32    | 0.00%             | 2037-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |   19009400 | NC      | $388788.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -79516000 | NC      | $-3172037.57  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                         | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   10755000 | PA      | $10682532.81  | 0.14%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae                                                                       | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28433000 | PA      | $27586408.56  | 0.37%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2815000 | PA      | $1637997.91   | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                | Danske Bank A/S                                                                  | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4910000 | PA      | $4329024.99   | 0.06%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $3924998.92   | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B1TV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3802278 | PA      | $3502143.28   | 0.05%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                          | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     587000 | PA      | $458262.02    | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Beacon Container Finance II LL                                 | Beacon Container Finance II LLC                                                  | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7685000 | PA      | $6526266.57   | 0.09%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BL5T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89203 | PA      | $87766.10     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377R4K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1288946 | PA      | $210683.47    | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1122000 | PA      | $815338.19    | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                             | HERO Funding Trust 2016-2                                                        | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     549282 | PA      | $537120.18    | 0.01%             | 2041-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                 | Salesforce Inc                                                                   | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3601000 | PA      | $2584651.46   | 0.03%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                 | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14432965 | PA      | $12833031.45  | 0.17%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     243386 | PA      | $217710.09    | 0.00%             | 2036-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                           | Entergy Arkansas LLC                                                             | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     706000 | PA      | $493825.81    | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                             | Union Pacific Corp                                                               | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $4596936.06   | 0.06%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2699000 | PA      | $1756142.30   | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2015-3                                                    | CUSIP: 81746LCD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     982625 | PA      | $699610.32    | 0.01%             | 2045-07-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                      | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6                       | CUSIP: 61761DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410000 | PA      | $1986748.81   | 0.03%             | 2045-11-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                       | Sinclair Television Group Inc                                                    | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    4395000 | PA      | $3591559.28   | 0.05%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2019-3                                | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2201509 | PA      | $2084604.32   | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                         | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $2122586.19   | 0.03%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     195932 | PA      | $181486.75    | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $2135861.80   | 0.03%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                      | CIM Trust 2020-J1                                                                | CUSIP: 12559YBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3114635 | PA      | $2402540.10   | 0.03%             | 2050-07-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| RETAIL OPPORTUNITY IN                                          | Retail Opportunity Investments Partnership LP                                    | CUSIP: 76132FAA5<br>LEI: 549300KH0PNTJK9NTE57 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1236451.73   | 0.02%             | 2023-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                   | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2714000 | PA      | $2406232.40   | 0.03%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28370835 | PA      | $26639528.21  | 0.36%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38374TG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     838825 | PA      | $830679.92    | 0.01%             | 2039-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31359VQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5895 | PA      | $36.70        | 0.00%             | 2029-02-17      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                         | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2755619 | PA      | $1159231.51   | 0.02%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2289002 | PA      | $1953932.98   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                               | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3359000 | PA      | $2622579.96   | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                                 | Wells Fargo Alternative Loan 2007-PA3 Trust                                      | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     453982 | PA      | $380146.39    | 0.01%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FXHU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34087912 | PA      | $6269479.46   | 0.08%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AQJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15682375 | PA      | $927502.70    | 0.01%             | 2045-11-25      | Floating      | 1.31%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                  | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   73322185 | PA      | $2749585.62   | 0.04%             | 2050-11-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BELA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2850996 | PA      | $2680647.42   | 0.04%             | 2034-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-338106.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38382FAM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17142557 | PA      | $1253465.46   | 0.02%             | 2048-10-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378YAT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3689854 | PA      | $613157.02    | 0.01%             | 2043-11-20      | Fixed         | 5.50%                 | 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        |     529833 | PA      | $483379.64    | 0.01%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                       | Mill City Mortgage Loan Trust 2017-1                                             | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1028550.93   | 0.01%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A5C61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3492 | PA      | $3579.74      | 0.00%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31293FG92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        943 | PA      | $961.97       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                       | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7078076 | PA      | $6034180.54   | 0.08%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     297000 | PA      | $243879.36    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | 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        |    5206000 | PA      | $4707785.80   | 0.06%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                 | Pagaya AI Debt Selection Trust 2021-HG1                                          | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2567129 | PA      | $2422785.16   | 0.03%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                 | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1663386 | PA      | $1175417.55   | 0.02%             | 2046-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WHSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2383343 | PA      | $2138692.49   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31389SVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        539 | PA      | $538.76       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                 | Alleghany Corp                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     335000 | PA      | $237313.73    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     799510 | PA      | $729143.07    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                             | HERO Funding Trust 2015-2                                                        | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     576373 | PA      | $546469.65    | 0.01%             | 2040-09-20      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     736756 | PA      | $71431.70     | 0.00%             | 2041-05-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2062000 | PA      | $1658423.92   | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | 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        |    3655523 | PA      | $3609204.53   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6448000 | PA      | $4962310.26   | 0.07%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                             | Seasoned Loans Structured Transaction Trust Series 2019-3                        | CUSIP: 35564CEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32340000 | PA      | $28078383.56  | 0.38%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17806245 | PA      | $15247078.81  | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                               | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2566000 | PA      | $2337691.77   | 0.03%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BRCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18164537 | PA      | $1546971.91   | 0.02%             | 2041-06-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1608000 | PA      | $1616079.43   | 0.02%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378E3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     242694 | PA      | $21976.85     | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     427339 | PA      | $410479.76    | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                       | BX Commercial Mortgage Trust 2021-IRON                                           | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3740077.20   | 0.05%             | 2038-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31393E7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     664856 | PA      | $675446.49    | 0.01%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                     | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2984353 | PA      | $2684855.39   | 0.04%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3133TKML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     345585 | PA      | $354496.67    | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                           | WEC Energy Group Inc                                                             | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     927000 | PA      | $927757.72    | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                           | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    1287000 | PA      | $1186701.23   | 0.02%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     989914 | PA      | $813531.59    | 0.01%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                         | Marlette Funding Trust 2018-4                                                    | CUSIP: 57109GAC8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     316395 | PA      | $315689.66    | 0.00%             | 2028-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 3128HX4M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2667734 | PA      | $2385156.00   | 0.03%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XLIT LTD                                                       | XLIT Ltd                                                                         | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1961560.56   | 0.03%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                        | Central Garden & Pet Co                                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    4245000 | PA      | $3493670.57   | 0.05%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WFNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     526288 | PA      | $503997.27    | 0.01%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2018-2                                | CUSIP: 35563PFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8262742 | PA      | $7621730.56   | 0.10%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1010324 | PA      | $868588.06    | 0.01%             | 2035-11-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3345169 | PA      | $556326.44    | 0.01%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $3710996.03   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15293186 | PA      | $13269772.53  | 0.18%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                     | Cigna Corp                                                                       | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1463648.22   | 0.02%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                            | American Express Co                                                              | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4208000 | PA      | $3987675.68   | 0.05%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3444593.32   | 0.05%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                                    | Freddie Mac Reference REMIC                                                      | CUSIP: 31396U6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     195546 | PA      | $199813.68    | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71025 | PA      | $60691.11     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INKIA ENERGY LTD                                               | Inkia Energy Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     898000 | PA      | $849875.87    | 0.01%             | 2027-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                          | MidAmerican Energy Co                                                            | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $444114.82    | 0.01%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3504218.61   | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2380000 | PA      | $2360766.86   | 0.03%             | 2045-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                             | Roche Holdings Inc                                                               | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $1640757.45   | 0.02%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1758000 | PA      | $1882233.75   | 0.03%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     294060 | PA      | $250961.38    | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6V99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38304 | PA      | $32747.19     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                       | International Business Machines Corp                                             | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3639000 | PA      | $3482972.96   | 0.05%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1900000 | PA      | $1646196.58   | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38375QLL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     216026 | PA      | $16925.14     | 0.00%             | 2038-05-16      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 CLASS AA                                          | FedEx Corp 2020-1 Class AA Pass Through Trust                                    | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2685416 | PA      | $2208763.53   | 0.03%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $96476.33     | 0.00%             | 2023-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A4KC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     348725 | PA      | $2470.30      | 0.00%             | 2040-06-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GU4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1819904 | PA      | $1787967.35   | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                         | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    3808000 | PA      | $3476493.11   | 0.05%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3825000 | PA      | $3576690.95   | 0.05%             | 2041-10-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                | CSL Finance PLC                                                                  | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    1398000 | PA      | $1244807.30   | 0.02%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5698000 | PA      | $4711128.91   | 0.06%             | 2047-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                          | Entergy Louisiana LLC                                                            | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3667000 | PA      | $2997348.45   | 0.04%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-106348.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31359SAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34922 | PA      | $1204.00      | 0.00%             | 2031-03-18      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                     | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $2862123.92   | 0.04%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                        | Duquesne Light Holdings Inc                                                      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1307223.04   | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4921000 | PA      | $3913822.47   | 0.05%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J86J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8321640 | PA      | $7743621.84   | 0.10%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    2233000 | PA      | $1846243.60   | 0.02%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GNLK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274297 | PA      | $268409.34    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A9HT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     409875 | PA      | $372402.84    | 0.00%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                    | Phillips 66                                                                      | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1362515.05   | 0.02%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                    | Rad CLO 6 Ltd                                                                    | CUSIP: 48661NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5797818.00   | 0.08%             | 2033-01-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138YKFC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     982687 | PA      | $942182.82    | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1323850.27   | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     614348 | PA      | $513623.07    | 0.01%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2018-5                                                   | CUSIP: 33849NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1711821 | PA      | $1359318.98   | 0.02%             | 2048-09-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2875933 | PA      | $2572828.62   | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WDZP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9187598 | PA      | $8982197.96   | 0.12%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                     | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3710262 | PA      | $3290529.44   | 0.04%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac Stacr Remic Trust 2020-HQA2                                          | CUSIP: 35565LBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8740000 | PA      | $8610106.99   | 0.12%             | 2050-03-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                             | HERO Funding Trust 2016-4A                                                       | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1389821 | PA      | $1327444.72   | 0.02%             | 2047-09-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8724000 | PA      | $6624265.37   | 0.09%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QN6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47993460 | PA      | $42364121.04  | 0.57%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A2X65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6125604 | PA      | $5852229.01   | 0.08%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2979000 | PA      | $3099150.85   | 0.04%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5260000 | PA      | $3718730.32   | 0.05%             | 2049-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                          | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2357000 | PA      | $1960470.06   | 0.03%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28311819 | PA      | $24169241.21  | 0.32%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8821000 | PA      | $7049933.29   | 0.09%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31393Y5T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12953 | PA      | $12814.54     | 0.00%             | 2033-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                               | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3854825.19   | 0.05%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                   | Avangrid Inc                                                                     | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    9776000 | PA      | $9350700.50   | 0.13%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7YM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     854655 | PA      | $887991.06    | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GRU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1103595 | PA      | $1088910.53   | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                         | H&E Equipment Services Inc                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $3704385.30   | 0.05%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        | -159029000 | NC      | $-6880764.68  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                 | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    6000000 | PA      | $5220280.80   | 0.07%             | 2034-04-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FLUN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37389053 | PA      | $2485706.53   | 0.03%             | 2034-08-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A9FK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3497978 | PA      | $3217518.68   | 0.04%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3575785 | PA      | $3207825.72   | 0.04%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                                         | CK Hutchison International 21 Ltd                                                | CUSIP: 12565WAB7<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |    5925000 | PA      | $4893487.84   | 0.07%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BETHESDA SECURITIES, LLC                                       | BETHESDA SECURITIES LLC                                                          | CUSIP: 000000000<br>LEI: 254900O3C3TARG6WQ048 | Long             | RA               | CORP              | US        |   13679941 | PA      | $13679941.00  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28421653 | PA      | $23327218.82  | 0.31%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24679686 | PA      | $20992035.37  | 0.28%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                     | NBN Co Ltd                                                                       | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    3800000 | PA      | $3285237.10   | 0.04%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| Washington Mutual Mortgage Pas                                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     486228 | PA      | $428890.27    | 0.01%             | 2047-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                            | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    4825000 | PA      | $4810568.14   | 0.06%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KG3X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247323 | PA      | $211064.89    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20399693 | PA      | $17397959.55  | 0.23%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                    | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3324000 | PA      | $3301539.07   | 0.04%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        | -159029000 | NC      | $-2541934.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $2477084.67   | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                             | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2245326 | PA      | $2118761.09   | 0.03%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1135227 | PA      | $1065632.70   | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1588272.41   | 0.02%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T                                 | Renaissance Home Equity Loan Trust 2005-3                                        | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1102856 | PA      | $1083392.20   | 0.01%             | 2035-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1531000 | PA      | $1440609.52   | 0.02%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1828000 | PA      | $1793890.54   | 0.02%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| 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        |       -720 | NC      | $380416.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AQZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25624776 | PA      | $6357996.40   | 0.09%             | 2045-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5017000 | PA      | $4435514.25   | 0.06%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FRR Re-Remic Trust                                             | FRR Re-REMIC Trust 2018-C1                                                       | CUSIP: 30307WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8971340 | PA      | $7161529.15   | 0.10%             | 2048-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                       | Interstate Power and Light Co                                                    | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4247577.05   | 0.06%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138EJQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     907926 | PA      | $872755.78    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                 | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1349106.03   | 0.02%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AT4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1551379 | PA      | $117770.91    | 0.00%             | 2032-08-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                         | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2312000 | PA      | $1747544.07   | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                              | Sonic Capital LLC                                                                | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3950000 | PA      | $2872517.85   | 0.04%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                           | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |    5350000 | PA      | $4968924.85   | 0.07%             | 2034-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                            | Goddard Funding LLC                                                              | CUSIP: 380241AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4750000 | PA      | $4443767.50   | 0.06%             | 2052-10-30      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VVB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4101193 | PA      | $773018.24    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GTF88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     608013 | PA      | $597468.81    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     612086 | PA      | $589039.97    | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10574000 | PA      | $10070095.18  | 0.14%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5144000 | PA      | $5348863.20   | 0.07%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                       | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    4324000 | PA      | $4333677.72   | 0.06%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                       | Duke Energy Progress LLC                                                         | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2108199.31   | 0.03%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                          | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2094000 | PA      | $2051089.75   | 0.03%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8110000 | PA      | $7189193.60   | 0.10%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GRLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     789907 | PA      | $777196.73    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                       | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2551000 | PA      | $2185961.16   | 0.03%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                               | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    4863000 | PA      | $3526601.30   | 0.05%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     707688 | PA      | $720431.33    | 0.01%             | 2025-02-25      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3309100 | PA      | $2988143.14   | 0.04%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                       | OHA Credit Funding 4 Ltd                                                         | CUSIP: 67098DAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6650000 | PA      | $6502616.05   | 0.09%             | 2036-10-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171412 | PA      | $152972.85    | 0.00%             | 2036-10-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                 | Barings Clo Ltd 2019-IV                                                          | CUSIP: 06761VAJ6<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3655256.25   | 0.05%             | 2033-01-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                          | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4595625 | PA      | $4205224.82   | 0.06%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD                            | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   59721140 | PA      | $59721140.00  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                           | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $1313233.87   | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP 0                                           | RAYTHEON TECH CORP 0                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5989888.14   | 0.08%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9759504 | PA      | $8506385.73   | 0.11%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                             | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    3000000 | PA      | $2436273.87   | 0.03%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| SUNRUN JUPITER ISSUER 2022-1,                                  | Sunrun Jupiter Issuer 2022-1 LLC                                                 | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4303529 | PA      | $3949270.21   | 0.05%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                     | Humana Inc                                                                       | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     626000 | PA      | $550054.91    | 0.01%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396XYS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2256094 | PA      | $209731.72    | 0.00%             | 2037-10-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                       | Baxter International Inc                                                         | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4955000 | PA      | $4235065.55   | 0.06%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                    | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1186617.69   | 0.02%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31379CVN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        169 | PA      | $173.78       | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GTWR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1078316 | PA      | $998112.18    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        | -159029000 | NC      | $-2277186.04  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                            | PayPal Holdings Inc                                                              | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    4761000 | PA      | $4495282.73   | 0.06%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| KYNDRYL HOLDINGS INC                                           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    6028000 | PA      | $4533386.33   | 0.06%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                              | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3259000 | PA      | $2908334.83   | 0.04%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                           | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     985000 | PA      | $934645.67    | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                          | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     755000 | PA      | $503056.08    | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                   | Assurant Inc                                                                     | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    4433000 | PA      | $3763869.95   | 0.05%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                   | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     602705 | PA      | $523911.57    | 0.01%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                 | Amazon.com Inc                                                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3375756.86   | 0.05%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding XXI Ltd                                                     | CUSIP: 55820JBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6250000 | PA      | $5994131.25   | 0.08%             | 2032-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2029526.19   | 0.03%             | 2057-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255697 | PA      | $236798.62    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B3PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34739573 | PA      | $3044652.62   | 0.04%             | 2048-11-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3479000 | PA      | $3030008.51   | 0.04%             | 2027-02-04      | Fixed         | 1.04%                 | 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        |    3149616 | PA      | $2570902.54   | 0.03%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4440000 | PA      | $4215588.19   | 0.06%             | 2042-01-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1137000 | PA      | $1127902.36   | 0.02%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan                                  | New Residential Mortgage Loan Trust 2017-3                                       | CUSIP: 64828MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2210086 | PA      | $2035913.95   | 0.03%             | 2057-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                 | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    5248000 | PA      | $4417589.07   | 0.06%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                    | Target Corp                                                                      | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1219123.55   | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -159030000 | NC      | $-6102331.05  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                                      | HSI Asset Loan Obligation Trust 2007-WF1                                         | CUSIP: 40431KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     139589 | PA      | $104122.24    | 0.00%             | 2036-12-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9200000 | PA      | $8743029.56   | 0.12%             | 2042-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20301465 | PA      | $1468430.37   | 0.02%             | 2054-07-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BAK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23435770 | PA      | $3101281.16   | 0.04%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                       | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    5627000 | PA      | $5258760.68   | 0.07%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BJSJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87692078 | PA      | $17278338.41  | 0.23%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378PZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     381159 | PA      | $10963.44     | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                       | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1280123.36   | 0.02%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                         | Commonwealth Bank of Australia                                                   | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1520000 | PA      | $1116086.27   | 0.01%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31417DKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2047012 | PA      | $1917382.04   | 0.03%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87878 | PA      | $75092.18     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                                         | CITADEL SECURITIES LLC                                                           | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |   47579890 | PA      | $47579890.00  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                                    | Cargill Inc                                                                      | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1788000 | PA      | $1240212.17   | 0.02%             | 2051-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396PCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     458555 | PA      | $44748.66     | 0.00%             | 2037-01-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4188000 | PA      | $2984798.70   | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5236549 | PA      | $4292185.48   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WET82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     746632 | PA      | $700841.54    | 0.01%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5832000 | PA      | $5382857.91   | 0.07%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                     | Cigna Corp                                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7297000 | PA      | $6802125.27   | 0.09%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                    | CUSIP: 93362FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     827448 | PA      | $728594.02    | 0.01%             | 2046-08-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                              | CBRE Services Inc                                                                | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    2064000 | PA      | $1631768.97   | 0.02%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | Bank 2019-BNK19                                                                  | CUSIP: 06540WBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   99395300 | PA      | $4701094.52   | 0.06%             | 2061-08-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31292HMU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2514 | PA      | $2596.13      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WGLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2741610 | PA      | $2628600.51   | 0.04%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12263347 | PA      | $11399602.56  | 0.15%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-544191.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                     | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5481000 | PA      | $5096718.48   | 0.07%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5800000 | PA      | $5415398.52   | 0.07%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                               | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1513255.18   | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381W2F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     416445 | PA      | $332551.32    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23003216 | PA      | $20059688.33  | 0.27%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2018-4                                | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2964357 | PA      | $2613495.23   | 0.04%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81013 | PA      | $107879.17    | 0.00%             | 2036-11-25      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18104118 | PA      | $15987969.80  | 0.21%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2019-INV1                                               | CUSIP: 46591DAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1714746 | PA      | $1465476.03   | 0.02%             | 2049-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A9FX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1930903 | PA      | $168679.09    | 0.00%             | 2041-05-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae I Pool                                                                | CUSIP: 3617AT2L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     653312 | PA      | $643910.14    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2428357.00   | 0.03%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                             | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3189000 | PA      | $2677523.31   | 0.04%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                             | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1890000 | PA      | $412965.00    | 0.01%             | 2028-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                         | Teck Resources Ltd                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    1424000 | PA      | $1364853.78   | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FN6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1632872 | PA      | $1254224.66   | 0.02%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396QN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4879065 | PA      | $298080.61    | 0.00%             | 2039-09-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                                 | Chase Funding Trust Series 2003-5                                                | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37149 | PA      | $35104.77     | 0.00%             | 2033-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   71119795 | PA      | $2139631.92   | 0.03%             | 2051-06-10      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4015170.63   | 0.05%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                 | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    7542000 | PA      | $5374975.54   | 0.07%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                         | Verizon Communications Inc                                                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $2877085.92   | 0.04%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ARKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2843790 | PA      | $209994.80    | 0.00%             | 2041-12-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                          | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3544000 | PA      | $2837332.32   | 0.04%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1007317 | PA      | $897783.55    | 0.01%             | 2047-01-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                       | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1138457 | PA      | $985545.36    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25571026 | PA      | $20870635.27  | 0.28%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                              | Eversource Energy                                                                | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2943000 | PA      | $2639922.00   | 0.04%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    7578000 | PA      | $5934342.41   | 0.08%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     268000 | PA      | $159559.45    | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   21413000 | NC      | $-103286.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                 | Textainer Marine Containers Ltd                                                  | CUSIP: 88315LAS7<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |    6164000 | PA      | $5047140.57   | 0.07%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137A3LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20153408 | PA      | $19707267.57  | 0.26%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7399000 | PA      | $6491482.98   | 0.09%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                            | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    4845000 | PA      | $4001703.86   | 0.05%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                       | Empresa Nacional del Petroleo                                                    | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    7100000 | PA      | $6672724.56   | 0.09%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2671344.40   | 0.04%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MQB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6559364 | PA      | $6184653.10   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31392BGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     178078 | PA      | $3776.14      | 0.00%             | 2031-12-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5987348 | PA      | $5296657.53   | 0.07%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5461000 | PA      | $4456829.41   | 0.06%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A4DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     822164 | PA      | $21545.47     | 0.00%             | 2040-09-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                       | Main Street Capital Corp                                                         | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    7818000 | PA      | $6746701.02   | 0.09%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                             | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    5032000 | PA      | $4706204.87   | 0.06%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-778925.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69803966 | PA      | $2560315.26   | 0.03%             | 2050-10-12      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B3DZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11846530 | PA      | $10738110.69  | 0.14%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2829000 | PA      | $2475453.96   | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                       | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4890000 | PA      | $3955178.70   | 0.05%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                            | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    7190000 | PA      | $5958559.21   | 0.08%             | 2028-11-15      | Fixed         | 2.30%                 | 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        |    1210196 | PA      | $1172837.37   | 0.02%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5936089.80   | 0.08%             | 2033-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     952434 | PA      | $686799.44    | 0.01%             | 2050-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FFX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47896059 | PA      | $7866855.79   | 0.11%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1440281 | PA      | $914903.61    | 0.01%             | 2052-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                         | Taco Bell Funding LLC                                                            | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13068000 | PA      | $9970983.32   | 0.13%             | 2051-08-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2910339.96   | 0.04%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KCRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193097 | PA      | $164921.21    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                            | Dow Chemical Co/The                                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1677000 | PA      | $1830961.70   | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5057000 | PA      | $5223538.64   | 0.07%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381XP83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1349931 | PA      | $1012347.55   | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140Q7HT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1246152 | PA      | $1190145.40   | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5558000 | PA      | $4811693.44   | 0.06%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4XA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14032 | PA      | $14580.47     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | 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        |    2406000 | PA      | $1756109.71   | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2492587.01   | 0.03%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                             | Wind River 2021-1 CLO Ltd                                                        | CUSIP: 97314HAG4<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9175400.00   | 0.12%             | 2034-04-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BC6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     626116 | PA      | $614629.38    | 0.01%             | 2040-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                     | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1383944.46   | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                         | Roper Technologies Inc                                                           | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2498000 | PA      | $2117117.47   | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                         | Fresenius Medical Care US Finance III Inc                                        | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3159337.41   | 0.04%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3798000 | PA      | $3134580.48   | 0.04%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                 | Alleghany Corp                                                                   | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    4002000 | PA      | $3721434.23   | 0.05%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KE6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16543 | PA      | $14115.32     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                      | Olin Corp                                                                        | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3748527.50   | 0.05%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                   | Comcast Corp                                                                     | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2983000 | PA      | $3120060.86   | 0.04%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                        | Reliance Industries Ltd                                                          | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    5250000 | PA      | $4261249.44   | 0.06%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $940838.90    | 0.01%             | 2041-11-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B3TD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7910231 | PA      | $579683.08    | 0.01%             | 2048-12-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9261010 | PA      | $7623011.33   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4256401 | PA      | $425343.19    | 0.01%             | 2043-05-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396YNF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2287155 | PA      | $181521.67    | 0.00%             | 2038-03-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GRM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1169386 | PA      | $1141342.73   | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140F5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     729303 | PA      | $653691.60    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                    | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3423027.36   | 0.05%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-111528.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  143758000 | PA      | $143269447.06 | 1.92%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    4559000 | PA      | $4481794.61   | 0.06%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1752000 | PA      | $1581417.13   | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                 | Barings CLO Ltd 2018-III                                                         | CUSIP: 06760PAE1<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | KY        |    6361000 | PA      | $6313006.26   | 0.08%             | 2029-07-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                    | ONE Gas Inc                                                                      | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    2827000 | PA      | $2712018.79   | 0.04%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17253624 | PA      | $14753116.41  | 0.20%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ACTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1753067 | PA      | $1691327.84   | 0.02%             | 2033-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9469100 | PA      | $7590075.47   | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2018-4                                                  | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2040133 | PA      | $1669355.75   | 0.02%             | 2048-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4396000 | PA      | $3813065.47   | 0.05%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                     | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1257000 | PA      | $974605.36    | 0.01%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                            | ZAXBY'S FUNDING LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15651875 | PA      | $12659959.62  | 0.17%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137H7UK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1580167 | PA      | $1465051.84   | 0.02%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325WGJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9921282 | PA      | $1522329.40   | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                   | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2722000 | PA      | $2168708.37   | 0.03%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                               | Berry Global Inc                                                                 | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3482000 | PA      | $3300367.60   | 0.04%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31393EAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169371 | PA      | $32177.75     | 0.00%             | 2033-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6159217 | PA      | $429557.67    | 0.01%             | 2053-12-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                        | MPLX LP                                                                          | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2014000 | PA      | $1779692.39   | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1001046.84   | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                             | Steel Dynamics Inc                                                               | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2139000 | PA      | $2007651.99   | 0.03%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                           | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    5731000 | PA      | $5317898.29   | 0.07%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAG4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     750000 | PA      | $725241.98    | 0.01%             | 2029-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1375000 | PA      | $1184682.03   | 0.02%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                              | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4991000 | PA      | $4602577.62   | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10892000 | PA      | $9443170.12   | 0.13%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35547284 | PA      | $29042279.86  | 0.39%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ADLC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2650000 | PA      | $2663211.31   | 0.04%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                      | Apple Inc                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5817000 | PA      | $3864141.42   | 0.05%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1947265 | PA      | $1556552.66   | 0.02%             | 2050-03-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2020-HQA1                                          | CUSIP: 35565JAH4<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |    1731070 | PA      | $1715647.24   | 0.02%             | 2050-01-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BHKK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13330723 | PA      | $879470.45    | 0.01%             | 2045-04-15      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                          | Truist Financial Corp                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1227761.40   | 0.02%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47098773 | PA      | $41664672.69  | 0.56%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72894 | PA      | $74981.73     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                         | Verizon Communications Inc                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1227000 | PA      | $754025.33    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J8JA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3005950 | PA      | $2692718.58   | 0.04%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                 | Pagaya AI Debt Selection Trust 2021-3                                            | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1421188 | PA      | $1384908.84   | 0.02%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31397UDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6280503 | PA      | $416533.64    | 0.01%             | 2041-06-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                          | Waste Connections Inc                                                            | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2725000 | PA      | $2539303.38   | 0.03%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XDP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2221315 | PA      | $1823308.56   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8021000 | PA      | $6360275.13   | 0.09%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                     | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4328000 | PA      | $2988535.89   | 0.04%             | 2043-02-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1773907 | PA      | $1509243.27   | 0.02%             | 2048-03-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                       | Mill City Mortgage Trust 2015-2                                                  | CUSIP: 599808BL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2482000 | PA      | $2174687.70   | 0.03%             | 2057-09-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                       | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2784000 | PA      | $2292144.40   | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6236000 | PA      | $5816462.37   | 0.08%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                              | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAN9<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   11200000 | PA      | $10637536.00  | 0.14%             | 2034-10-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1407621 | PA      | $1320468.09   | 0.02%             | 2036-12-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     791000 | PA      | $546447.51    | 0.01%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                                 | Octagon Investment Partners XV Ltd                                               | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    4060000 | PA      | $3874896.48   | 0.05%             | 2030-07-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                  | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   10000000 | PA      | $9349469.00   | 0.13%             | 2033-12-27      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                          | Norfolk Southern Corp                                                            | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1224000 | PA      | $852499.62    | 0.01%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1551000 | PA      | $1143603.02   | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11158515 | PA      | $9954350.09   | 0.13%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                            | Nestle Holdings Inc                                                              | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    3573000 | PA      | $3495103.60   | 0.05%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138YEVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1079318 | PA      | $1034811.17   | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38374LBJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1178752 | PA      | $86938.00     | 0.00%             | 2035-05-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                                 | Popular ABS Mortgage Pass-Through Trust 2005-D                                   | CUSIP: 73316PHP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149619 | PA      | $145933.39    | 0.00%             | 2036-01-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $3014229.78   | 0.04%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                              | Cedar Funding IV CLO Ltd                                                         | CUSIP: 150323BA0<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   21700000 | PA      | $21097673.10  | 0.28%             | 2034-07-23      | Floating      | 5.48%                 | 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        |    1338956 | PA      | $1084502.59   | 0.01%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2018-9                                                  | CUSIP: 46649YBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2758007 | PA      | $2265005.44   | 0.03%             | 2049-02-25      | Variable      | 4.22%                 | 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       |    1628000 | PA      | $1020596.15   | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7208000 | PA      | $5588594.14   | 0.08%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60249 | PA      | $57548.54     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1501771 | PA      | $1390067.15   | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                  | Ingevity Corp                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $3799833.28   | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A9PN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1582105 | PA      | $103207.36    | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                               | California Street CLO IX LP                                                      | CUSIP: 13079WDG0<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6253493.40   | 0.08%             | 2032-07-16      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                         | Pertamina Persero PT                                                             | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     750000 | PA      | $690888.83    | 0.01%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     315391 | PA      | $294498.49    | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1073947 | PA      | $80885.37     | 0.00%             | 2040-09-16      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                       | Neuberger Berman Loan Advisers CLO 47 Ltd                                        | CUSIP: 64135DAA3<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1949346.00   | 0.03%             | 2035-04-14      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377JTZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2322211 | PA      | $2237619.05   | 0.03%             | 2040-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31397SMB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2131051 | PA      | $2094423.12   | 0.03%             | 2041-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                           | BlueMountain CLO 2014-2 Ltd                                                      | CUSIP: 09626QBA4<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1924220.00   | 0.03%             | 2030-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                             | Seagate HDD Cayman                                                               | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    2799900 | PA      | $3074696.19   | 0.04%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132FCAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     251767 | PA      | $261181.71    | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                       | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     566000 | PA      | $449163.14    | 0.01%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust,                                  | Wachovia Mortgage Loan Trust LLC Series 2005-B Trust                             | CUSIP: 92977YBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     386660 | PA      | $366258.52    | 0.00%             | 2035-10-20      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8640235 | PA      | $7746264.28   | 0.10%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BAK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11150988 | PA      | $1782938.22   | 0.02%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13548000 | PA      | $7575927.80   | 0.10%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FNWK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8338573 | PA      | $866584.50    | 0.01%             | 2049-09-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                           | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1662000 | PA      | $1360347.18   | 0.02%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                  | Citigroup Mortgage Loan Trust 2021-J2                                            | CUSIP: 17329MDN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1345783 | PA      | $976464.06    | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6400244 | PA      | $5686900.40   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ACSH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169125 | PA      | $164284.09    | 0.00%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                          | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1084267.40   | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9077277 | PA      | $8658570.33   | 0.12%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6752000 | PA      | $4550503.99   | 0.06%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2017-BNK9                                                                   | CUSIP: 06540RAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $2426833.80   | 0.03%             | 2054-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42063609 | PA      | $7886716.39   | 0.11%             | 2048-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ADA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2100987 | PA      | $2010968.03   | 0.03%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                            | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6103000 | PA      | $4804293.81   | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| CARGILL INC                                                    | Cargill Inc                                                                      | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $1586058.71   | 0.02%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                     | Cigna Corp                                                                       | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3471000 | PA      | $3345536.44   | 0.04%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                      | Aetna Inc                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    6638000 | PA      | $5758821.39   | 0.08%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1022313 | PA      | $873683.58    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36197FNS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     461403 | PA      | $430121.20    | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FMT51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31085908 | PA      | $3221779.23   | 0.04%             | 2049-07-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                 | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2097437 | PA      | $1596130.32   | 0.02%             | 2050-03-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396P2Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     387427 | PA      | $13608.96     | 0.00%             | 2037-03-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae I Pool                                                                | CUSIP: 3620ADSF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121797 | PA      | $121129.07    | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381BCF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16616812 | PA      | $1495540.52   | 0.02%             | 2048-12-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                 | ANGI Group LLC                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3941689.50   | 0.05%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     998000 | PA      | $785838.70    | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9935.38      | 0.00%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29636900 | PA      | $29444723.08  | 0.40%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                 | JPMBB Commercial Mortgage Securities Trust 2013-C17                              | CUSIP: 46640UAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6470000 | PA      | $5262153.23   | 0.07%             | 2047-01-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                   | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     983206 | PA      | $843601.75    | 0.01%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                              | Union Electric Co                                                                | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1860671.40   | 0.02%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                            | Dow Chemical Co/The                                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3231908.15   | 0.04%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38374UJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8859217 | PA      | $8783779.22   | 0.12%             | 2039-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $589326.00    | 0.01%             | 2028-03-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                         | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4270091 | PA      | $3873748.19   | 0.05%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31397PEZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      93855 | PA      | $95844.68     | 0.00%             | 2037-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   59977946 | PA      | $4636589.15   | 0.06%             | 2053-10-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                     | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1196949.63   | 0.02%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418MXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65559 | PA      | $66402.29     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31393UN25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     299417 | PA      | $302397.89    | 0.00%             | 2034-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                      | Danone SA                                                                        | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    7379000 | PA      | $6868099.81   | 0.09%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B3SG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29585294 | PA      | $3132632.98   | 0.04%             | 2058-12-25      | Floating      | 1.71%                 | 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        |    2556000 | PA      | $2227380.93   | 0.03%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398NUT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     295115 | PA      | $1357.06      | 0.00%             | 2039-10-25      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31388Q3F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        750 | PA      | $748.74       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     532322 | PA      | $421019.01    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                                 | Trafigura Securitisation Finance PLC 2021-1                                      | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    4500000 | PA      | $4144572.00   | 0.06%             | 2025-01-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                 | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     548589 | PA      | $416055.87    | 0.01%             | 2037-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2019-1                                | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3005406 | PA      | $2660496.75   | 0.04%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                          | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     758351 | PA      | $698157.45    | 0.01%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BKWN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2913000 | PA      | $2465011.19   | 0.03%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                      | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $1941321.69   | 0.03%             | 2038-11-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     726000 | PA      | $693332.98    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8454000 | PA      | $7899314.80   | 0.11%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                 | PECO Energy Co                                                                   | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     715000 | PA      | $611133.56    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31398EKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13082 | PA      | $13252.96     | 0.00%             | 2038-03-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-690083.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1452000 | PA      | $1116043.34   | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17334353 | PA      | $1612124.26   | 0.02%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38375KWV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6697863 | PA      | $642971.45    | 0.01%             | 2037-07-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A53L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1894699 | PA      | $1769593.36   | 0.02%             | 2042-05-25      | 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        |    3056000 | PA      | $2108850.74   | 0.03%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                              | Tampa Electric Co                                                                | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1709000 | PA      | $1425133.84   | 0.02%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                  | Discover Bank                                                                    | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2307856.61   | 0.03%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BPFF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   64224024 | PA      | $5546836.27   | 0.07%             | 2046-05-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DDE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7080000 | PA      | $5795892.26   | 0.08%             | 2050-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2016-1                                | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233391 | PA      | $209641.65    | 0.00%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398PE62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3480687 | PA      | $278279.91    | 0.00%             | 2040-05-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40651145 | PA      | $34483473.09  | 0.46%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2018-B Trust                                      | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7189595.20   | 0.10%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4896000 | PA      | $4128581.52   | 0.06%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19740341 | PA      | $16164196.21  | 0.22%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     870160 | PA      | $805885.74    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                               | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   11102000 | PA      | $9232208.93   | 0.12%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1162152 | PA      | $1029783.31   | 0.01%             | 2036-12-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     653468 | PA      | $582497.97    | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B5E68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53897624 | PA      | $4233820.06   | 0.06%             | 2059-08-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3784000 | PA      | $3314338.55   | 0.04%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2476000 | PA      | $2368572.70   | 0.03%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                           | Lockheed Martin Corp                                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3142000 | PA      | $3312650.41   | 0.04%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                             | Alcon Finance Corp                                                               | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    1541000 | PA      | $1553668.90   | 0.02%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31940474 | PA      | $27290612.10  | 0.37%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   57734936 | PA      | $978396.43    | 0.01%             | 2049-11-10      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AQ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     376466 | PA      | $342054.22    | 0.00%             | 2046-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3282198 | PA      | $3146915.38   | 0.04%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7384103.44   | 0.10%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3618000 | PA      | $3187071.67   | 0.04%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381WTU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     798785 | PA      | $626956.76    | 0.01%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27260000 | PA      | $85307.44     | 0.00%             | 2045-10-15      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138E85W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311966 | PA      | $298671.16    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2017-BNK4                                                                   | CUSIP: 06541FAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4656000 | PA      | $3324220.57   | 0.04%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ASP81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     749398 | PA      | $71298.06     | 0.00%             | 2042-08-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BK4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70341702 | PA      | $11465711.53  | 0.15%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                        | Standard Industries Inc/NJ                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $4023772.13   | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137GAQM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1610353 | PA      | $1512959.74   | 0.02%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                      | Apple Inc                                                                        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9957000 | PA      | $8518073.50   | 0.11%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36197KEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     388115 | PA      | $361798.64    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     980000 | PA      | $976379.24    | 0.01%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     752180 | PA      | $593379.02    | 0.01%             | 2050-08-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                            | Gray Television Inc                                                              | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    4245000 | PA      | $3771236.78   | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4853000 | PA      | $3787686.09   | 0.05%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ENY86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337781 | PA      | $307722.28    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | 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       |    1300884 | PA      | $1224794.68   | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                    | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $2965435.51   | 0.04%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5401000 | PA      | $5240041.77   | 0.07%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AAEV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6032854 | PA      | $5625498.00   | 0.08%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                      | Apple Inc                                                                        | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $840967.03    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -39757000 | NC      | $-2405402.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                 | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2764451 | PA      | $2533683.90   | 0.03%             | 2051-12-25      | Floating      | 4.37%                 | 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        |      -1658 | NC      | $1680034.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30318LAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15591250 | PA      | $2152132.69   | 0.03%             | 2037-07-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3617BFDH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     917241 | PA      | $850511.67    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1222137 | PA      | $1138820.06   | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KB65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    5150000 | PA      | $5107385.30   | 0.07%             | 2042-07-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12427765 | PA      | $10249448.31  | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31397JR97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     302636 | PA      | $302277.75    | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3912000 | PA      | $3639031.16   | 0.05%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38382XLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   93553415 | PA      | $12827146.13  | 0.17%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398GM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3114048 | PA      | $284120.17    | 0.00%             | 2040-02-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                           | WEC Energy Group Inc                                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    4673000 | PA      | $3971427.09   | 0.05%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                  | Sempra Energy                                                                    | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3344000 | PA      | $3100489.92   | 0.04%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                        | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1220000 | PA      | $1267117.86   | 0.02%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4763000 | PA      | $3976740.92   | 0.05%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                                  | First Republic Mortgage Trust 2020-1                                             | CUSIP: 33616LAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1085452 | PA      | $847621.22    | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BY6K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5669501 | PA      | $4930117.49   | 0.07%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KLR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109055 | PA      | $92924.72     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31390BVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4993 | PA      | $5148.94      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     748000 | PA      | $565149.04    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   75957016 | PA      | $1579389.42   | 0.02%             | 2030-04-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2439000 | PA      | $2150687.83   | 0.03%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                     | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5395500 | PA      | $4296694.55   | 0.06%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2339279.82   | 0.03%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                               | Triton Container International Ltd                                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    1814000 | PA      | $1413849.99   | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                               | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     325000 | PA      | $319309.47    | 0.00%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                                 | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAN4<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    4400000 | PA      | $4098371.20   | 0.06%             | 2034-07-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1308531.99  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                     | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3771341.87   | 0.05%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2233837 | PA      | $1413438.02   | 0.02%             | 2052-05-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2055000 | PA      | $1742508.54   | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5019000 | PA      | $4351671.35   | 0.06%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                               | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     533000 | PA      | $512541.26    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2126 | PA      | $2109.07      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1338295 | PA      | $1120453.93   | 0.02%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38374KA37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     316542 | PA      | $25206.62     | 0.00%             | 2035-02-16      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HN2J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3426188 | PA      | $3286235.43   | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     863637 | PA      | $391610.87    | 0.01%             | 2037-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BKEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17962018 | PA      | $2653422.96   | 0.04%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GXH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103952 | PA      | $101612.25    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73349800 | PA      | $74868369.71  | 1.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     755000 | PA      | $720555.01    | 0.01%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                               | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2525000 | PA      | $1481199.01   | 0.02%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    2675000 | PA      | $2653854.13   | 0.04%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4659716.00   | 0.06%             | 2041-11-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                        | John Deere Capital Corp                                                          | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $2322501.64   | 0.03%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                     | Intel Corp                                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2043000 | PA      | $1804082.63   | 0.02%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC 02/01/2023                                       | AMERICAN ELEC 02/01/2023                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24891741.75  | 0.33%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                 | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1748497 | PA      | $1530067.68   | 0.02%             | 2047-10-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -39757000 | NC      | $-889934.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  133764400 | PA      | $110251126.56 | 1.48%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                               | Duke Energy Corp                                                                 | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     735000 | PA      | $672525.00    | 0.01%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                               | Paramount Global                                                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     608000 | PA      | $469427.62    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32536700 | PA      | $31233961.12  | 0.42%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A4LE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10058437 | PA      | $9304245.19   | 0.12%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                | CLI Funding VIII LLC                                                             | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9732213 | PA      | $8286460.97   | 0.11%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VU93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7349361 | PA      | $1230704.23   | 0.02%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4946000 | PA      | $4196516.89   | 0.06%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                         | Williams Cos Inc/The                                                             | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2726000 | PA      | $2484079.36   | 0.03%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1948000 | PA      | $1651671.80   | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                        | Northern Natural Gas Co                                                          | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1253728.27   | 0.02%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TTX CO                                                         | TTX Co                                                                           | CUSIP: 87305QCH2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    5745000 | PA      | $5543059.69   | 0.07%             | 2025-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AT5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23636726 | PA      | $1630657.56   | 0.02%             | 2046-11-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                            | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5414000 | PA      | $3643633.10   | 0.05%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | USD CALL VERSUS CNH PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   91333000 | NC      | $20443.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6520000 | PA      | $5658767.40   | 0.08%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                 | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FAE9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1709364.60   | 0.02%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4520381 | PA      | $3865302.04   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                       | OHA Credit Funding 7 Ltd                                                         | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6851565.00   | 0.09%             | 2037-02-24      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                            | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    4058000 | PA      | $3761268.90   | 0.05%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                       | Duke Energy Progress LLC                                                         | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     104000 | PA      | $87578.96     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $5740902.05   | 0.08%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                          | American Homes 4 Rent 2015-SFR1 Trust                                            | CUSIP: 02666AAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1043428 | PA      | $0.00         | 0.00%             | 2052-04-17      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4759000 | PA      | $4472613.80   | 0.06%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| MISSISSIPPI POWER CO                                           | Mississippi Power Co                                                             | CUSIP: 605417BY9<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     271000 | PA      | $221298.58    | 0.00%             | 2041-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                           | Sunrun Athena Issuer 2018-1 LLC                                                  | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    4533949 | PA      | $4166070.38   | 0.06%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5747000 | PA      | $5219198.80   | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1593000 | PA      | $1203615.75   | 0.02%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                                       | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    1885000 | PA      | $1618039.10   | 0.02%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24282 | PA      | $20759.41     | 0.00%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                        | American Electric Power Co Inc                                                   | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3377000 | PA      | $2635009.78   | 0.04%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2015-2                                                    | CUSIP: 81733YEG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     981862 | PA      | $804457.35    | 0.01%             | 2045-05-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                                 | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     616850 | PA      | $584351.93    | 0.01%             | 2058-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HFJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     522931 | PA      | $499591.21    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1621000 | PA      | $1511210.80   | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                    | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4457000 | PA      | $3609953.48   | 0.05%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3617VQG42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2881450 | PA      | $2602505.24   | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | 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        |     813035 | PA      | $636172.73    | 0.01%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                           | Entergy Arkansas LLC                                                             | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $1636688.32   | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31394FBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6062648 | PA      | $468519.01    | 0.01%             | 2035-09-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6190000 | PA      | $3962826.55   | 0.05%             | 2050-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2484000 | PA      | $1857857.72   | 0.02%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 202                                 | ELFI Graduate Loan Program 2021-A LLC                                            | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1898723 | PA      | $1627494.70   | 0.02%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FELR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35520778 | PA      | $30955548.14  | 0.42%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8184600 | PA      | $7345358.81   | 0.10%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                          | Oglethorpe Power Corp                                                            | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2418000 | PA      | $1745286.77   | 0.02%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2544000 | PA      | $2361090.72   | 0.03%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AAHD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15783635 | PA      | $14717750.59  | 0.20%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   61700000 | NC      | $-297611.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3743773.00   | 0.05%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                                 | CSWF 2021-SOP2                                                                   | CUSIP: 12657VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7147286.41   | 0.10%             | 2034-06-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                 | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37636689 | PA      | $1251463.20   | 0.02%             | 2050-12-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                               | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2237000 | PA      | $1902554.85   | 0.03%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                               | Bellemeade Re 2019-1 Ltd                                                         | CUSIP: 07876RAC0<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |    2000000 | PA      | $1986420.40   | 0.03%             | 2029-03-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                    | Target Corp                                                                      | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3812000 | PA      | $3711698.50   | 0.05%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4831000 | PA      | $4446016.31   | 0.06%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3715000 | PA      | $3633610.63   | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    4500000 | PA      | $4464427.50   | 0.06%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                         | Five Guys Funding LLC                                                            | CUSIP: 33830JAA3<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |    4206750 | PA      | $3950738.97   | 0.05%             | 2047-07-25      | Fixed         | 4.60%                 | 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        |    5147014 | PA      | $4983145.67   | 0.07%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt                                 | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3652286 | PA      | $3284309.08   | 0.04%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4089400 | PA      | $3724548.84   | 0.05%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                              | InRetail Consumer                                                                | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2125000 | PA      | $1830218.02   | 0.02%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                       | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    4352000 | PA      | $4273895.66   | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FNKT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     606535 | PA      | $442609.82    | 0.01%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2020-3                                                    | CUSIP: 81748ACD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2888064 | PA      | $2260778.62   | 0.03%             | 2050-04-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                               | ASB Bank Ltd                                                                     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    2045000 | PA      | $1933804.13   | 0.03%             | 2032-06-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                            | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11900000 | PA      | $11096654.80  | 0.15%             | 2030-03-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137A1Z30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225353 | PA      | $225007.47    | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -79516000 | NC      | $-4196731.25  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2007-3T1                                                  | CUSIP: 02149VAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     834676 | PA      | $421781.59    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A8XR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14481352 | PA      | $13265629.07  | 0.18%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31419EJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1419662 | PA      | $1408685.80   | 0.02%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A7UD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $430774.15    | 0.01%             | 2042-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                        | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBD9<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   10700000 | PA      | $10010599.00  | 0.13%             | 2034-02-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136APUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4403222 | PA      | $785458.65    | 0.01%             | 2045-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40992676 | PA      | $1857412.99   | 0.02%             | 2030-12-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AMCQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     874097 | PA      | $841297.75    | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     444000 | PA      | $396972.64    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                   | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $3732328.57   | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                     | AbbVie Inc                                                                       | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3513582.25   | 0.05%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                       | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3468000 | PA      | $3397162.53   | 0.05%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31410PZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38221 | PA      | $38838.91     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2013-CCRE10 Mortgage Trust                                                  | CUSIP: 12626BAY0<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |    4640000 | PA      | $4288165.97   | 0.06%             | 2046-08-10      | Variable      | 4.87%                 | 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        |    3970373 | PA      | $3377175.70   | 0.05%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138Y7VP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     256895 | PA      | $250454.50    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AFCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1008829 | PA      | $67631.30     | 0.00%             | 2033-07-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                 | Provident Funding Mortgage Trust 2020-1                                          | CUSIP: 743874AY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1206573 | PA      | $886260.05    | 0.01%             | 2050-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1311861.57   | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                                          | Rockland Park CLO Ltd                                                            | CUSIP: 773663AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9150000 | PA      | $8572516.05   | 0.12%             | 2034-04-20      | Floating      | 6.14%                 | 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        |       -474 | NC      | $663737.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Home Loans                                         | CHL Mortgage Pass-Through Trust 2007-7                                           | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     467017 | PA      | $252514.42    | 0.00%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2004-J7                                                   | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1556964 | PA      | $1550432.38   | 0.02%             | 2034-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                                   | CANTOR FITZGERALD SECURITIES                                                     | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |   67500000 | PA      | $67500000.00  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                         | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1091062 | PA      | $1010483.80   | 0.01%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                                       | QatarEnergy Trading LLC                                                          | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    2025000 | PA      | $1500120.00   | 0.02%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                     | FedEx Corp                                                                       | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     983000 | PA      | $838939.81    | 0.01%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2793288 | PA      | $2388214.87   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2078000 | PA      | $1395876.41   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                           | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2909127 | PA      | $2280216.74   | 0.03%             | 2038-02-25      | Variable      | 6.34%                 | 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        |     464395 | PA      | $417461.39    | 0.01%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2222000 | PA      | $1743586.82   | 0.02%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2336000 | PA      | $1904478.76   | 0.03%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                           | Prime Mortgage Trust 2007-1                                                      | CUSIP: 74162FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74796 | PA      | $61665.17     | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2018-3                                | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3467887 | PA      | $3059000.52   | 0.04%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2171300 | PA      | $2139780.54   | 0.03%             | 2040-01-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23385243 | PA      | $2220019.59   | 0.03%             | 2030-03-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3987000 | PA      | $3626915.61   | 0.05%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2610000 | PA      | $2747619.66   | 0.04%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378YA25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4457382 | PA      | $395835.15    | 0.01%             | 2039-07-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                | CSL Finance PLC                                                                  | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    2005000 | PA      | $1796460.65   | 0.02%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     762844 | PA      | $650959.25    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31398W2Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5645341 | PA      | $554711.81    | 0.01%             | 2040-01-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                        | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $4734036.61   | 0.06%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     999524 | PA      | $820251.37    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B2BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2708941 | PA      | $2517949.06   | 0.03%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1968000 | PA      | $1887687.65   | 0.03%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31356AWX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        702 | PA      | $721.32       | 0.00%             | 2024-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                  | New Residential Mortgage Loan Trust 2017-6                                       | CUSIP: 64830BAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     729434 | PA      | $666067.91    | 0.01%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                       | CSX Corp                                                                         | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3175857.52   | 0.04%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8863000 | PA      | $8688265.96   | 0.12%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1164039.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                             | Vodafone Group PLC                                                               | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1589000 | PA      | $1367032.05   | 0.02%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378U7S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7527828 | PA      | $6478732.01   | 0.09%             | 2043-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                 | WFRBS Commercial Mortgage Trust 2011-C5                                          | CUSIP: 92936JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1332693 | PA      | $1269001.74   | 0.02%             | 2044-11-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                     | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1873000 | PA      | $1916203.84   | 0.03%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F57L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     438829 | PA      | $413114.13    | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14333300 | PA      | $12572991.59  | 0.17%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FE2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4055520 | PA      | $3077372.28   | 0.04%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                             | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     500000 | PA      | $96301.25     | 0.00%             | 2034-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                            | Nestle Holdings Inc                                                              | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    2612000 | PA      | $2472590.72   | 0.03%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                 | SoFi Consumer Loan Program 2021-1 Trust                                          | CUSIP: 83407CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2350000 | PA      | $2146483.89   | 0.03%             | 2030-09-25      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                      | Aetna Inc                                                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2339000 | PA      | $2495543.80   | 0.03%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13580000 | PA      | $12851655.58  | 0.17%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                        | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     817000 | PA      | $663938.60    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $854888.75    | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4807268 | PA      | $4626029.19   | 0.06%             | 2044-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                        | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $3720382.33   | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VVP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3164237 | PA      | $410588.84    | 0.01%             | 2045-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                       | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $3743943.75   | 0.05%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                              | General Motors Co                                                                | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2333000 | PA      | $2376728.21   | 0.03%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325WG71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6732306 | PA      | $1274522.56   | 0.02%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A6TH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8396000 | PA      | $8050883.26   | 0.11%             | 2034-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                        | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1917000 | PA      | $1727786.98   | 0.02%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36195GRL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1005980 | PA      | $932799.15    | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9325000 | PA      | $8551820.89   | 0.11%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JCA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2035917 | PA      | $1552247.65   | 0.02%             | 2050-12-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31394AW85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     602240 | PA      | $592692.31    | 0.01%             | 2034-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31396TUX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     637810 | PA      | $41551.45     | 0.00%             | 2036-06-15      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BGJS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6322689 | PA      | $5365011.83   | 0.07%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AFGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1286677 | PA      | $27059.73     | 0.00%             | 2041-01-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM Re-REMIC Trust 2021-FRR1                                                     | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15763000 | PA      | $9933454.04   | 0.13%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31398VSY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     301491 | PA      | $311777.31    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AJZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6527164 | PA      | $747324.98    | 0.01%             | 2044-04-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                 | Benefit Street Partners CLO XXIII Ltd                                            | CUSIP: 08186VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4330913.80   | 0.06%             | 2034-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    2378000 | PA      | $2017471.37   | 0.03%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31359WKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62138 | PA      | $62382.37     | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                          | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    3028000 | PA      | $2591750.01   | 0.03%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1857000 | PA      | $1503331.30   | 0.02%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                          | DB Master Finance LLC                                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    2370375 | PA      | $2206967.27   | 0.03%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ABQV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4299053 | PA      | $279508.12    | 0.00%             | 2033-02-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                               | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     827000 | PA      | $739218.28    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                       | Delta Air Lines 2015-1 Class AA Pass Through Trust                               | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1235532 | PA      | $1130207.63   | 0.02%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                     | GLS Auto Receivables Issuer Trust 2021-4                                         | CUSIP: 36263DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3012348.63   | 0.04%             | 2027-10-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                     | FedEx Corp                                                                       | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1651000 | PA      | $1324131.52   | 0.02%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301807 | PA      | $264253.11    | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $348449.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWTN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1987780 | PA      | $1953108.83   | 0.03%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                       | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   15087000 | PA      | $14472018.43  | 0.19%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                                    | Freddie Mac Reference REMIC                                                      | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     443140 | PA      | $455019.24    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                          | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1449000 | PA      | $1441835.12   | 0.02%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132M5QV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1058975 | PA      | $1042475.73   | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QBYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2047714 | PA      | $1919127.37   | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138A2JF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4389 | PA      | $4354.62      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1576000 | PA      | $1649894.31   | 0.02%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                          | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    2642000 | PA      | $1839195.25   | 0.02%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                            | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11041000 | PA      | $6758527.33   | 0.09%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                  | Life 2021-BMR Mortgage Trust                                                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     589782 | PA      | $558119.76    | 0.01%             | 2038-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3341000 | PA      | $2775136.20   | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                             | Southwest Gas Corp                                                               | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     945000 | PA      | $832355.13    | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31393CTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     255251 | PA      | $261117.24    | 0.00%             | 2033-06-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON                                            | CONSOLIDATED EDISON                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5980537.50   | 0.08%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3617VQGL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4740849 | PA      | $4281901.19   | 0.06%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38374UNM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     430139 | PA      | $430586.44    | 0.01%             | 2039-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                | CDS CDX.NA.HY.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1690651.21  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7530874 | PA      | $1410713.44   | 0.02%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                            | Dominion Energy Inc                                                              | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3456000 | PA      | $3041280.00   | 0.04%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ALY45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     150612 | PA      | $147433.29    | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ALG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26457530 | PA      | $2886405.36   | 0.04%             | 2044-12-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WGKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147568 | PA      | $137293.84    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                          | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    4405000 | PA      | $3879483.50   | 0.05%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137H0BQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23236043 | PA      | $4596344.87   | 0.06%             | 2051-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                         | Mosaic Solar Loan Trust 2020-1                                                   | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4098666 | PA      | $3612002.39   | 0.05%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3798000 | PA      | $3341534.29   | 0.04%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3596000 | PA      | $2774099.35   | 0.04%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                   | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5373000 | PA      | $4871795.12   | 0.07%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24878075 | PA      | $21419910.74  | 0.29%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120911 | PA      | $53190.11     | 0.00%             | 2036-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   67630178 | PA      | $2383693.27   | 0.03%             | 2050-05-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396KKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72082 | PA      | $1991.92      | 0.00%             | 2026-08-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4474455 | PA      | $4323099.35   | 0.06%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                 | Westlake Automobile Receivables Trust 2021-2                                     | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6050000 | PA      | $5685788.19   | 0.08%             | 2026-07-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     660000 | PA      | $556536.78    | 0.01%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MGNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4043263 | PA      | $3587361.16   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3179000 | PA      | $2149961.32   | 0.03%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                         | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $1685786.12   | 0.02%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AA4V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5721033 | PA      | $4894457.82   | 0.07%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $2797598.24   | 0.04%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2019-CH2                                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |     167057 | PA      | $163434.53    | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae                                                                       | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72668000 | PA      | $66776639.56  | 0.90%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                         | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4533000 | PA      | $4512643.79   | 0.06%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381AGF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197367 | PA      | $167892.42    | 0.00%             | 2048-10-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5055000 | PA      | $3870362.92   | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   39935000 | NC      | $-37705.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BR7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4203783 | PA      | $3398428.40   | 0.05%             | 2055-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2015-2                                                 | CUSIP: 89171YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1318609.32   | 0.02%             | 2060-11-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138EHDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180241 | PA      | $178846.85    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                            | Inversiones CMPC SA                                                              | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    2412000 | PA      | $2334703.58   | 0.03%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132L75E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9520076 | PA      | $8540159.12   | 0.11%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                            | Sound Point CLO XXIX Ltd                                                         | CUSIP: 83614VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9950000 | PA      | $9103056.00   | 0.12%             | 2034-04-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4094202.74   | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Primrose Schools                                               | Primrose Funding LLC                                                             | CUSIP: 74166YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4898500 | PA      | $4482948.49   | 0.06%             | 2049-07-30      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VVH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3632287 | PA      | $736999.09    | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F7EK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10735016 | PA      | $1580753.59   | 0.02%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae                                                                       | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  124222000 | PA      | $117564935.57 | 1.58%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38382DPA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21652681 | PA      | $2239374.38   | 0.03%             | 2050-03-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                             | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4270630 | PA      | $3782867.49   | 0.05%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                       | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $3770600.58   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd                                               | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2933262.00   | 0.04%             | 2033-01-16      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5414000 | PA      | $5035686.52   | 0.07%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                   | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    5810000 | PA      | $6207571.97   | 0.08%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1132733.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                          | AvalonBay Communities Inc                                                        | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2293000 | PA      | $2263519.79   | 0.03%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL 01/03/2023                                       | MONDELEZ INTL 01/03/2023                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1499242.67   | 0.02%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7640264 | PA      | $6513798.75   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4395000 | PA      | $3544750.73   | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BE6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2710596 | PA      | $255944.79    | 0.00%             | 2044-09-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3390000 | PA      | $3199476.58   | 0.04%             | 2033-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                               | Alabama Power Co                                                                 | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2273000 | PA      | $1648193.94   | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                        | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     731000 | PA      | $720628.15    | 0.01%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4745504 | PA      | $4537381.05   | 0.06%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31397A4R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3863639 | PA      | $365993.65    | 0.00%             | 2036-08-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325XVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21556231 | PA      | $3722260.96   | 0.05%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                         | Verizon Communications Inc                                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1819614.93   | 0.02%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31293HYQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11177 | PA      | $11368.40     | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                                  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     736851 | PA      | $645657.15    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $48222656.00  | 0.65%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2609000 | PA      | $2654227.38   | 0.04%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A7AP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     517630 | PA      | $51399.43     | 0.00%             | 2042-07-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                            | Global Payments Inc                                                              | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    7602000 | PA      | $7158306.91   | 0.10%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                             | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   10400000 | PA      | $2258932.00   | 0.03%             | 2027-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                         | Williams Cos Inc/The                                                             | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   10875000 | PA      | $10581680.04  | 0.14%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $5866589.51   | 0.08%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                     | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2029500 | PA      | $1855740.70   | 0.02%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38375JSX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6183776 | PA      | $369876.97    | 0.00%             | 2037-04-16      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BFSZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30798443 | PA      | $6155472.23   | 0.08%             | 2051-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36196RU22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     576828 | PA      | $537711.45    | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23819205 | PA      | $1000532.86   | 0.01%             | 2052-02-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      95000 | PA      | $68792.97     | 0.00%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VVM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5272950 | PA      | $988861.11    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44079986 | PA      | $52351.60     | 0.00%             | 2045-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                    | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     804897 | PA      | $717124.66    | 0.01%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $3234656.92   | 0.04%             | 2035-07-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                          | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7550000 | PA      | $7330929.20   | 0.10%             | 2035-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                           | Entergy Arkansas LLC                                                             | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $1721082.25   | 0.02%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13600000 | PA      | $12803771.68  | 0.17%             | 2041-12-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140ECBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400952 | PA      | $393857.59    | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1058369.24   | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1934072 | PA      | $912926.44    | 0.01%             | 2037-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                             | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1191367.77   | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | 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        |       1566 | NC      | $-2542072.52  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3377016.00   | 0.05%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QBFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15326396 | PA      | $14752319.05  | 0.20%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QNMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12232875 | PA      | $10389370.04  | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                  | Sempra Energy                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    6575000 | PA      | $5123532.65   | 0.07%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                           | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    2488000 | PA      | $1844042.23   | 0.02%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   77117504 | PA      | $1330728.09   | 0.02%             | 2049-12-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FV6A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58065594 | PA      | $11691205.32  | 0.16%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR Remic Trust 2020-DNA2                                          | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |    4013457 | PA      | $4006955.21   | 0.05%             | 2050-02-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7896369 | PA      | $6873954.77   | 0.09%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ALFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     970000 | PA      | $839437.61    | 0.01%             | 2044-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    4455000 | PA      | $3898770.98   | 0.05%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     422503 | PA      | $403580.22    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $3662733.85   | 0.05%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AEZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3953306 | PA      | $3403906.35   | 0.05%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                 | Barings CLO Ltd 2017-I                                                           | CUSIP: 06760BAC6<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | KY        |    3890000 | PA      | $3795142.35   | 0.05%             | 2029-07-18      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31368HKV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        630 | PA      | $655.40       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                       | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    5514000 | PA      | $5575383.17   | 0.07%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10525735 | PA      | $8985185.45   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     756305 | PA      | $725934.66    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                                          | Tempur Sealy International Inc                                                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $3879799.05   | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BAKR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23283219 | PA      | $3792014.54   | 0.05%             | 2050-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                                 | Octagon Investment Partners XXI Ltd                                              | CUSIP: 67590QBN6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5588088.00   | 0.08%             | 2031-02-14      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  115560000 | PA      | $97877362.41  | 1.31%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                         | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8134585 | PA      | $6801074.65   | 0.09%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325WG55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5469543 | PA      | $994228.83    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust  | CUSIP: 93934FHV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     902724 | PA      | $736176.04    | 0.01%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                       | KLA Corp                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    2819000 | PA      | $2725402.80   | 0.04%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                   | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $3667025.22   | 0.05%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                          | GC Treasury Center Co Ltd                                                        | CUSIP: 36830BAB1<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    3000000 | PA      | $2427076.89   | 0.03%             | 2031-03-18      | Fixed         | 2.98%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140Q7XL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14201148 | PA      | $13278019.63  | 0.18%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                        | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1834000 | PA      | $1159348.34   | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6150000 | PA      | $5873083.95   | 0.08%             | 2033-04-19      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31307M4H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     444490 | PA      | $416801.91    | 0.01%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21615308 | PA      | $18595395.85  | 0.25%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140FXRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17016930 | PA      | $15131102.91  | 0.20%             | 2054-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GTF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     840752 | PA      | $827224.06    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1858000 | PA      | $1250489.78   | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325WGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8882128 | PA      | $1526022.50   | 0.02%             | 2044-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                                       | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3965000 | PA      | $3698552.00   | 0.05%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                     | PacifiCorp                                                                       | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5727000 | PA      | $5703568.95   | 0.08%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6688000 | PA      | $5904207.66   | 0.08%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                                  | Starwood Mortgage Residential Trust 2022-2                                       | CUSIP: 85573UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $712844.00    | 0.01%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                       | Rogers Communications Inc                                                        | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    1637000 | PA      | $1276725.90   | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4655000 | PA      | $3011715.18   | 0.04%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325WG63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4922481 | PA      | $894535.35    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                               | Black Hills Corp                                                                 | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1893000 | PA      | $1671187.93   | 0.02%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5178440 | PA      | $4268673.27   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31407CDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24062 | PA      | $23713.89     | 0.00%             | 2035-07-01      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                            | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2425000 | PA      | $2039865.14   | 0.03%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138EQB84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1038616 | PA      | $994641.99    | 0.01%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2994000 | PA      | $2793448.59   | 0.04%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                                   | NATIONAL BANK FINANCIAL                                                          | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |   39600729 | PA      | $39600729.00  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                 | WFRBS Commercial Mortgage Trust 2013-C17                                         | CUSIP: 92938GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3920000 | PA      | $3500128.02   | 0.05%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                                   | Triton Container Finance VIII LLC                                                | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10683188 | PA      | $8928280.69   | 0.12%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31395GJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70293 | PA      | $70965.93     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                     | US Bancorp                                                                       | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5064000 | PA      | $5273510.49   | 0.07%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                       | Harley-Davidson Financial Services Inc                                           | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   10905000 | PA      | $9727051.39   | 0.13%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ALUN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6738781 | PA      | $1207797.77   | 0.02%             | 2044-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35738 | PA      | $35702.07     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                         | HP Inc                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    7861000 | PA      | $6142990.32   | 0.08%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CARGILL INC                                                    | Cargill Inc                                                                      | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    4432000 | PA      | $3510153.79   | 0.05%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                       | International Business Machines Corp                                             | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3603000 | PA      | $3294918.03   | 0.04%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2092000 | PA      | $2021654.14   | 0.03%             | 2028-08-11      | Fixed         | 5.21%                 | 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        |   10000000 | PA      | $9141157.20   | 0.12%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B4BQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12516602 | PA      | $10302805.22  | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2018-A LLC                                        | CUSIP: 83406EAD7<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $2923346.08   | 0.04%             | 2042-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                       | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7830000 | PA      | $7648218.72   | 0.10%             | 2035-07-02      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4753000 | PA      | $4361016.81   | 0.06%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                       | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    2509000 | PA      | $2307379.72   | 0.03%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1746000 | PA      | $1351290.95   | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20314224 | PA      | $17643047.20  | 0.24%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM Re-REMIC Trust 2021-FRR1                                                     | CUSIP: 364614AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12584000 | PA      | $8270539.53   | 0.11%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B1GM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27116801 | PA      | $2579244.31   | 0.03%             | 2048-03-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                               | Peruvian Government International Bond                                           | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3375000 | PA      | $2470009.31   | 0.03%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3047019 | PA      | $2726677.54   | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3133THLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51487 | PA      | $52279.81     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                     | Humana Inc                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1467855.67   | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38380BY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15279805 | PA      | $1714629.39   | 0.02%             | 2046-11-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY INVESTMENT MANAGEMENT INC.                      | USD CALL VERSUS CNH PUT                                                          | CUSIP: 000000000<br>LEI: 6N8SC06AK49F0N7KIX52 | N/A              | DFE              | CORP              | US        |  170000000 | NC      | $48990.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                         | Advanced Micro Devices Inc                                                       | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    8143000 | PA      | $7590289.31   | 0.10%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                               | Triton Container International Ltd                                               | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    2461000 | PA      | $2139946.50   | 0.03%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| ANGLO AMERICAN CAPITAL                                         | Anglo American Capital PLC                                                       | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1220000 | PA      | $1214114.06   | 0.02%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34619611 | PA      | $30079663.30  | 0.40%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                        | Washington Gas Light Co                                                          | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $1524192.35   | 0.02%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                 | Benefit Street Partners CLO IV Ltd                                               | CUSIP: 08180FBL4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6158704.50   | 0.08%             | 2032-01-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $745713.74    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18282000 | PA      | $12932199.58  | 0.17%             | 2050-11-27      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                       | Bear Stearns ALT-A Trust 2005-7                                                  | CUSIP: 07386HVR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     992704 | PA      | $808130.30    | 0.01%             | 2035-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377GTD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     769204 | PA      | $65291.63     | 0.00%             | 2040-06-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                        | Southwestern Electric Power Co                                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    4444000 | PA      | $3979675.73   | 0.05%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6395923 | PA      | $5671962.45   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 3132HT3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10501423 | PA      | $9675601.75   | 0.13%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398RNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4902634 | PA      | $4848211.15   | 0.07%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AJL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     980845 | PA      | $52434.77     | 0.00%             | 2043-08-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2017-BNK4                                                                   | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29331228 | PA      | $1268496.42   | 0.02%             | 2050-05-15      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4228526.17   | 0.06%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                   | AES Corp/The                                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2551611.30   | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38379TUB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33440162 | PA      | $2655864.51   | 0.04%             | 2046-01-20      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31388KW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12770 | PA      | $13280.55     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2405418.90   | 0.03%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2861945 | PA      | $2329076.12   | 0.03%             | 2049-11-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2019-9                                                  | CUSIP: 46651YBT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1884722 | PA      | $1484317.90   | 0.02%             | 2050-05-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2018-2                                | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3163109 | PA      | $2801679.29   | 0.04%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QGYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10562129 | PA      | $8974234.35   | 0.12%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38379HZL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2630992 | PA      | $183521.99    | 0.00%             | 2044-12-20      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                               | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2498000 | PA      | $2487427.34   | 0.03%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | Commonbond Student Loan Trust 2020-A-GS                                          | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3729622 | PA      | $3179721.89   | 0.04%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $8856190.00   | 0.12%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                  | JGWPT XXXIII LLC                                                                 | CUSIP: 46618HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2482962 | PA      | $2106372.52   | 0.03%             | 2077-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                 | Benefit Street Partners CLO XVIII Ltd                                            | CUSIP: 08186PAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7550000 | PA      | $7357656.20   | 0.10%             | 2034-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                      | ORIX Corp                                                                        | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    7000000 | PA      | $6746591.32   | 0.09%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QPAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9713265 | PA      | $9162061.23   | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                       | Rogers Communications Inc                                                        | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    1441000 | PA      | $1247421.54   | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2312000 | PA      | $1950952.83   | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                 | Santander Drive Auto Receivables Trust 2020-2                                    | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4550000 | PA      | $4432539.93   | 0.06%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                                          | Narragansett Electric Co/The                                                     | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    2983000 | PA      | $2672220.62   | 0.04%             | 2030-04-09      | Fixed         | 3.40%                 | 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        |    2880400 | PA      | $2870035.89   | 0.04%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                    | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4539687.50   | 0.06%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                                        | Equate Petrochemical BV                                                          | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4368750.00   | 0.06%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418M5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82260 | PA      | $85379.71     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                       | Banco Nacional de Panama                                                         | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    2000000 | PA      | $1606550.00   | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     214549 | PA      | $218585.58    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3133TNWW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5745 | PA      | $121.91       | 0.00%             | 2030-05-17      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4946042 | PA      | $349625.84    | 0.00%             | 2054-08-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R08                                     | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3287455.28   | 0.04%             | 2042-07-25      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     244856 | PA      | $217762.27    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53819807 | PA      | $441308.96    | 0.01%             | 2047-06-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                            | Global Payments Inc                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4928000 | PA      | $4300949.70   | 0.06%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GPYQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     943902 | PA      | $922572.02    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                        | Jersey Central Power & Light Co                                                  | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3093381.72   | 0.04%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $5920650.65   | 0.08%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31397YYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5883274 | PA      | $560125.32    | 0.01%             | 2037-04-15      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                               | Ventas Realty LP                                                                 | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $920131.45    | 0.01%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                           | Appalachian Power Co                                                             | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $1351660.92   | 0.02%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2704000 | PA      | $2485725.25   | 0.03%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    4103000 | PA      | $3724203.98   | 0.05%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                              | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1293548.20   | 0.02%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AA2U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     575095 | PA      | $52718.66     | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38375JJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     831069 | PA      | $74951.38     | 0.00%             | 2037-02-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31359XHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         29 | PA      | $0.83         | 0.00%             | 2029-11-17      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381R7A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      71326 | PA      | $57560.38     | 0.00%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B5XQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7996501 | PA      | $662255.86    | 0.01%             | 2049-08-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BGGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40433803 | PA      | $832798.86    | 0.01%             | 2061-08-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1361000 | PA      | $1283456.81   | 0.02%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                       | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    4505000 | PA      | $4223494.67   | 0.06%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2019-3                                | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800025 | PA      | $708851.60    | 0.01%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                      | Apple Inc                                                                        | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3576000 | PA      | $2988763.58   | 0.04%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                        | United Airlines 2019-2 Class A Pass Through Trust                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1748099 | PA      | $1406656.70   | 0.02%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7278000 | PA      | $5878045.26   | 0.08%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                         | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1567032 | PA      | $1454267.55   | 0.02%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BWQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10942022 | PA      | $9873462.37   | 0.13%             | 2047-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                       | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1520478.64   | 0.02%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10026023 | PA      | $9322974.71   | 0.13%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1003575.72  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140FXEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8714783 | PA      | $8922209.52   | 0.12%             | 2056-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MGNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12523806 | PA      | $11086052.20  | 0.15%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A0R90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1780826 | PA      | $179737.18    | 0.00%             | 2039-04-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                            | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631GM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $5244730.40   | 0.07%             | 2052-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A1AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     674247 | PA      | $70092.00     | 0.00%             | 2041-10-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     546000 | PA      | $584900.80    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                     | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4070000 | PA      | $3283290.41   | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                       | Mill City Mortgage Loan Trust 2017-2                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $2922879.36   | 0.04%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                       | OBX 2019-EXP1 Trust                                                              | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |     159689 | PA      | $150126.02    | 0.00%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1921681 | PA      | $1608716.89   | 0.02%             | 2048-06-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                    | Cargill Inc                                                                      | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    2183000 | PA      | $1802367.10   | 0.02%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     328831 | PA      | $287694.76    | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BXYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6403035 | PA      | $5895211.14   | 0.08%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1686909 | PA      | $1515300.99   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   77647630 | PA      | $3327787.18   | 0.04%             | 2052-02-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378TQB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     412216 | PA      | $363415.09    | 0.00%             | 2042-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B0WK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1244125 | PA      | $1147745.87   | 0.02%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                       | Saudi Government International Bond                                              | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    2450000 | PA      | $1761447.10   | 0.02%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2117000 | PA      | $1738842.47   | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     292336 | PA      | $8610.73      | 0.00%             | 2040-07-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1226100.02   | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     299424 | PA      | $232440.82    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138W75S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1773805 | PA      | $1615774.83   | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2158127.68   | 0.03%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AAE59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3947226 | PA      | $3680406.46   | 0.05%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                       | Duke Energy Progress LLC                                                         | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3413000 | PA      | $2600418.18   | 0.03%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                           | Enel Finance International NV                                                    | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2801000 | PA      | $2968460.53   | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38380YN27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1718568 | PA      | $1620023.79   | 0.02%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                         | Mosaic Solar Loan Trust 2021-1                                                   | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3560476 | PA      | $2695457.32   | 0.04%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                 | Home Depot Inc/The                                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $3444163.80   | 0.05%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                | CSL Finance PLC                                                                  | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    4486000 | PA      | $4236944.91   | 0.06%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                      | Mylan Inc                                                                        | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    3084000 | PA      | $2308280.09   | 0.03%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FVX64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   54195284 | PA      | $10872668.73  | 0.15%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                             | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2032000 | PA      | $1827269.88   | 0.02%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                         | Teck Resources Ltd                                                               | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    2133000 | PA      | $1903661.12   | 0.03%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                          | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2340344.08   | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138X0NJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1608404 | PA      | $1465127.29   | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                       | American Transmission Systems Inc                                                | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4130000 | PA      | $3771857.72   | 0.05%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5135000 | PA      | $3530690.38   | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                               | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $919725.90    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BFMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  174052614 | PA      | $19604155.10  | 0.26%             | 2041-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-807228.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FHQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2252007 | PA      | $2079278.41   | 0.03%             | 2048-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132GKHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     309238 | PA      | $297593.45    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31387RDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        122 | PA      | $125.10       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                    | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $3956821.21   | 0.05%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1402902.20   | 0.02%             | 2042-05-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| TIAA Bank Mortgage Loan Trust                                  | TIAA Bank Mortgage Loan Trust 2018-2                                             | CUSIP: 886312CC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2249339 | PA      | $1920827.47   | 0.03%             | 2048-07-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38376WBR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1305762 | PA      | $134452.25    | 0.00%             | 2035-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4460000 | PA      | $3751707.40   | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC POWER                                            | AMERICAN ELEC POWER                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4637990.07   | 0.06%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3133THQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46509 | PA      | $47043.42     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                        | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2143000 | PA      | $2188827.60   | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31393EMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368494 | PA      | $366584.16    | 0.00%             | 2033-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                    | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     594660 | PA      | $527786.77    | 0.01%             | 2037-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -159030000 | NC      | $-2662663.78  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                                 | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3777037 | PA      | $3252624.51   | 0.04%             | 2058-10-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2005-A4                                                 | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1885135 | PA      | $1691308.62   | 0.02%             | 2035-07-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                       | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    2362000 | PA      | $1926854.53   | 0.03%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                       | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3483000 | PA      | $2428823.90   | 0.03%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WEJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5531789 | PA      | $4995373.99   | 0.07%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                       | CSX Corp                                                                         | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     719000 | PA      | $616964.02    | 0.01%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                          | POSCO                                                                            | CUSIP: 73730EAB9<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    2100000 | PA      | $1974999.62   | 0.03%             | 2027-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38379MTQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17188215 | PA      | $1388646.23   | 0.02%             | 2045-08-20      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12445000 | PA      | $8563472.95   | 0.11%             | 2049-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                     | VMware Inc                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2496000 | PA      | $2179055.35   | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                           | Enel Finance International NV                                                    | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2487000 | PA      | $2670201.90   | 0.04%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B4CU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5150438 | PA      | $4226167.72   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust 2017-4                                       | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34673786 | PA      | $31644257.28  | 0.42%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B8CC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24555777 | PA      | $1753984.78   | 0.02%             | 2037-07-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                       | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    4506000 | PA      | $2634776.08   | 0.04%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                            | PayPal Holdings Inc                                                              | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    2487000 | PA      | $2048721.11   | 0.03%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                       | Primo Water Holdings Inc                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $3787699.21   | 0.05%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3076000 | PA      | $2969154.52   | 0.04%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                       | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    4918000 | PA      | $4164728.33   | 0.06%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B7RH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7384692 | PA      | $7004111.10   | 0.09%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137GAMD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2193668 | PA      | $2060997.35   | 0.03%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     814586 | PA      | $748958.47    | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38379BCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2557538 | PA      | $176951.68    | 0.00%             | 2039-12-16      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| MBRT 2019 MBR                                                  | MBRT 2019-MBR                                                                    | CUSIP: 55282DBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2862493.20   | 0.04%             | 2036-11-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38845750 | PA      | $1217027.64   | 0.02%             | 2050-09-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   92428252 | PA      | $5504684.72   | 0.07%             | 2053-03-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                                 | Octagon Investment Partners 32 Ltd                                               | CUSIP: 67578BAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3332409.50   | 0.04%             | 2029-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2357015 | PA      | $1880167.89   | 0.03%             | 2050-03-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38382C4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33859995 | PA      | $562836.08    | 0.01%             | 2050-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                 | CARLYLE US CLO 2021-1 LTD                                                        | CUSIP: 14316MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8900000 | PA      | $8714435.00   | 0.12%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                        | Reliance Industries Ltd                                                          | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    5250000 | PA      | $3455063.01   | 0.05%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                        | HomeBanc Mortgage Trust 2004-1                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64712 | PA      | $61250.66     | 0.00%             | 2029-08-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AG3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1364768 | PA      | $1264088.62   | 0.02%             | 2043-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1736000 | PA      | $1726835.60   | 0.02%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138A6JS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2698 | PA      | $2676.73      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AGN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2514567 | PA      | $2351713.21   | 0.03%             | 2033-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                    | Cargill Inc                                                                      | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1180813.25   | 0.02%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                               | Bellemeade Re 2022-1 Ltd                                                         | CUSIP: 078774AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1000000 | PA      | $838383.10    | 0.01%             | 2032-01-26      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396YSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249384 | PA      | $248495.84    | 0.00%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-613786.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3588910 | PA      | $3063556.93   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                  | Citigroup Mortgage Loan Trust 2021-J2                                            | CUSIP: 17329MDT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1512568 | PA      | $1033899.71   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6688000 | PA      | $5409960.72   | 0.07%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                         | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7545408 | PA      | $5941313.99   | 0.08%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                | CVS Health Corp                                                                  | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2407813.16   | 0.03%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                    | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   10763000 | PA      | $7250632.07   | 0.10%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                        | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2897000 | PA      | $2585534.52   | 0.03%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                          | DB Master Finance LLC                                                            | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   15642000 | PA      | $12096832.99  | 0.16%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                                  | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    3975000 | PA      | $3420408.00   | 0.05%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137H0HT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24963916 | PA      | $4051478.80   | 0.05%             | 2041-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      58000 | PA      | $31235.04     | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6340088.30   | 0.09%             | 2042-01-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2665218.33   | 0.04%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140M2LR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6056796 | PA      | $4958987.67   | 0.07%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     721428 | PA      | $377956.33    | 0.01%             | 2036-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199381 | PA      | $187127.67    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                             | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3000000 | PA      | $1875185.28   | 0.03%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                   | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $2957156.43   | 0.04%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31395V6W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     389968 | PA      | $4094.31      | 0.00%             | 2025-06-15      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                 | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |    1450000 | PA      | $1330050.06   | 0.02%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                              | CI Financial Corp                                                                | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    1971000 | PA      | $1167968.36   | 0.02%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                       | OHA Credit Funding 8 Ltd                                                         | CUSIP: 67707GAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5750000 | PA      | $5426395.75   | 0.07%             | 2034-01-18      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1673736.14   | 0.02%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                       | OHA Credit Funding 6 Ltd                                                         | CUSIP: 67098UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10250000 | PA      | $10035498.25  | 0.13%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56556800 | PA      | $925619.90    | 0.01%             | 2049-02-10      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3133TENT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3232 | PA      | $25.67        | 0.00%             | 2028-07-17      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31371KBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1995 | PA      | $2067.78      | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2099546 | PA      | $2018513.56   | 0.03%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     702963 | PA      | $729642.56    | 0.01%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                          | Texas Instruments Inc                                                            | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2144106.57   | 0.03%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                 | Public Storage                                                                   | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    1747000 | PA      | $1493582.66   | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2948000 | PA      | $2187299.44   | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398FB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1049320 | PA      | $92785.35     | 0.00%             | 2039-11-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1839226 | PA      | $1849864.32   | 0.02%             | 2025-05-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     608861 | PA      | $523727.37    | 0.01%             | 2036-12-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8869628 | PA      | $7289424.73   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                                    | AIG CLO 2021-1 LLC                                                               | CUSIP: 00141YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6750000 | PA      | $6285343.50   | 0.08%             | 2034-04-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                       | International Business Machines Corp                                             | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2322000 | PA      | $2139464.58   | 0.03%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19283660 | PA      | $16461239.35  | 0.22%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                         | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6432000 | PA      | $5918515.04   | 0.08%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BLHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18084988 | PA      | $11242636.13  | 0.15%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38379JXC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1521534 | PA      | $1475259.39   | 0.02%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                            | LCM XVIII LP                                                                     | CUSIP: 50188GAX1<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4808230.00   | 0.06%             | 2031-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     626258 | PA      | $319072.88    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                       | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    9065000 | PA      | $7469576.95   | 0.10%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31393PYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46581 | PA      | $8070.29      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                             | Athene Holding Ltd                                                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    2188000 | PA      | $2170209.85   | 0.03%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1121367.51   | 0.02%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                    | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     956000 | PA      | $592329.08    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                                       | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    2407000 | PA      | $1907547.50   | 0.03%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                   | NiSource Inc                                                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1476379.16   | 0.02%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31397QPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     902454 | PA      | $898191.09    | 0.01%             | 2041-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3188000 | PA      | $2748529.61   | 0.04%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                     | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4405500 | PA      | $4342652.02   | 0.06%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3813963 | PA      | $3289486.08   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                    | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     813000 | PA      | $650298.70    | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31395WTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     613374 | PA      | $56649.47     | 0.00%             | 2035-07-15      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                          | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3040706.50   | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $12030457.50  | 0.16%             | 2042-01-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B1JS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2023106 | PA      | $334115.48    | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2020-CBM Mortgage Trust                                                     | CUSIP: 20049AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8261000 | PA      | $6998026.10   | 0.09%             | 2037-02-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $2944214.00   | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1571000 | PA      | $992137.27    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                         | Credit Suisse Group AG                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    3222000 | PA      | $2754487.83   | 0.04%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                        | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   10732000 | PA      | $9300986.43   | 0.12%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4054 | PA      | $4022.85      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B1GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3943000 | PA      | $318780.14    | 0.00%             | 2043-03-15      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6590000 | PA      | $4314927.05   | 0.06%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $2128111.27   | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6677750 | PA      | $5990200.00   | 0.08%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4085000 | PA      | $3956006.93   | 0.05%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19748.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21210807 | PA      | $17322204.46  | 0.23%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12569336 | PA      | $11236620.14  | 0.15%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20448191 | PA      | $17782682.13  | 0.24%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DDC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7076000 | PA      | $5987312.11   | 0.08%             | 2050-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                              | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2656608.74   | 0.04%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31397JUJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7093064 | PA      | $575030.46    | 0.01%             | 2033-10-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                     | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $3717758.50   | 0.05%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BAPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5575697 | PA      | $5298798.20   | 0.07%             | 2044-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F4LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16096994 | PA      | $15152760.81  | 0.20%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GTFG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1038347 | PA      | $1024529.75   | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                      | Avnet Inc                                                                        | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2381347.46   | 0.03%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AG6F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1404363 | PA      | $1331780.01   | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377WGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1847528 | PA      | $126572.65    | 0.00%             | 2041-05-16      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1722000 | PA      | $1582215.48   | 0.02%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BKPG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3124000 | PA      | $2947721.11   | 0.04%             | 2035-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $116605.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137A9K96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     814836 | PA      | $808983.92    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                       | Virginia Electric and Power Co                                                   | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3426000 | PA      | $2635771.41   | 0.04%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2599404 | PA      | $2348753.75   | 0.03%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                               | Altria Group Inc                                                                 | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $1953217.28   | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     760830 | PA      | $651319.32    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8391008 | PA      | $8382444.50   | 0.11%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38378VH40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     816467 | PA      | $792166.60    | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                       | Visa Inc                                                                         | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     964000 | PA      | $885177.04    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                | Impac CMB Trust Series 2005-1                                                    | CUSIP: 45254NMR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     539582 | PA      | $492956.92    | 0.01%             | 2035-04-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     679597 | PA      | $637979.44    | 0.01%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3779000 | PA      | $3262663.40   | 0.04%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                | CSL Finance PLC                                                                  | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    3345000 | PA      | $3040366.84   | 0.04%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                          | Intact Financial Corp                                                            | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |    7452000 | PA      | $7375260.27   | 0.10%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     403726 | PA      | $207850.70    | 0.00%             | 2035-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2900141.67   | 0.04%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                        | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $880656.72    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                           | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    1792000 | PA      | $1337462.53   | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $12904117.50  | 0.17%             | 2041-12-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31394VS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1315325 | PA      | $88015.37     | 0.00%             | 2035-10-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   71293000 | PA      | $68624416.75  | 0.92%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                                            | TCW CLO 2017-1A Ltd                                                              | CUSIP: 87240NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4710445.00   | 0.06%             | 2034-10-29      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                       | JP Morgan Mortgage Trust 2020-8                                                  | CUSIP: 46652TCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     943861 | PA      | $732665.05    | 0.01%             | 2051-03-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| HP INC                                                         | HP Inc                                                                           | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $991713.46    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAC4<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     834360 | PA      | $759703.73    | 0.01%             | 2042-09-25      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7DV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3560056 | PA      | $3332734.49   | 0.04%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                  | Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1                    | CUSIP: 25151WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54414173 | PA      | $2013267.28   | 0.03%             | 2037-04-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24605171 | PA      | $23706909.04  | 0.32%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AMTT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11327417 | PA      | $2357629.77   | 0.03%             | 2045-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                    | Prologis LP                                                                      | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1431446.94   | 0.02%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DV5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37111 | PA      | $31739.64     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4365720 | PA      | $3728469.59   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                       | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     342286 | PA      | $321308.63    | 0.00%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4581590 | PA      | $4108725.43   | 0.06%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3617B15U3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     581240 | PA      | $537340.75    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31398CKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     162286 | PA      | $155746.89    | 0.00%             | 2033-03-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B6D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11438045 | PA      | $10143368.91  | 0.14%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AE2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5143749 | PA      | $480817.64    | 0.01%             | 2033-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   52677628 | PA      | $2195514.00   | 0.03%             | 2052-08-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                        | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    4860000 | PA      | $3599899.20   | 0.05%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36193BMR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     691480 | PA      | $665525.89    | 0.01%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                         | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    8526000 | PA      | $7158685.38   | 0.10%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                     | Cigna Corp                                                                       | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2781000 | PA      | $1983874.49   | 0.03%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2034866 | PA      | $1738109.54   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4504801.20   | 0.06%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WGHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194965 | PA      | $181395.07    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                            | Northern Trust Corp                                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    9062000 | PA      | $9584361.77   | 0.13%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18111234 | PA      | $14944845.86  | 0.20%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31393C4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     757398 | PA      | $87375.52     | 0.00%             | 2033-07-25      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                  | AEP Texas Inc                                                                    | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3671000 | PA      | $3529754.60   | 0.05%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                       | Piedmont Operating Partnership LP                                                | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1553044.65   | 0.02%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1272143.88   | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VU85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4357211 | PA      | $801996.94    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CUSIP: 12595JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4340000 | PA      | $3186874.15   | 0.04%             | 2050-11-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $2997936.32   | 0.04%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38376TZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2959717 | PA      | $280916.25    | 0.00%             | 2040-01-16      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                       | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2728000 | PA      | $2676218.41   | 0.04%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36194TPL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     627710 | PA      | $577393.36    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1999000 | PA      | $1916084.94   | 0.03%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BF6P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9497243 | PA      | $733209.97    | 0.01%             | 2044-06-15      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                            | Sound Point Clo XVI Ltd                                                          | CUSIP: 83610KAN3<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $16732620.00  | 0.22%             | 2030-07-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                              | NSTAR Electric Co                                                                | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1343615.50   | 0.02%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11036434 | PA      | $10248504.06  | 0.14%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    3170000 | PA      | $2538435.29   | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27244731 | PA      | $25481405.21  | 0.34%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A0A72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4379969 | PA      | $4326917.25   | 0.06%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3133TSPK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5364 | PA      | $153.13       | 0.00%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AQGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1835771 | PA      | $310823.86    | 0.00%             | 2045-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                      | ONEOK Inc                                                                        | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     274000 | PA      | $274826.81    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                 | S&P Global Inc                                                                   | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    5273000 | PA      | $4096260.39   | 0.05%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9559000 | PA      | $9491028.82   | 0.13%             | 2045-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                                 | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36854831 | PA      | $759382.74    | 0.01%             | 2050-03-10      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBR7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    2847598 | PA      | $2488146.57   | 0.03%             | 2048-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                              | Cedar Funding IV CLO Ltd                                                         | CUSIP: 150323BE2<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9297210.00   | 0.12%             | 2034-07-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10914270 | PA      | $876652.68    | 0.01%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                        | Dryden 75 CLO Ltd                                                                | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   11400000 | PA      | $10493369.40  | 0.14%             | 2034-04-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31387XHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        458 | PA      | $483.95       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                                   | Laurel Road Prime Student Loan Trust 2017-B                                      | CUSIP: 518887AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     452715 | PA      | $418724.35    | 0.01%             | 2042-08-25      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                 | JP Morgan Alternative Loan Trust                                                 | CUSIP: 46627MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307169 | PA      | $116484.59    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1387000 | PA      | $994230.52    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                                | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2569000 | PA      | $2320929.19   | 0.03%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1506001 | PA      | $1413766.72   | 0.02%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                   | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20931681 | PA      | $730957.31    | 0.01%             | 2049-08-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                   | Evergy Metro Inc                                                                 | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    2216000 | PA      | $1828668.29   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                       | Wisconsin Public Service Corp                                                    | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $2733964.00   | 0.04%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                             | Raytheon Technologies Corp                                                       | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3933000 | PA      | $3588900.10   | 0.05%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1704865.23   | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     846290 | PA      | $858210.00    | 0.01%             | 2039-07-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                            | Global Payments Inc                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1600056.88   | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                          | Bojangles Issuer LLC                                                             | CUSIP: 09748RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6451250 | PA      | $5805924.37   | 0.08%             | 2050-10-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                             | Banco Santander SA                                                               | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4200000 | PA      | $3934472.98   | 0.05%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    8700000 | PA      | $7787143.80   | 0.10%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                               | Paramount Global                                                                 | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4558000 | PA      | $3333271.46   | 0.04%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                       | Discovery Communications LLC                                                     | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $2378252.89   | 0.03%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                 | Oaktown Re VI Ltd                                                                | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1000000 | PA      | $926918.50    | 0.01%             | 2033-10-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ASYR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     637744 | PA      | $609125.79    | 0.01%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1330586.60   | 0.02%             | 2030-04-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                          | Georgia Power Co                                                                 | CUSIP: 373334FS5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $2131101.74   | 0.03%             | 2023-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                        | John Deere Capital Corp                                                          | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2396000 | PA      | $2219231.15   | 0.03%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1750000 | PA      | $1111739.41   | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     433782 | PA      | $307958.32    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     528850 | PA      | $447197.17    | 0.01%             | 2036-11-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9982427 | PA      | $8152056.20   | 0.11%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                        | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     683000 | PA      | $541978.07    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                            | SIRIUS XM RADIO INC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $3939225.68   | 0.05%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398PJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     946788 | PA      | $73459.13     | 0.00%             | 2050-04-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137A9D52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     394226 | PA      | $397335.78    | 0.01%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                       | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4825000 | PA      | $3756713.44   | 0.05%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47295700 | PA      | $47044441.59  | 0.63%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| JPMBB Commercial Mortgage Secu                                 | JPMBB Commercial Mortgage Securities Trust 2015-C28                              | CUSIP: 46644FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1151330 | PA      | $17326.53     | 0.00%             | 2048-10-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                             | Banco Santander SA                                                               | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $2423756.38   | 0.03%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                       | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    4197000 | PA      | $3577823.39   | 0.05%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AYPL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4187007 | PA      | $366456.93    | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030413<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     741000 | PA      | $694094.58    | 0.01%             | 2038-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                             | Honda Motor Co Ltd                                                               | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    2194000 | PA      | $1885677.36   | 0.03%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan T                                 | Alternative Loan Trust 2005-6CB                                                  | CUSIP: 12667F5E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     522342 | PA      | $439376.88    | 0.01%             | 2035-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HEKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     933753 | PA      | $863722.93    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                               | Freddie Mac Strips                                                               | CUSIP: 31325VTN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     832234 | PA      | $97722.54     | 0.00%             | 2045-02-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12530978 | PA      | $10301898.09  | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -79516000 | NC      | $-1260347.88  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae I Pool                                                                | CUSIP: 3620AFDR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     109309 | PA      | $108709.43    | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31359NV40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52538 | PA      | $1324.26      | 0.00%             | 2027-03-17      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL AND COMMERCIAL BANK OF CHINA FINANCIAL SERVICES LLC | IND & COM BK CHINA FIN SVCS LLC                                                  | CUSIP: 000000000<br>LEI: 5493003O0P1GJ0O8CI80 | Long             | RA               | CORP              | US        |    9668594 | PA      | $9668594.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1011465.00   | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396XQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     809866 | PA      | $72089.54     | 0.00%             | 2037-09-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                       | CSX Corp                                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2332588.91   | 0.03%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                      | CIM Trust 2019-J2                                                                | CUSIP: 12558TBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2782495 | PA      | $2303755.71   | 0.03%             | 2049-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2015-2                                                 | CUSIP: 89171YBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2640000 | PA      | $2518486.34   | 0.03%             | 2057-11-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9459000 | PA      | $7698954.51   | 0.10%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $791719.60    | 0.01%             | 2040-02-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    7178000 | PA      | $6552617.32   | 0.09%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XH4J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5619730 | PA      | $4634670.82   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     224752 | PA      | $238880.51    | 0.00%             | 2028-08-25      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KPJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28713 | PA      | $24593.80     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8628613 | PA      | $8338158.73   | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38381XQ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     176532 | PA      | $139849.18    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     350000 | PA      | $310958.48    | 0.00%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31396HWV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     638699 | PA      | $639668.05    | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                     | Hasbro Inc                                                                       | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1802000 | PA      | $1692295.36   | 0.02%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                              | ONEOK Partners LP                                                                | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    1067000 | PA      | $1011003.41   | 0.01%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A94S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3126386 | PA      | $334329.81    | 0.00%             | 2042-11-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BNQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12189920 | PA      | $1305185.65   | 0.02%             | 2046-04-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 312945D47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39940 | PA      | $40528.07     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2017-BNK8                                                                   | CUSIP: 06650AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  167655000 | PA      | $1353587.79   | 0.02%             | 2050-11-15      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     786000 | PA      | $720205.93    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     605174 | PA      | $537875.06    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                        | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    3450000 | PA      | $2903630.40   | 0.04%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1382854 | PA      | $1188766.67   | 0.02%             | 2049-12-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                               | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1288818.49   | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                             | Morocco Government International Bond                                            | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    1450000 | PA      | $998224.95    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7975000 | PA      | $7430467.00   | 0.10%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132XXMU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     253575 | PA      | $242611.42    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                         | Anglo American Capital PLC                                                       | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1377000 | PA      | $1333239.33   | 0.02%             | 2024-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                       | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAJ1<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $375928.14    | 0.01%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1076708.08   | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-97285.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16840000 | PA      | $12544003.17  | 0.17%             | 2049-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A4F38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4575645 | PA      | $4352120.72   | 0.06%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1732000 | PA      | $1648225.86   | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | 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        |    2988000 | PA      | $2597264.38   | 0.03%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AG7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     359239 | PA      | $360472.97    | 0.00%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 3133TR7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4794963 | PA      | $4755150.79   | 0.06%             | 2031-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                           | Monongahela Power Co                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2315894.63   | 0.03%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     701719 | PA      | $674269.11    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F5PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8687395 | PA      | $8627154.88   | 0.12%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4225743 | PA      | $4054196.82   | 0.05%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                           | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1542522.91   | 0.02%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                    | Rad CLO 1 Ltd                                                                    | CUSIP: 48661AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7130000 | PA      | $6735126.34   | 0.09%             | 2031-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                          | Reynolds American Inc                                                            | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     818000 | PA      | $732980.09    | 0.01%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5821740 | PA      | $5415932.58   | 0.07%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1007614 | PA      | $915300.09    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2021-R01                                     | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4800000 | PA      | $4524275.04   | 0.06%             | 2041-10-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31391S5Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11703 | PA      | $12056.52     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B1H39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2128000 | PA      | $1956147.61   | 0.03%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $3937756.88   | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31394FAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     519071 | PA      | $31384.53     | 0.00%             | 2035-08-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                       | Visa Inc                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3622015.41   | 0.05%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                        | Misc Capital Two Labuan Ltd                                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   12925000 | PA      | $11728912.10  | 0.16%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9Y82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     255758 | PA      | $251217.88    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   10013000 | PA      | $9298978.38   | 0.12%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1375000 | PA      | $1063593.16   | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                      | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                      | CUSIP: 61764PBV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   65381940 | PA      | $833335.33    | 0.01%             | 2047-12-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     429419 | PA      | $406320.80    | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                                 | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441795 | PA      | $357978.37    | 0.00%             | 2037-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    3725000 | PA      | $3033286.13   | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                      | Apple Inc                                                                        | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1937000 | PA      | $1255621.55   | 0.02%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                               | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8450000 | PA      | $7582658.20   | 0.10%             | 2033-04-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3089006.21   | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2901000 | PA      | $2314413.04   | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                               | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3933000 | PA      | $2976706.27   | 0.04%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                             | Wendy's Funding LLC                                                              | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    8471000 | PA      | $6626823.49   | 0.09%             | 2051-06-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                             | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1500000 | PA      | $346687.50    | 0.00%             | 2025-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B7GR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     856642 | PA      | $107697.70    | 0.00%             | 2043-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31395PBA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     175419 | PA      | $175932.19    | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7467414 | PA      | $15355.99     | 0.00%             | 2045-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3114558 | PA      | $1923760.96   | 0.03%             | 2046-08-25      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                       | Piedmont Operating Partnership LP                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    2118000 | PA      | $1487657.34   | 0.02%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                        | Flagstar Mortgage Trust 2018-2                                                   | CUSIP: 33851HBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1189013 | PA      | $1002142.23   | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38380YS48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197460 | PA      | $166464.29    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC-GNMA                                                     | FHLMC-GNMA                                                                       | CUSIP: 3133T1QD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16192 | PA      | $190.84       | 0.00%             | 2023-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2403506 | PA      | $2168761.30   | 0.03%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1360046.55   | 0.02%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AFSY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7833366 | PA      | $7419173.33   | 0.10%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                           | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3545909.90   | 0.05%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31397QCK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4931784 | PA      | $503240.25    | 0.01%             | 2041-01-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                 | Amazon.com Inc                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1714000 | PA      | $1428155.23   | 0.02%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38380UE82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4403136 | PA      | $3713630.80   | 0.05%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25131200 | PA      | $21586326.37  | 0.29%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 31390TAL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3598 | PA      | $3690.28      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B1S96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1164564 | PA      | $1028714.12   | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                        | Marathon Petroleum Corp                                                          | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     899000 | PA      | $754851.17    | 0.01%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                 | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180XAQ5<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $434145.15    | 0.01%             | 2031-01-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     132000 | PA      | $104491.41    | 0.00%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                | Fannie Mae Interest Strip                                                        | CUSIP: 31395QQ37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     495388 | PA      | $22965.15     | 0.00%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F1SB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2221062 | PA      | $1934378.53   | 0.03%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F6RU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24744060 | PA      | $3471750.03   | 0.05%             | 2050-11-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B3SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35300163 | PA      | $2895615.87   | 0.04%             | 2048-12-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                        | Fannie Mae Grantor Trust 1998-T2                                                 | CUSIP: 31359U4M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4042 | PA      | $3999.69      | 0.00%             | 2032-01-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31393C2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     341317 | PA      | $31041.01     | 0.00%             | 2033-01-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4635521 | PA      | $3814212.40   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                               | Antares Holdings LP                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2634000 | PA      | $2113319.12   | 0.03%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B3SD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2080000 | PA      | $1920752.29   | 0.03%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3580895 | PA      | $3399460.49   | 0.05%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F9AB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30531767 | PA      | $5040593.17   | 0.07%             | 2050-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31395NYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1558252 | PA      | $122821.55    | 0.00%             | 2036-07-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25162000 | PA      | $24209666.61  | 0.32%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                                 | AmeriCredit Automobile Receivables Trust 2019-3                                  | CUSIP: 03066NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5050000 | PA      | $4856976.38   | 0.07%             | 2025-09-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3655000 | PA      | $3782868.20   | 0.05%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A1F59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5106006 | PA      | $4861602.33   | 0.07%             | 2041-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XCF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     965189 | PA      | $619850.40    | 0.01%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| XLIT LTD                                                       | XLIT Ltd                                                                         | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    2409000 | PA      | $2287772.30   | 0.03%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                     | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316503 | PA      | $291151.74    | 0.00%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                            | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   11239000 | PA      | $9620095.22   | 0.13%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                               | CIFC Funding 2022-I Ltd                                                          | CUSIP: 12570LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1556441.60   | 0.02%             | 2035-04-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                  | Bear Stearns Mortgage Funding Trust 2006-AR5                                     | CUSIP: 07401NAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2148954 | PA      | $1828561.24   | 0.02%             | 2037-01-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38380FF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7608331 | PA      | $814678.74    | 0.01%             | 2047-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        | -159029000 | NC      | $-6300219.44  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A6ZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5919751 | PA      | $5563020.88   | 0.07%             | 2042-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                    | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    3434000 | PA      | $2692110.26   | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2526309 | PA      | $2362743.44   | 0.03%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                 | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31630284 | PA      | $1986475.12   | 0.03%             | 2054-06-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136B0RZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4899632 | PA      | $3717535.76   | 0.05%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38374TWL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     397676 | PA      | $395474.50    | 0.01%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 31398WQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3468092 | PA      | $3525013.77   | 0.05%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                         | Pertamina Persero PT                                                             | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    5000000 | PA      | $4053234.50   | 0.05%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  212930000 | PA      | $208538318.75 | 2.80%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MARATHON PETROLEUM CORP                                        | Marathon Petroleum Corp                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3831736.33   | 0.05%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38374XF26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     976825 | PA      | $936696.87    | 0.01%             | 2039-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A1KE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8482278 | PA      | $8300315.81   | 0.11%             | 2041-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                         | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1592795.04   | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                      | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267976 | PA      | $244071.51    | 0.00%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                         | UBS AG                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    3180000 | PA      | $3145474.74   | 0.04%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4457916 | PA      | $3827187.60   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                | CVS Health Corp                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $3108369.50   | 0.04%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                            | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 1976661771 | PA      | $5274227.77   | 0.07%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-702935.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     751703 | PA      | $678595.36    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                        | Shell International Finance BV                                                   | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3835000 | PA      | $3569676.83   | 0.05%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31394DAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1699394 | PA      | $1699276.25   | 0.02%             | 2035-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                 | Home Depot Inc/The                                                               | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4729000 | PA      | $4567987.15   | 0.06%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-114469.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                             | Seasoned Credit Risk Transfer Trust Series 2019-2                                | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1785307 | PA      | $1581662.76   | 0.02%             | 2058-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae I Pool                                                                | CUSIP: 3620A9TT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150253 | PA      | $149295.14    | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3421000 | PA      | $3058553.77   | 0.04%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                           | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2331607.84   | 0.03%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F6GV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  101084985 | PA      | $5454358.76   | 0.07%             | 2030-09-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                      | ONEOK Inc                                                                        | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     907000 | PA      | $762058.48    | 0.01%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | Commonbond Student Loan Trust 2016-B                                             | CUSIP: 20267UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265915 | PA      | $239053.10    | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38377DJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     995489 | PA      | $135873.61    | 0.00%             | 2040-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                 | Benefit Street Partners CLO XXIII Ltd                                            | CUSIP: 08186VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13900000 | PA      | $13522211.90  | 0.18%             | 2034-04-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13316372 | PA      | $1563791.49   | 0.02%             | 2035-05-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31396WAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     930786 | PA      | $88274.23     | 0.00%             | 2037-06-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F3P32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1202649 | PA      | $1188916.82   | 0.02%             | 2036-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                             | Russian Foreign Bond - Eurobond                                                  | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    2600000 | PA      | $910000.00    | 0.01%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   10350000 | PA      | $7857026.55   | 0.11%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                   | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    6017000 | PA      | $4945999.45   | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38382BGQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21963414 | PA      | $2457442.49   | 0.03%             | 2049-12-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                 | CUSIP: 3133A2B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15091 | PA      | $12915.13     | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31307NG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     542419 | PA      | $508600.93    | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17410000 | PA      | $15129428.41  | 0.20%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12243000 | PA      | $11986446.22  | 0.16%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AQF39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5562624 | PA      | $1010995.78   | 0.01%             | 2046-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                        | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1273805.20   | 0.02%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1115000 | PA      | $1138383.27   | 0.02%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1315390 | PA      | $1150836.11   | 0.02%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                      | Apple Inc                                                                        | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1469587.07   | 0.02%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4388000 | PA      | $3447572.22   | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AAFU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3419575 | PA      | $3188639.93   | 0.04%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3701000 | PA      | $3428940.12   | 0.05%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2889000 | PA      | $2592037.06   | 0.03%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140JBCA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1146227 | PA      | $1161977.59   | 0.02%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                 | Alleghany Corp                                                                   | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     123000 | PA      | $113344.04    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 A PTT                                        | American Airlines 2016-3 Class A Pass Through Trust                              | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2351791 | PA      | $1831033.50   | 0.02%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategi                                 | Carlyle Global Market Strategies CLO 2014-1 Ltd                                  | CUSIP: 14310MAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3093574.25   | 0.04%             | 2031-04-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                         | Diamondback Energy Inc                                                           | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    3702000 | PA      | $3597310.18   | 0.05%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC 01/17/2023                                       | AMERICAN ELEC 01/17/2023                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32000000 | PA      | $31925808.00  | 0.43%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                       | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1325000 | PA      | $1114603.25   | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AXDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4863887 | PA      | $4355789.99   | 0.06%             | 2047-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                          | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    2280000 | PA      | $1766316.00   | 0.02%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                        | MPLX LP                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     866000 | PA      | $738925.26    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3140GQ4E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     801401 | PA      | $743872.06    | 0.01%             | 2047-08-01      | 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        |    2200000 | PA      | $2206429.46   | 0.03%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ANSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115794 | PA      | $111310.90    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AFPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4023990 | PA      | $3814531.47   | 0.05%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC 0 CP 04/01/2023                       | AMERICAN ELEC PWR CO INC 0 CP 04/01/2023                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6630000 | PA      | $6625807.45   | 0.09%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                  | Discover Bank                                                                    | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    2897000 | PA      | $2758394.60   | 0.04%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                  | CUSIP: 3138W9ME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     456528 | PA      | $440319.75    | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7095000 | PA      | $3685178.83   | 0.05%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2629099.62   | 0.04%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                               | CUSIP: 3137H0UH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   74224618 | PA      | $11182101.96  | 0.15%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                | CLI Funding VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    2566938 | PA      | $2226684.33   | 0.03%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  109968105 | PA      | $8446463.20   | 0.11%             | 2053-09-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                   | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     947684 | PA      | $872339.18    | 0.01%             | 2045-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Government National Mortgage Association                                         | CUSIP: 38380YXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1251933 | PA      | $1175595.09   | 0.02%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                       | Tucson Electric Power Co                                                         | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    3186000 | PA      | $2445136.07   | 0.03%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                          | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      70000 | PA      | $60728.37     | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae REMICS                                                                | CUSIP: 31398R3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1848082 | PA      | $1721018.62   | 0.02%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                    | Apache Corp                                                                      | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    9210000 | PA      | $7653210.68   | 0.10%             | 2040-09-01      | Fixed         | 5.10%                 | 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        |        309 | NC      | $-17826.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     640000 | PA      | $433568.02    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                         | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DCE7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |    2434130 | PA      | $2081709.12   | 0.03%             | 2048-03-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                             | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7058000 | PA      | $6281827.36   | 0.08%             | 2026-10-24      | Fixed         | 1.20%                 | 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        |      -1650 | NC      | $623668.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                             | Vodafone Group PLC                                                               | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4218000 | PA      | $3394171.28   | 0.05%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Voya Funds Trust

**Signature:** Tin Bui

**Name of Signer:** Tin Bui

**Title:** Vice President