# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0001752724-23-038640
**Filing Date:** 2023-2
**Character Count:** 271626
**Document Hash:** a8588e69dc1762461eef9549a30795c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038640.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038640

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 23664685

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

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

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

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

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

## Series and Classes Contracts Data

### Voya Short Term Bond Fund (Series ID: S000039383)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000121358 | Class A      | IASBX           |
| C000121359 | Class C      | ICSBX           |
| C000121360 | Class I      | IISBX           |
| C000121361 | Class R      | VSTRX           |
| C000121362 | Class W      | IWSBX           |
| C000129860 | Class R6     | IGZAX           |
| C000198305 | Class P3     | VPSTX           |
| C000215557 | Class P2     | VSTUX           |

## Nport-Ex

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: 38.3%** | **CORPORATE BONDS/NOTES: 38.3%** | **CORPORATE BONDS/NOTES: 38.3%** |  |
|  | **Basic Materials: 0.3%** | **Basic Materials: 0.3%** | **Basic Materials: 0.3%** |
| 350000<sup>(1)</sup> | Albemarle Corp., 4.650%, 06/01/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;341872 | 0.1 |
| 300000 | Freeport-McMoRan, Inc., 3.875%, 03/15/2023 | 299682 | 0.1 |
| 600000 | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 592141 | 0.1 |
| 227000 | Nucor Corp., 2.000%, 06/01/2025 | 211458 | 0.0 |
|  |  | **1445153** | **0.3** |
|  | **Communications: 2.0%** | **Communications: 2.0%** | **Communications: 2.0%** |
| 230000<sup>(1)</sup> | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | 227405 | 0.1 |
| 387000 | Amazon.com, Inc., 4.550%, 12/01/2027 | 386419 | 0.1 |
| 160000 | AMC Networks, Inc., 5.000%, 04/01/2024 | 149880 | 0.0 |
| 351000 | AT&T, Inc., 1.700%, 03/25/2026 | 316726 | 0.1 |
| 501000 | Bell Telephone Co. of Canada or Bell Canada/The, 0.750%, 03/17/2024 | 475095 | 0.1 |
| 759000 | British Telecommunications PLC, 4.500%, 12/04/2023 | 752738 | 0.2 |
| 337000<sup>(1)</sup> | Comcast Corp., 5.250%, 11/07/2025 | 341789 | 0.1 |
| 425000 | DISH DBS Corp., 5.875%, 11/15/2024 | 395800 | 0.1 |
| 400000 | Fox Corp., 3.050%, 04/07/2025 | 382758 | 0.1 |
| 626000 | Fox Corp., 4.030%, 01/25/2024 | 619005 | 0.2 |
| 523000 | Meta Platforms, Inc., 3.500%, 08/15/2027 | 488320 | 0.1 |
| 75000 | Motorola Solutions, Inc., 4.000%, 09/01/2024 | 73669 | 0.0 |
| 671000<sup>(2)</sup> | NTT Finance Corp., 0.583%, 03/01/2024 | 636380 | 0.2 |
| 423000<sup>(2)</sup> | NTT Finance Corp., 4.142%, 07/26/2024 | 416550 | 0.1 |
| 527000<sup>(2)</sup> | Sky Ltd., 3.750%, 09/16/2024 | 514765 | 0.1 |
| 386000 | T-Mobile USA, Inc., 2.250%, 02/15/2026 | 351843 | 0.1 |
| 600000 | T-Mobile USA, Inc., 2.625%, 04/15/2026 | 550969 | 0.1 |
| 300000<sup>(2)</sup> | Univision Communications, Inc., 5.125%, 02/15/2025 | 286326 | 0.1 |
| 416000 | Verizon Communications, Inc., 0.850%, 11/20/2025 | 371440 | 0.1 |
|  |  | **7737877** | **2.0** |
|  | **Consumer, Cyclical: 4.4%** | **Consumer, Cyclical: 4.4%** | **Consumer, Cyclical: 4.4%** |
| 325000<sup>(2)</sup> | 7-Eleven, Inc., 0.950%, 02/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;284987 | 0.1 |
| 577210 | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | 470188 | 0.1 |
| 27860 | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | 22741 | 0.0 |
| 20717 | American Airlines 2016-1 Class AA Pass Through Trust, 3.575%, 07/15/2029 | 18535 | 0.0 |
| 717080 | American Airlines 2016-3 Class A Pass Through Trust, 3.250%, 04/15/2030 | 558297 | 0.1 |
| 544000 | American Axle & Manufacturing, Inc., 6.250%, 03/15/2026 | 509947 | 0.1 |
| 450000<sup>(2)</sup> | Avient Corp., 5.750%, 05/15/2025 | 439524 | 0.1 |
| 615000<sup>(1),(2)</sup> | BMW US Capital LLC, 3.250%, 04/01/2025 | 594055 | 0.2 |
| 595000<sup>(2)</sup> | BMW US Capital LLC, 3.900%, 04/09/2025 | 582661 | 0.2 |
| 870000<sup>(2)</sup> | Daimler Trucks Finance North America LLC, 3.500%, 04/07/2025 | 835313 | 0.2 |
| 400000<sup>(2)</sup> | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | 392071 | 0.1 |
| 317992 | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | 311818 | 0.1 |
| 160000 | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | 152975 | 0.0 |
| 114567 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 97450 | 0.0 |
| 500000 | Ford Motor Credit Co. LLC, 4.389%, 01/08/2026 | 466878 | 0.1 |
| 400000 | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | 395620 | 0.1 |
| 861000 | General Motors Financial Co., Inc., 1.700%, 08/18/2023 | 841461 | 0.2 |
| 478000 | General Motors Financial Co., Inc., 2.350%, 02/26/2027 | 418116 | 0.1 |
| 370000 | General Motors Financial Co., Inc., 3.800%, 04/07/2025 | 357476 | 0.1 |
| 439000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 432692 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **Consumer, Cyclical: (continued)** | **Consumer, Cyclical: (continued)** | **Consumer, Cyclical: (continued)** |
| 543000<sup>(2)</sup> | Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;484346 | 0.1 |
| 800000<sup>(2)</sup> | Hilton Domestic Operating Co., Inc., 5.375%, 05/01/2025 | 793844 | 0.2 |
| 644000 | Honda Motor Co. Ltd., 2.534%, 03/10/2027 | 589327 | 0.2 |
| 505000<sup>(2)</sup> | Hyundai Capital America, 1.300%, 01/08/2026 | 442190 | 0.1 |
| 900000<sup>(2)</sup> | International Game Technology PLC, 4.125%, 04/15/2026 | 840559 | 0.2 |
| 800000 | Lennar Corp., 4.500%, 04/30/2024 | 789722 | 0.2 |
| 227000 | Lowe's Cos, Inc., 3.350%, 04/01/2027 | 213445 | 0.1 |
| 900000<sup>(2)</sup> | Mattel, Inc., 3.375%, 04/01/2026 | 828634 | 0.2 |
| 323999<sup>(2)</sup> | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 322833 | 0.1 |
| 1002000 | Ross Stores, Inc., 4.600%, 04/15/2025 | 996289 | 0.3 |
| 900000<sup>(2)</sup> | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.625%, 03/01/2024 | 897435 | 0.2 |
| 400000 | TRI Pointe Group, Inc. / TRI Pointe Homes, Inc., 5.875%, 06/15/2024 | 398674 | 0.1 |
| 11181 | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 10836 | 0.0 |
| 154125 | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | 152172 | 0.0 |
| 148472 | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 143745 | 0.0 |
| 677000<sup>(2)</sup> | Warnermedia Holdings, Inc., 3.755%, 03/15/2027 | 610622 | 0.2 |
| 600000<sup>(2)</sup> | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 4.250%, 05/30/2023 | 592268 | 0.2 |
|  |  | **17289746** | **4.4** |
|  | **Consumer, Non-cyclical: 3.8%** | **Consumer, Non-cyclical: 3.8%** | **Consumer, Non-cyclical: 3.8%** |
| 939000 | AbbVie, Inc., 2.600%, 11/21/2024 | 898979 | 0.2 |
| 683000 | Altria Group, Inc., 2.350%, 05/06/2025 | 643926 | 0.2 |
| 390000 | AmerisourceBergen Corp., 0.737%, 03/15/2023 | 386745 | 0.1 |
| 598000 | BAT International Finance PLC, 1.668%, 03/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;530539 | 0.1 |
| 466000 | Baxter International, Inc., 1.322%, 11/29/2024 | 434162 | 0.1 |
| 363000<sup>(1)</sup> | Boston Scientific Corp., 1.900%, 06/01/2025 | 339153 | 0.1 |
| 494000 | Bunge Ltd. Finance Corp., 1.630%, 08/17/2025 | 450322 | 0.1 |
| 194000<sup>(2)</sup> | Cargill, Inc., 3.500%, 04/22/2025 | 187886 | 0.1 |
| 237000<sup>(2)</sup> | Cargill, Inc., 3.625%, 04/22/2027 | 226818 | 0.1 |
| 800000 | Cigna Corp., 1.250%, 03/15/2026 | 713663 | 0.2 |
| 283000<sup>(2)</sup> | CSL Finance PLC, 3.850%, 04/27/2027 | 271168 | 0.1 |
| 566000<sup>(2)</sup> | Element Fleet Management Corp., 3.850%, 06/15/2025 | 536412 | 0.1 |
| 1000000 | Elevance Health, Inc., 2.375%, 01/15/2025 | 950033 | 0.2 |
| 327000<sup>(2)</sup> | GE HealthCare Technologies, Inc., 5.600%, 11/15/2025 | 329365 | 0.1 |
| 829000 | Global Payments, Inc., 1.200%, 03/01/2026 | 723516 | 0.2 |
| 900000 | HCA, Inc., 5.875%, 02/15/2026 | 906586 | 0.2 |
| 541000<sup>(2)</sup> | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | 497526 | 0.1 |
| 483000 | Illumina, Inc., 0.550%, 03/23/2023 | 478092 | 0.1 |
| 539000 | Laboratory Corp. of America Holdings, 3.600%, 02/01/2025 | 522405 | 0.1 |
| 998000<sup>(2)</sup> | Mylan, Inc., 3.125%, 01/15/2023 | 997246 | 0.3 |
| 203000 | Mylan, Inc., 4.200%, 11/29/2023 | 200987 | 0.1 |
| 535000 | PerkinElmer, Inc., 0.850%, 09/15/2024 | 496117 | 0.1 |
| 144000 | RELX Capital, Inc., 3.500%, 03/16/2023 | 143430 | 0.0 |
| 906000 | Royalty Pharma PLC, 0.750%, 09/02/2023 | 877956 | 0.2 |
| 504000<sup>(2)</sup> | S&P Global, Inc., 2.450%, 03/01/2027 | 461044 | 0.1 |
| 1049000<sup>(2)</sup> | Triton Container International Ltd., 1.150%, 06/07/2024 | 970687 | 0.3 |
| 594000 | Viatris, Inc., 1.650%, 06/22/2025 | 538511 | 0.1 |
| 327000 | Zoetis, Inc., 5.400%, 11/14/2025 | 333889 | 0.1 |
|  |  | **15047163** | **3.8** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **Energy: 1.8%** | **Energy: 1.8%** | **Energy: 1.8%** |
| 375000 | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;336623 | 0.1 |
| 571000<sup>(1)</sup> | Canadian Natural Resources Ltd., 2.050%, 07/15/2025 | 531758 | 0.1 |
| 668000 | Enbridge, Inc., 0.550%, 10/04/2023 | 646010 | 0.2 |
| 1266000 | Energy Transfer L.P., 4.250%, 03/15/2023 | 1263007 | 0.3 |
| 358000 | EnLink Midstream Partners L.P., 4.150%, 06/01/2025 | 338943 | 0.1 |
| 243000 | Equinor ASA, 2.875%, 04/06/2025 | 233056 | 0.1 |
| 430000 | Kinder Morgan, Inc., 1.750%, 11/15/2026 | 380148 | 0.1 |
| 825000 | Occidental Petroleum Corp., 3.500%, 06/15/2025 | 802246 | 0.2 |
| 347000 | Ovintiv Exploration, Inc., 5.375%, 01/01/2026 | 343926 | 0.1 |
| 497000 | Phillips 66, 3.850%, 04/09/2025 | 485217 | 0.1 |
| 209000 | Pioneer Natural Resources Co., 0.550%, 05/15/2023 | 205589 | 0 |
| 449000 | Pioneer Natural Resources Co., 1.125%, 01/15/2026 | 400684 | 0.1 |
| 300000 | TransCanada PipeLines Ltd., 1.000%, 10/12/2024 | 277857 | 0.1 |
| 801000 | Williams Cos, Inc./The, 4.550%, 06/24/2024 | 792699 | 0.2 |
|  |  | **7037763** | **1.8** |
|  | **Financial: 17.9%** | **Financial: 17.9%** | **Financial: 17.9%** |
| 427000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.650%, 10/29/2024 | 394152 | 0.1 |
| 604000 | Ally Financial, Inc., 3.875%, 05/21/2024 | 588258 | 0.2 |
| 329000 | American Express Co., 2.500%, 07/30/2024 | 316604 | 0.1 |
| 481000 | American Express Co., 5.850%, 11/05/2027 | 501600 | 0.1 |
| 394000 | American Tower Corp., 3.650%, 03/15/2027 | 368575 | 0.1 |
| 766000 | Ameriprise Financial, Inc., 3.000%, 04/02/2025 | 734373 | 0.2 |
| 760000<sup>(2)</sup> | Aviation Capital Group LLC, 5.500%, 12/15/2024 | 747130 | 0.2 |
| 517000<sup>(2)</sup> | Avolon Holdings Funding Ltd., 4.375%, 05/01/2026 | 471655 | 0.1 |
| 400000<sup>(3)</sup> | Banco Bilbao Vizcaya Argentaria SA, 5.862%, 09/14/2026 | 400288 | 0.1 |
| 1556000<sup>(3)</sup> | Bank of America Corp., 0.810%, 10/24/2024 | 1492463 | 0.4 |
| 1266000<sup>(3)</sup> | Bank of America Corp., 0.976%, 04/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1187568 | 0.3 |
| 1000000<sup>(3)</sup> | Bank of America Corp., 1.530%, 12/06/2025 | 923013 | 0.2 |
| 215000<sup>(3)</sup> | Bank of America Corp., 1.658%, 03/11/2027 | 190452 | 0.1 |
| 329000<sup>(3)</sup> | Bank of America Corp., 2.015%, 02/13/2026 | 305645 | 0.1 |
| 1016000<sup>(3)</sup> | Bank of America Corp., 3.384%, 04/02/2026 | 971179 | 0.2 |
| 34000<sup>(3)</sup> | Bank of America Corp., 3.419%, 12/20/2028 | 30845 | 0 |
| 187000<sup>(3)</sup> | Bank of America Corp., 3.550%, 03/05/2024 | 186309 | 0 |
| 54000<sup>(3)</sup> | Bank of America Corp., 3.705%, 04/24/2028 | 50053 | 0 |
| 341000<sup>(3)</sup> | Bank of America Corp., 4.376%, 04/27/2028 | 326633 | 0.1 |
| 206000<sup>(3)</sup> | Bank of New York Mellon Corp./The, 4.414%, 07/24/2026 | 203062 | 0.1 |
| 539000 | Bank of Nova Scotia/The, 0.700%, 04/15/2024 | 509638 | 0.1 |
| 534000 | Bank of Nova Scotia/The, 1.450%, 01/10/2025 | 497036 | 0.1 |
| 735000 | Bank of Nova Scotia/The, 3.450%, 04/11/2025 | 707953 | 0.2 |
| 337000<sup>(2)</sup> | Blackstone Holdings Finance Co. LLC, 5.900%, 11/03/2027 | 340104 | 0.1 |
| 595000<sup>(2)</sup> | BPCE SA, 5.700%, 10/22/2023 | 590706 | 0.2 |
| 1010000 | Brookfield Finance, Inc., 4.000%, 04/01/2024 | 994797 | 0.3 |
| 437000 | Canadian Imperial Bank of Commerce, 3.300%, 04/07/2025 | 419716 | 0.1 |
| 210000 | Canadian Imperial Bank of Commerce, 3.945%, 08/04/2025 | 205310 | 0.1 |
| 284000<sup>(3)</sup> | Capital One Financial Corp., 1.878%, 11/02/2027 | 247706 | 0.1 |
| 539000<sup>(3)</sup> | Capital One Financial Corp., 4.166%, 05/09/2025 | 526775 | 0.1 |
| 366000<sup>(3)</sup> | Citigroup, Inc., 1.678%, 05/15/2024 | 360869 | 0.1 |
| 615000<sup>(2)</sup> | CNO Global Funding, 1.650%, 01/06/2025 | 570237 | 0.1 |
| 550000<sup>(2),(3)</sup> | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | 495011 | 0.1 |
| 457000<sup>(2)</sup> | Corebridge Financial, Inc., 3.650%, 04/05/2027 | 426699 | 0.1 |
| 500000<sup>(2),(3)</sup> | Credit Agricole SA/London, 1.907%, 06/16/2026 | 456208 | 0.1 |
| 121000 | Credit Suisse AG/New York NY, 2.950%, 04/09/2025 | 108997 | 0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **Financial: (continued)** | **Financial: (continued)** | **Financial: (continued)** |
| 1500000 | Credit Suisse AG/New York NY, 3.625%, 09/09/2024 | $&nbsp;&nbsp;&nbsp;&nbsp;1399582 | 0.4 |
| 338000<sup>(2),(3)</sup> | Danske Bank A/S, 3.773%, 03/28/2025 | 327666 | 0.1 |
| 311000<sup>(2),(3)</sup> | Danske Bank A/S, 4.298%, 04/01/2028 | 286424 | 0.1 |
| 801000<sup>(3)</sup> | Deutsche Bank AG/New York NY, 2.222%, 09/18/2024 | 773845 | 0.2 |
| 853000 | Discover Financial Services, 3.950%, 11/06/2024 | 830872 | 0.2 |
| 561000<sup>(2),(3)</sup> | DNB Bank ASA, 2.968%, 03/28/2025 | 541382 | 0.1 |
| 636000<sup>(2),(3)</sup> | DNB Bank ASA, 5.896%, 10/09/2026 | 636678 | 0.2 |
| 469000 | Equinix, Inc., 1.250%, 07/15/2025 | 424508 | 0.1 |
| 859000 | Federal Realty Investment Trust, 3.950%, 01/15/2024 | 848172 | 0.2 |
| 1430000<sup>(2)</sup> | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | 1333942 | 0.3 |
| 432000<sup>(2)</sup> | Five Corners Funding Trust, 4.419%, 11/15/2023 | 428428 | 0.1 |
| 600000<sup>(2)</sup> | GA Global Funding Trust, 3.850%, 04/11/2025 | 575603 | 0.1 |
| 257000<sup>(3)</sup> | Goldman Sachs Group, Inc./The, 0.925%, 10/21/2024 | 246286 | 0.1 |
| 319000<sup>(3)</sup> | Goldman Sachs Group, Inc./The, 2.640%, 02/24/2028 | 284487 | 0.1 |
| 292000 | Hanover Insurance Group, Inc./The, 4.500%, 04/15/2026 | 286059 | 0.1 |
| 300000<sup>(2)</sup> | HAT Holdings I LLC / HAT Holdings II LLC, 3.375%, 06/15/2026 | 261057 | 0.1 |
| 1123000<sup>(3)</sup> | HSBC Holdings PLC, 0.732%, 08/17/2024 | 1082412 | 0.3 |
| 321000<sup>(3)</sup> | HSBC Holdings PLC, 1.162%, 11/22/2024 | 305849 | 0.1 |
| 1000000<sup>(3)</sup> | HSBC Holdings PLC, 1.645%, 04/18/2026 | 903437 | 0.2 |
| 407000<sup>(3)</sup> | HSBC Holdings PLC, 2.633%, 11/07/2025 | 382508 | 0.1 |
| 535000<sup>(3)</sup> | ING Groep NV, 4.017%, 03/28/2028 | 501066 | 0.1 |
| 642000 | Jackson Financial, Inc., 1.125%, 11/22/2023 | 618390 | 0.2 |
| 1340000<sup>(3)</sup> | JPMorgan Chase & Co., 0.824%, 06/01/2025 | 1249792 | 0.3 |
| 1120000<sup>(3)</sup> | JPMorgan Chase & Co., 0.969%, 06/23/2025 | 1044650 | 0.3 |
| 609000<sup>(3)</sup> | JPMorgan Chase & Co., 1.470%, 09/22/2027 | 528027 | 0.1 |
| 376000<sup>(3)</sup> | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 330810 | 0.1 |
| 897000<sup>(3)</sup> | JPMorgan Chase & Co., 2.083%, 04/22/2026 | 833446 | 0.2 |
| 32000<sup>(3)</sup> | JPMorgan Chase & Co., 2.301%, 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;30177 | 0.0 |
| 152000<sup>(3)</sup> | JPMorgan Chase & Co., 2.595%, 02/24/2026 | 143026 | 0.0 |
| 1000000<sup>(3)</sup> | JPMorgan Chase & Co., 3.797%, 07/23/2024 | 990287 | 0.3 |
| 17000<sup>(3)</sup> | JPMorgan Chase & Co., 3.960%, 01/29/2027 | 16224 | 0.0 |
| 1411000<sup>(3)</sup> | JPMorgan Chase & Co., 5.546%, 12/15/2025 | 1412100 | 0.4 |
| 297000 | KeyBank NA/Cleveland OH, 4.390%, 12/14/2027 | 286171 | 0.1 |
| 664000<sup>(3)</sup> | Lloyds Banking Group PLC, 0.695%, 05/11/2024 | 651291 | 0.2 |
| 491000<sup>(3)</sup> | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | 475509 | 0.1 |
| 1047000<sup>(2)</sup> | LSEGA Financing PLC, 0.650%, 04/06/2024 | 983383 | 0.3 |
| 1024000 | Marsh & McLennan Cos, Inc., 4.050%, 10/15/2023 | 1013363 | 0.3 |
| 406000<sup>(3)</sup> | Mitsubishi UFJ Financial Group, Inc., 0.848%, 09/15/2024 | 391951 | 0.1 |
| 404000<sup>(3)</sup> | Mitsubishi UFJ Financial Group, Inc., 0.962%, 10/11/2025 | 371724 | 0.1 |
| 400000 | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | 363605 | 0.1 |
| 316000<sup>(3)</sup> | Mitsubishi UFJ Financial Group, Inc., 4.788%, 07/18/2025 | 313042 | 0.1 |
| 400000<sup>(3)</sup> | Mizuho Financial Group, Inc., 0.849%, 09/08/2024 | 386141 | 0.1 |
| 200000<sup>(3)</sup> | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | 188903 | 0.1 |
| 1037000 | Mizuho Financial Group, Inc., 5.387%, (US0003M + 0.630%), 05/25/2024 | 1031440 | 0.3 |
| 1463000<sup>(1),(3)</sup> | Morgan Stanley, 0.790%, 05/30/2025 | 1360916 | 0.3 |
| 1097000<sup>(3)</sup> | Morgan Stanley, 0.791%, 01/22/2025 | 1038258 | 0.3 |
| 1086000<sup>(3)</sup> | Morgan Stanley, 1.164%, 10/21/2025 | 1000400 | 0.3 |
| 132000<sup>(3)</sup> | Morgan Stanley, 1.512%, 07/20/2027 | 114709 | 0.0 |
| 426000<sup>(3)</sup> | Morgan Stanley, 2.475%, 01/21/2028 | 379118 | 0.1 |
| 173000<sup>(3)</sup> | Morgan Stanley, 2.720%, 07/22/2025 | 165494 | 0.0 |
| 329000 | Morgan Stanley, 4.000%, 07/23/2025 | 321587 | 0.1 |
| 374000 | National Australia Bank Ltd./New York, 3.500%, 06/09/2025 | 362919 | 0.1 |
| 487000 | National Bank of Canada, 0.750%, 08/06/2024 | 453252 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **Financial: (continued)** | **Financial: (continued)** | **Financial: (continued)** |
| 258000<sup>(2)</sup> | Nationwide Building Society, 1.500%, 10/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;222696 | 0.1 |
| 1200000<sup>(3)</sup> | NatWest Group PLC, 2.359%, 05/22/2024 | 1182999 | 0.3 |
| 398000<sup>(3)</sup> | NatWest Group PLC, 4.269%, 03/22/2025 | 389385 | 0.1 |
| 900000 | Navient Corp., 6.750%, 06/25/2025 | 865492 | 0.2 |
| 403000<sup>(2)</sup> | Nordea Bank Abp, 0.625%, 05/24/2024 | 377401 | 0.1 |
| 374000<sup>(2)</sup> | Nordea Bank Abp, 3.600%, 06/06/2025 | 361250 | 0.1 |
| 520000<sup>(2)</sup> | Nordea Bank Abp, 5.375%, 09/22/2027 | 523299 | 0.1 |
| 804000 | Old Republic International Corp., 4.875%, 10/01/2024 | 799805 | 0.2 |
| 600000 | OneMain Finance Corp., 6.875%, 03/15/2025 | 577743 | 0.1 |
| 198000<sup>(2)</sup> | Pacific Life Global Funding II, 1.200%, 06/24/2025 | 179676 | 0 |
| 255000<sup>(2)</sup> | Pacific Life Global Funding II, 1.375%, 04/14/2026 | 225155 | 0.1 |
| 600000<sup>(1)</sup> | Royal Bank of Canada, 1.150%, 06/10/2025 | 549738 | 0.1 |
| 275000 | Royal Bank of Canada, 1.150%, 07/14/2026 | 242498 | 0.1 |
| 533000 | Royal Bank of Canada, 1.600%, 01/21/2025 | 498166 | 0.1 |
| 210000 | Royal Bank of Canada, 4.408%, (US0003M + 0.660%), 10/05/2023 | 210026 | 0.1 |
| 506000<sup>(1)</sup> | Sixth Street Specialty Lending, Inc., 3.875%, 11/01/2024 | 487925 | 0.1 |
| 810000<sup>(2)</sup> | Skandinaviska Enskilda Banken AB, 0.650%, 09/09/2024 | 750116 | 0.2 |
| 534000<sup>(2)</sup> | Skandinaviska Enskilda Banken AB, 3.700%, 06/09/2025 | 516469 | 0.1 |
| 544000<sup>(2),(3)</sup> | Societe Generale SA, 2.226%, 01/21/2026 | 500721 | 0.1 |
| 572000<sup>(2)</sup> | Standard Chartered PLC, 3.950%, 01/11/2023 | 571753 | 0.1 |
| 950000<sup>(2)</sup> | Starwood Property Trust, Inc., 3.625%, 07/15/2026 | 832433 | 0.2 |
| 394000 | Sumitomo Mitsui Financial Group, Inc., 1.474%, 07/08/2025 | 359361 | 0.1 |
| 750000 | Sumitomo Mitsui Financial Group, Inc., 2.696%, 07/16/2024 | 719687 | 0.2 |
| 535000<sup>(2)</sup> | Sumitomo Mitsui Trust Bank Ltd., 0.800%, 09/16/2024 | 494526 | 0.1 |
| 533000<sup>(2)</sup> | Svenska Handelsbanken AB, 3.650%, 06/10/2025 | 516804 | 0.1 |
| 1000000<sup>(2)</sup> | Swedbank AB, 0.600%, 09/25/2023 | &nbsp;&nbsp;&nbsp;&nbsp;967053 | 0.2 |
| 447000<sup>(2)</sup> | Swedbank AB, 3.356%, 04/04/2025 | 430002 | 0.1 |
| 535000 | Toronto-Dominion Bank/The, 0.700%, 09/10/2024 | 498234 | 0.1 |
| 533000<sup>(1)</sup> | Toronto-Dominion Bank/The, 1.450%, 01/10/2025 | 496724 | 0.1 |
| 519000 | Toronto-Dominion Bank/The, 3.766%, 06/06/2025 | 504144 | 0.1 |
| 515000<sup>(2)</sup> | UBS AG/London, 0.700%, 08/09/2024 | 480201 | 0.1 |
| 1000000<sup>(2),(3)</sup> | UBS Group AG, 1.008%, 07/30/2024 | 972573 | 0.2 |
| 451000<sup>(2),(3)</sup> | UBS Group AG, 4.488%, 05/12/2026 | 441197 | 0.1 |
| 539000<sup>(2),(3)</sup> | UBS Group AG, 4.490%, 08/05/2025 | 530077 | 0.1 |
| 900000<sup>(2)</sup> | VICI Properties L.P. / VICI Note Co., Inc., 3.500%, 02/15/2025 | 850014 | 0.2 |
| 700000<sup>(2)</sup> | VICI Properties L.P. / VICI Note Co., Inc., 4.625%, 06/15/2025 | 672035 | 0.2 |
| 200000<sup>(2)</sup> | VICI Properties L.P. / VICI Note Co., Inc., 5.625%, 05/01/2024 | 198427 | 0.1 |
| 88000<sup>(3)</sup> | Wells Fargo & Co., 2.164%, 02/11/2026 | 82105 | 0 |
| 503000<sup>(3)</sup> | Wells Fargo & Co., 2.188%, 04/30/2026 | 468554 | 0.1 |
| 399000<sup>(3)</sup> | Wells Fargo & Co., 2.406%, 10/30/2025 | 377600 | 0.1 |
|  |  | **70282051** | **17.9** |
|  | **Industrial: 1.6%** | **Industrial: 1.6%** | **Industrial: 1.6%** |
| 600000 | Ball Corp., 4.875%, 03/15/2026 | 582210 | 0.1 |
| 830000 | Boeing Co/The, 4.875%, 05/01/2025 | 824392 | 0.2 |
| 900000<sup>(2)</sup> | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | 821606 | 0.2 |
| 433000<sup>(2)</sup> | Graphic Packaging International LLC, 0.821%, 04/15/2024 | 405457 | 0.1 |
| 665000 | Huntington Ingalls Industries, Inc., 0.670%, 08/16/2023 | 645857 | 0.2 |
| 136000<sup>(2)</sup> | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 135582 | 0 |
| 700000 | Republic Services, Inc., 2.500%, 08/15/2024 | 671236 | 0.2 |
| 300000<sup>(2)</sup> | Sealed Air Corp., 5.500%, 09/15/2025 | 296207 | 0.1 |
| 350000<sup>(2)</sup> | SMBC Aviation Capital Finance DAC, 1.900%, 10/15/2026 | 298365 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **Industrial: (continued)** | **Industrial: (continued)** | **Industrial: (continued)** |
| 829000 | Teledyne Technologies, Inc., 0.950%, 04/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;783545 | 0.2 |
| 750000<sup>(2)</sup> | TransDigm, Inc., 8.000%, 12/15/2025 | 762742 | 0.2 |
|  |  | **6227199** | **1.6** |
|  | **Technology: 2.8%** | **Technology: 2.8%** | **Technology: 2.8%** |
| 900000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 901494 | 0.2 |
| 332000 | CGI, Inc., 1.450%, 09/14/2026 | 294042 | 0.1 |
| 992000 | Fidelity National Information Services, Inc., 0.600%, 03/01/2024 | 939092 | 0.2 |
| 308000 | Fidelity National Information Services, Inc., 4.700%, 07/15/2027 | 300989 | 0.1 |
| 941000 | Fiserv, Inc., 2.750%, 07/01/2024 | 909575 | 0.2 |
| 954000 | HP, Inc., 2.200%, 06/17/2025 | 892160 | 0.2 |
| 514000 | International Business Machines Corp., 4.000%, 07/27/2025 | 506167 | 0.1 |
| 308000 | International Business Machines Corp., 6.500%, 01/15/2028 | 329798 | 0.1 |
| 505000 | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | 412629 | 0.1 |
| 900000 | Microchip Technology, Inc., 4.250%, 09/01/2025 | 874571 | 0.2 |
| 909000 | NetApp, Inc., 1.875%, 06/22/2025 | 835710 | 0.2 |
| 832000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 2.700%, 05/01/2025 | 783940 | 0.2 |
| 447000 | Oracle Corp., 1.650%, 03/25/2026 | 400677 | 0.1 |
| 282000 | Oracle Corp., 2.500%, 04/01/2025 | 266129 | 0.1 |
| 570000 | Oracle Corp., 2.650%, 07/15/2026 | 524623 | 0.1 |
| 615000 | Take-Two Interactive Software, Inc., 3.550%, 04/14/2025 | 592394 | 0.2 |
| 703000 | VMware, Inc., 1.000%, 08/15/2024 | 654566 | 0.2 |
| 380000 | VMware, Inc., 1.400%, 08/15/2026 | 331747 | 0.1 |
| 262000 | Workday, Inc., 3.500%, 04/01/2027 | 245253 | 0.1 |
|  |  | **10995556** | **2.8** |
|  | **Utilities: 3.7%** | **Utilities: 3.7%** | **Utilities: 3.7%** |
| 467000<sup>(2)</sup> | AEP Texas, Inc., 3.850%, 10/01/2025 | 449032 | 0.1 |
| 360000 | AES Corp./The, 1.375%, 01/15/2026 | 320063 | 0.1 |
| 269000<sup>(2)</sup> | AES Corp./The, 3.300%, 07/15/2025 | 254103 | 0.1 |
| 522000<sup>(1)</sup> | Alabama Power Co., 3.750%, 09/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;501024 | 0.1 |
| 497000 | American Electric Power Co., Inc., 0.750%, 11/01/2023 | 478624 | 0.1 |
| 507000 | American Electric Power Co., Inc., 2.031%, 03/15/2024 | 489078 | 0.1 |
| 258000<sup>(2)</sup> | Aquarion Co., 4.000%, 08/15/2024 | 253558 | 0.1 |
| 152000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 147212 | 0 |
| 282000 | Avangrid, Inc., 3.200%, 04/15/2025 | 269732 | 0.1 |
| 363000 | Black Hills Corp., 1.037%, 08/23/2024 | 338756 | 0.1 |
| 955000<sup>(2)</sup> | Dominion Energy, Inc., 2.450%, 01/15/2023 | 954017 | 0.2 |
| 524000<sup>(3)</sup> | DTE Energy Co., 4.220%, 11/01/2024 | 515442 | 0.1 |
| 418000 | Duke Energy Corp., 4.300%, 03/15/2028 | 402980 | 0.1 |
| 930000<sup>(2)</sup> | East Ohio Gas Co/The, 1.300%, 06/15/2025 | 843520 | 0.2 |
| 497000<sup>(2)</sup> | Enel Finance International NV, 6.800%, 10/14/2025 | 510870 | 0.1 |
| 835000 | Entergy Corp., 0.900%, 09/15/2025 | 744386 | 0.2 |
| 303000 | Eversource Energy, 2.900%, 03/01/2027 | 279419 | 0.1 |
| 478000 | Interstate Power and Light Co., 3.250%, 12/01/2024 | 461441 | 0.1 |
| 317000 | IPALCO Enterprises, Inc., 3.700%, 09/01/2024 | 307381 | 0.1 |
| 376000<sup>(1)</sup> | National Rural Utilities Cooperative Finance Corp., 1.875%, 02/07/2025 | 352899 | 0.1 |
| 536000 | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | 475143 | 0.1 |
| 327000 | NextEra Energy Capital Holdings, Inc., 4.625%, 07/15/2027 | 322066 | 0.1 |
| 559000 | NiSource, Inc., 0.950%, 08/15/2025 | 504466 | 0.1 |
| 377000<sup>(2)</sup> | NRG Energy, Inc., 3.750%, 06/15/2024 | 363311 | 0.1 |
| 883000 | OGE Energy Corp., 0.703%, 05/26/2023 | 867487 | 0.2 |
| 703626 | PG&E Wildfire Recovery Funding LLC, 3.594%, 06/01/2032 | 667275 | 0.2 |
| 180000 | Public Service Electric and Gas Co., 3.750%, 03/15/2024 | 177783 | 0.1 |
| 255000 | Southern Co. Gas Capital Corp., 3.250%, 06/15/2026 | 237735 | 0.1 |
| 1378000 | Southern Co/The, 0.600%, 02/26/2024 | 1307665 | 0.3 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** | **CORPORATE BONDS/NOTES: (continued)** |  |
|  | **Utilities: (continued)** | **Utilities: (continued)** | **Utilities: (continued)** |
| 317000<sup>(2)</sup> | Trans-Allegheny Interstate Line Co., 3.850%, 06/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;306297 | 0.1 |
| 332000<sup>(2)</sup> | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | 326456 | 0.1 |
| 46000 | WEC Energy Group, Inc., 5.000%, 09/27/2025 | 46038 | 0 |
| 64000 | WEC Energy Group, Inc., 5.150%, 10/01/2027 | 64801 | 0 |
|  |  | **14540060** | **3.7** |
|  | Total Corporate Bonds/Notes |  |  |
|  | (Cost $159,619,407) | **150602568** | **38.3** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS: 5.9%** | **COLLATERALIZED MORTGAGE OBLIGATIONS: 5.9%** | **COLLATERALIZED MORTGAGE OBLIGATIONS: 5.9%** |  |
| 1000000<sup>(2)</sup> | Connecticut Avenue Securities Trust 2021-R01 1M2, 5.478%, (SOFR30A + 1.550%), 10/25/2041 | 975245 | 0.3 |
| 32433<sup>(2)</sup> | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 6.489%, (US0001M + 2.100%), 09/25/2039 | 32390 | 0 |
| 77401 | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | 71118 | 0 |
| 5551 | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | 5507 | 0 |
| 13622 | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | 13318 | 0 |
| 386716 | Fannie Mae REMICS 2013-114 NA, 3.000%, 08/25/2032 | 372449 | 0.1 |
| 996155 | Freddie Mac 3049 XF, 4.668%, (US0001M + 0.350%), 05/15/2033 | 981835 | 0.3 |
| 140315 | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | 143342 | 0 |
| 479746 | Freddie Mac REMICS 3255 FA, 4.598%, (US0001M + 0.280%), 12/15/2036 | 468991 | 0.1 |
| 27541 | Freddie Mac REMICS 3747 FA, 4.818%, (US0001M + 0.500%), 10/15/2040 | 27106 | 0 |
| 1400000<sup>(2)</sup> | Freddie Mac STACR REMIC Trust 2021-HQA1 M2, 6.178%, (SOFR30A + 2.250%), 08/25/2033 | 1321318 | 0.3 |
| 238907<sup>(2)</sup> | Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M2, 6.528%, (SOFR30A + 2.600%), 11/25/2050 | 238541 | 0.1 |
| 800000<sup>(2)</sup> | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 6.228%, (SOFR30A + 2.300%), 08/25/2033 | 791479 | 0.2 |
| 4053421 | Ginnie Mae 2015-H32 FH, 4.502%, (US0001M + 0.660%), 12/20/2065 | 4027235 | 1 |
| 389546 | Ginnie Mae Series 2010-H03 FA, 4.605%, (US0001M + 0.550%), 03/20/2060 | 387336 | 0.1 |
| 33377 | Ginnie Mae Series 2010-H10 FC, 5.055%, (US0001M + 1.000%), 05/20/2060 | 33384 | 0 |
| 1959702 | Ginnie Mae Series 2010-H11 FA, 5.055%, (US0001M + 1.000%), 06/20/2060 | 1960513 | 0.5 |
| 248326 | Ginnie Mae Series 2011-H03 FA, 4.342%, (US0001M + 0.500%), 01/20/2061 | 246599 | 0.1 |
| 72285 | Ginnie Mae Series 2011-H05 FA, 4.342%, (US0001M + 0.500%), 12/20/2060 | 71814 | 0 |
| 100065 | Ginnie Mae Series 2011-H05 FB, 4.342%, (US0001M + 0.500%), 12/20/2060 | 99271 | 0 |
| 526576 | Ginnie Mae Series 2011-H06 FA, 4.292%, (US0001M + 0.450%), 02/20/2061 | 522349 | 0.1 |
| 50967 | Ginnie Mae Series 2011-H07 FA, 4.342%, (US0001M + 0.500%), 02/20/2061 | 50593 | 0 |
| 119081 | Ginnie Mae Series 2011-H08 FD, 4.342%, (US0001M + 0.500%), 02/20/2061 | 118219 | 0 |
| 442688 | Ginnie Mae Series 2011-H08 FG, 4.322%, (US0001M + 0.480%), 03/20/2061 | 439366 | 0.1 |
| 614364 | Ginnie Mae Series 2011-H09 AF, 4.342%, (US0001M + 0.500%), 03/20/2061 | 610329 | 0.2 |
| 47132 | Ginnie Mae Series 2011-H11 FB, 4.342%, (US0001M + 0.500%), 04/20/2061 | 46824 | 0 |
| 143321 | Ginnie Mae Series 2012-H18 NA, 4.362%, (US0001M + 0.520%), 08/20/2062 | 142377 | 0 |
| 1336914 | Ginnie Mae Series 2012-H23 SA, 4.372%, (US0001M + 0.530%), 10/20/2062 | 1329003 | 0.4 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS: (continued)** |  |
| 800182 | Ginnie Mae Series 2012-H23 WA, 4.362%, (US0001M + 0.520%), 10/20/2062 | &nbsp;&nbsp;&nbsp;&nbsp;794454 | 0.2 |
| 340511 | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | 313893 | 0.1 |
| 224033<sup>(3)</sup> | Ginnie Mae Series 2014-53 JM, 7.014%, 04/20/2039 | 234674 | 0.1 |
| 3836086 | Ginnie Mae Series 2016-H16 FE, 3.155%, (US0012M + 0.380%), 06/20/2066 | 3779596 | 1 |
| 1293130 | Ginnie Mae Series 2017-H06 FE, 4.392%, (US0001M + 0.550%), 02/20/2067 | 1282343 | 0.3 |
| 1202675 | Ginnie Mae Series 2017-H07 FG, 4.302%, (US0001M + 0.460%), 02/20/2067 | 1193184 | 0.3 |
|  | Total Collateralized Mortgage Obligations |  |  |
|  | (Cost $23,520,996) | **23125995** | **5.9** |
| **U.S. TREASURY OBLIGATIONS: 25.4%** | **U.S. TREASURY OBLIGATIONS: 25.4%** | **U.S. TREASURY OBLIGATIONS: 25.4%** |  |
|  | **U.S. Treasury Notes: 25.4%** | **U.S. Treasury Notes: 25.4%** | **U.S. Treasury Notes: 25.4%** |
| 8403100 | 0.125%,05/31/2023 | 8253256 | 2.1 |
| 37946600<sup>(1)</sup> | 1.625%,10/31/2023 | 37006831 | 9.4 |
| 3876900 | 2.875%,06/15/2025 | 3747569 | 1 |
| 867000 | 3.875%,11/30/2027 | 862394 | 0.2 |
| 3245900 | 3.875%,12/31/2027 | 3227642 | 0.8 |
| 35281000 | 4.000%,12/15/2025 | 35060494 | 8.9 |
| 11799000 | 4.250%,12/31/2024 | 11758902 | 3 |
|  | Total U.S. Treasury Obligations |  |  |
|  | (Cost $100,484,226) | **99917088** | **25.4** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.1%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.1%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.1%** |  |
| 604500<sup>(2)</sup> | AREIT 2019-CRE3 C Trust, 6.340%, (TSFR1M + 2.015%), 09/14/2036 | 579950 | 0.1 |
| 4000000<sup>(2)</sup> | BBCMS Trust 2021-AGW E, 7.468%, (US0001M + 3.150%), 06/15/2036 | 3527859 | 0.9 |
| 1000000<sup>(2)</sup> | BDS 2018-FL8 E, 6.589%, (US0001M + 2.250%), 01/18/2036 | 912298 | 0.2 |
| 2917000<sup>(2)</sup> | BHMS 2018-ATLS C, 6.218%, (US0001M + 1.900%), 07/15/2035 | 2742795 | 0.7 |
| 1550000<sup>(2)</sup> | BX Trust 2021-ARIA C, 5.964%, (US0001M + 1.646%), 10/15/2036 | 1448381 | 0.4 |
| 1453188<sup>(2)</sup> | BX Trust 2022-PSB A, 6.787%, (TSFR1M + 2.451%), 08/15/2039 | 1452144 | 0.4 |
| 360000<sup>(2)</sup> | CGDB Commercial Mortgage Trust 2019-MOB F, 6.868%, (US0001M + 2.550%), 11/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;332012 | 0.1 |
| 2000000<sup>(2),(3)</sup> | COMM 2013-CCRE11 C Mortgage Trust, 5.118%, 08/10/2050 | 1933727 | 0.5 |
| 120000<sup>(2),(3)</sup> | COMM 2013-CR10 E Mortgage Trust, 4.869%, 08/10/2046 | 110901 | 0 |
| 380000<sup>(2),(3)</sup> | COMM 2013-SFS A2 Mortgage Trust, 2.987%, 04/12/2035 | 375178 | 0.1 |
| 800000<sup>(2)</sup> | CSWF 2021-SOP2 D, 6.635%, (US0001M + 2.317%), 06/15/2034 | 718271 | 0.2 |
| 2200000<sup>(2),(4),(5)</sup> | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | 1118403 | 0.3 |
| 548000<sup>(2)</sup> | GAM Re-REMIC Trust 2021-FRR1 1B, 1.500%, 11/29/2050 | 360160 | 0.1 |
| 710000<sup>(2)</sup> | GAM Re-REMIC Trust 2021-FRR1 2B, 1.660%, 11/29/2050 | 447425 | 0.1 |
| 5477 | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | 5429 | 0 |
| 3807 | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | 3781 | 0 |
| 67188 | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | 64188 | 0 |
| 17053 | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | 16667 | 0 |
| 5677 | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | 5564 | 0 |
| 6277 | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | 6199 | 0 |
| 65682 | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | 63374 | 0 |
| 33267 | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | 32701 | 0 |
| 8021 | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | 7905 | 0 |
| 330000<sup>(2)</sup> | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | 298650 | 0.1 |
| 1039000<sup>(2),(3)</sup> | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.591%, 10/10/2032 | 990253 | 0.3 |
| 1070000<sup>(2)</sup> | GS Mortgage Securities Corp. Trust 2019-70P C, 5.818%, (US0001M + 1.500%), 10/15/2036 | 996894 | 0.3 |
| 190000<sup>(2)</sup> | GSCG Trust 2019-600C A, 2.936%, 09/06/2034 | 172506 | 0 |
| 330000<sup>(2)</sup> | Houston Galleria Mall Trust 2015-HGLR A1A2, 3.087%, 03/05/2037 | 303377 | 0.1 |
| 210000<sup>(3)</sup> | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 C, 4.181%, 12/15/2047 | 195247 | 0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued)** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued)** | **COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued)** |  |
| 360000<sup>(2)</sup> | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT CFX, 4.950%, 07/05/2033 | &nbsp;&nbsp;&nbsp;&nbsp;316910 | 0.1 |
| 100000<sup>(2),(3)</sup> | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | 68948 | 0 |
| 1100000<sup>(2),(3)</sup> | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.180%, 11/15/2045 | 1046468 | 0.3 |
| 1000000<sup>(2),(3)</sup> | JPMBB Commercial Mortgage Securities Trust 2013-C17 E, 3.867%, 01/15/2047 | 843617 | 0.2 |
| 820000<sup>(3)</sup> | JPMBB Commercial Mortgage Securities Trust 2014-C19 C, 4.647%, 04/15/2047 | 774476 | 0.2 |
| 1000000<sup>(2),(3)</sup> | LSTAR Commercial Mortgage Trust 2016-4 F, 4.601%, 03/10/2049 | 688485 | 0.2 |
| 1850000<sup>(2),(3)</sup> | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.523%, 11/15/2045 | 1525098 | 0.4 |
| 172995 | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | 165498 | 0 |
| 441574<sup>(2)</sup> | Ready Capital Mortgage Financing 2020-FL4 A LLC, 6.539%, (US0001M + 2.150%), 02/25/2035 | 431438 | 0.1 |
| 2000000<sup>(2)</sup> | SMRT 2022-MINI F, 7.686%, (TSFR1M + 3.350%), 01/15/2039 | 1829278 | 0.5 |
| 5000000<sup>(2),(3)</sup> | UBS-Barclays Commercial Mortgage Trust 2013-C6 C, 4.026%, 04/10/2046 | 4599657 | 1.2 |
| 191004<sup>(2)</sup> | VMC Finance 2019-FL3 A LLC, 5.426%, (US0001M + 1.100%), 09/15/2036 | 184352 | 0 |
|  | Total Commercial Mortgage-Backed Securities |  |  |
|  | (Cost $34,545,875) | **31696464** | **8.1** |
| **ASSET-BACKED SECURITIES: 18.4%** | **ASSET-BACKED SECURITIES: 18.4%** | **ASSET-BACKED SECURITIES: 18.4%** |  |
|  | **Automobile Asset-Backed Securities: 3.5%** | **Automobile Asset-Backed Securities: 3.5%** | **Automobile Asset-Backed Securities: 3.5%** |
| 39989 | AmeriCredit Automobile Receivables Trust 2019-3 B, 2.130%, 07/18/2025 | 39932 | 0 |
| 400000 | AmeriCredit Automobile Receivables Trust 2020-1 C, 1.590%, 10/20/2025 | 387157 | 0.1 |
| 400000 | AmeriCredit Automobile Receivables Trust 2020-2 B, 0.970%, 02/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;391658 | 0.1 |
| 700000 | AmeriCredit Automobile Receivables Trust 2021-3 B, 1.170%, 08/18/2027 | 645106 | 0.2 |
| 95520 | BMW Vehicle Owner Trust 2020-A A3, 0.480%, 10/25/2024 | 94277 | 0 |
| 92554 | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | 91970 | 0 |
| 150000 | CarMax Auto Owner Trust 2021-2 B, 1.030%, 12/15/2026 | 135450 | 0 |
| 300000 | CarMax Auto Owner Trust 2022-1 B, 1.950%, 09/15/2027 | 272734 | 0.1 |
| 700000 | Carvana Auto Receivables Trust 2022-P1 A3, 3.350%, 02/10/2027 | 673293 | 0.2 |
| 22061 | Drive Auto Receivables Trust 2021-1 B, 0.650%, 07/15/2025 | 22030 | 0 |
| 2365904 | Drive Auto Receivables Trust 2021-2 B, 0.580%, 12/15/2025 | 2336311 | 0.6 |
| 1385421 | Exeter Automobile Receivables Trust 2021-3A B, 0.690%, 01/15/2026 | 1363588 | 0.4 |
| 557005 | Exeter Automobile Receivables Trust 2021-4 A3, 0.680%, 07/15/2025 | 554706 | 0.2 |
| 900000 | Ford Credit Auto Owner Trust 2022-A B, 1.910%, 07/15/2027 | 823195 | 0.2 |
| 300000 | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | 296502 | 0.1 |
| 400000 | GM Financial Consumer Automobile Receivables Trust 2022-4 B, 5.500%, 08/16/2028 | 401507 | 0.1 |
| 157373 | Honda Auto Receivables 2020-2 A3 Owner Trust, 0.820%, 07/15/2024 | 155078 | 0 |
| 1050000 | Hyundai Auto Receivables Trust 2021-C B, 1.490%, 12/15/2027 | 941917 | 0.2 |
| 374947<sup>(2)</sup> | JPMorgan Chase Bank NA - CACLN 2021-3 B, 0.760%, 02/26/2029 | 353527 | 0.1 |
| 38918 | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | 38900 | 0 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **ASSET-BACKED SECURITIES: (continued)** | **ASSET-BACKED SECURITIES: (continued)** | **ASSET-BACKED SECURITIES: (continued)** |  |
|  | **Automobile Asset-Backed Securities: (continued)** | **Automobile Asset-Backed Securities: (continued)** | **Automobile Asset-Backed Securities: (continued)** |
| 1350000<sup>(2)</sup> | Oscar US Funding XIII LLC 2021-2A A3, 0.860%, 09/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1274342 | 0.3 |
| 121183 | Santander Drive Auto Receivables Trust 2021-2 B, 0.590%, 09/15/2025 | 120848 | 0 |
| 2135774 | Santander Drive Auto Receivables Trust 2021-3 B, 0.600%, 12/15/2025 | 2119808 | 0.5 |
| 279994 | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | 277742 | 0.1 |
|  |  | **13811578** | **3.5** |
|  | **Credit Card Asset-Backed Securities: 0.2%** | **Credit Card Asset-Backed Securities: 0.2%** | **Credit Card Asset-Backed Securities: 0.2%** |
| 800000<sup>(2)</sup> | CARDS II Trust 2021-1A A, 0.602%, 04/15/2027 | **754740** | **0.2** |
|  | **Other Asset-Backed Securities: 13.9%** | **Other Asset-Backed Securities: 13.9%** | **Other Asset-Backed Securities: 13.9%** |
| 600000<sup>(2)</sup> | Allegany Park CLO Ltd. 2019-1A AR, 5.263%, (TSFR3M + 1.300%), 01/20/2035 | 584774 | 0.1 |
| 400000<sup>(2)</sup> | ARES XLVI CLO Ltd. 2017-46A A2, 5.309%, (US0003M + 1.230%), 01/15/2030 | 385830 | 0.1 |
| 250000<sup>(2)</sup> | Babson CLO Ltd. 2017-1A A2, 5.544%, (US0003M + 1.350%), 07/18/2029 | 243904 | 0.1 |
| 1900000<sup>(2)</sup> | Ballyrock CLO 17 Ltd. 2021-17A A1B, 5.643%, (US0003M + 1.400%), 10/20/2034 | 1831554 | 0.5 |
| 500000<sup>(2)</sup> | Barings Clo Ltd. 2019-4A A1, 5.409%, (US0003M + 1.330%), 01/15/2033 | 492413 | 0.1 |
| 2900000<sup>(2)</sup> | BDS 2021-FL10 E Ltd., 7.689%, (US0001M + 3.350%), 12/16/2036 | 2648104 | 0.7 |
| 2000000<sup>(2)</sup> | Benefit Street Partners CLO XX Ltd. 2020-20A AR, 5.249%, (US0003M + 1.170%), 07/15/2034 | 1953498 | 0.5 |
| 2500000<sup>(2)</sup> | BlueMountain CLO XXXII Ltd. 2021-32A A, 5.249%, (US0003M + 1.170%), 10/15/2034 | 2437782 | 0.6 |
| 4000000<sup>(2)</sup> | BRSP 2021-FL1 B Ltd., 6.239%, (US0001M + 1.900%), 08/19/2038 | 3778544 | 1 |
| 450000<sup>(2)</sup> | Carlyle US Clo 2017-2A CR Ltd., 5.643%, (US0003M + 1.400%), 07/20/2031 | 439199 | 0.1 |
| 500000<sup>(2)</sup> | Carlyle US CLO 2020-2A A1R Ltd., 5.498%, (US0003M + 1.140%), 01/25/2035 | 486076 | 0.1 |
| 800000<sup>(2)</sup> | Carlyle US Clo 2021-4A A2 Ltd., 5.643%, (US0003M + 1.400%), 04/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;774640 | 0.2 |
| 500000<sup>(2)</sup> | Cedar Funding IV CLO Ltd.2014-4A ARR, 5.485%, (US0003M + 1.160%), 07/23/2034 | 486122 | 0.1 |
| 600000<sup>(2)</sup> | Cifc Funding 2014-4R A1AR Ltd., 5.249%, (US0003M + 1.170%), 01/17/2035 | 584845 | 0.1 |
| 600000<sup>(2)</sup> | CIFC Funding 2019-6A A1 Ltd., 5.409%, (US0003M + 1.330%), 01/16/2033 | 593651 | 0.2 |
| 250000<sup>(2)</sup> | CIFC Funding 2019-6A A2 Ltd., 5.829%, (US0003M + 1.750%), 01/16/2033 | 244439 | 0.1 |
| 500000<sup>(2)</sup> | CIFC Funding 2020-2A AR Ltd., 5.413%, (US0003M + 1.170%), 10/20/2034 | 488775 | 0.1 |
| 2750000<sup>(2)</sup> | CIFC Funding 2020-IA A1R Ltd., 5.229%, (US0003M + 1.150%), 07/15/2036 | 2690705 | 0.7 |
| 2650000 | CNH Equipment Trust 2021-B A3, 0.440%, 08/17/2026 | 2507994 | 0.6 |
| 650000 | CNH Equipment Trust 2021-C A3, 0.810%, 12/15/2026 | 606152 | 0.2 |
| 250000<sup>(2)</sup> | Deer Creek Clo Ltd. 2017-1A A, 5.423%, (US0003M + 1.180%), 10/20/2030 | 247170 | 0.1 |
| 358438<sup>(2)</sup> | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 5.806%, (US0003M + 1.200%), 08/15/2030 | 355656 | 0.1 |
| 250000<sup>(2)</sup> | Eaton Vance Clo 2015-1A A2R Ltd., 5.493%, (US0003M + 1.250%), 01/20/2030 | 237731 | 0.1 |
| 294106<sup>(2)</sup> | Elevation CLO 2014-2A A1R Ltd., 5.355%, (TSFR3M + 1.230%), 10/15/2029 | 291558 | 0.1 |
| 250000<sup>(2)</sup> | Elmwood CLO IX Ltd. 2021-2A A, 5.373%, (US0003M + 1.130%), 07/20/2034 | 244244 | 0.1 |
| 2500000 | John Deere Owner Trust 2021-B A3, 0.520%, 03/16/2026 | 2373875 | 0.6 |
| 450000 | John Deere Owner Trust 2022-A A4, 2.490%, 01/16/2029 | 424366 | 0.1 |
| 750000<sup>(2)</sup> | Kayne CLO 6 Ltd. 2019-6A A1, 5.623%, (US0003M + 1.380%), 01/20/2033 | 740131 | 0.2 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **ASSET-BACKED SECURITIES: (continued)** | **ASSET-BACKED SECURITIES: (continued)** | **ASSET-BACKED SECURITIES: (continued)** |  |
|  | **Other Asset-Backed Securities: (continued)** | **Other Asset-Backed Securities: (continued)** | **Other Asset-Backed Securities: (continued)** |
| 500000<sup>(2)</sup> | Kayne CLO 7 Ltd. 2020-7A A1, 5.279%, (US0003M + 1.200%), 04/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;490739 | 0.1 |
| 2600000<sup>(2)</sup> | Kubota Credit Owner Trust 2021-2A A3, 0.560%, 11/17/2025 | 2442651 | 0.6 |
| 2750000<sup>(2)</sup> | Magnetite XXVI Ltd. 2020-26A A2R, 5.758%, (US0003M + 1.400%), 07/25/2034 | 2650923 | 0.7 |
| 500000<sup>(2)</sup> | Marble Point CLO XIV Ltd. 2018-2A A1R, 5.523%, (US0003M + 1.280%), 01/20/2032 | 489265 | 0.1 |
| 300168<sup>(2)</sup> | Marlette Funding Trust 2021-1A B, 1.000%, 06/16/2031 | 296179 | 0.1 |
| 1575000<sup>(2)</sup> | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL6 C, 6.176%, (US0001M + 1.850%), 07/16/2036 | 1454007 | 0.4 |
| 340000<sup>(2)</sup> | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 5.567%, (US0003M + 1.340%), 01/19/2033 | 335578 | 0.1 |
| 400000<sup>(2)</sup> | Oaktree CLO Ltd. 2021-1A A1, 5.239%, (US0003M + 1.160%), 07/15/2034 | 390581 | 0.1 |
| 1550000<sup>(2)</sup> | OCP CLO 2020-19A AR Ltd., 5.393%, (US0003M + 1.150%), 10/20/2034 | 1514145 | 0.4 |
| 400000<sup>(2)</sup> | OCP CLO 2021-22A A Ltd., 5.423%, (US0003M + 1.180%), 12/02/2034 | 389545 | 0.1 |
| 250000<sup>(2)</sup> | Octagon Investment Partners XV Ltd. 2013-1A A2R, 5.577%, (US0003M + 1.350%), 07/19/2030 | 238602 | 0.1 |
| 600000<sup>(2)</sup> | Octagon Loan Funding Ltd. 2014-1A ARR, 5.854%, (US0003M + 1.180%), 11/18/2031 | 590974 | 0.1 |
| 3700000<sup>(2)</sup> | OHA Credit Partners XIII Ltd. 2016-13A AR, 5.448%, (US0003M + 1.170%), 10/25/2034 | 3608329 | 0.9 |
| 3000000<sup>(2)</sup> | OHA Credit Partners XVI 2021-16A A, 5.344%, (US0003M + 1.150%), 10/18/2034 | 2934813 | 0.7 |
| 500000<sup>(2)</sup> | OHA Loan Funding 2015-1A AR3 Ltd., 5.377%, (US0003M + 1.150%), 01/19/2037 | 487879 | 0.1 |
| 493609<sup>(2)</sup> | Palmer Square CLO 2015-2A A1R2 Ltd., 5.343%, (US0003M + 1.100%), 07/20/2030 | 488024 | 0.1 |
| 1650000<sup>(2)</sup> | Palmer Square CLO 2019-1A A1R Ltd., 5.800%, (US0003M + 1.150%), 11/14/2034 | 1612139 | 0.4 |
| 350000<sup>(2)</sup> | PFS Financing Corp. 2021-B A, 0.770%, 08/15/2026 | 323010 | 0.1 |
| 600000<sup>(2)</sup> | PFS Financing Corp. 2022-D A, 4.270%, 08/15/2027 | 585929 | 0.1 |
| 410000<sup>(2)</sup> | Sound Point CLO XXV Ltd. 2019-4A A1R, 5.340%, (TSFR3M + 1.280%), 04/25/2033 | 390620 | 0.1 |
| 500000<sup>(2)</sup> | THL Credit Wind River 2019-1A AR CLO Ltd., 5.403%, (US0003M + 1.160%), 07/20/2034 | 485893 | 0.1 |
| 1650000<sup>(2)</sup> | Trafigura Securitisation Finance PLC 2021-1A A2, 1.080%, 01/15/2025 | 1519676 | 0.4 |
| 300000<sup>(2)</sup> | Wellman Park CLO Ltd. 2021-1A A, 5.179%, (US0003M + 1.100%), 07/15/2034 | 293852 | 0.1 |
| 1250000<sup>(2)</sup> | Wind River 2022-1A A CLO Ltd., 5.493%, (TSFR3M + 1.530%), 07/20/2035 | 1235146 | 0.3 |
|  |  | **54422231** | **13.9** |
|  | **Student Loan Asset-Backed Securities: 0.8%** | **Student Loan Asset-Backed Securities: 0.8%** | **Student Loan Asset-Backed Securities: 0.8%** |
| 3636<sup>(2)</sup> | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 3627 | 0 |
| 32842<sup>(2)</sup> | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | 32237 | 0 |
| 300000<sup>(2)</sup> | Navient Private Education Loan Trust 2014-AA A3, 5.918%, (US0001M + 1.600%), 10/15/2031 | 297017 | 0.1 |
| 209865<sup>(2)</sup> | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | 194333 | 0 |
| 65445<sup>(2)</sup> | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | 58079 | 0 |
| 115472<sup>(2)</sup> | Navient Private Education Refi Loan Trust 2021-A A, 0.840%, 05/15/2069 | 99939 | 0 |
| 1672568<sup>(2)</sup> | Navient Private Education Refi Loan Trust 2021-EA A, 0.970%, 12/16/2069 | 1402907 | 0.4 |
| 394939<sup>(2)</sup> | Navient Private Education Refi Loan Trust 2021-F A, 1.110%, 02/18/2070 | 332972 | 0.1 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **ASSET-BACKED SECURITIES: (continued)** | **ASSET-BACKED SECURITIES: (continued)** | **ASSET-BACKED SECURITIES: (continued)** |  |
|  | **Student Loan Asset-Backed Securities: (continued)** | **Student Loan Asset-Backed Securities: (continued)** | **Student Loan Asset-Backed Securities: (continued)** |
| 431880<sup>(2)</sup> | Sofi Professional Loan Program 2018-A A2B LLC, 2.950%, 02/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;415526 | 0.1 |
| 460155<sup>(2)</sup> | SoFi Professional Loan Program 2021-B AFX Trust, 1.140%, 02/15/2047 | 378956 | 0.1 |
|  |  | **3215593** | **0.8** |
|  | Total Asset-Backed Securities |  |  |
|  | (Cost $75,344,583) | **72204142** | **18.4** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.1%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.1%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.1%** |  |
|  | **Federal Home Loan Mortgage Corporation: 0.1%<sup>(6)</sup>** | **Federal Home Loan Mortgage Corporation: 0.1%<sup>(6)</sup>** | **Federal Home Loan Mortgage Corporation: 0.1%<sup>(6)</sup>** |
| 11820 | 5.500%,01/01/2037 | 11876 | 0 |
| 18143 | 5.500%,08/01/2038 | 18228 | 0 |
| 5463 | 5.500%,10/01/2038 | 5489 | 0 |
| 677 | 5.500%,10/01/2038 | 680 | 0 |
| 126700 | 5.500%,11/01/2038 | 131642 | 0.1 |
| 97949 | 5.500%,02/01/2039 | 98412 | 0 |
|  |  | **266327** | **0.1** |
|  | **Uniform Mortgage-Backed Securities: 0.0%** | **Uniform Mortgage-Backed Securities: 0.0%** | **Uniform Mortgage-Backed Securities: 0.0%** |
| 8619 | 5.000%,03/01/2027 | 8676 | 0 |
| 95196 | 5.000%,05/01/2042 | 97303 | 0 |
|  |  | **105979** | **0.0** |
|  | Total U.S. Government Agency Obligations |  |  |
|  | (Cost $387,544) | **372306** | **0.1** |
|  | Total Long-Term Investments |  |  |
|  | (Cost $393,902,631) | **377918563** | **96.2** |
| **SHORT-TERM INVESTMENTS: 17.3%** | **SHORT-TERM INVESTMENTS: 17.3%** |  |  |
|  | **Commercial Paper: 0.9%** | **Commercial Paper: 0.9%** | **Commercial Paper: 0.9%** |
| 3500000 | Duke Energy DUKESG, 6.120%, 01/03/2023 |  |  |
|  | (Cost $3,499,121) | **3498241** | **0.9** |
|  | **Repurchase Agreements: 9.4%** | **Repurchase Agreements: 9.4%** | **Repurchase Agreements: 9.4%** |
| 9522100<sup>(7)</sup> | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $9,526,587, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $9,712,542, due 01/15/23-11/20/72) | 9522100 | 2.4 |
| 7750418<sup>(7)</sup> | Citadel Securities LLC, Repurchase Agreement dated 12/30/22, 4.41%, due 01/03/23 (Repurchase Amount $7,754,164, collateralized by various U.S. Government Securities, 0.125%-6.250%, Market Value plus accrued interest $7,909,300, due 04/15/23-11/15/52) | 7750418 | 2 |
| 3430729<sup>(7)</sup> | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $3,432,346, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $3,501,016, due 03/01/23-11/20/72) | 3430729 | 0.9 |
| 8365176<sup>(7)</sup> | National Bank Financial, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $8,369,155, collateralized by various U.S. Government Securities, 0.000%-4.435%, Market Value plus accrued interest $8,532,480, due 01/03/23-09/09/49) | 8365176 | 2.1 |
| 7819603<sup>(7)</sup> | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $7,823,322, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,976,033, due 01/15/24-02/15/51) | 7819603 | 2 |
|  | Total Repurchase Agreements |  |  |
|  | (Cost $36,888,026) | **36888026** | **9.4** |
|  | **Time Deposits: 1.0%** | **Time Deposits: 1.0%** | **Time Deposits: 1.0%** |
| 1000000<sup>(7)</sup> | Canadian Imperial Bank of Commerce, 4.300%, 01/03/2023 | 1000000 | 0.3 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal <br> Amount†** | | **Value** | **Percentage<br> of Net<br> Assets** |
| **SHORT-TERM INVESTMENTS: (continued)** | **SHORT-TERM INVESTMENTS: (continued)** | **SHORT-TERM INVESTMENTS: (continued)** | **SHORT-TERM INVESTMENTS: (continued)** |
|  | **Time Deposits (continued)** | **Time Deposits (continued)** | **Time Deposits (continued)** |
| 1000000<sup>(7)</sup> | Landesbank Baden-Wuerttemberg, 4.320%, 01/03/2023 | $&nbsp;&nbsp;&nbsp;&nbsp;1000000 | 0.3 |
| 1000000<sup>(7)</sup> | The Royal Bank of Canada, 4.320%, 01/03/2023 | 1000000 | 0.2 |
| 1000000<sup>(7)</sup> | Toronto-Dominion Bank, 4.310%, 01/03/2023 | 1000000 | 0.2 |
|  | Total Time Deposits |  |  |
|  | (Cost $4,000,000) | **4000000** | **1.0** |
| **Shares** |  | **Value** | **Percentage<br> of Net<br> Assets** |
|  | **Mutual Funds: 6.0%** | **Mutual Funds: 6.0%** | **Mutual Funds: 6.0%** |
| 23493000<sup>(8)</sup> | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.150% |  |  |
|  | (Cost $23,493,000) | **23493000** | **6.0** |
|  | Total Short-Term Investments |  |  |
|  | (Cost $67,880,147) | **67879267** | **17.3** |
|  | **Total Investments in Securities**<br> **(Cost $461,782,778)** | $**445797830** | **113.5** |
|  | **Liabilities in Excess of Other Assets** | **(53024223)** | &nbsp;&nbsp;&nbsp;&nbsp;**(13.5)** |
|  | **Net Assets** | $**392773607** | &nbsp;&nbsp;&nbsp;&nbsp;**100.0** |

---

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

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

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

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

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

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

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

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

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

---

| | |
|:---|:---|
| Reference Rate Abbreviations: | Reference Rate Abbreviations: |
| SOFR30A | 30-day Secured Overnight Financing Rate |
| TSFR1M | 1-month CME Term Secured Overnight Financing Rate |
| TSFR3M | 3-month CME Term Secured Overnight Financing Rate |
| US0001M | 1-month LIBOR |
| US0003M | 3-month LIBOR |
| US0012M | 12-month LIBOR |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fair Value Measurements** | **Fair Value Measurements** | **Fair Value Measurements** | **Fair Value Measurements** | **Fair Value Measurements** |
| The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: | The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: | The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: | The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: | The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the assets and liabilities: |
|  | **Quoted Prices<br> in Active Markets<br> for Identical<br> Investments<br> (Level 1)** | **Significant<br> Other<br> Observable<br> Inputs<br> (Level 2)** | **Significant<br> Unobservable<br> Inputs<br> (Level 3)** | **Fair Value<br> at<br> December 31,<br> 2022** |
| **Asset Table** |  |  |  |  |
| **Investments, at fair value** |  |  |  |  |
| Corporate Bonds/Notes | $– | $150602568 | $– | $150602568 |
| Collateralized Mortgage Obligations |  | 23125995 |  | 23125995 |
| Commercial Mortgage-Backed Securities |  | 31696464 |  | 31696464 |
| Asset-Backed Securities |  | 72204142 |  | 72204142 |
| U.S. Government Agency Obligations |  | 372306 |  | 372306 |
| U.S. Treasury Obligations |  | 99917088 |  | 99917088 |
| Short-Term Investments | 23493000 | 44386267 | – | 67879267 |
| Total Investments, at fair value | $23493000 | $422304830 | $– | $445797830 |
| **Other Financial Instruments+** |  |  |  |  |
| Futures | 113962 | – | – | 113962 |
| Total Assets | $23606962 | $422304830 | $– | $445911792 |
| **Liabilities Table** |  |  |  |  |
| **Other Financial Instruments+** |  |  |  |  |
| Centrally Cleared Swaps | $– | $(68492) | $– | $(68492) |
| Total Liabilities | $– | $(68492) | $– | $(68492) |

---

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| At December 31, 2022, the following futures contracts were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following futures contracts were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following futures contracts were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following futures contracts were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following futures contracts were outstanding for Voya Short Term Bond Fund: |
| **Description** | **Number<br> of Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Long Contracts: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2-Year Note | 683 | 03/31/23 | $140068359 | $92863 |
|  |  |  | $140068359 | $92863 |
| Short Contracts: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5-Year Note | (168) | 03/31/23 | (18132187) | 21099 |
|  |  |  | $(18132187) | $21099 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Short Term Bond Fund: | At December 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Short Term Bond Fund: |  |
| **Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection<sup>(1)</sup>** | **Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection<sup>(1)</sup>** | **Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection<sup>(1)</sup>** | **Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection<sup>(1)</sup>** | **Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection<sup>(1)</sup>** | **Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection<sup>(1)</sup>** | **Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection<sup>(1)</sup>** |  |
| **Reference<br> Entity/Obligation** | **Buy/Sell<br> Protection** | **(Pay)/<br> Receive<br> Financing<br> Rate (%)<sup>(2)</sup>** | **Termination<br> Date** | **Notional Amount<sup>(3)</sup>** | **Notional Amount<sup>(3)</sup>** | **Fair<br> Value<sup>(4)</sup>** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| CDX North American High Yield Index, Series 39, Version 1 | Buy | (5.000) | 12/20/27 | USD | 3840000 | $(22364) | $(68492) |
|  |  |  |  |  |  | $(22364) | $(68492) |

---

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

(2) Payments made quarterly.

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

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

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

Currency Abbreviations <br> USD - United States Dollar

---

| | |
|:---|:---|
| At December 31, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were: | At December 31, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were: |
| Cost for federal income tax purposes was $460,753,621. | Cost for federal income tax purposes was $460,753,621. |
| Net unrealized depreciation consisted of: | Net unrealized depreciation consisted of: |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gross Unrealized Appreciation | $222131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gross Unrealized Depreciation | (15086324) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Unrealized Depreciation | $(14864193) |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

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

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

- **a. Name of Series:** Voya Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000039383

- **c. LEI of Series:** 5493006MN6OC470MML96

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $448979298.16

**Total Liabilities:** $57197571.33

**Net Assets:** $391781726.83

**Cash Not Reported:** $708109.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 122.00000000 | **1-Year:** 18890.00000000 | **5-Year:** 14641.00000000 | **10-Year:** 18643.00000000 | **30-Year:** 5132.00000000

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

- **3-Month:** 25.00000000 | **1-Year:** 2026.00000000 | **5-Year:** 567.00000000 | **10-Year:** 1346.00000000 | **30-Year:** 1346.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215557 | -0.32%               |  |  |
| Class ID C000198305 | -0.30%               |  |  |
| Class ID C000121360 | -0.34%               | 0.91%                | 0.30%                |
| Class ID C000129860 | -0.34%               | 0.91%                | 0.30%                |
| Class ID C000121361 | -0.49%               | 0.86%                | 0.25%                |
| Class ID C000121359 | -0.43%               | 0.82%                | 0.21%                |
| Class ID C000121362 | -0.35%               | 0.90%                | 0.29%                |
| Class ID C000121358 | -0.37%               | 0.88%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-989800.84              | $-652997.34                                |
| Month 2  | $-327486.28              | $3277656.19                                |
| Month 3  | $432605.62               | $-382902.08                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                    | Freddie Mac Gold Pool                                                     | CUSIP: 3128M7YM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126700 | PA      | $131642.12    | 0.03%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                                               | CUSIP: 87020PAL1<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $967053.38    | 0.25%             | 2023-09-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                             | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    515000 | PA      | $480200.79    | 0.12%             | 2024-08-09      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                               | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439524.09    | 0.11%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                            | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    497000 | PA      | $478624.06    | 0.12%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                        | CUSIP: 31397E6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    479746 | PA      | $468990.53    | 0.12%             | 2036-12-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78013XW61<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $210026.28    | 0.05%             | 2023-10-05      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                       | Trans-Allegheny Interstate Line Co                                        | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $306297.25    | 0.08%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                               | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    497000 | PA      | $485217.38    | 0.12%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                 | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    533000 | PA      | $496724.46    | 0.13%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                 | CUSIP: 674599CG8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    825000 | PA      | $802246.50    | 0.20%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                   | CANTOR FITZGERALD SECURITIES                                              | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |   9522100 | PA      | $9522100.00   | 2.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                                               | CUSIP: 87020PAQ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    447000 | PA      | $430002.02    | 0.11%             | 2025-04-04      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                            | BHMS 2018-ATLS                                                            | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2917000 | PA      | $2742794.72   | 0.70%             | 2035-07-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2021-1 Ltd                                                    | CUSIP: 67402JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $390581.20    | 0.10%             | 2034-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                       | BRSP 2021-FL1 Ltd                                                         | CUSIP: 05591XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3778544.00   | 0.96%             | 2038-08-19      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                        | Sky Ltd                                                                   | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    527000 | PA      | $514765.21    | 0.13%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RZY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65682 | PA      | $63373.87     | 0.02%             | 2051-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                           | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    861000 | PA      | $841461.34    | 0.21%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                            | CUSIP: 6944PL2B4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    198000 | PA      | $179675.99    | 0.05%             | 2025-06-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                        | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    406000 | PA      | $391950.65    | 0.10%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1A                        | Delta Air Lines 2019-1 Class A Pass Through Trust                         | CUSIP: 24737RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $152974.75    | 0.04%             | 2024-04-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES XLVI CLO Ltd                                                         | CUSIP: 04016UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $385830.40    | 0.10%             | 2030-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                             | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    366000 | PA      | $360868.82    | 0.09%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                         | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1182999.20   | 0.30%             | 2024-05-22      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                 | Benefit Street Partners CLO XX Ltd                                        | CUSIP: 08182FAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1953498.00   | 0.50%             | 2034-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 35 Ltd                                 | CUSIP: 64133CAA7<br>LEI: 549300MYVO80EQUJK294 | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $335577.62    | 0.09%             | 2033-01-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    308000 | PA      | $300988.88    | 0.08%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                        | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1263006.64   | 0.32%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                        | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $205309.64    | 0.05%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                           | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95196 | PA      | $97302.97     | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                  | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382757.76    | 0.10%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-II Ltd                                                  | CUSIP: 12547LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488775.50    | 0.12%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2020-1                           | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $387156.88    | 0.10%             | 2025-10-20      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp A Mutual Legal Reserve Co                        | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    541000 | PA      | $497525.88    | 0.13%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    132000 | PA      | $114709.05    | 0.03%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2021-E                          | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1672568 | PA      | $1402906.63   | 0.36%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                           | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    283000 | PA      | $271168.30    | 0.07%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990287.16    | 0.25%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                   | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    505000 | PA      | $442190.31    | 0.11%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BJS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248326 | PA      | $246598.59    | 0.06%             | 2061-01-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2021-F                          | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394939 | PA      | $332971.80    | 0.08%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                    | CUSIP: 11271RAA7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1010000 | PA      | $994796.60    | 0.25%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | Sofi Professional Loan Program 2018-A LLC                                 | CUSIP: 83406EAC9<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    431880 | PA      | $415526.35    | 0.11%             | 2042-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                            | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    387000 | PA      | $386419.00    | 0.10%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                   | NATIONAL BANK FINANCIAL                                                   | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |   8365176 | PA      | $8365176.00   | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                        | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    437000 | PA      | $419716.16    | 0.11%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                        | CUSIP: 05565EBZ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    615000 | PA      | $594054.95    | 0.15%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| THL Credit Wind River 2019-1 C                 | THL Credit Wind River 2019-1 CLO Ltd                                      | CUSIP: 97316JAC7<br>LEI: 549300TGVPUHSOMYKZ89 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $485893.00    | 0.12%             | 2034-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                   | Avangrid Inc                                                              | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    282000 | PA      | $269731.75    | 0.07%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                  | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    351000 | PA      | $316725.90    | 0.08%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2022-A                                       | CUSIP: 345286AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $823194.54    | 0.21%             | 2027-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BKP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50967 | PA      | $50593.10     | 0.01%             | 2061-02-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                         | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1123000 | PA      | $1082411.95   | 0.28%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                           | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    374000 | PA      | $361250.00    | 0.09%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                | Ross Stores Inc                                                           | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $996288.72    | 0.25%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                            | Eaton Vance Clo 2015-1 Ltd                                                | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237731.25    | 0.06%             | 2030-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                         | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    376000 | PA      | $352899.18    | 0.09%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                     | Fannie Mae Pool                                                           | CUSIP: 3140J9N31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8619 | PA      | $8676.26      | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM Re-REMIC Trust 2021-FRR1                                              | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $447424.50    | 0.11%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                        | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    316000 | PA      | $313041.69    | 0.08%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                       | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    544000 | PA      | $500720.56    | 0.13%             | 2026-01-21      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings CLO Ltd 2017-I                                                    | CUSIP: 06760BAC6<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243903.75    | 0.06%             | 2029-07-18      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                 | CSWF 2021-SOP2                                                            | CUSIP: 12657VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $718270.97    | 0.18%             | 2034-06-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10             | CUSIP: 46639JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $195247.02    | 0.05%             | 2047-12-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                           | East Ohio Gas Co/The                                                      | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    930000 | PA      | $843519.71    | 0.22%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2022-PSB                                                         | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1453188 | PA      | $1452144.48   | 0.37%             | 2039-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                       | Ameriprise Financial Inc                                                  | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    766000 | PA      | $734373.07    | 0.19%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                      | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46037.60     | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376RWQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3836086 | PA      | $3779595.68   | 0.96%             | 2066-06-20      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                     | CUSIP: 312927N28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18143 | PA      | $18228.23     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-I Ltd                                                   | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2690704.50   | 0.69%             | 2036-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM Re-REMIC Trust 2021-FRR1                                              | CUSIP: 364614AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548000 | PA      | $360160.18    | 0.09%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                       | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    394000 | PA      | $359361.22    | 0.09%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2021-ARIA                                                        | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1448380.92   | 0.37%             | 2036-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                    | Houston Galleria Mall Trust 2015-HGLR                                     | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $303376.95    | 0.08%             | 2037-03-05      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | Cifc Funding 2014-IV-R Ltd                                                | CUSIP: 12552FAQ6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $584845.20    | 0.15%             | 2035-01-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2020-19 Ltd                                                       | CUSIP: 670881AM3<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1514145.40   | 0.39%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                  | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395620.00    | 0.10%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2017-GPTX                               | CUSIP: 36257CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $298650.00    | 0.08%             | 2034-05-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                               | Triton Container International Ltd                                        | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1049000 | PA      | $970686.91    | 0.25%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 6 Ltd                                                             | CUSIP: 48661NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $740130.75    | 0.19%             | 2033-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2014-C19                       | CUSIP: 46641WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $774475.98    | 0.20%             | 2047-04-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                         | PG&E Wildfire Recovery Funding LLC                                        | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703626 | PA      | $667275.38    | 0.17%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $386141.02    | 0.10%             | 2024-09-08      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                              | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $972572.91    | 0.25%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                            | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    255000 | PA      | $225155.20    | 0.06%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    319000 | PA      | $284487.42    | 0.07%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                         | Brundage-Bone Concrete Pumping Holdings Inc                               | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $821606.36    | 0.21%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                         | CITADEL SECURITIES LLC                                                    | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |   7750418 | PA      | $7750418.00   | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                         | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    665000 | PA      | $645856.73    | 0.16%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2021-3                             | CUSIP: 80287EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2135774 | PA      | $2119808.30   | 0.54%             | 2025-12-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                | CUSIP: 60687YBC2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1037000 | PA      | $1031440.49   | 0.26%             | 2024-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2013-C17                       | CUSIP: 46640UAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $843616.90    | 0.22%             | 2047-01-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16224.42     | 0.00%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                         | Credit Agricole SA/London                                                 | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $456207.84    | 0.12%             | 2026-06-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                            | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    759000 | PA      | $752737.68    | 0.19%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1412100.50   | 0.36%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | CarMax Auto Owner Trust 2021-2                                            | CUSIP: 14314QAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $135449.96    | 0.03%             | 2026-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                          | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793844.43    | 0.20%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RYK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6277 | PA      | $6198.85      | 0.00%             | 2057-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                   | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    595000 | PA      | $590705.87    | 0.15%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | CarMax Auto Owner Trust 2022-1                                            | CUSIP: 14317CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $272734.02    | 0.07%             | 2027-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 31398SRA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5551 | PA      | $5507.20      | 0.00%             | 2040-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                | OGE Energy Corp                                                           | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    883000 | PA      | $867487.08    | 0.22%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                        | BMW Vehicle Owner Trust 2020-A                                            | CUSIP: 09661RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95520 | PA      | $94277.05     | 0.02%             | 2024-10-25      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS                       | Five Corners Funding Trust                                                | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $428428.30    | 0.11%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1360915.80   | 0.35%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                            | COMM 2013-CCRE11 Mortgage Trust                                           | CUSIP: 12626LAW2<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1933727.20   | 0.49%             | 2050-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                      | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64801.05     | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                              | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    449000 | PA      | $400683.64    | 0.10%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                              | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    668000 | PA      | $646010.30    | 0.16%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                           | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    478000 | PA      | $418115.53    | 0.11%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RAC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5477 | PA      | $5428.50      | 0.00%             | 2056-07-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2013-SFS Mortgage Trust                                              | CUSIP: 12625EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $375178.41    | 0.10%             | 2035-04-12      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                      | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    801000 | PA      | $792698.70    | 0.20%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                       | Element Fleet Management Corp                                             | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    566000 | PA      | $536412.44    | 0.14%             | 2025-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO)   | CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO)                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.26%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BLE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    614364 | PA      | $610329.43    | 0.16%             | 2061-03-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                        | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    337000 | PA      | $340104.40    | 0.09%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379UD52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3807 | PA      | $3781.49      | 0.00%             | 2049-05-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                                          | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143429.71    | 0.04%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    427000 | PA      | $394152.04    | 0.10%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                        | GA Global Funding Trust                                                   | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575603.22    | 0.15%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                     | CUSIP: 312928VT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5463 | PA      | $5488.57      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                          | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    423000 | PA      | $416550.02    | 0.11%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                   | Drive Auto Receivables Trust 2021-1                                       | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22061 | PA      | $22029.59     | 0.01%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2015-1 Ltd                                               | CUSIP: 67109BDC5<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $487879.00    | 0.12%             | 2037-01-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                       | Graphic Packaging International LLC                                       | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    433000 | PA      | $405456.96    | 0.10%             | 2024-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                       | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    327000 | PA      | $322066.53    | 0.08%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 17 Ltd                                                      | CUSIP: 05876LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1831554.40   | 0.47%             | 2034-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                           | CUSIP: 313747AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    859000 | PA      | $848172.18    | 0.22%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                 | Octagon Investment Partners XV Ltd                                        | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238602.00    | 0.06%             | 2030-07-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2019-3                           | CUSIP: 03066NAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39989 | PA      | $39931.68     | 0.01%             | 2025-07-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                   | DRB Prime Student Loan Trust 2017-A                                       | CUSIP: 23342KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3636 | PA      | $3627.25      | 0.00%             | 2042-05-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1492462.54   | 0.38%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    284000 | PA      | $247706.16    | 0.06%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Partners XVI                                                   | CUSIP: 67115LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2934813.00   | 0.75%             | 2034-10-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                            | PFS Financing Corp                                                        | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $585929.04    | 0.15%             | 2027-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                 | CUSIP: 01609WAS1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    230000 | PA      | $227404.63    | 0.06%             | 2023-06-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                     | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $850014.00    | 0.22%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                                           | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    535000 | PA      | $496116.57    | 0.13%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $971179.04    | 0.25%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72285 | PA      | $71814.01     | 0.02%             | 2060-12-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400287.88    | 0.10%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                 | JPMorgan Chase Bank NA - CACLN                                            | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374947 | PA      | $353526.78    | 0.09%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BKL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    526576 | PA      | $522349.04    | 0.13%             | 2061-02-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                      | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299682.24    | 0.08%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                       | Interstate Power and Light Co                                             | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    478000 | PA      | $461441.32    | 0.12%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2019-VI Ltd                                                  | CUSIP: 12555XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244438.50    | 0.06%             | 2033-01-16      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                         | Old Republic International Corp                                           | CUSIP: 680223AJ3<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    804000 | PA      | $799804.55    | 0.20%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6                | CUSIP: 61761DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1525097.64   | 0.39%             | 2045-11-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                 | Trafigura Securitisation Finance PLC 2021-1                               | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1650000 | PA      | $1519676.40   | 0.39%             | 2025-01-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                             | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $395799.90    | 0.10%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                        | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                          | CUSIP: 983130AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $592268.40    | 0.15%             | 2023-05-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                             | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    467000 | PA      | $449031.71    | 0.11%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                          | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    503000 | PA      | $468554.20    | 0.12%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    327000 | PA      | $333889.39    | 0.09%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                       | American Airlines 2016-1 Class AA Pass Through Trust                      | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20717 | PA      | $18534.62     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                      | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592141.15    | 0.15%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                         | John Deere Owner Trust 2022                                               | CUSIP: 47787JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $424365.66    | 0.11%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                | VMC Finance 2019-FL3 LLC                                                  | CUSIP: 91834PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191004 | PA      | $184352.47    | 0.05%             | 2036-09-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    173000 | PA      | $165493.97    | 0.04%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                 | Laurel Road Prime Student Loan Trust 2018-B                               | CUSIP: 51888RAB6<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |     32842 | PA      | $32237.47     | 0.01%             | 2043-05-26      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                     | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198427.00    | 0.05%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2021-R01                              | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975245.00    | 0.25%             | 2041-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                  | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874570.56    | 0.22%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1336914 | PA      | $1329002.97   | 0.34%             | 2062-10-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXXII Ltd                                                | CUSIP: 09631EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2437782.50   | 0.62%             | 2034-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                        | International Game Technology PLC                                         | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $840558.96    | 0.21%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30845.39     | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376RW69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1293130 | PA      | $1282342.95   | 0.33%             | 2067-02-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                        | Dana Financing Luxembourg Sarl                                            | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $392070.71    | 0.10%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                      | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    514000 | PA      | $506166.70    | 0.13%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                        | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135582.11    | 0.03%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                           | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1307664.79   | 0.33%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376XNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389546 | PA      | $387335.95    | 0.10%             | 2060-03-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                     | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671235.81    | 0.17%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                         | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    398000 | PA      | $389384.94    | 0.10%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1249791.86   | 0.32%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings Clo Ltd 2019-IV                                                   | CUSIP: 06761VAA5<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492413.00    | 0.13%             | 2033-01-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35281000 | PA      | $35060493.75  | 8.95%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BCN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33377 | PA      | $33384.15     | 0.01%             | 2060-05-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    329000 | PA      | $305645.24    | 0.08%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11799000 | PA      | $11758901.81  | 3.00%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2019-VI Ltd                                                  | CUSIP: 12555XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $593651.40    | 0.15%             | 2033-01-16      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                      | Mylan Inc                                                                 | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    203000 | PA      | $200987.41    | 0.05%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                 | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $498234.14    | 0.13%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                               | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    194000 | PA      | $187885.70    | 0.05%             | 2025-04-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8403100 | PA      | $8253256.26   | 2.11%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OCTAGON LOAN FUNDING LTD                       | Octagon Loan Funding Ltd                                                  | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $590973.60    | 0.15%             | 2031-11-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                   | AES Corp/The                                                              | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    269000 | PA      | $254102.95    | 0.06%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Structured Agency Credit Risk Debt Notes                      | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $791478.64    | 0.20%             | 2033-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                 | CARDS II Trust                                                            | CUSIP: 14161GBY5<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | CA        |    800000 | PA      | $754740.40    | 0.19%             | 2027-04-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    939000 | PA      | $898979.22    | 0.23%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    598000 | PA      | $530538.66    | 0.14%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust 2021-1                                             | CUSIP: 57110NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300168 | PA      | $296179.22    | 0.08%             | 2031-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite XXVI Ltd                                                        | CUSIP: 55954YAS4<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2650923.00   | 0.68%             | 2034-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                            | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    504000 | PA      | $461044.42    | 0.12%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                              | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    451000 | PA      | $441196.66    | 0.11%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    897000 | PA      | $833445.88    | 0.21%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB Bank ASA                                                              | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    636000 | PA      | $636678.45    | 0.16%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                 | Honda Auto Receivables 2020-2 Owner Trust                                 | CUSIP: 43813DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157373 | PA      | $155077.53    | 0.04%             | 2024-07-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                            | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    327000 | PA      | $329364.66    | 0.08%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1038257.87   | 0.27%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                 | BBCMS 2021-AGW Mortgage Trust                                             | CUSIP: 05493HAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3527859.20   | 0.90%             | 2036-06-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                         | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    407000 | PA      | $382507.63    | 0.10%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38380JTS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8021 | PA      | $7905.26      | 0.00%             | 2058-09-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                       | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    955000 | PA      | $954016.67    | 0.24%             | 2023-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2021-C                                     | CUSIP: 44935FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $941917.10    | 0.24%             | 2027-12-15      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                             | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    497000 | PA      | $510869.70    | 0.13%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                         | Sixth Street Specialty Lending Inc                                        | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    506000 | PA      | $487924.68    | 0.12%             | 2024-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                       | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    829000 | PA      | $723516.09    | 0.18%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                  | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    677000 | PA      | $610622.15    | 0.16%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143321 | PA      | $142377.42    | 0.04%             | 2062-08-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Wellman Park CLO Ltd                           | Wellman Park CLO Ltd                                                      | CUSIP: 949723AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $293852.40    | 0.08%             | 2034-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    539000 | PA      | $526774.53    | 0.13%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT                         | US Airways 2012-1 Class A Pass Through Trust                              | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148472 | PA      | $143744.56    | 0.04%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                 | Ready Capital Mortgage Financing 2020-FL4 LLC                             | CUSIP: 75575JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441574 | PA      | $431438.40    | 0.11%             | 2035-02-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.39.V1                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-28764.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                         | Oscar US Funding XIII LLC                                                 | CUSIP: 68785BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |   1350000 | PA      | $1274341.73   | 0.33%             | 2025-09-10      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                         | John Deere Owner Trust 2021-B                                             | CUSIP: 47789QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2373874.75   | 0.61%             | 2026-03-16      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3245900 | PA      | $3227641.81   | 0.82%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    394000 | PA      | $368575.11    | 0.09%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORR COMM/HLDGS                         | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc         | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    900000 | PA      | $897435.00    | 0.23%             | 2024-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                          | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82105.37     | 0.02%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                  | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    626000 | PA      | $619004.91    | 0.16%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | SoFi Professional Loan Program 2021-B Trust                               | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460155 | PA      | $378956.01    | 0.10%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    941000 | PA      | $909574.56    | 0.23%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    703000 | PA      | $654565.68    | 0.17%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA1                                   | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1321317.76   | 0.34%             | 2033-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                            | CNH Equipment Trust 2021-C                                                | CUSIP: 12598LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $606151.85    | 0.15%             | 2026-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 912828T91<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37946600 | PA      | $37006831.58  | 9.45%             | 2023-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                  | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    457000 | PA      | $426698.62    | 0.11%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                        | CUSIP: 31398QT64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27541 | PA      | $27106.20     | 0.01%             | 2040-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                      | Ball Corp                                                                 | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582210.10    | 0.15%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                     | GSCG Trust 2019-600C                                                      | CUSIP: 36260TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $172506.02    | 0.04%             | 2034-09-06      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $340769.43    | 0.09%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                  | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    491000 | PA      | $475509.52    | 0.12%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                  | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $495011.48    | 0.13%             | 2026-06-24      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $549738.21    | 0.14%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  23493000 | NS      | $23493000.00  | 6.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK (TORONTO)                | TORONTO-DOMINION BANK (TORONTO)                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.26%             | 2023-01-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                             | CNO Global Funding                                                        | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    615000 | PA      | $570236.89    | 0.15%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AQUARION CO                                    | Aquarion Co                                                               | CUSIP: 03838WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $253558.23    | 0.06%             | 2024-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A                         | Delta Air Lines 2020-1 Class A Pass Through Trust                         | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114567 | PA      | $97450.18     | 0.02%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                              | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286326.06    | 0.07%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RXR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5677 | PA      | $5564.37      | 0.00%             | 2053-05-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                       | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    536000 | PA      | $475142.76    | 0.12%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                         | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    303000 | PA      | $279419.16    | 0.07%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                               | CUSIP: 31429KAD5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1430000 | PA      | $1333941.69   | 0.34%             | 2025-02-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                          | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $550968.66    | 0.14%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                  | GM Financial Consumer Automobile Receivables Trust 2022-4                 | CUSIP: 36265QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401507.16    | 0.10%             | 2028-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                             | Wind River 2022-1 CLO Ltd                                                 | CUSIP: 97316YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1235146.25   | 0.32%             | 2035-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                    | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    363000 | PA      | $339153.05    | 0.09%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                  | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    466000 | PA      | $434161.92    | 0.11%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                      | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577743.02    | 0.15%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                         | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $903436.82    | 0.23%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       683 | NC      | $92862.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                | AREIT 2019-CRE3 Trust                                                     | CUSIP: 00217LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604500 | PA      | $579949.99    | 0.15%             | 2036-09-14      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                       | Harley-Davidson Financial Services Inc                                    | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    543000 | PA      | $484345.61    | 0.12%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                       | EnLink Midstream Partners LP                                              | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    358000 | PA      | $338943.00    | 0.09%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                           | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    311000 | PA      | $286423.82    | 0.07%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376RMJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4053421 | PA      | $4027235.03   | 1.03%             | 2065-12-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                   | AES Corp/The                                                              | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    360000 | PA      | $320062.74    | 0.08%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2013-C15                       | CUSIP: 46640NAP3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1046468.06   | 0.27%             | 2045-11-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                              | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    900000 | PA      | $865491.88    | 0.22%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | CARLYLE US CLO 2021-4 LTD                                                 | CUSIP: 14316TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $774640.00    | 0.20%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                        | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    644000 | PA      | $589326.78    | 0.15%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                 | MF1 2021-FL6 Ltd                                                          | CUSIP: 55283TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1575000 | PA      | $1454006.93   | 0.37%             | 2036-07-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                      | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    308000 | PA      | $329798.08    | 0.08%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                               | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    282000 | PA      | $266128.60    | 0.07%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                            | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    377000 | PA      | $363311.18    | 0.09%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2021-3                           | CUSIP: 03066JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $645106.07    | 0.16%             | 2027-08-18      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                                            | CUSIP: 86563VAW9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    535000 | PA      | $494525.73    | 0.13%             | 2024-09-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2013-CCRE10 Mortgage Trust                                           | CUSIP: 12626BAY0<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $110900.84    | 0.03%             | 2046-08-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                   | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $336623.52    | 0.09%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                             | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762742.50    | 0.19%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2017-SLP                                | CUSIP: 36255MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039000 | PA      | $990252.93    | 0.25%             | 2032-10-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Deer Creek CLO, Ltd.                           | Deer Creek Clo Ltd 2017-1                                                 | CUSIP: 24380LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247170.25    | 0.06%             | 2030-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3876900 | PA      | $3747569.02   | 0.96%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BDG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1959702 | PA      | $1960512.80   | 0.50%             | 2060-06-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                   | Drive Auto Receivables Trust 2021-2                                       | CUSIP: 262104AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365904 | PA      | $2336311.17   | 0.60%             | 2025-12-15      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                       | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    539000 | PA      | $522404.83    | 0.13%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923012.93    | 0.24%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                     | CUSIP: 312928ZP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       677 | PA      | $679.85       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    227000 | PA      | $211457.84    | 0.05%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                  | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466877.50    | 0.12%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                        | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    523000 | PA      | $488319.67    | 0.12%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119081 | PA      | $118219.22    | 0.03%             | 2061-02-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                              | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1399581.92   | 0.36%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50052.61     | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 7 Ltd                                                             | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490739.00    | 0.13%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden XXVIII Senior Loan Fund                                            | CUSIP: 26251BAL0<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | KY        |    358438 | PA      | $355655.86    | 0.09%             | 2030-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                           | CUSIP: 65559CAC5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    403000 | PA      | $377401.52    | 0.10%             | 2024-05-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    329000 | PA      | $321586.61    | 0.08%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                   | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    539000 | PA      | $509638.00    | 0.13%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    533000 | PA      | $498165.57    | 0.13%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2015B                           | Delta Air Lines 2015-1 Class B Pass Through Trust                         | CUSIP: 24737AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317992 | PA      | $311817.88    | 0.08%             | 2023-07-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RTQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17053 | PA      | $16666.58     | 0.00%             | 2057-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                               | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    258000 | PA      | $222696.07    | 0.06%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                            | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    571000 | PA      | $531758.10    | 0.14%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    760000 | PA      | $747129.61    | 0.19%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB Bank ASA                                                              | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    561000 | PA      | $541381.90    | 0.14%             | 2025-03-28      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                               | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    517000 | PA      | $471654.94    | 0.12%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                               | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    262000 | PA      | $245253.09    | 0.06%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                  | CUSIP: 86959LAJ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    533000 | PA      | $516804.38    | 0.13%             | 2025-06-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38378YYW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340511 | PA      | $313893.50    | 0.08%             | 2043-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                         | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    321000 | PA      | $305848.77    | 0.08%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                   | 7-Eleven Inc                                                              | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284987.41    | 0.07%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $190451.97    | 0.05%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2021-A                          | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115472 | PA      | $99938.90     | 0.03%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                              | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    483000 | PA      | $478092.29    | 0.12%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                     | Mattel Inc                                                                | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    900000 | PA      | $828634.34    | 0.21%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                          | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    363000 | PA      | $338755.97    | 0.09%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R06                              | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32433 | PA      | $32390.35     | 0.01%             | 2039-09-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                              | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    121000 | PA      | $108996.91    | 0.03%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BLQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47132 | PA      | $46824.33     | 0.01%             | 2061-04-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                               | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    594000 | PA      | $538510.98    | 0.14%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | Carmax Auto Owner Trust 2019-2                                            | CUSIP: 14316LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92554 | PA      | $91970.51     | 0.02%             | 2024-12-16      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                           | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    338000 | PA      | $327666.18    | 0.08%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                            | PFS Financing Corp                                                        | CUSIP: 69335PED3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $323009.68    | 0.08%             | 2026-08-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 A                       | United Airlines 2012-1 Class A Pass Through Trust                         | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11181 | PA      | $10835.70     | 0.00%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                             | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    830000 | PA      | $824391.52    | 0.21%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                        | Daimler Trucks Finance North America LLC                                  | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    870000 | PA      | $835312.68    | 0.21%             | 2025-04-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30176.79     | 0.01%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2019-1 Ltd                                              | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1612139.10   | 0.41%             | 2034-11-14      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                        | CUSIP: 74456QBD7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177783.23    | 0.05%             | 2024-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                 | UBS-Barclays Commercial Mortgage Trust 2013-C6                            | CUSIP: 90349GAQ8<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4599656.50   | 1.17%             | 2046-04-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                        | CUSIP: 3133THKP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140315 | PA      | $143341.94    | 0.04%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                     | CUSIP: 3129305X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97949 | PA      | $98411.95     | 0.03%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2021-3                                | CUSIP: 30166AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1385421 | PA      | $1363587.76   | 0.35%             | 2026-01-15      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                  | Nissan Auto Receivables 2018-C Owner Trust                                | CUSIP: 65478NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38918 | PA      | $38900.10     | 0.01%             | 2025-06-16      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                     | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    642000 | PA      | $618390.19    | 0.16%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                          | Marble Point CLO XIV Ltd                                                  | CUSIP: 56608KAN3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489265.00    | 0.12%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    257000 | PA      | $246285.68    | 0.06%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BKE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100065 | PA      | $99270.69     | 0.03%             | 2060-12-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                    | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    494000 | PA      | $450322.35    | 0.11%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                          | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203061.71    | 0.05%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                    | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    572000 | PA      | $571753.09    | 0.15%             | 2023-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                     | CUSIP: 3128KKLW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11820 | PA      | $11875.94     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    426000 | PA      | $379118.51    | 0.10%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1000400.35   | 0.26%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 A PTT                        | American Airlines 2016-1 Class A Pass Through Trust                       | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27860 | PA      | $22741.03     | 0.01%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                        | Hanover Insurance Group Inc/The                                           | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    292000 | PA      | $286059.36    | 0.07%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CO 01/03/2023                      | DUKE ENERGY CO 01/03/2023                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3498240.66   | 0.89%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                    | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    832000 | PA      | $783939.68    | 0.20%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                   | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906585.68    | 0.23%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                      | CUSIP: 63254ABD9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    374000 | PA      | $362918.72    | 0.09%             | 2025-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2020-2                           | CUSIP: 03066EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $391658.28    | 0.10%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| SMRT                                           | SMRT 2022-MINI                                                            | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1829278.40   | 0.47%             | 2039-01-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    800182 | PA      | $794453.99    | 0.20%             | 2062-10-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                            | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    501000 | PA      | $475094.81    | 0.12%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                       | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    329000 | PA      | $316604.02    | 0.08%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                   | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    297000 | PA      | $286170.95    | 0.07%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    380000 | PA      | $331747.21    | 0.08%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES (USA) INC.              | MIRAE ASSET SECURITIES USA INC                                            | CUSIP: 000000000<br>LEI: 25490087B4GFZLJZE912 | Long             | RA               | CORP              | US        |   3430729 | PA      | $3430729.00   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT             | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $316909.73    | 0.08%             | 2033-07-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                        | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    604000 | PA      | $588257.66    | 0.15%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    800000 | PA      | $713662.77    | 0.18%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    609000 | PA      | $528027.07    | 0.13%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                          | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    418000 | PA      | $402980.44    | 0.10%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                       | SMBC Aviation Capital Finance DAC                                         | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $298365.07    | 0.08%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Structured Agency Credit Risk Debt Notes                      | CUSIP: 35565TAH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    238907 | PA      | $238540.53    | 0.06%             | 2050-11-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                         | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    430000 | PA      | $380148.37    | 0.10%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CGI INC                                        | CGI Inc                                                                   | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    332000 | PA      | $294042.21    | 0.08%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188903.04    | 0.05%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                         | HAT Holdings I LLC / HAT Holdings II LLC                                  | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $261057.00    | 0.07%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                               | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    237000 | PA      | $226817.48    | 0.06%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                           | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $357476.30    | 0.09%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                               | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    950000 | PA      | $832432.75    | 0.21%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RZD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33267 | PA      | $32700.85     | 0.01%             | 2057-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    416000 | PA      | $371440.09    | 0.09%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376RY26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1202675 | PA      | $1193184.03   | 0.30%             | 2067-02-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                                    | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386745.31    | 0.10%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1044650.07   | 0.27%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                 | CUSIP: 040555CQ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    152000 | PA      | $147211.92    | 0.04%             | 2024-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                              | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    209000 | PA      | $205588.85    | 0.05%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                        | Allegany Park CLO Ltd                                                     | CUSIP: 017154AL9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $584774.40    | 0.15%             | 2035-01-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379BJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224033 | PA      | $234674.31    | 0.06%             | 2039-04-20      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                    | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73669.23     | 0.02%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2015-2 Ltd                                              | CUSIP: 69689CAW6<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |    493609 | PA      | $488023.89    | 0.12%             | 2030-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                          | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    683000 | PA      | $643925.95    | 0.16%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                        | BDS 2021-FL10 Ltd                                                         | CUSIP: 07335YAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2648103.97   | 0.68%             | 2036-12-16      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                 | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    519000 | PA      | $504144.14    | 0.13%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                         | IPALCO Enterprises Inc                                                    | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    317000 | PA      | $307381.50    | 0.08%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                        | Ovintiv Exploration Inc                                                   | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    347000 | PA      | $343925.95    | 0.09%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186309.10    | 0.05%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                       | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $719687.13    | 0.18%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                               | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    853000 | PA      | $830871.98    | 0.21%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                 | Albemarle Corp                                                            | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341871.65    | 0.09%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2020-G                          | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65445 | PA      | $58078.67     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                          | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    386000 | PA      | $351843.25    | 0.09%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                        | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    595000 | PA      | $582660.84    | 0.15%             | 2025-04-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                      | Kubota Credit Owner Trust 2021-2                                          | CUSIP: 50117XAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2442650.60   | 0.62%             | 2025-11-17      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    376000 | PA      | $330810.14    | 0.08%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                  | CUSIP: 571748AU6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1013362.57   | 0.26%             | 2023-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2019-F                          | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209865 | PA      | $194333.20    | 0.05%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                    | Lennar Corp                                                               | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789721.70    | 0.20%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                      | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    505000 | PA      | $412629.07    | 0.11%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding IV CLO Ltd                                                  | CUSIP: 150323BA0<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $486121.50    | 0.12%             | 2034-07-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust                 | CGDB Commercial Mortgage Trust 2019-MOB                                   | CUSIP: 125284AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $332012.02    | 0.08%             | 2036-11-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                               | AMC Networks Inc                                                          | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149880.00    | 0.04%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2017-H1                                    | CUSIP: 61691JAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172995 | PA      | $165497.61    | 0.04%             | 2050-06-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                            | Sound Point CLO XXV Ltd                                                   | CUSIP: 83614DAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $390620.12    | 0.10%             | 2033-04-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2021-2                             | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121183 | PA      | $120847.89    | 0.03%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                               | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    570000 | PA      | $524623.26    | 0.13%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                           | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    439000 | PA      | $432691.96    | 0.11%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1187567.79   | 0.30%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                          | CUSIP: 83051GAS7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    810000 | PA      | $750115.61    | 0.19%             | 2024-09-09      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                           | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    520000 | PA      | $523299.17    | 0.13%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                        | United Airlines 2020-1 Class A Pass Through Trust                         | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154125 | PA      | $152171.87    | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                  | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    332000 | PA      | $326455.60    | 0.08%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                                          | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    522000 | PA      | $501023.82    | 0.13%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                    | Freddie Mac REMICS                                                        | CUSIP: 31396CY53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    996155 | PA      | $981834.91    | 0.25%             | 2033-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                | Sealed Air Corp                                                           | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296206.90    | 0.08%             | 2025-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT 5 Year US Treasury Note                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -168 | NC      | $21099.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BDS Ltd                                        | BDS 2021-FL8                                                              | CUSIP: 05493JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1000000 | PA      | $912297.80    | 0.23%             | 2036-01-18      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                          | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    534000 | PA      | $516468.98    | 0.13%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                              | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    801000 | PA      | $773844.59    | 0.20%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 3136AGS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386716 | PA      | $372448.79    | 0.10%             | 2032-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2022-P1                                    | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $673293.53    | 0.17%             | 2027-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                              | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    835000 | PA      | $744385.81    | 0.19%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                        | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    404000 | PA      | $371724.28    | 0.09%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                            | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    227000 | PA      | $213445.33    | 0.05%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    992000 | PA      | $939091.93    | 0.24%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                      | Mylan Inc                                                                 | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    998000 | PA      | $997246.18    | 0.25%             | 2023-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                               | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    447000 | PA      | $400677.15    | 0.10%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                        | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    906000 | PA      | $877955.92    | 0.22%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                 | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $277856.56    | 0.07%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                              | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    337000 | PA      | $341789.16    | 0.09%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 16-3 A PTT                        | American Airlines 2016-3 Class A Pass Through Trust                       | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    717080 | PA      | $558296.72    | 0.14%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2019-70P                                | CUSIP: 36257MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $996894.39    | 0.25%             | 2036-10-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                   | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    487000 | PA      | $453251.75    | 0.12%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $242498.03    | 0.06%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    341000 | PA      | $326632.94    | 0.08%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WURTTEMBERG (NEW YORK)        | LANDESBANK BADEN-WURTTEMBERG (NEW YORK)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.26%             | 2023-01-03      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                          | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    399000 | PA      | $377600.19    | 0.10%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                 | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    829000 | PA      | $783545.20    | 0.20%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                        | American Axle & Manufacturing Inc                                         | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    544000 | PA      | $509947.49    | 0.13%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                              | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    535000 | PA      | $501065.76    | 0.13%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP            | CUSIP: 46651WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $68947.50     | 0.02%             | 2038-12-05      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp Inc                                                                | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    909000 | PA      | $835710.38    | 0.21%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2021-4                                | CUSIP: 30165JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557005 | PA      | $554706.17    | 0.14%             | 2025-07-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2019-KG01 Mortgage Trust                                            | CUSIP: 30298CAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1118402.89   | 0.29%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRI POINTE GROUP / HOMES                       | TRI Pointe Group Inc / TRI Pointe Homes Inc                               | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $398674.00    | 0.10%             | 2024-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                   | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    534000 | PA      | $497036.26    | 0.13%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                 | LSTAR Commercial Mortgage Trust 2016-4                                    | CUSIP: 50219QAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $688485.20    | 0.18%             | 2049-03-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                       | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    481000 | PA      | $501600.51    | 0.13%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                  | GM Financial Consumer Automobile Receivables Trust 2019-4                 | CUSIP: 36258MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $296502.15    | 0.08%             | 2025-01-16      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Loan Trust 2014-A                               | CUSIP: 63939CAD9<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $297017.04    | 0.08%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BLC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    442688 | PA      | $439365.82    | 0.11%             | 2061-03-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                        | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $363605.01    | 0.09%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2014-2 Ltd                                                  | CUSIP: 28622QAB7<br>LEI: 635400HAVYYWWB139K27 | Long             | ABS-CBDO         | CORP              | KY        |    294106 | PA      | $291557.85    | 0.07%             | 2029-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $901494.36    | 0.23%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                | Fannie Mae Interest Strip                                                 | CUSIP: 3136FGK63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77401 | PA      | $71118.29     | 0.02%             | 2040-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RH48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67188 | PA      | $64188.49     | 0.02%             | 2052-04-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                   | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $707952.80    | 0.18%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                               | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    469000 | PA      | $424507.81    | 0.11%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                            | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    507000 | PA      | $489078.34    | 0.12%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                             | Elmwood CLO IX Ltd                                                        | CUSIP: 29003UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244244.25    | 0.06%             | 2034-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                              | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    559000 | PA      | $504466.43    | 0.13%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle US CLO 2020-2 Ltd                                                 | CUSIP: 14315GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $486075.50    | 0.12%             | 2035-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    867000 | PA      | $862394.06    | 0.22%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA (TORONTO)                 | ROYAL BANK OF CANADA (TORONTO)                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.26%             | 2023-01-03      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                            | CNH Equipment Trust 2021-B                                                | CUSIP: 12657WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2507993.66   | 0.64%             | 2026-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2019-C Owner Trust                                | CUSIP: 89238UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279994 | PA      | $277741.65    | 0.07%             | 2024-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    152000 | PA      | $143025.90    | 0.04%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                     | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $672035.00    | 0.17%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                    | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    954000 | PA      | $892160.28    | 0.23%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                          | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    671000 | PA      | $636380.58    | 0.16%             | 2024-03-01      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                            | LSEGA Financing PLC                                                       | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1047000 | PA      | $983383.38    | 0.25%             | 2024-04-06      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 31398RTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13622 | PA      | $13318.07     | 0.00%             | 2040-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                              | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237734.71    | 0.06%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                             | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    524000 | PA      | $515441.87    | 0.13%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Partners XIII Ltd                                              | CUSIP: 67110NAM7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3608328.80   | 0.92%             | 2034-10-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                  | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    664000 | PA      | $651291.20    | 0.17%             | 2024-05-11      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 A PASS T                       | American Airlines 2015-2 Class A Pass Through Trust                       | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    577210 | PA      | $470188.48    | 0.12%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                               | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    243000 | PA      | $233055.64    | 0.06%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                         | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    615000 | PA      | $592394.14    | 0.15%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                       | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950033.23    | 0.24%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD            | STATE OF WISCONSIN INVESTMENT BOARD                                       | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   7819603 | PA      | $7819603.00   | 2.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                              | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    539000 | PA      | $530076.69    | 0.14%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle US Clo 2017-2 Ltd                                                 | CUSIP: 14315JAS8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $439199.10    | 0.11%             | 2031-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2021-22 Ltd                                                       | CUSIP: 67117TAA3<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $389544.80    | 0.10%             | 2034-12-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Voya Funds Trust

**Signature:** Tin Bui

**Name of Signer:** Tin Bui

**Title:** Vice President