# EDGAR Filing Document

**Accession Number:** 0001392116
**File Stem:** 0000940400-26-022793
**Filing Date:** 2026-6
**Character Count:** 101036
**Document Hash:** 0f84d8bc0936bafbaa2ee183aba911cf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022793.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022793

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260331

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22025
- **FILM NUMBER:** 261048452

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

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

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

## Series and Classes Contracts Data

### Voya VACS Series SC Fund (Series ID: S000079626)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000240816 | Voya VACS Series SC Fund | VVIRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Separate Portfolios Trust

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

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

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

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

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

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

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

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

- **a. Name of Series:** Voya VACS Series SC Fund

- **b. EDGAR series identifier (if any):** S000079626

- **c. LEI of Series:** 549300WMAVLRYOGXL523

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $173049495.62

**Total Liabilities:** $4106074.28

**Net Assets:** $168943421.34

**Cash Not Reported:** $80174.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 116.23572000 | **1-Year:** 6385.22936000 | **5-Year:** 32299.17646000 | **10-Year:** 12212.04993000 | **30-Year:** 0.00000000

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

- **3-Month:** 101.83887000 | **1-Year:** 2733.95101000 | **5-Year:** 9413.81402000 | **10-Year:** 2770.62639000 | **30-Year:** 17.93536000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000240816 | 0.59%                | 1.01%                | -1.02%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $91167.09                | $279965.63                                 |
| Month 2  | $89567.08                | $808198.81                                 |
| Month 3  | $184585.37               | $-2186233.73                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-1                        | STAR 2021-1 A3                                              | CUSIP: 85573GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168738 | PA      | $158362.58    | 0.09%             | 2065-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2017-2                                     | SEMT 2017-2 B2                                              | CUSIP: 81746KCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410360 | PA      | $387484.01    | 0.23%             | 2047-02-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV1                                      | UWM 2021-INV1 B1                                            | CUSIP: 90354XBC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538236 | PA      | $460918.95    | 0.27%             | 2051-08-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                        | BSPRT 2025-FL12 A                                           | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999714.55    | 0.59%             | 2043-01-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                              | WSTOP 2020-1A A2                                            | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1712154 | PA      | $1658777.04   | 0.98%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2019-A                       | LRK 2019-A BFX                                              | CUSIP: 51889RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174087 | PA      | $172566.72    | 0.10%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | CAS 2022-R01 1B1                                            | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1054019 | PA      | $1064084.04   | 0.63%             | 2041-12-26      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                              | PAID 2024-11 B                                              | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    441852 | PA      | $444584.55    | 0.26%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TRUST                                 | BMARK 2021-B25 XA                                           | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9988313 | PA      | $408158.94    | 0.24%             | 2054-04-17      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2019-CH2                                   | SEMT 2019-CH2 B2B                                           | CUSIP: 81747CCH2<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-O            | CORP              | US        |    418648 | PA      | $413393.66    | 0.24%             | 2049-08-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-2                                   | JPMMT 2023-2 B3                                             | CUSIP: 46656DDF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    749111 | PA      | $714473.38    | 0.42%             | 2053-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                      | RFM 2022-FRR1 AB60                                          | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1957620.30   | 1.16%             | 2049-11-08      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2020-B TRUST                       | SOFI 2020-B BFX                                             | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1521000 | PA      | $1271840.88   | 0.75%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                    | Autozone, Inc. 0% CP 01/04/2026                             | CUSIP: 05333UD15<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499945.80    | 0.30%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J1 TRUST                                                 | OBX 2022-J1 A14                                             | CUSIP: 67116WAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357814 | PA      | $293680.07    | 0.17%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2021-909                            | NYC 2025-28L B                                              | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $699924.68    | 0.41%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO 5 LTD                                                | NAVS 2026-5A C                                              | CUSIP: 63943LAG6<br>LEI: 254900V88NPZZJ3OTO41 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499729.00    | 0.30%             | 2039-03-31      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS 2017-1 LLC                                     | MSAIC 2018-1A A                                             | CUSIP: 61946FAA3<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    185600 | PA      | $175110.36    | 0.10%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust 2017-2                             | SCOT 2017-2 B3                                              | CUSIP: 82281FCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303617 | PA      | $281858.18    | 0.17%             | 2047-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                              | TRFIG 2024-1A A2                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   1850000 | PA      | $1854615.75   | 1.10%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                            | BX 2024-AIRC B                                              | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1149108 | PA      | $1152021.02   | 0.68%             | 2041-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2026-19 LTD                                         | AWPT 2026-19A C                                             | CUSIP: 28624QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349192.90    | 0.21%             | 2038-03-31      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ASHF              | BAMLL 2025-ASHF A                                           | CUSIP: 05494CAA3<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997234.60    | 0.59%             | 2042-02-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2016-2                                   | ABMT 2016-2 B3                                              | CUSIP: 00842EAU5<br>LEI: 549300TSTBCBQ5EBD390 | Long             | ABS-O            | CORP              | US        |    251042 | PA      | $238082.26    | 0.14%             | 2046-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                           | HYT 2024-RGCY B                                             | CUSIP: 449173AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601074.96    | 0.36%             | 2041-09-16      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B22 MORTGAGE TRUST                                 | BMARK 2020-B22 XA                                           | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4712246 | PA      | $270846.93    | 0.16%             | 2054-01-16      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-LTV3                                | JPMMT 2019-LTV3 B3                                          | CUSIP: 46651HBW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    626212 | PA      | $583988.69    | 0.35%             | 2050-03-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ1                      | GSMBS 2020-PJ1 B3                                           | CUSIP: 36258FAT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575840 | PA      | $508773.56    | 0.30%             | 2050-05-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-4                                   | JPMMT 2017-4 B2                                             | CUSIP: 46648UAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329992 | PA      | $305298.16    | 0.18%             | 2048-11-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-4                       | DRMT 2021-4 M1                                              | CUSIP: 24381JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602296 | PA      | $480143.44    | 0.28%             | 2066-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO LIMITED 2024-2                                       | NAVS 2024-2A CR                                             | CUSIP: 63942YAW4<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $297450.30    | 0.18%             | 2036-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2021-J3                             | CMLTI 2021-J3 B3W                                           | CUSIP: 17330BDN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405685 | PA      | $335364.52    | 0.20%             | 2051-09-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2019-4 LTD                                            | OAKCL 2019-4A CRR                                           | CUSIP: 67402CBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501138.50   | 0.89%             | 2037-07-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                              | CLIF 2021-1A A                                              | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    478938 | PA      | $444571.08    | 0.26%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                            | BX 2026-XL6 B                                               | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994237.10    | 0.59%             | 2043-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2 TRUST                                              | PRET 2025-RPL2 A1                                           | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    907006 | PA      | $880983.09    | 0.52%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-8                                   | JPMMT 2019-8 B3A                                            | CUSIP: 46591KBU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735801 | PA      | $657561.06    | 0.39%             | 2050-03-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| HELIOS ISSUER LLC                                                 | SNVA 2021-B B                                               | CUSIP: 86744TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1897244 | PA      | $1267933.88   | 0.75%             | 2048-07-20      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios Ii Issuer Llc                                      | SNVA 2018-1A B                                              | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451893 | PA      | $404395.77    | 0.24%             | 2048-07-20      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV5                                      | UWM 2021-INV5 B3                                            | CUSIP: 90355DBJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1338957 | PA      | $1124852.32   | 0.67%             | 2052-01-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| PRM5 TRUST 2025-PRM5                                              | PRM5 2025-PRM5 A                                            | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994318.20    | 0.59%             | 2033-03-10      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                      | CAS 2023-R05 1B1                                            | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $529991.80    | 0.31%             | 2043-06-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MF1 2026-FL21 LLC                                                 | MF1 2026-FL21 A                                             | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $749206.28    | 0.44%             | 2041-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                          | AJAXM 2019-F A2                                             | CUSIP: 00969PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451722 | PA      | $435966.25    | 0.26%             | 2059-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2019-CH3                                   | SEMT 2019-CH3 B1B                                           | CUSIP: 81748GEJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760183 | PA      | $728683.18    | 0.43%             | 2049-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ3                      | GSMBS 2019-PJ3 B3                                           | CUSIP: 36257QAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768072 | PA      | $713047.15    | 0.42%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                              | WSTOP 2024-1A A2                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1678728.15   | 0.99%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -24 | NC      | $78701.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                      | CAS 2025-R02 1B1                                            | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $501075.70    | 0.30%             | 2045-02-27      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-4                                   | JPMMT 2018-4 B2                                             | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523713 | PA      | $480977.15    | 0.28%             | 2048-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2020-3                                     | SEMT 2020-3 B3                                              | CUSIP: 81748ACE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516974 | PA      | $451264.44    | 0.27%             | 2050-04-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                      | COMM 2024-CBM B                                             | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508640.60    | 0.30%             | 2041-12-12      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6                      | GSMBS 2025-PJ6 A14                                          | CUSIP: 36272KAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1088436.80   | 0.64%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2020-C TRUST                       | SOFI 2020-C BFX                                             | CUSIP: 83390UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | PA      | $1068118.03   | 0.63%             | 2046-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-CCM1                                | JPMMT 2025-CCM1 A2                                          | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413047 | PA      | $411307.92    | 0.24%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1Inv                                 | FSMT 2020-1INV B2A                                          | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1299983 | PA      | $1195784.37   | 0.71%             | 2050-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LGCY                                                | BX 2021-LGCY E                                              | CUSIP: 12434DAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499662.30    | 0.30%             | 2036-10-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV4                                      | UWM 2021-INV4 B3                                            | CUSIP: 918307BH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    409454 | PA      | $337282.25    | 0.20%             | 2051-12-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40                    | WFCM 2017-C40 XA                                            | CUSIP: 95000YAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9068336 | PA      | $71127.04     | 0.04%             | 2050-10-17      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                          | JPMMT 2019-HYB1 B1                                          | CUSIP: 46651FAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    791744 | PA      | $782579.65    | 0.46%             | 2049-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-1                                   | JPMMT 2015-1 B3                                             | CUSIP: 46643UDQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178359 | PA      | $175322.42    | 0.10%             | 2044-12-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C60                    | WFCM 2021-C60 XA                                            | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5988440 | PA      | $342526.80    | 0.20%             | 2054-08-17      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| SUNRUN XANADU ISSUER 2019-1 LLC                                   | SUNRN 2019-1A A                                             | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315241 | PA      | $303222.15    | 0.18%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        76 | NC      | $-55407.32    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                    | Autozone, Inc. 0% CP 07/04/2026                             | CUSIP: 05333UD72<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999237.80    | 0.59%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1                     | CAS 2020-SBT1 1M2                                           | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    873330 | PA      | $893362.01    | 0.53%             | 2040-02-27      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-IMC                                                 | BX 2019-IMC D                                               | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723659 | PA      | $716659.48    | 0.42%             | 2034-04-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND IV TRUST 2021-INV6                | BVINV 2021-6 B3A                                            | CUSIP: 07335UCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694720 | PA      | $588331.88    | 0.35%             | 2051-10-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                              | ESA 2025-ESH A                                              | CUSIP: 30227TAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1251641.50   | 0.74%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-8                          | CHASE 2024-8 A9A                                            | CUSIP: 16159XAV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740544 | PA      | $735441.51    | 0.44%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRM TRUST 2025-PRM6                                               | PRM6 2025-PRM6 A                                            | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992768.90    | 0.59%             | 2033-07-08      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                  | SMB 2014-A C                                                | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $715416.34    | 0.42%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2                            | KSL 2024-HT2 A                                              | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1114012 | PA      | $1113410.47   | 0.66%             | 2039-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2025-MH                             | KSL 2025-MH A                                               | CUSIP: 48268VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $749173.13    | 0.44%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                         | FMBT 2024-FBLU A                                            | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000912.00   | 0.59%             | 2039-12-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1Inv                                 | FSMT 2020-1INV B3                                           | CUSIP: 33851YBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647918 | PA      | $591674.72    | 0.35%             | 2050-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2022-6                                   | JPMMT 2022-6 B3                                             | CUSIP: 46655KDF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1097518 | PA      | $914115.48    | 0.54%             | 2052-11-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                          | JPMMT 2014-1 B5                                             | CUSIP: 46641CBS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257459 | PA      | $218997.79    | 0.13%             | 2044-01-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 5 LTD                                                  | ABBSL 2024-5A C                                             | CUSIP: 00038GAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300523.80    | 0.18%             | 2038-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-6                                   | JPMMT 2017-6 B4                                             | CUSIP: 46649HBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343508 | PA      | $311782.57    | 0.18%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                          | SWCH 2025-DATA A                                            | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $989047.40    | 0.59%             | 2042-02-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Verde Clo Ltd.                                                    | VERDE 2019-1A CRR                                           | CUSIP: 92338BBA2<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350405.65    | 0.21%             | 2032-04-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-DWHP                   | WFCM 2025-DWHP A                                            | CUSIP: 95004EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005408.40   | 0.60%             | 2038-04-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                               | General Mills, Inc. 0% CP 01/04/2026                        | CUSIP: 3703E1D13<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999786.00   | 1.18%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-LTV2                                | JPMMT 2019-LTV2 B2                                          | CUSIP: 46651ABB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385491 | PA      | $372714.78    | 0.22%             | 2049-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                           | STACR 2021-HQA4 B1                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |   1505741 | PA      | $1530236.39   | 0.91%             | 2041-12-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C29       | MSBAM 2016-C29 B                                            | CUSIP: 61766EBJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $952010.50    | 0.56%             | 2049-05-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| SUNNOVA SOL II ISSUER LLC                                         | SNVA 2020-2A A                                              | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015455 | PA      | $882514.49    | 0.52%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING VII LLC                                    | VSLR 2020-1A A                                              | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547590 | PA      | $504276.84    | 0.30%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                               | Constellation Energy Generation LLC 0% CP 01/04/2026        | CUSIP: 21038QD19<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999878.80    | 0.59%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-14                                  | JPMMT 2021-14 B4                                            | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405630 | PA      | $334923.03    | 0.20%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-LTV2                                | JPMMT 2019-LTV2 B3                                          | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385491 | PA      | $371793.53    | 0.22%             | 2049-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer 2022-1 LLC                                  | SUNRN 2022-1A A                                             | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845050 | PA      | $1771779.33   | 1.05%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                   | BANK 2020-BN27 XA                                           | CUSIP: 06539XAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15775385 | PA      | $556449.89    | 0.33%             | 2063-04-17      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVI                                                  | APID 2021-36A CR                                            | CUSIP: 03769LAY4<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599857.80    | 0.36%             | 2039-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | CAS 2025-R03 2M2                                            | CUSIP: 20754VAC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1011248.80   | 0.60%             | 2045-03-27      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                      | Morgan Stanley Institutional Liquidity Funds GOVT PTF INSTL | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |   5513000 | NS      | $5513000.00   | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBYS FUNDING LLC                                                 | ARBYS 2020-1A A2                                            | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810810 | PA      | $791607.42    | 0.47%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5               | BVINV 2021-5 B3A                                            | CUSIP: 07336JCL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    541152 | PA      | $464536.15    | 0.27%             | 2051-11-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd. / GS REFT 2026-FL1 Co-issuer LLC     | GSREFT 2026-FL1 A                                           | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252339.88   | 0.74%             | 2043-10-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 18 LTD                                                | ELM18 2022-5A CRR                                           | CUSIP: 29003MAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751653.75    | 0.44%             | 2037-07-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS MORTGAGE TRUST                                      | ORL 2024-GLKS A                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001249.00   | 0.59%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                | BX 2026-CSMO A                                              | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1251873.63   | 0.74%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                 | Enterprise Products Operating LLC 0% CP 01/04/2026          | CUSIP: 29380DD15<br>LEI: 5493004LGN656HWLDA30 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1499835.30   | 0.89%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XIV Ltd.                              | OCT16 2013-1A CR                                            | CUSIP: 67590BAW0<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $449660.25    | 0.27%             | 2030-07-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-RM3                                                     | EFMT 2024-RM3 A1A                                           | CUSIP: 26845EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881829 | PA      | $862091.01    | 0.51%             | 2054-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | CAS 2021-R02 2B1                                            | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    301148 | PA      | $305497.66    | 0.18%             | 2041-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ5                      | GSMBS 2022-PJ5 B3                                           | CUSIP: 362925CE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1177935 | PA      | $987968.31    | 0.58%             | 2052-10-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Dbc 2025-DBC Mortgage Trust                                       | DBC 2025-DBC A                                              | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1250967.00   | 0.74%             | 2042-11-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL CRE SECURITIZATION 2019-VII LTD                     | PRIMA 2019-7A C                                             | CUSIP: 74166QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219602 | PA      | $215219.71    | 0.13%             | 2050-12-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5                    | WFCM 2025-VTT B                                             | CUSIP: 94990GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $851896.01    | 0.50%             | 2038-03-17      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO LTD 2023-31                                            | GALXY 2023-31A CR                                           | CUSIP: 36320HAQ2<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1052081.10   | 0.62%             | 2038-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM4                            | IMPRL 2021-NQM4 M1                                          | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451722 | PA      | $358317.14    | 0.21%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD            | ARCREN 2026-FL1 A                                           | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252450.63   | 0.74%             | 2043-09-22      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                               | BAHA 2024-MAR B                                             | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1032173.40   | 0.61%             | 2041-12-12      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                    | Autozone, Inc. 0% CP 06/04/2026                             | CUSIP: 05333UD64<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499673.55    | 0.30%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-3                                   | JPMMT 2025-3 M1                                             | CUSIP: 46593RAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1114398.56   | 0.66%             | 2055-09-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Venture 33 Clo Limited & Llc                                      | VENTR 2018-33A CR                                           | CUSIP: 92330YAW3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |    333280 | PA      | $333742.93    | 0.20%             | 2031-07-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                               | GSAT 2025-BMF A                                             | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000474.70   | 0.59%             | 2040-07-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-8                                   | JPMMT 2020-8 B3                                             | CUSIP: 46652TCK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380283 | PA      | $336006.68    | 0.20%             | 2051-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| SUNRUN IRIS ISSUER 2023-1 LLC                                     | SUNRN 2023-1A A                                             | CUSIP: 86772YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    696611 | PA      | $682021.61    | 0.40%             | 2059-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS IV ISSUER LLC                                      | SNVA 2020-AA A                                              | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355836 | PA      | $313551.93    | 0.19%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2023-1                                     | SEMT 2023-1 B2                                              | CUSIP: 81749BCE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600241 | PA      | $569159.30    | 0.34%             | 2053-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| LQR TRUST 2025-CALI                                               | LQR 2025-CALI A                                             | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994990.80    | 0.59%             | 2043-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST 2025-AOA                                               | 1345T 2025-AOA A                                            | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998442.20    | 0.59%             | 2042-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TBW MORTGAGE BACKED TRUST SERIES 2006-6                           | TBW 2006-6 A5B                                              | CUSIP: 87222PAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055938 | PA      | $223652.12    | 0.13%             | 2037-01-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | 10-Year T-Note Futures, Jun-2026,ETH                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        15 | NC      | $-27687.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-2                                     | SEMT 2024-2 A19                                             | CUSIP: 81749HAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485581 | PA      | $488979.95    | 0.29%             | 2054-03-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                      | CAS 2024-R04 1M2                                            | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $999978.40    | 0.59%             | 2044-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 3 LTD                                             | BGCLO 2021-3A CR                                            | CUSIP: 09076VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $546717.60    | 0.32%             | 2038-01-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE 2018-MTG2                       | MELLO 2018-MTG2 B2                                          | CUSIP: 585499BR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528022 | PA      | $502545.48    | 0.30%             | 2048-10-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHMS K-1521 X1                                              | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3876872 | PA      | $273681.56    | 0.16%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-D TRUST                       | SOFI 2018-D BFX                                             | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632000 | PA      | $611372.59    | 0.36%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                        | STAR 2020-1 M1                                              | CUSIP: 85573AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903444 | PA      | $818282.30    | 0.48%             | 2050-02-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| GSJP TRUST 2025-BEDS                                              | GSJP 2025-BEDS A                                            | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995241.00    | 0.59%             | 2042-12-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2018-4                                    | FSMT 2018-4 B3                                              | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361585 | PA      | $333032.07    | 0.20%             | 2048-07-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2018-2 Ltd                                      | PLMRS 2018-2A BR                                            | CUSIP: 69688MAS4<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800994.40    | 0.47%             | 2037-04-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                    | MSAIC 2020-1A B                                             | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239063 | PA      | $205677.00    | 0.12%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                                | TIF 2021-1A A                                               | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402518 | PA      | $367780.55    | 0.22%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                                | JPMMT 2019-INV3 B3                                          | CUSIP: 46591LBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    896065 | PA      | $831184.78    | 0.49%             | 2050-05-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD                       | ACRES 2026-FL4 A                                            | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001685.30   | 0.59%             | 2044-08-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25                   | WFCM 2016-LC25 D                                            | CUSIP: 95000JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    861000 | PA      | $800975.99    | 0.47%             | 2059-12-17      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST 2021-INV3                                 | HAWT 2021-INV3 B3                                           | CUSIP: 44555QCF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    674122 | PA      | $575883.82    | 0.34%             | 2051-12-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                | ZAXBY 2021-1A A2                                            | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1883757 | PA      | $1789267.56   | 1.06%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2004-Ar14                        | INDX 2006-AR2 2A1                                           | CUSIP: 45661EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    588914 | PA      | $457397.34    | 0.27%             | 2046-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                    | FSRIA 2026-FL11 B                                           | CUSIP: 30343TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001303.60   | 0.59%             | 2044-01-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-CMI1                           | CMLTI 2024-CMI1 B2                                          | CUSIP: 17332DBZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    978000 | PA      | $996373.58    | 0.59%             | 2054-06-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-2                                  | TPMT 2015-2 2B2                                             | CUSIP: 89171YBD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328636 | PA      | $327814.87    | 0.19%             | 2057-11-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ3                      | GSMBS 2019-PJ3 B2                                           | CUSIP: 36257QAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    896467 | PA      | $836364.43    | 0.50%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MARKET STREET CLO LTD II                                          | MKTST 2025-2A C                                             | CUSIP: 57064FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $448915.95    | 0.27%             | 2038-03-20      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-5                                   | JPMMT 2020-5 B1                                             | CUSIP: 46653JBU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647266 | PA      | $571588.90    | 0.34%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXXII LTD                                         | SNDPT 2021-4A C                                             | CUSIP: 83616AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500025.00    | 0.30%             | 2034-10-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXIV / Apidos CLO XXIV LLC                             | APID 2016-24A BRR                                           | CUSIP: 03759CAX8<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    730000 | PA      | $730910.31    | 0.43%             | 2030-10-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Acrec 2026-FL4 LLC                                                | ACREC 2026-FL4 AS                                           | CUSIP: 004970AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1252691.25   | 0.74%             | 2043-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2019-C4                                      | BBCMS 2019-C4 XA                                            | CUSIP: 07335CAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12731004 | PA      | $488866.10    | 0.29%             | 2052-08-16      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV2 TRUST                                               | MFRA 2021-INV2 M1                                           | CUSIP: 552732AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050706 | PA      | $854352.37    | 0.51%             | 2056-11-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV6                                | JPMMT 2021-INV6 A5A                                         | CUSIP: 46654FAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300657 | PA      | $248814.98    | 0.15%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2020-2                                     | SEMT 2020-2 B3                                              | CUSIP: 81748KEG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636220 | PA      | $567942.00    | 0.34%             | 2050-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-10                                  | JPMMT 2023-10 B3                                            | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    962487 | PA      | $952151.85    | 0.56%             | 2054-05-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2017-BNK3 | BACM 2017-BNK3 C                                            | CUSIP: 06427DAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $882448.65    | 0.52%             | 2050-02-17      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Bojangles Inc                                                     | BOJA 2024-1A A2                                             | CUSIP: 09748RAC2<br>LEI: 549300V7MGDZ6K056B43 | Long             | ABS-O            | CORP              | US        |    597000 | PA      | $601099.48    | 0.36%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-J1                                                 | CIM 2021-J1 A19                                             | CUSIP: 12564KAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325951 | PA      | $268323.78    | 0.16%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                   | BALTA 2005-9 26A1                                           | CUSIP: 07386HYH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298269 | PA      | $154254.46    | 0.09%             | 2035-11-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                     | GS Mortgage-Backed Securities Trust 2024-INV1               | CUSIP: 362952BY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1389260 | PA      | $1425185.00   | 0.84%             | 2055-02-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                | BX 2021-RISE C                                              | CUSIP: 12434EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289103 | PA      | $289100.82    | 0.17%             | 2036-11-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                      | GAM 2022-FRR3 DK47                                          | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134053 | PA      | $131659.53    | 0.08%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                      | GAM 2021-FRR1 1D                                            | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3147000 | PA      | $2897013.02   | 1.71%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-6                                     | SEMT 2025-6 B3                                              | CUSIP: 81749YCK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990398 | PA      | $975143.48    | 0.58%             | 2055-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2025-1                                | CHRY 2025-1A A                                              | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $757759.50    | 0.45%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII LLC                                 | TCF 2021-1A B                                               | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519225 | PA      | $478025.33    | 0.28%             | 2046-03-20      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2                           | STACR 2022-DNA2 B1                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-O            | USGSE             | US        |   2845850 | PA      | $2914427.59   | 1.73%             | 2042-02-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-7                                   | JPMMT 2019-7 B3A                                            | CUSIP: 46651GBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736963 | PA      | $655661.58    | 0.39%             | 2050-02-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V17 MORTGAGE TRUST                                 | BMARK 2025-V17 A3                                           | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013498.40   | 0.60%             | 2058-09-17      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN 2019-2 LTD                                   | MCSLT 2019-2GS A                                            | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    313836 | PA      | $284667.25    | 0.17%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2019-D                                   | AJAXM 2019-D A2                                             | CUSIP: 00968FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903444 | PA      | $854871.51    | 0.51%             | 2065-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                   | JPMMT 2017-1 B4                                             | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792612 | PA      | $710005.03    | 0.42%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-LTV1                                | JPMMT 2019-LTV1 B2                                          | CUSIP: 46650PAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181305 | PA      | $173693.09    | 0.10%             | 2049-06-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6                        | NRZT 2017-6A B2                                             | CUSIP: 64830BAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332907 | PA      | $325473.79    | 0.19%             | 2057-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-1 LTD                                | BCC 2022-1A CR                                              | CUSIP: 05684UAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $897980.40    | 0.53%             | 2038-10-18      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2022-1 LTD                                | BOBA 2022-1A CR                                             | CUSIP: 05766EAQ5<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500340.00    | 0.30%             | 2037-04-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-3                                   | JPMMT 2018-3 B3                                             | CUSIP: 46649TBA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505358 | PA      | $464184.16    | 0.27%             | 2048-09-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2023-PJ4                      | GSMBS 2023-PJ4 A3                                           | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610382 | PA      | $615036.34    | 0.36%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-3                        | STAR 2020-3 A2                                              | CUSIP: 85573MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602296 | PA      | $575865.50    | 0.34%             | 2065-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV3 TRUST                                              | GCAT 2022-INV3 B1                                           | CUSIP: 36830RCC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471704 | PA      | $442941.40    | 0.26%             | 2052-08-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1 MORTGAGE LOAN TRUST                                   | COLT 2021-1 A1                                              | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    783968 | PA      | $683644.70    | 0.40%             | 2066-06-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                     | LNCR 2025-CRE8 C                                            | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000263.75   | 0.59%             | 2042-08-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2020-1 Trust               | WFMBS 2020-1 B3                                             | CUSIP: 95002KBK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544988 | PA      | $480241.88    | 0.28%             | 2049-12-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| GODDARD FUNDING LLC 2022-1                                        | GDRD 2022-1A A2                                             | CUSIP: 380241AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659355 | PA      | $663567.62    | 0.39%             | 2052-10-30      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Wcore Commercial Mortgage Trust 2024-Core                         | WCORE 2024-CORE B                                           | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001804.80   | 0.59%             | 2041-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL CRE SECURITIZATION 2019-VII LTD                     | PRIMA 2019-7A D                                             | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3011482 | PA      | $2894157.97   | 1.71%             | 2050-12-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF3              | AMMST 2021-MF3 D                                            | CUSIP: 03882KBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    776962 | PA      | $623788.14    | 0.37%             | 2054-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                      | COMM 2024-CBM A2                                            | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502185.60    | 0.30%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2021-PJ8                                    | GSMS 2021-GSA3 D                                            | CUSIP: 36263UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542067 | PA      | $325740.80    | 0.19%             | 2054-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                    | FSRIA 2025-FL10 A                                           | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000025.85   | 0.59%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2021-7                                     | SEMT 2021-7 B3                                              | CUSIP: 81748TCF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    674098 | PA      | $565679.47    | 0.33%             | 2051-11-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2024-25 LTD                                           | OAKCL 2024-25A C                                            | CUSIP: 67402PAE7<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250427.75    | 0.15%             | 2037-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                              | MCMLT 2015-2 B2                                             | CUSIP: 599808BL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542067 | PA      | $502034.81    | 0.30%             | 2057-09-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | 5-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        90 | NC      | $-84853.65    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TRUST                                 | BMARK 2019-B10 XA                                           | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4967988 | PA      | $151841.59    | 0.09%             | 2062-03-17      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                | BX 2025-LUNR A                                              | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    778260 | PA      | $780065.23    | 0.46%             | 2040-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                           | MAD 2025-11MD A                                             | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1245574.88   | 0.74%             | 2042-10-17      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST 2021-5                                   | OCMT 2021-5 B3                                              | CUSIP: 67647ECF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1034382 | PA      | $860175.20    | 0.51%             | 2051-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUST                                   | TOWN 2025-STAY C                                            | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881000 | PA      | $881097.79    | 0.52%             | 2042-03-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        27 | NC      | $-84010.91    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2020-BNK30                                                   | BANK 2020-BN30 XA                                           | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5075371 | PA      | $226166.90    | 0.13%             | 2053-12-17      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2022-INV2               | BVINV 2022-2 B3A                                            | CUSIP: 07336NCJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    569183 | PA      | $478010.86    | 0.28%             | 2051-12-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-C TRUST                       | SOFI 2018-C BFX                                             | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602000 | PA      | $583298.09    | 0.35%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                            | BOCA 2025-BOCA A                                            | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002268.30   | 0.59%             | 2042-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R02                      | CAS 2023-R02 1B1                                            | CUSIP: 20755AAD4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1761717 | PA      | $1873444.39   | 1.11%             | 2043-01-26      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2022-1                                   | JPMMT 2022-1 B3                                             | CUSIP: 46654WCK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464436 | PA      | $378874.35    | 0.22%             | 2052-07-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                      | GAM 2021-FRR1 1C                                            | CUSIP: 364614AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2235423 | PA      | $2082361.69   | 1.23%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN ATLAS ISSUER 2019-2 LLC                                    | SUNRN 2019-2 A                                              | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872557 | PA      | $842488.71    | 0.50%             | 2055-01-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2024-SPBX                                                | DK 2024-SPBX D                                              | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1252532.50   | 0.74%             | 2034-03-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                | OMIR 2021-2 M1C                                             | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1144363 | PA      | $1155957.23   | 0.68%             | 2034-04-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | 2-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       189 | NC      | $-226305.02   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| LAQ 2023-LAQ MORTGAGE TRUST                                       | LAQ 2023-LAQ D                                              | CUSIP: 516681AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173608 | PA      | $168628.29    | 0.10%             | 2036-03-17      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-R02                      | CAS 2020-R02 2B1                                            | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    602296 | PA      | $610150.60    | 0.36%             | 2040-01-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 30 LTD                                                   | AMMC 2024-30A CR                                            | CUSIP: 03165UAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996810.00    | 0.59%             | 2039-04-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Cd 2019-Cd8 Mortgage Trust                                        | CD 2019-CD8 XA                                              | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5092340 | PA      | $179025.55    | 0.11%             | 2057-08-17      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2015-1                                   | ABMT 2015-1 B4                                              | CUSIP: 00841WBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422109 | PA      | $339830.80    | 0.20%             | 2045-01-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2019-CH3                                   | SEMT 2019-CH3 B2B                                           | CUSIP: 81748GEQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447650 | PA      | $433197.92    | 0.26%             | 2049-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                            | AHPT 2017-ATRM C                                            | CUSIP: 04965JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $486625.00    | 0.29%             | 2036-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                           | CIP 2025-SBAY A                                             | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1250999.88   | 0.74%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                             | GSMS 2019-GC39 D                                            | CUSIP: 36260JAL1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    653492 | PA      | $513121.46    | 0.30%             | 2052-05-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2020-3 LLC                                     | LPSLT 2020-3GS B                                            | CUSIP: 53948NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401076 | PA      | $281526.87    | 0.17%             | 2047-12-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIV LLC                                        | BLUEM 2022-34A CR                                           | CUSIP: 09631JAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $743872.50    | 0.44%             | 2035-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| PARALLEL 2023-1 LTD                                               | PARL 2023-1A BR                                             | CUSIP: 69915NAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991328.00    | 0.59%             | 2036-07-21      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-CCM1                                | JPMMT 2024-CCM1 A5A                                         | CUSIP: 46658NAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $986700.00    | 0.58%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SG COML MTG SECS TR 2020-COVE                                     | SGCMS 2020-COVE E                                           | CUSIP: 78397FAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $926902.00    | 0.55%             | 2037-03-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2020-1                                        | RCKT 2020-1 B2A                                             | CUSIP: 749389BH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514590 | PA      | $465317.29    | 0.28%             | 2050-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

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

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration