0001752724-24-034951.txt : 20240223
0001752724-24-034951.hdr.sgml : 20240223
20240223111142
ACCESSION NUMBER: 0001752724-24-034951
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240223
DATE AS OF CHANGE: 20240223
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Voya FUNDS TRUST
CENTRAL INDEX KEY: 0001066602
ORGANIZATION NAME:
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: 24667903
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
0001066602
S000039383
Voya Short Term Bond Fund
C000121358
Class A
IASBX
C000121359
Class C
ICSBX
C000121360
Class I
IISBX
C000121361
Class R
VSTRX
C000121362
Class W
IWSBX
C000129860
Class R6
IGZAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001066602
XXXXXXXX
S000039383
C000121360
C000129860
C000121361
C000121359
C000121362
C000121358
Voya Funds Trust
811-08895
0001066602
5493002OZLWDCTJEFB81
7337 East Doubletree Ranch Road
Suite 100
Scottsdale
85258
1-800-992-0180
Voya Short Term Bond Fund
S000039383
5493006MN6OC470MML96
2024-03-31
2023-12-31
N
597743402.21
41085764.56
556657637.65
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1114939.51000000
USD
N
N/A
N/A
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AR9
539000.00000000
PA
USD
535092.35000000
0.096125933393
Long
DBT
CORP
CH
N
2
2025-08-05
Fixed
4.49000000
N
N
N
N
N
N
ILPT Commercial Mortgage Trust
N/A
ILPT Commercial Mortgage Trust 2022-LPF2
449652AA4
2000000.00000000
PA
USD
1996682.60000000
0.358691314903
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
7.60681000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NED9
529000.00000000
PA
USD
531590.70000000
0.095496884268
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
239000.00000000
PA
USD
221191.05000000
0.039735563664
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.65800000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2019-70P
36257MAL9
1070000.00000000
PA
USD
997444.80000000
0.179184606935
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.22648000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CE4
906000.00000000
PA
USD
887270.91000000
0.159392569146
Long
DBT
CORP
US
N
2
2025-04-13
Fixed
3.00000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2J3
600000.00000000
PA
USD
588347.41000000
0.105692865813
Long
DBT
CORP
US
N
2
2025-04-11
Fixed
3.85000000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust 2019-600C
36260TAA3
190000.00000000
PA
USD
136247.02000000
0.024475909568
Long
ABS-MBS
CORP
US
N
2
2034-09-06
Fixed
2.93590000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2B4
219000.00000000
PA
USD
207786.19000000
0.037327465922
Long
DBT
CORP
US
N
2
2025-06-24
Fixed
1.20000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp
422806AA7
368000.00000000
PA
USD
375985.52000000
0.067543404521
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.25000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GR2
1238000.00000000
PA
USD
1239890.77000000
0.222738481633
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.45000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2022
47787JAD0
450000.00000000
PA
USD
431155.76000000
0.077454386832
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
2.49000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAU7
522000.00000000
PA
USD
526515.38000000
0.094585135348
Long
DBT
CORP
US
N
2
2025-11-14
Fixed
5.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
38000.00000000
PA
USD
35820.09000000
0.006434851078
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
NATIONAL SECS CLEARING
549300RYC9NELN2ICA34
National Securities Clearing Corp
637639AK1
556000.00000000
PA
USD
566865.05000000
0.101833696631
Long
DBT
CORP
US
N
2
2028-05-30
Fixed
5.00000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 6 Ltd
48661NAA6
750000.00000000
PA
USD
750975.75000000
0.134908011532
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
7.05743000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BA1
999000.00000000
PA
USD
984389.76000000
0.176839352129
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAJ2
533000.00000000
PA
USD
523295.00000000
0.094006614587
Long
DBT
CORP
SE
N
2
2025-06-10
Fixed
3.65000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
1167000.00000000
PA
USD
1174360.78000000
0.210966436202
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16400000
N
N
N
N
N
N
OCP CLO Ltd
254900ZMV4RGFPV8TK42
OCP CLO 2020-19 Ltd
670881AM3
1550000.00000000
PA
USD
1548499.60000000
0.278178092828
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.82743000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
187000.00000000
PA
USD
186464.29000000
0.033497122358
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
Nomura Securities International, Inc.
OXTKY6Q8X53C9ILVV871
NOMURA SECURITIES INTERNATIONAL INC
000000000
1242646.00000000
PA
USD
1242646.00000000
0.223233441158
Long
RA
CORP
US
N
2
Repurchase
Y
5.34000000
2024-01-02
1375939.34771862
USD
1183540.35579989
USD
AMBS
89020.93261836
USD
84220.32434912
USD
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BC4
257000.00000000
PA
USD
260055.41000000
0.046717298463
Long
DBT
CORP
US
N
2
2028-12-08
Fixed
4.85000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCQ6
598000.00000000
PA
USD
593624.44000000
0.106640850650
Long
DBT
CORP
US
N
2
2025-05-09
Fixed
4.16600000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAA8
1068788.84000000
PA
USD
1059721.24000000
0.190372172826
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.55648000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AW3
735000.00000000
PA
USD
761936.88000000
0.136877108740
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.25000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBW5
342000.00000000
PA
USD
342207.81000000
0.061475454005
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.70000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
1000000.00000000
PA
USD
952349.30000000
0.171083487513
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
Octagon Investment Partners XV
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd
67590EAS3
250000.00000000
PA
USD
246042.50000000
0.044199968411
Long
ABS-CBDO
CORP
KY
N
2
2030-07-19
Floating
7.00842000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AP4
271000.00000000
PA
USD
276756.23000000
0.049717494431
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.40000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300MYVO80EQUJK294
Neuberger Berman Loan Advisers CLO 35 Ltd
64133CAA7
340000.00000000
PA
USD
340482.46000000
0.061165505864
Long
ABS-CBDO
CORP
KY
N
2
2033-01-19
Floating
6.99842000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-A
345286AE8
900000.00000000
PA
USD
846745.92000000
0.152112512742
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.91000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-2
14314QAE4
150000.00000000
PA
USD
140774.73000000
0.025289283839
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.03000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCG4
352000.00000000
PA
USD
356827.67000000
0.064101818759
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.87500000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAG0
695000.00000000
PA
USD
694167.97000000
0.124702855588
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06428CAA2
271000.00000000
PA
USD
276095.92000000
0.049598873944
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
5.52600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
119000.00000000
PA
USD
116299.13000000
0.020892398151
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
513000.00000000
PA
USD
480063.08000000
0.086240275445
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300VC6J79YJCFU884
Carlyle US Clo 2017-2 Ltd
14315JAS8
450000.00000000
PA
USD
448503.75000000
0.080570842770
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.07743000
N
N
N
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines 2020-1 Class A Pass Through Trust
247361ZW1
186662.06000000
PA
USD
164791.34000000
0.029603714896
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
550000.00000000
PA
USD
553954.67000000
0.099514429073
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2021-4 LTD
14316TAC0
800000.00000000
PA
USD
795387.20000000
0.142886245728
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.07743000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
299000.00000000
PA
USD
288198.21000000
0.051772973279
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDZ1
406000.00000000
PA
USD
410553.05000000
0.073753241172
Long
DBT
CORP
US
N
2
2025-11-07
Fixed
5.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CG2
366000.00000000
PA
USD
359691.19000000
0.064616231894
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DV5
315000.00000000
PA
USD
320799.47000000
0.057629582045
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.90000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2016-4
50219QAS3
1000000.00000000
PA
USD
505049.10000000
0.090728854836
Long
ABS-MBS
CORP
US
N
2
2049-03-10
Variable
4.60604500
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCC2
112000.00000000
PA
USD
113864.58000000
0.020455046746
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAB9
806000.00000000
PA
USD
743726.80000000
0.133605783824
Long
DBT
CORP
GB
N
2
2026-04-06
Fixed
1.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
281000.00000000
PA
USD
287087.06000000
0.051573362257
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57400000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-LGCY
12434DAA0
1000000.00000000
PA
USD
972076.20000000
0.174627299484
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.98248000
N
N
N
N
N
N
CARDS II Trust
549300GWPYLNK6X47W76
CARDS II Trust
14161GBY5
800000.00000000
PA
USD
788282.08000000
0.141609856163
Long
ABS-O
CORP
CA
N
2
2027-04-15
Fixed
0.60200000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAD8
2239253.30000000
PA
USD
2198285.04000000
0.394907909515
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.42648000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200AS0
427000.00000000
PA
USD
457841.41000000
0.082248293930
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAY4
1098000.00000000
PA
USD
1117669.03000000
0.200782124308
Long
DBT
CORP
CA
N
2
2025-11-07
Fixed
5.95000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
575000.00000000
PA
USD
568844.51000000
0.102189294015
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAX8
550000.00000000
PA
USD
550547.25000000
0.098902307767
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.50000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AP1
647000.00000000
PA
USD
604938.37000000
0.108673326131
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBM1
750000.00000000
PA
USD
739216.48000000
0.132795533556
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.69600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCV6
169000.00000000
PA
USD
163747.25000000
0.029416150776
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
1101000.00000000
PA
USD
1091462.55000000
0.196074297050
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAA7
374000.00000000
PA
USD
366853.53000000
0.065902900667
Long
DBT
CORP
FI
N
2
2025-06-06
Fixed
3.60000000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAS9
607000.00000000
PA
USD
591304.03000000
0.106224003769
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
399000.00000000
PA
USD
369359.96000000
0.066353164857
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAE6
1060000.00000000
PA
USD
1081066.48000000
0.194206709273
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DN5
645000.00000000
PA
USD
602157.08000000
0.108173685093
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDE9
498000.00000000
PA
USD
473088.44000000
0.084987325782
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
1381000.00000000
PA
USD
1329389.92000000
0.238816434031
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CD0
1039000.00000000
PA
USD
1046976.96000000
0.188082744075
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.87500000
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
999000.00000000
PA
USD
1007914.23000000
0.181065373369
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FY9
579000.00000000
PA
USD
567389.38000000
0.101927889177
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.75000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2019-VI Ltd
12555XAC5
250000.00000000
PA
USD
250435.00000000
0.044989053066
Long
ABS-CBDO
CORP
KY
N
2
2033-01-16
Floating
7.40548000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAE7
400000.00000000
PA
USD
398522.00000000
0.071591939649
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
6.88548000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAA1
1047000.00000000
PA
USD
1032140.15000000
0.185417405635
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAV0
713000.00000000
PA
USD
709568.22000000
0.127469412437
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.75000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBR6
1244000.00000000
PA
USD
1149908.67000000
0.206573770343
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
728000.00000000
PA
USD
711546.74000000
0.127824840956
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129305X4
93870.53000000
PA
USD
96478.67000000
0.017331778722
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-INV6
46654FAP3
993816.27000000
PA
USD
797535.97000000
0.143272258576
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
2.50000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAS9
410000.00000000
PA
USD
408887.21000000
0.073453983623
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.37500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
406000.00000000
PA
USD
417393.06000000
0.074982005413
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.77500000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U4T4
533000.00000000
PA
USD
532823.17000000
0.095718289656
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
4.75400000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZZ0
722000.00000000
PA
USD
730098.65000000
0.131157573456
Long
DBT
CORP
CA
N
2
2026-07-20
Fixed
5.20000000
N
N
N
N
N
N
Chase Auto Owner Trust
N/A
Chase Auto Owner Trust 2023-A
16144KAC2
1650000.00000000
PA
USD
1683508.37000000
0.302431558669
Long
ABS-O
CORP
US
N
2
2029-01-25
Fixed
5.68000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
500000.00000000
PA
USD
486510.33000000
0.087398482854
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
1247000.00000000
PA
USD
1225829.21000000
0.220212411918
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BB3
656000.00000000
PA
USD
670981.03000000
0.120537469463
Long
DBT
CORP
AU
N
2
2026-09-08
Fixed
5.25000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
1252000.00000000
PA
USD
1239365.52000000
0.222644123815
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
BNP Paribas (Suisse) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS SA
000000000
1242646.00000000
PA
USD
1242646.00000000
0.223233441158
Long
RA
CORP
US
N
2
Repurchase
Y
5.35000000
2024-01-02
1531169.70825374
USD
844510.52496057
USD
AMBS
626814.70819252
USD
418968.02497872
USD
UST
3894.02651394
USD
4020.37023822
USD
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXV Ltd
83614DAU9
410000.00000000
PA
USD
402322.34000000
0.072274646531
Long
ABS-CBDO
CORP
KY
N
2
2033-04-25
Floating
6.65822000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAK2
850000.00000000
PA
USD
829652.96000000
0.149041871320
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CH5
316000.00000000
PA
USD
314539.50000000
0.056505018295
Long
DBT
CORP
JP
N
2
2025-07-18
Fixed
4.78800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
1165000.00000000
PA
USD
1172953.52000000
0.210713630904
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJN2
86100.00000000
PA
USD
88117.97000000
0.015829832205
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
446000.00000000
PA
USD
396075.06000000
0.071152362459
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133THKP1
92380.57000000
PA
USD
93749.63000000
0.016841524064
Long
ABS-MBS
USGSE
US
N
2
2028-12-15
Fixed
6.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
418000.00000000
PA
USD
413278.48000000
0.074242847317
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCD0
182328.22000000
PA
USD
175964.62000000
0.031610923500
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
0.76000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BW3
405000.00000000
PA
USD
420189.81000000
0.075484423742
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.05000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDZ1
195000.00000000
PA
USD
179222.55000000
0.032196189880
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
1.30000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAM7
444000.00000000
PA
USD
432512.92000000
0.077698191984
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306SAA4
597000.00000000
PA
USD
561905.09000000
0.100942671400
Long
DBT
CORP
US
N
2
2027-12-14
Fixed
4.39000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3C5
116000.00000000
PA
USD
114833.65000000
0.020629134001
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
561000.00000000
PA
USD
518146.01000000
0.093081631321
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
958000.00000000
PA
USD
953341.26000000
0.171261686810
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MDG2
230000.00000000
PA
USD
238325.48000000
0.042813654907
Long
DBT
CORP
JP
N
2
2028-09-14
Fixed
5.71600000
N
N
N
N
N
N
GM Financial Revolving Receiva
N/A
GM Financial Revolving Receivables Trust 2021-1
36263HAA6
2600000.00000000
PA
USD
2357014.92000000
0.423422721720
Long
ABS-O
CORP
US
N
2
2034-06-12
Fixed
1.17000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCY6
486000.00000000
PA
USD
470851.69000000
0.084585507887
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.37500000
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406EAC9
250109.93000000
PA
USD
243604.27000000
0.043761955917
Long
ABS-O
CORP
US
N
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
550000.00000000
PA
USD
548153.16000000
0.098472224743
Long
DBT
CORP
US
N
2
2025-01-23
Variable
5.70000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCH1
464000.00000000
PA
USD
463466.52000000
0.083258809123
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.62500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10
46639JAK6
117993.82000000
PA
USD
106826.86000000
0.019190765162
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.07337200
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
338000.00000000
PA
USD
336298.91000000
0.060413957746
Long
DBT
CORP
DK
N
2
2025-03-28
Fixed
3.77300000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYM3
592000.00000000
PA
USD
571418.27000000
0.102651653611
Long
DBT
CORP
CA
N
2
2025-01-21
Fixed
1.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJL6
1377000.00000000
PA
USD
1391361.68000000
0.249949266100
Long
DBT
UST
US
N
2
2025-11-30
Fixed
4.87500000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2021-B
47789QAC4
1523264.35000000
PA
USD
1482388.92000000
0.266301730136
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
0.52000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BQ1
220000.00000000
PA
USD
222995.73000000
0.040059762934
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BLE0
339146.73000000
PA
USD
337861.64000000
0.060694692239
Long
ABS-MBS
USGA
US
N
2
2061-03-20
Floating
5.93719000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDW3
712000.00000000
PA
USD
732724.45000000
0.131629281705
Long
DBT
CORP
US
N
2
2027-10-22
Fixed
6.07000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CQ0
695000.00000000
PA
USD
698363.23000000
0.125456507333
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.69300000
N
N
N
N
N
N
GM Financial Automobile Leasin
254900DSTG5GSVOBDN09
GM Financial Automobile Leasing Trust 2023-1
362541AE4
450000.00000000
PA
USD
449934.75000000
0.080827912808
Long
ABS-O
CORP
US
N
2
2027-01-20
Fixed
5.16000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCX1
535000.00000000
PA
USD
533812.95000000
0.095896097330
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.46800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396HJ83
3674611.16000000
PA
USD
3637595.70000000
0.653470904550
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Floating
5.85292000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GN1
306000.00000000
PA
USD
306748.30000000
0.055105378827
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.40000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBD7
200000.00000000
PA
USD
199170.28000000
0.035779672554
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
995000.00000000
PA
USD
953392.78000000
0.171270942050
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFK3
359000.00000000
PA
USD
368567.71000000
0.066210842189
Long
DBT
CORP
US
N
2
2026-11-13
Fixed
5.60000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
647000.00000000
PA
USD
600867.88000000
0.107942088522
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AX1
534000.00000000
PA
USD
525040.26000000
0.094320139433
Long
DBT
CORP
SE
N
2
2025-06-09
Fixed
3.70000000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6D4
574000.00000000
PA
USD
583590.23000000
0.104838268718
Long
DBT
CORP
US
N
2
2026-08-07
Fixed
5.45000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACZ6
291000.00000000
PA
USD
295072.91000000
0.053007969358
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RZY2
30192.82000000
PA
USD
29361.84000000
0.005274667589
Long
ABS-MBS
USGA
US
N
2
2051-11-16
Fixed
2.30000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142FA6
710000.00000000
PA
USD
706429.22000000
0.126905511075
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.00000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300F7COUCG1RROP29
Magnetite XXVI Ltd
55954YAS4
2750000.00000000
PA
USD
2731344.00000000
0.490668557343
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
7.03983000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AA5
617459.48000000
PA
USD
594771.02000000
0.106846826446
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.59400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Y5
53152000.00000000
PA
USD
52063853.65000000
9.352939783561
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.12500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
777000.00000000
PA
USD
763693.88000000
0.137192742602
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
600000.00000000
PA
USD
592746.42000000
0.106483119948
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
407000.00000000
PA
USD
396949.89000000
0.071309520098
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAL7
491000.00000000
PA
USD
486458.01000000
0.087389083899
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AQ0
710000.00000000
PA
USD
513363.19000000
0.092222428163
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RY26
721885.36000000
PA
USD
718438.72000000
0.129062941278
Long
ABS-MBS
USGA
US
N
2
2067-02-20
Floating
5.89719000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2023-A
88167PAC2
1800000.00000000
PA
USD
1808167.32000000
0.324825745252
Long
ABS-O
CORP
US
N
2
2026-06-22
Fixed
5.89000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
550000.00000000
PA
USD
551910.70000000
0.099147242878
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
DOMINION 3/27/2008 3.20%
N/A
DOMINION ENERG 01/02/2024
000000000
11000000.00000000
PA
USD
10993393.07000000
1.974893062890
Long
DBT
CORP
US
N
2
2024-01-02
None
0.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDM5
1566000.00000000
PA
USD
1567575.83000000
0.281605016077
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.54600000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
920000.00000000
PA
USD
909607.89000000
0.163405265369
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BS6
362000.00000000
PA
USD
352228.90000000
0.063275679012
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.12500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
736000.00000000
PA
USD
714296.29000000
0.128318780106
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.01700000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAP2
1776000.00000000
PA
USD
1751685.97000000
0.314679230378
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
DLLAA LLC
N/A
DLLAA 2023-1 LLC
23292HAC5
1750000.00000000
PA
USD
1780142.00000000
0.319791174969
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.64000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZE5
594000.00000000
PA
USD
575375.43000000
0.103362532207
Long
DBT
CORP
CA
N
2
2024-09-10
Fixed
0.70000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBG3
681000.00000000
PA
USD
702566.07000000
0.126211520777
Long
DBT
CORP
GB
N
2
2027-10-24
Fixed
5.30000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAD4
370000.00000000
PA
USD
338873.28000000
0.060876426923
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
1.26700000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXXII Ltd
09631EAA5
2500000.00000000
PA
USD
2503095.00000000
0.449665077904
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.82548000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAS0
1210000.00000000
PA
USD
1142045.66000000
0.205161230666
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.35000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
252000.00000000
PA
USD
242144.05000000
0.043499636692
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396CY53
830765.00000000
PA
USD
824144.63000000
0.148052334910
Long
ABS-MBS
USGSE
US
N
2
2033-05-15
Floating
5.80292000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBV1
438000.00000000
PA
USD
421572.95000000
0.075732896036
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TLD5
718000.00000000
PA
USD
735316.29000000
0.132094889258
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BJS8
161433.17000000
PA
USD
168240.94000000
0.030223413570
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Variable
6.98829000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACQ8
493000.00000000
PA
USD
500581.92000000
0.089926354395
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
6.25000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBZ7
682000.00000000
PA
USD
669399.20000000
0.120253303776
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.25000000
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
697000.00000000
PA
USD
714910.98000000
0.128429205250
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFC1
417000.00000000
PA
USD
402775.23000000
0.072356005335
Long
DBT
CORP
US
N
2
2025-02-07
Fixed
1.87500000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PED3
350000.00000000
PA
USD
339178.04000000
0.060931175117
Long
ABS-O
CORP
US
N
2
2026-08-15
Fixed
0.77000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AD3
389000.00000000
PA
USD
382218.68000000
0.068663152025
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.65000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EG8
252000.00000000
PA
USD
242853.08000000
0.043627009417
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
651290AR9
385000.00000000
PA
USD
385223.52000000
0.069202952397
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
18006.07000000
PA
USD
16810.23000000
0.003019850777
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAH1
545000.00000000
PA
USD
551836.48000000
0.099133909727
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDS6
575000.00000000
PA
USD
578223.45000000
0.103874160865
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
87265KAF9
562000.00000000
PA
USD
552114.08000000
0.099183778799
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.87500000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
250000.00000000
PA
USD
247462.75000000
0.044455107280
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
6.92743000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
550000.00000000
PA
USD
518801.92000000
0.093199461376
Long
DBT
CORP
NL
N
2
2026-06-24
Fixed
1.33900000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAH2
182657.03000000
PA
USD
186050.07000000
0.033422710372
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
7.93743000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAP9
1225000.00000000
PA
USD
1231013.10000000
0.221143664748
Long
DBT
CORP
US
N
2
2025-10-14
Fixed
5.45000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAS7
810000.00000000
PA
USD
783598.24000000
0.140768434132
Long
DBT
CORP
SE
N
2
2024-09-09
Fixed
0.65000000
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
51768.97000000
PA
USD
46367.22000000
0.008329575822
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAN8
632000.00000000
PA
USD
644911.56000000
0.115854255179
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.10000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AJ4
421000.00000000
PA
USD
385209.49000000
0.069200431997
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
Oak Hill Credit Partners
549300EX32IF3NZCVL73
OHA Credit Partners XIII Ltd
67110NAM7
3700000.00000000
PA
USD
3704539.90000000
0.665497003802
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
6.84354000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECQ2
347000.00000000
PA
USD
348525.99000000
0.062610474810
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
429000.00000000
PA
USD
406803.75000000
0.073079703301
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2021-2
50117XAE2
1682724.33000000
PA
USD
1636936.56000000
0.294065229556
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
0.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9N31
1271.25000000
PA
USD
1278.55000000
0.000229683366
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
5.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2021-AGW Mortgage Trust
05493HAN5
4000000.00000000
PA
USD
3035812.40000000
0.545364366653
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
8.62648000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
154000.00000000
PA
USD
151479.21000000
0.027212275509
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDU7
300000.00000000
PA
USD
304589.35000000
0.054717537207
Long
DBT
CORP
US
N
2
2029-07-24
Fixed
5.29900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBF2
36000.00000000
PA
USD
35086.21000000
0.006303014209
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.30100000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAF2
148196.94000000
PA
USD
147067.25000000
0.026419694988
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
123000.00000000
PA
USD
117536.69000000
0.021114717925
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.70500000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAS7
1302079.49000000
PA
USD
1307148.75000000
0.234820949465
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
7.81281000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
89044.07000000
PA
USD
89082.96000000
0.016003186514
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAL1
493000.00000000
PA
USD
502881.13000000
0.090339392830
Long
DBT
CORP
US
N
2
2028-08-03
Fixed
5.10000000
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
140000.00000000
PA
USD
140256.62000000
0.025196208677
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEF9
415000.00000000
PA
USD
417766.78000000
0.075049141832
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.40000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-3
03066JAC7
636262.41000000
PA
USD
621576.77000000
0.111662308744
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
0.76000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAB7
550000.00000000
PA
USD
548739.51000000
0.098577558787
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CZ3
715000.00000000
PA
USD
726002.42000000
0.130421711820
Long
DBT
CORP
US
N
2
2026-12-05
Fixed
5.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
398000.00000000
PA
USD
396653.17000000
0.071256216239
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAE2
2850000.00000000
PA
USD
2866110.20000000
0.514878447028
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.47000000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAD5
1654000.00000000
PA
USD
1596163.04000000
0.286740526320
Long
DBT
CORP
CA
N
2
2025-02-10
Fixed
2.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
667000.00000000
PA
USD
612054.14000000
0.109951628901
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.58900000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAB8
259000.00000000
PA
USD
261314.33000000
0.046943455424
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
5.50000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAM5
927000.00000000
PA
USD
862437.59000000
0.154931421338
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BV5
263000.00000000
PA
USD
256042.15000000
0.045996341859
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
3.62500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
920000.00000000
PA
USD
845598.77000000
0.151906434549
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RXR9
520.07000000
PA
USD
517.84000000
0.000093026658
Long
ABS-MBS
USGA
US
N
2
2053-05-16
Fixed
2.35000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BD8
582000.00000000
PA
USD
575554.04000000
0.103394618356
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.22000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAZ2
200000.00000000
PA
USD
196009.31000000
0.035211824421
Long
DBT
CORP
JP
N
2
2025-09-13
Fixed
2.55500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
425000.00000000
PA
USD
427172.28000000
0.076738780016
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
649000.00000000
PA
USD
603394.72000000
0.108396019238
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAD0
600000.00000000
PA
USD
569911.81000000
0.102381027664
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
575000.00000000
PA
USD
572794.13000000
0.102898818099
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RAC7
3755.07000000
PA
USD
3715.48000000
0.000667462323
Long
ABS-MBS
USGA
US
N
2
2056-07-16
Fixed
2.35000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YK0
515000.00000000
PA
USD
500971.96000000
0.089996422597
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
0.70000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AZ0
403000.00000000
PA
USD
385836.15000000
0.069313007475
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
659000.00000000
PA
USD
624300.92000000
0.112151684945
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAU9
400000.00000000
PA
USD
408280.62000000
0.073345013592
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.58800000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners CLO XX Ltd
08182FAN9
2000000.00000000
PA
USD
2002426.00000000
0.359723080141
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.82548000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
97000.00000000
PA
USD
93400.88000000
0.016778873347
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
2.16400000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
570000.00000000
PA
USD
570418.95000000
0.102472132136
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAD1
516000.00000000
PA
USD
483150.05000000
0.086794829949
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06100000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254ABD9
374000.00000000
PA
USD
367968.29000000
0.066103160203
Long
DBT
CORP
AU
N
2
2025-06-09
Fixed
3.50000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEY7
950000.00000000
PA
USD
961813.25000000
0.172783625867
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
5.52000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDU7
410000.00000000
PA
USD
401633.60000000
0.072150918775
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KW0
702000.00000000
PA
USD
700517.43000000
0.125843495646
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.50000000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
586000.00000000
PA
USD
586578.38000000
0.105375070838
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3133Q3JM4
4180865.83000000
PA
USD
4200030.08000000
0.754508659529
Long
ABS-MBS
USGSE
US
N
2
2053-10-25
Floating
6.33743000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Partners XVI
67115LAA2
3000000.00000000
PA
USD
3005109.00000000
0.539848696352
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
6.80665000
N
N
N
N
N
N
Credit Suisse Commercial Mortg
N/A
CSWF 2021-SOP2
12657VAL6
800000.01000000
PA
USD
584949.69000000
0.105082487050
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
7.79316800
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
600000.00000000
PA
USD
598059.42000000
0.107437566566
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CG8
916000.00000000
PA
USD
892591.62000000
0.160348400817
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
864000.00000000
PA
USD
828178.78000000
0.148777044270
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2023-CRE8 LLC
04002BAA3
1500000.00000000
PA
USD
1501714.88000000
0.269773515789
Long
ABS-CBDO
CORP
BM
N
2
2028-02-17
Floating
7.47005000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
1422000.00000000
PA
USD
1303293.45000000
0.234128369369
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
438000.00000000
PA
USD
414892.04000000
0.074532713096
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCA6
888000.00000000
PA
USD
840543.97000000
0.150998371916
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAW6
333727.83000000
PA
USD
334145.66000000
0.060027140094
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.77743000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AK1
263000.00000000
PA
USD
265772.53000000
0.047744342666
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABC4
556000.00000000
PA
USD
539222.87000000
0.096867955010
Long
DBT
CORP
DK
N
2
2028-04-01
Fixed
4.29800000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2A9
576000.00000000
PA
USD
567018.48000000
0.101861259353
Long
DBT
CORP
CA
N
2
2025-06-06
Fixed
3.76600000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
625000.00000000
PA
USD
588789.81000000
0.105772340156
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
447000.00000000
PA
USD
428161.31000000
0.076916452957
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ADQP7
583334.11000000
PA
USD
579417.90000000
0.104088736201
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
5.80191000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KS9
651000.00000000
PA
USD
644122.17000000
0.115712446292
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
4.00000000
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BW1
500000.00000000
PA
USD
513429.28000000
0.092234300811
Long
DBT
CORP
US
N
2
2028-09-12
Fixed
5.65000000
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
575000.00000000
PA
USD
571529.93000000
0.102671712619
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Octagon 61 Ltd
N/A
Octagon 61 Ltd
675947AA3
300000.00000000
PA
USD
301724.40000000
0.054202867183
Long
ABS-CBDO
CORP
KY
N
2
2036-04-20
Floating
7.26582000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACG0
264000.00000000
PA
USD
265863.83000000
0.047760744130
Long
DBT
CORP
US
N
2
2026-06-26
Fixed
5.65000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CQ5
169000.00000000
PA
USD
167114.44000000
0.030021045018
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.35000000
N
N
N
N
N
N
Laurel Road Prime Student Loan
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust 2018-B
51888RAB6
8306.41000000
PA
USD
8253.10000000
0.001482616862
Long
ABS-O
CORP
US
N
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BKP6
28081.19000000
PA
USD
27949.44000000
0.005020938923
Long
ABS-MBS
USGA
US
N
2
2061-02-20
Floating
5.93719000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
93907.11000000
PA
USD
82807.74000000
0.014875883199
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
Deer Creek CLO, Ltd.
N/A
Deer Creek Clo Ltd 2017-1
24380LAC7
148648.86000000
PA
USD
148839.87000000
0.026738134884
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.85743000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-13.00000000
NC
USD
-74878.42000000
-0.01345143135
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-03-19
-1459324.71000000
USD
-74878.42000000
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAR5
169762.61000000
PA
USD
167235.59000000
0.030042808844
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.08900000
N
N
N
N
N
N
AQUARION CO
N/A
Aquarion Co
03838WAA9
286000.00000000
PA
USD
283008.87000000
0.050840741392
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.00000000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAB8
550000.00000000
PA
USD
547184.00000000
0.098298121321
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AP7
502000.00000000
PA
USD
513599.37000000
0.092264856396
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
311000.00000000
PA
USD
298897.86000000
0.053695097270
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCH6
1119000.00000000
PA
USD
1138340.65000000
0.204495649211
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
681000.00000000
PA
USD
663661.17000000
0.119222503225
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RYK3
3667.00000000
PA
USD
3622.01000000
0.000650671032
Long
ABS-MBS
USGA
US
N
2
2057-10-16
Fixed
2.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAH5
425000.00000000
PA
USD
416497.40000000
0.074821105798
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
4.26000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CF8
284000.00000000
PA
USD
293820.39000000
0.052782962116
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
5.68400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RW69
1045370.34000000
PA
USD
1041345.46000000
0.187071080960
Long
ABS-MBS
USGA
US
N
2
2067-02-20
Floating
5.98719000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RTQ6
10292.60000000
PA
USD
10071.96000000
0.001809363479
Long
ABS-MBS
USGA
US
N
2
2057-04-16
Fixed
2.35000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
1044000.00000000
PA
USD
1028702.41000000
0.184799837534
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376XNT6
205613.40000000
PA
USD
204961.28000000
0.036819988829
Long
ABS-MBS
USGA
US
N
2
2060-03-20
Floating
6.01164000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAK2
815000.00000000
PA
USD
812154.34000000
0.145898355662
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BKE1
75664.91000000
PA
USD
75357.54000000
0.013537502210
Long
ABS-MBS
USGA
US
N
2
2060-12-20
Floating
5.93719000
N
N
N
N
N
N
DAIWA CAPITAL MARKETS AMERICA INC.
M67H5PRC0NQKM73ZAS82
DAIWA CAPITAL MARKETS AMERICA INC
000000000
228772.00000000
PA
USD
228772.00000000
0.041097433058
Long
RA
CORP
US
N
2
Repurchase
Y
5.35000000
2024-01-02
244529.66284533
USD
233347.54708054
USD
UST
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
720000.00000000
PA
USD
658195.20000000
0.118240576520
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AV8
600000.00000000
PA
USD
598183.56000000
0.107459867527
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.87500000
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FGK63
69645.04000000
PA
USD
64307.29000000
0.011552395161
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Fixed
3.00000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
888000.00000000
PA
USD
883535.79000000
0.158721578622
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
Cascades Inc/Cascades USA Inc
14739LAA0
575000.00000000
PA
USD
562338.50000000
0.101020530747
Long
DBT
CORP
N/A
N
2
2026-01-15
Fixed
5.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
691000.00000000
PA
USD
650421.89000000
0.116844150876
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DE6
298000.00000000
PA
USD
297242.42000000
0.053397708015
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4.99000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CQ1
680000.00000000
PA
USD
650015.83000000
0.116771204782
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.20000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAC4
788000.00000000
PA
USD
686155.84000000
0.123263527452
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.62500000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2022-FL8 Ltd
55284JAA7
1000000.00000000
PA
USD
988015.80000000
0.177490747126
Long
ABS-CBDO
CORP
KY
N
2
2037-02-19
Floating
6.70575000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBB4
333000.00000000
PA
USD
321286.23000000
0.057717025379
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BLC4
323675.63000000
PA
USD
322533.80000000
0.057941143386
Long
ABS-MBS
USGA
US
N
2
2061-03-20
Floating
5.91719000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAQ0
447000.00000000
PA
USD
437878.85000000
0.078662147141
Long
DBT
CORP
SE
N
2
2025-04-04
Fixed
3.35600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BCN0
20626.00000000
PA
USD
20673.91000000
0.003713936287
Long
ABS-MBS
USGA
US
N
2
2060-05-20
Floating
6.46164000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-F
63942GAA1
339258.12000000
PA
USD
289277.73000000
0.051966902173
Long
ABS-O
CORP
US
N
2
2070-02-18
Fixed
1.11000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
516000.00000000
PA
USD
474840.99000000
0.085302160229
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZL9
592000.00000000
PA
USD
570838.20000000
0.102547447729
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DG9
1529000.00000000
PA
USD
1516938.65000000
0.272508369130
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.60000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
600000.00000000
PA
USD
596982.48000000
0.107244101153
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AY5
707000.00000000
PA
USD
719874.26000000
0.129320826898
Long
DBT
CORP
GB
N
2
2027-08-07
Fixed
5.98500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDB2
704678.21000000
PA
USD
711911.73000000
0.127890409086
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
7.63743000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BXV9
526515.04000000
PA
USD
524472.64000000
0.094218170115
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Floating
5.95719000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
999000.00000000
PA
USD
974079.95000000
0.174987260412
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAH9
51000.00000000
PA
USD
50918.73000000
0.009147225611
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
5.00000000
N
N
N
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
Concentrix Corp
20602DAB7
89000.00000000
PA
USD
91628.50000000
0.016460476566
Long
DBT
CORP
US
N
2
2028-08-02
Fixed
6.60000000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP
313747AU1
954000.00000000
PA
USD
953016.68000000
0.171203378080
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.95000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
-11.00000000
NC
USD
-110425.75000000
-0.01983728283
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-03-19
-1263886.75000000
USD
-110425.75000000
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LNT9
1055000.00000000
PA
USD
1065864.03000000
0.191475685935
Long
DBT
CORP
CA
N
2
2026-06-05
Fixed
5.30000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2021-C
12598LAC0
494196.61000000
PA
USD
475411.21000000
0.085404596621
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.81000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP
46651WAJ3
100000.00000000
PA
USD
61664.61000000
0.011077654527
Long
ABS-MBS
CORP
US
N
2
2038-12-05
Variable
3.86147000
N
N
N
N
N
N
OHA Loan Funding Ltd
25490072LQI0R2J4XC93
OHA Loan Funding 2015-1 Ltd
67109BDC5
500000.00000000
PA
USD
500613.50000000
0.089932027540
Long
ABS-CBDO
CORP
KY
N
2
2037-01-19
Floating
6.80842000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BJS2
164666.64000000
PA
USD
164048.17000000
0.029470209138
Long
ABS-MBS
USGA
US
N
2
2061-01-20
Floating
5.93719000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2022-1 CLO Ltd
97316YAA8
1250000.00000000
PA
USD
1248458.75000000
0.224277664682
Long
ABS-CBDO
CORP
KY
N
2
2035-07-20
Floating
6.94582000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CD5
419000.00000000
PA
USD
430030.64000000
0.077252266189
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64300000
N
N
N
N
N
N
Navient Student Loan Trust
54930094LU45XF2CP718
Navient Private Education Loan Trust 2014-A
63939CAD9
161895.67000000
PA
USD
162230.15000000
0.029143613421
Long
ABS-O
CORP
US
N
2
2031-10-15
Floating
7.07629000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
907.00000000
NC
USD
1978232.31000000
0.355376837790
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-03-28
184785822.38000000
USD
1978232.31000000
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBJ2
1151000.00000000
PA
USD
1065188.35000000
0.191354304325
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2S0
859000.00000000
PA
USD
875733.78000000
0.157319997206
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.53200000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2017-SLP
36255MAN7
1039000.00000000
PA
USD
950765.63000000
0.170798991281
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.59130000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397E6L4
428048.19000000
PA
USD
420822.91000000
0.075598156126
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Floating
5.73292000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AL2
1215000.00000000
PA
USD
1188773.16000000
0.213555528496
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.37500000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2A6
551000.00000000
PA
USD
509867.39000000
0.091594429953
Long
DBT
CORP
US
N
2
2026-01-14
Fixed
0.80000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8G0
581000.00000000
PA
USD
566046.02000000
0.101686563107
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
600000.00000000
PA
USD
607851.00000000
0.109196561564
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISMYB8CLVZD05
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBS7
1239947.69000000
PA
USD
1238187.09000000
0.222432426370
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
7.58743000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196CF7
726000.00000000
PA
USD
753380.80000000
0.135340063450
Long
DBT
CORP
US
N
2
2028-11-13
Fixed
5.33800000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
1624000.00000000
PA
USD
1588073.06000000
0.285287212927
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
760000.00000000
PA
USD
718854.40000000
0.129137615543
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
715000.00000000
PA
USD
659068.34000000
0.118397430561
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
575000.00000000
PA
USD
574590.20000000
0.103221470637
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCH6
315000.00000000
PA
USD
283504.64000000
0.050929803316
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
1.87800000
N
N
N
N
N
N
Porsche Financial Auto Securit
N/A
Porsche Financial Auto Securitization Trust 2023-1
73328QAD6
1250000.00000000
PA
USD
1248226.13000000
0.224235875981
Long
ABS-O
CORP
US
N
2
2031-06-23
Fixed
4.72000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
628000.00000000
PA
USD
607507.83000000
0.109134913259
Long
DBT
CORP
DK
N
2
2025-09-10
Fixed
0.97600000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
551000.00000000
PA
USD
535682.95000000
0.096232030923
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJC35
80385.37000000
PA
USD
81716.46000000
0.014679841696
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGS52
289335.90000000
PA
USD
281469.38000000
0.050564181817
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Fixed
3.00000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
748000.00000000
PA
USD
712997.71000000
0.128085498478
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
CVS CORP
N/A
CVS CAREMARK C 01/02/2024
000000000
11000000.00000000
PA
USD
10993405.28000000
1.974895256339
Long
DBT
CORP
US
N
2
2024-01-02
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZK3
354000.00000000
PA
USD
328306.29000000
0.058978134457
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062BB9
766000.00000000
PA
USD
762379.09000000
0.136956548951
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
1281000.00000000
PA
USD
1206364.12000000
0.216715632447
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
23000.00000000
PA
USD
20479.50000000
0.003679011768
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RMJ2
3348584.73000000
PA
USD
3341476.69000000
0.600275009987
Long
ABS-MBS
USGA
US
N
2
2065-12-20
Floating
6.09719000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BU5
1348000.00000000
PA
USD
1401501.59000000
0.251770836364
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
TRANS-ALLEGHENY INTERSTA
N/A
Trans-Allegheny Interstate Line Co
893045AE4
351000.00000000
PA
USD
344042.16000000
0.061804983302
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBJ5
229000.00000000
PA
USD
226713.78000000
0.040727686941
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.41400000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AH8
780000.00000000
PA
USD
757847.05000000
0.136142396823
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust 2013-C15
46640NAP3
1008379.22000000
PA
USD
845923.58000000
0.151964784597
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
4.68938900
N
N
N
N
N
N
DELTA AIR LINES 2019-1A
N/A
Delta Air Lines 2019-1 Class A Pass Through Trust
24737RAA8
160000.00000000
PA
USD
157955.73000000
0.028375741086
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.40400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KKLW7
11077.49000000
PA
USD
11427.88000000
0.002052945873
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.50000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAA7
314000.00000000
PA
USD
305874.14000000
0.054948341549
Long
DBT
CORP
GB
N
2
2027-04-27
Fixed
3.85000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 7 Ltd
48661CAA0
500000.00000000
PA
USD
500363.00000000
0.089887026811
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
6.86444000
N
N
N
N
N
N
Wellman Park CLO Ltd
N/A
Wellman Park CLO Ltd
949723AA8
300000.00000000
PA
USD
299963.70000000
0.053886568639
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.75548000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAD5
933000.00000000
PA
USD
941572.63000000
0.169147527369
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.60000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
633000.00000000
PA
USD
600472.84000000
0.107871122102
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2023-1
03067BAD1
750000.00000000
PA
USD
754773.90000000
0.135590324995
Long
ABS-O
CORP
US
N
2
2027-11-18
Fixed
5.62000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-3
03066JAD5
700000.00000000
PA
USD
663604.69000000
0.119212356952
Long
ABS-O
CORP
US
N
2
2027-08-18
Fixed
1.17000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FLUM4
572260.16000000
PA
USD
565979.78000000
0.101674663512
Long
ABS-MBS
USGSE
US
N
2
2034-08-15
Floating
5.85292000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674ZV5
321000.00000000
PA
USD
324817.27000000
0.058351354231
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
5.80000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215AL2
550000.00000000
PA
USD
550555.50000000
0.098903789827
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AM0
451000.00000000
PA
USD
444458.55000000
0.079844148348
Long
DBT
CORP
CH
N
2
2026-05-12
Fixed
4.48800000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAL1
329000.00000000
PA
USD
282090.74000000
0.050675805184
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
2.50000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2019-CRE3 Trust
00217LAG7
604500.00000000
PA
USD
553990.97000000
0.099520950137
Long
ABS-CBDO
CORP
US
N
2
2036-09-14
Floating
7.37629000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
164949.74000000
PA
USD
153693.34000000
0.027610029864
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AK4
947000.00000000
PA
USD
931406.65000000
0.167321273796
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
369000.00000000
PA
USD
361716.23000000
0.064980017435
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2021-B Trust
83405NAA4
389765.25000000
PA
USD
328277.68000000
0.058972994852
Long
ABS-O
CORP
US
N
2
2047-02-15
Fixed
1.14000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
602000.00000000
PA
USD
578310.19000000
0.103889743153
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
600000.00000000
PA
USD
583533.18000000
0.104828020048
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WBB2
820000.00000000
PA
USD
776500.72000000
0.139493409859
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.67107300
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BKD3
43169.64000000
PA
USD
43017.09000000
0.007727746300
Long
ABS-MBS
USGA
US
N
2
2060-12-20
Floating
5.93719000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp
92338CAA1
707000.00000000
PA
USD
716341.20000000
0.128686135166
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
5.50000000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AJ3
893000.00000000
PA
USD
886484.31000000
0.159251261465
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.87500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAW8
923000.00000000
PA
USD
890524.25000000
0.159977010961
Long
DBT
CORP
N/A
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBC2
1398000.00000000
PA
USD
1320352.05000000
0.237192838236
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.37500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2016-LC25
95000JAV0
1085000.00000000
PA
USD
1035765.41000000
0.186068660509
Long
ABS-MBS
CORP
US
N
2
2059-12-15
Fixed
3.64000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST
83405YAA0
1522403.08000000
PA
USD
1293988.27000000
0.232456753034
Long
ABS-O
CORP
US
N
2
2043-08-17
Fixed
1.03000000
N
N
N
N
N
N
GRAHAM HOLDINGS CO
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637AA2
575000.00000000
PA
USD
572009.57000000
0.102757876890
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
1361000.00000000
PA
USD
1270525.66000000
0.228241844549
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379UD52
83.09000000
PA
USD
82.71000000
0.000014858324
Long
ABS-MBS
USGA
US
N
2
2049-05-16
Fixed
2.00000000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867AF2
324000.00000000
PA
USD
318329.93000000
0.057185944909
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
519000.00000000
PA
USD
479146.50000000
0.086075617685
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBV0
690000.00000000
PA
USD
706559.06000000
0.126928836004
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.87500000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Tru
N/A
THPT 2023-THL Mortgage Trust
87252LAA3
1900000.00000000
PA
USD
1934165.61000000
0.347460535737
Long
ABS-MBS
CORP
US
N
2
2034-12-10
Variable
6.99398000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-2
35563PFG9
1155853.22000000
PA
USD
1098209.20000000
0.197286289762
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBW4
656000.00000000
PA
USD
601555.29000000
0.108065577351
Long
DBT
CORP
US
N
2
2026-08-12
Fixed
1.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DG1
541000.00000000
PA
USD
547355.99000000
0.098329018229
Long
DBT
CORP
US
N
2
2027-07-28
Fixed
5.38900000
N
N
N
N
N
N
AB BSL CLO 4 Ltd
N/A
AB BSL CLO 4 Ltd
00037VAA6
550000.00000000
PA
USD
552588.30000000
0.099268969403
Long
ABS-CBDO
CORP
JE
N
2
2036-04-20
Floating
7.41582000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHY8
684000.00000000
PA
USD
657454.30000000
0.118107478552
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
2.01500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
313000.00000000
PA
USD
302747.27000000
0.054386619265
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
1422068.63000000
PA
USD
1226849.18000000
0.220395643034
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
0.97000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBQ9
447000.00000000
PA
USD
447319.22000000
0.080358049498
Long
DBT
CORP
US
N
2
2027-04-26
Fixed
4.94700000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZQ9
400000.00000000
PA
USD
399510.18000000
0.071769459893
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58400000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBA5
65000.00000000
PA
USD
65642.63000000
0.011792280489
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAE6
291179.50000000
PA
USD
286500.62000000
0.051468012045
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
6.42648000
N
N
N
N
N
N
Marble Point CLO Ltd.
254900N4UCG37B1HFL93
Marble Point CLO XIV Ltd
56608KAN3
500000.00000000
PA
USD
500353.50000000
0.089885320196
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.95743000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
600000.00000000
PA
USD
580512.72000000
0.104285413643
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BE1
999000.00000000
PA
USD
950917.73000000
0.170826315078
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
PFP III
N/A
PFP 2023-10 Ltd
69380CAA6
1200000.00000000
PA
USD
1202755.98000000
0.216067453071
Long
ABS-CBDO
CORP
BM
N
2
2038-09-16
Floating
7.72322000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BV0
396000.00000000
PA
USD
408974.92000000
0.073469740166
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384A3E1
1976714.90000000
PA
USD
2013173.63000000
0.361653823434
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
5.50000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 2017-C6 Mortgage Trust
23312JAC7
2013172.86000000
PA
USD
1963695.92000000
0.352765467889
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Fixed
3.26900000
N
N
N
N
N
N
OCTAGON LOAN FUNDING LTD
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd
67590RAY1
1105746.00000000
PA
USD
1107212.22000000
0.198903624977
Long
ABS-CBDO
CORP
KY
N
2
2031-11-18
Floating
6.80871000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWD7
251000.00000000
PA
USD
235983.35000000
0.042392906166
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
2.35000000
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-P1
14688DAC5
664744.89000000
PA
USD
653299.84000000
0.117361156267
Long
ABS-O
CORP
US
N
2
2027-02-10
Fixed
3.35000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
285000.00000000
PA
USD
284680.32000000
0.051141006741
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.83456000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DT4
252000.00000000
PA
USD
240495.32000000
0.043203452846
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.12500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
1147000.00000000
PA
USD
1243595.75000000
0.223404057698
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEQ0
432000.00000000
PA
USD
439723.30000000
0.078993490838
Long
DBT
CORP
US
N
2
2025-10-03
Fixed
5.80000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
283000.00000000
PA
USD
269348.36000000
0.048386717756
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKP3
422000.00000000
PA
USD
412665.06000000
0.074132650320
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.37600000
N
N
N
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-ATLS
05549GAJ0
2917000.00000000
PA
USD
2848185.34000000
0.511658360069
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
7.55881000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AC4
361000.00000000
PA
USD
333792.44000000
0.059963686370
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
0.95000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAW9
535000.00000000
PA
USD
517559.98000000
0.092976354763
Long
DBT
CORP
JP
N
2
2024-09-16
Fixed
0.80000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
1008000.00000000
PA
USD
959472.65000000
0.172363151981
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.87500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3133Q3JL6
4958633.42000000
PA
USD
4955894.77000000
0.890294938002
Long
ABS-MBS
USGSE
US
N
2
2053-10-25
Floating
6.13743000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP Inc
263534CQ0
417000.00000000
PA
USD
415624.53000000
0.074664300260
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200FAC3
1474993.74000000
PA
USD
1476772.58000000
0.265292790418
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.74743000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJP7
61074100.00000000
PA
USD
61680069.89000000
11.08043179832
Long
DBT
UST
US
N
2
2026-12-15
Fixed
4.37500000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
0010EPAN8
518000.00000000
PA
USD
503496.81000000
0.090449995822
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.85000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2023-B
65473FAE7
1600000.00000000
PA
USD
1616886.72000000
0.290463403471
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
5.61000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2E8
394000.00000000
PA
USD
364268.53000000
0.065438521878
Long
DBT
CORP
US
N
2
2026-04-14
Fixed
1.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
1218000.00000000
PA
USD
1214449.99000000
0.218168207504
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
383000.00000000
PA
USD
365569.32000000
0.065672200518
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
TRI POINTE GROUP / HOMES
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
545000.00000000
PA
USD
545624.03000000
0.098017882643
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.87500000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAE7
600000.00000000
PA
USD
587019.00000000
0.105454225415
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBH5
532000.00000000
PA
USD
483829.33000000
0.086916858276
Long
DBT
CORP
GB
N
2
2026-10-13
Fixed
1.50000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAJ9
457000.00000000
PA
USD
474461.21000000
0.085233935171
Long
DBT
CORP
US
N
2
2027-11-03
Fixed
5.90000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAJ0
827000.00000000
PA
USD
782916.91000000
0.140646037536
Long
DBT
CORP
US
N
2
2025-09-30
Fixed
1.75000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
315000.00000000
PA
USD
300709.47000000
0.054020541471
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AS4
364000.00000000
PA
USD
356439.61000000
0.064032106252
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAE2
491000.00000000
PA
USD
424611.83000000
0.076278811477
Long
DBT
CORP
US
N
2
2029-06-07
Fixed
1.88700000
N
N
N
N
N
N
Elevation CLO Ltd
635400HAVYYWWB139K27
Elevation CLO 2014-2 Ltd
28622QAB7
112926.67000000
PA
USD
112952.08000000
0.020291121932
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
6.88548000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AY7
637000.00000000
PA
USD
646009.92000000
0.116051568559
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.20000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
500000.00000000
PA
USD
474137.58000000
0.085175797102
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398QT64
23729.31000000
PA
USD
23469.19000000
0.004216090539
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Floating
5.95292000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCM0
257000.00000000
PA
USD
259570.62000000
0.046630209026
Long
DBT
CORP
US
N
2
2028-02-28
Fixed
4.90000000
N
N
N
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co/The
27409LAA1
1032000.00000000
PA
USD
976227.79000000
0.175373106191
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBG6
744000.00000000
PA
USD
714956.81000000
0.128437438318
Long
DBT
CORP
FR
N
2
2026-01-21
Fixed
2.22600000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
1249000.00000000
PA
USD
1188500.74000000
0.213506589978
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
HOUSTON GALLERIA MALL TRUST
N/A
Houston Galleria Mall Trust 2015-HGLR
44217NAC0
330000.00000000
PA
USD
315936.65000000
0.056756007396
Long
ABS-MBS
CORP
US
N
2
2037-03-05
Fixed
3.08656300
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAD1
507000.00000000
PA
USD
488004.05000000
0.087666820141
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EXB0
178000.00000000
PA
USD
182598.77000000
0.032802706304
Long
DBT
CORP
US
N
2
2028-07-14
Fixed
4.95000000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CU7
392000.00000000
PA
USD
402246.02000000
0.072260936129
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.65000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BL3
641000.00000000
PA
USD
589079.19000000
0.105824325430
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.65000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
1175000.00000000
PA
USD
1042061.83000000
0.187199772269
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CV2
714000.00000000
PA
USD
724398.95000000
0.130133658644
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.95000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAB7
593000.00000000
PA
USD
570617.71000000
0.102507838104
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAH4
522000.00000000
PA
USD
511120.56000000
0.091819553964
Long
DBT
CORP
CA
N
2
2025-04-11
Fixed
3.45000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAD4
243000.00000000
PA
USD
237263.78000000
0.042622927263
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BUL4
87783.09000000
PA
USD
87350.06000000
0.015691882063
Long
ABS-MBS
USGA
US
N
2
2062-08-20
Floating
5.95719000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
590000.00000000
PA
USD
543002.42000000
0.097546927100
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
574000.00000000
PA
USD
533018.00000000
0.095753289625
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2021-B
12657WAC4
1618576.53000000
PA
USD
1565731.62000000
0.281273715494
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
0.44000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BF5
83000.00000000
PA
USD
82141.64000000
0.014756222576
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.00000000
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BD9
685000.00000000
PA
USD
705963.87000000
0.126821913911
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
836000.00000000
PA
USD
844462.49000000
0.151702309082
Long
DBT
CORP
NO
N
2
2026-10-09
Fixed
5.89600000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
121000.00000000
PA
USD
117370.49000000
0.021084861153
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD SECURITIES (USA) LLC
000000000
1242646.00000000
PA
USD
1242646.00000000
0.223233441158
Long
RA
CORP
US
N
2
Repurchase
Y
5.35000000
2024-01-02
1996494.77895353
USD
758183.07921021
USD
AMBS
659164.64624885
USD
509315.84100725
USD
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EX7
409000.00000000
PA
USD
407001.37000000
0.073115204476
Long
DBT
CORP
US
N
2
2027-09-09
Fixed
3.95000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAN4
480000.00000000
PA
USD
473633.25000000
0.085085197429
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.82100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WBC6
360000.00000000
PA
USD
280454.00000000
0.050381775265
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.94980000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
921000.00000000
PA
USD
917161.34000000
0.164762194563
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AB8
1360000.00000000
PA
USD
1356505.89000000
0.243687645376
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.45000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAH8
423000.00000000
PA
USD
420326.42000000
0.075508964859
Long
DBT
CORP
JP
N
2
2024-07-26
Fixed
4.14200000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO 2021-FL3 Ltd
403950AA6
400000.00000000
PA
USD
400700.94000000
0.071983372345
Long
ABS-CBDO
CORP
US
N
2
2037-04-20
Floating
7.03810000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BS2
400000.00000000
PA
USD
377561.69000000
0.067826553425
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7YM2
109175.37000000
PA
USD
112631.67000000
0.020233562315
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKW8
707000.00000000
PA
USD
716835.51000000
0.128774934810
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.25000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BU7
215000.00000000
PA
USD
211443.36000000
0.037984453225
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
3.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
-410.00000000
NC
USD
-652015.81000000
-0.11713048845
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-03-28
-43945093.57000000
USD
-652015.81000000
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2019-A-GS
20268CAA6
2093589.45000000
PA
USD
1856463.02000000
0.333501760226
Long
ABS-O
CORP
US
N
2
2047-01-25
Fixed
2.54000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
1406000.00000000
PA
USD
1383747.04000000
0.248581344512
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
593000.00000000
PA
USD
537503.26000000
0.096559038023
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BY5
659000.00000000
PA
USD
646142.82000000
0.116075443198
Long
DBT
CORP
US
N
2
2027-08-05
Fixed
3.75000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBH6
748000.00000000
PA
USD
705746.28000000
0.126782825253
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2B5
615000.00000000
PA
USD
587985.04000000
0.105627768350
Long
DBT
CORP
US
N
2
2025-01-06
Fixed
1.65000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAB4
600000.00000000
PA
USD
578550.00000000
0.103932823493
Long
DBT
CORP
GB
N
2
2025-10-14
Fixed
3.62500000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAQ5
2000000.00000000
PA
USD
1845247.00000000
0.331486873653
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
8.71200000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017DD8
1239000.00000000
PA
USD
1221360.93000000
0.219409713869
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
914000.00000000
PA
USD
835263.98000000
0.150049855334
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AL4
1035000.00000000
PA
USD
1013008.18000000
0.181980469050
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CG8
526000.00000000
PA
USD
539675.25000000
0.096949222196
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
5.87500000
N
N
N
N
N
N
DUKE ENERGY CO 01/03/2024
N/A
DUKE ENERGY CO 01/03/2024
000000000
500000.00000000
PA
USD
499623.12000000
0.089754112080
Long
DBT
CORP
US
N
2
2024-01-03
None
0.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BF9
309000.00000000
PA
USD
315547.04000000
0.056686016441
Long
DBT
CORP
NL
N
2
2027-09-11
Fixed
6.08300000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-1
14317CAE2
300000.00000000
PA
USD
280427.28000000
0.050376975187
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJR3
404200.00000000
PA
USD
402400.05000000
0.072288606637
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
733000.00000000
PA
USD
711177.23000000
0.127758460838
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380JTS7
6913.47000000
PA
USD
6775.80000000
0.001217229324
Long
ABS-MBS
USGA
US
N
2
2058-09-16
Fixed
2.40000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
777000.00000000
PA
USD
762564.78000000
0.136989906977
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RH48
53162.77000000
PA
USD
50499.28000000
0.009071874090
Long
ABS-MBS
USGA
US
N
2
2052-04-16
Fixed
2.30000000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
03880RAA7
2000000.00000000
PA
USD
1991228.20000000
0.357711466675
Long
ABS-CBDO
CORP
KY
N
2
2036-11-15
Floating
6.82629000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBE9
1300000.00000000
PA
USD
1252444.31000000
0.224993645158
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.63000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2022-4
36265QAF3
400000.00000000
PA
USD
403396.24000000
0.072467565827
Long
ABS-O
CORP
US
N
2
2028-08-16
Fixed
5.50000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
14632000.00000000
NS
USD
14632000.00000000
2.628545628471
Long
STIV
RF
US
N
1
N
N
N
SIERRA PACIFIC POWER CO
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BM6
1252000.00000000
PA
USD
1193297.21000000
0.214368245271
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
169706.60000000
PA
USD
170312.28000000
0.030595516612
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-3
80285XAD7
2600000.00000000
PA
USD
2614050.40000000
0.469597508988
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.61000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AB9
1112000.00000000
PA
USD
1104323.59000000
0.198384700991
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
563000.00000000
PA
USD
558454.37000000
0.100322771525
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
203000.00000000
PA
USD
180092.16000000
0.032352409779
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAB2
1000000.00000000
PA
USD
999963.60000000
0.179637093316
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
6.88743000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300K4FV16ICO2FF98
Dryden XXVIII Senior Loan Fund
26251BAL0
316607.25000000
PA
USD
317157.51000000
0.056975327121
Long
ABS-CBDO
CORP
KY
N
2
2030-08-15
Floating
6.85182000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
597000.00000000
PA
USD
574410.21000000
0.103189136580
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055BK7
653000.00000000
PA
USD
603129.11000000
0.108348304093
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
1487000.00000000
PA
USD
1455604.39000000
0.261490059876
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82400000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
-21.00000000
NC
USD
-86339.91000000
-0.01551041504
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
WI TREAS. NT/BD
United States Treasury Note/Bond - When Issued
2024-03-19
-2284363.22000000
USD
-86339.91000000
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2021-C
44935FAF1
1050000.00000000
PA
USD
975785.90000000
0.175293723466
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.49000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FL7
715000.00000000
PA
USD
700345.72000000
0.125812649038
Long
DBT
CORP
US
N
2
2028-02-18
Fixed
3.60000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAS4
727000.00000000
PA
USD
740907.95000000
0.133099395371
Long
DBT
CORP
GB
N
2
2026-11-21
Fixed
6.83300000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
621000.00000000
PA
USD
580938.45000000
0.104361893326
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
575000.00000000
PA
USD
571297.00000000
0.102629868227
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2A9
1497000.00000000
PA
USD
1381599.41000000
0.248195536458
Long
DBT
CORP
AU
N
2
2026-05-05
Fixed
1.45000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2D6
561000.00000000
PA
USD
557470.10000000
0.100145953687
Long
DBT
CORP
NO
N
2
2025-03-28
Fixed
2.96800000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKZ7
708000.00000000
PA
USD
719825.59000000
0.129312083642
Long
DBT
CORP
US
N
2
2025-09-11
Fixed
5.60000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CA0
753000.00000000
PA
USD
726160.30000000
0.130450073956
Long
DBT
CORP
JP
N
2
2025-10-11
Fixed
0.96200000
N
N
N
N
N
N
Ballyrock Ltd
254900J6ILFT5YJVHO91
Ballyrock CLO 17 Ltd
05876LAC7
1900000.00000000
PA
USD
1891638.10000000
0.339820739366
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.07743000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP 2021-FL1 Ltd
05591XAE1
4000000.00000000
PA
USD
3794197.00000000
0.681603330912
Long
ABS-CBDO
CORP
KY
N
2
2038-08-19
Floating
7.37023000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
290000.00000000
PA
USD
280728.66000000
0.050431116185
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
53052.64000000
PA
USD
53773.88000000
0.009660135128
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312927N28
17385.77000000
PA
USD
17892.39000000
0.003214253930
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312928VT8
5251.83000000
PA
USD
5404.91000000
0.000970957664
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.50000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2F8
349000.00000000
PA
USD
363625.52000000
0.065323009226
Long
DBT
CORP
AU
N
2
2028-10-06
Fixed
5.75000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2023-3
36267KAE7
1750000.00000000
PA
USD
1782895.98000000
0.320285909940
Long
ABS-O
CORP
US
N
2
2028-12-18
Fixed
5.34000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2023-1
50117KAC4
1100000.00000000
PA
USD
1106065.84000000
0.198697685110
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.02000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAJ5
71000.00000000
PA
USD
72080.97000000
0.012948887273
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.15000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKQ7
344000.00000000
PA
USD
348619.05000000
0.062627192446
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
4.62500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAF2
222000.00000000
PA
USD
221416.34000000
0.039776035578
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
COREBRIDGE GLOB FUNDING
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAN8
651000.00000000
PA
USD
604657.26000000
0.108622826510
Long
DBT
CORP
US
N
2
2025-09-22
Fixed
0.90000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AS9
297000.00000000
PA
USD
292394.42000000
0.052526795686
Long
DBT
CORP
US
N
2
2025-07-29
Fixed
3.70000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBF2
703000.00000000
PA
USD
661601.53000000
0.118852502014
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.25000000
N
N
N
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
438127AB8
874000.00000000
PA
USD
825253.92000000
0.148251611795
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.53400000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AG6
800000.00000000
PA
USD
799677.12000000
0.143656902539
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACM7
262000.00000000
PA
USD
266575.80000000
0.047888645007
Long
DBT
CORP
US
N
2
2026-09-21
Fixed
5.95000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
403000.00000000
PA
USD
391280.77000000
0.070291098789
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271RAA7
297000.00000000
PA
USD
295673.24000000
0.053115814820
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AM5
283000.00000000
PA
USD
272461.16000000
0.048945912455
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AD4
629000.00000000
PA
USD
611804.22000000
0.109906732364
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
519000.00000000
PA
USD
506960.76000000
0.091072272382
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
HSBC SECURITIES (USA) INC
000000000
1242646.00000000
PA
USD
1242646.00000000
0.223233441158
Long
RA
CORP
US
N
2
Repurchase
Y
5.34000000
2024-01-02
2194140.52587606
USD
1267498.92026764
USD
AMBS
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL6 Ltd
55283TAG3
1575000.00000000
PA
USD
1518774.23000000
0.272838119389
Long
ABS-CBDO
CORP
KY
N
2
2036-07-16
Floating
7.32273000
N
N
N
N
N
N
Trafigura Securitisation Finan
N/A
Trafigura Securitisation Finance PLC 2021-1
892725AS1
1650000.00000000
PA
USD
1593934.65000000
0.286340210246
Long
ABS-O
CORP
IE
N
2
2025-01-15
Fixed
1.08000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
43734LAA4
600000.00000000
PA
USD
587149.86000000
0.105477733581
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AF6
682000.00000000
PA
USD
667844.67000000
0.119974042361
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
550000.00000000
PA
USD
549095.27000000
0.098641468806
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.37500000
N
N
N
N
N
N
WSTN Trust
N/A
WSTN Trust 2023-MAUI
92943AAA2
2500000.00000000
PA
USD
2549864.00000000
0.458066830945
Long
ABS-MBS
CORP
US
N
2
2037-07-05
Variable
6.29674000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
600000.00000000
PA
USD
579899.40000000
0.104175234610
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RZD8
23692.65000000
PA
USD
23245.18000000
0.004175848569
Long
ABS-MBS
USGA
US
N
2
2057-08-16
Fixed
2.50000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2022-BMR Mortgage Trust
53218DAA6
2000000.00000000
PA
USD
1958015.00000000
0.351744926785
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
6.65705000
N
N
N
N
N
N
PUBLIC STORAGE OP CO
549300LMZF40TKJ6DM64
Public Storage Operating Co
74460WAF4
340000.00000000
PA
USD
351205.99000000
0.063091919744
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
1088000.00000000
PA
USD
1054927.56000000
0.189511018739
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZT7
457000.00000000
PA
USD
418274.22000000
0.075140300197
Long
DBT
CORP
CA
N
2
2026-07-14
Fixed
1.15000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FV5
258000.00000000
PA
USD
261951.29000000
0.047057881233
Long
DBT
CORP
US
N
2
2025-11-10
Fixed
5.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DM9
1044000.00000000
PA
USD
1046779.23000000
0.188047223140
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25000000
N
N
N
N
N
N
BELL CANADA
5493000G3EFX9S7TDE29
Bell Telephone Co of Canada or Bell Canada
0778FPAC3
557000.00000000
PA
USD
551340.01000000
0.099044722053
Long
DBT
CORP
CA
N
2
2024-03-17
Fixed
0.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BDG4
1499412.69000000
PA
USD
1503321.06000000
0.270062055799
Long
ABS-MBS
USGA
US
N
2
2060-06-20
Floating
6.46164000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEP6
600000.00000000
PA
USD
589772.34000000
0.105948845414
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
4.27000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAB0
328000.00000000
PA
USD
336466.60000000
0.060444082186
Long
DBT
CORP
ES
N
2
2027-09-13
Fixed
6.68400000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAA3
1059000.00000000
PA
USD
1014499.76000000
0.182248421899
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
889000.00000000
PA
USD
884392.71000000
0.158875518843
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
Babson CLO Ltd
549300QO1I8V07FLPQ13
Barings Clo Ltd 2019-IV
06761VAA5
500000.00000000
PA
USD
500868.50000000
0.089977836667
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
6.98548000
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd 2017-I
06760BAC6
250000.00000000
PA
USD
249436.50000000
0.044809678899
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
7.00665000
N
N
N
N
N
N
THL Credit Wind River 2019-1 C
549300TGVPUHSOMYKZ89
THL Credit Wind River 2019-1 CLO Ltd
97316JAC7
500000.00000000
PA
USD
498324.00000000
0.089520733444
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.83743000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398RTU9
9617.26000000
PA
USD
9409.53000000
0.001690362147
Long
ABS-MBS
USGSE
US
N
2
2040-04-25
Fixed
3.00000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2023-1
38013JAD5
550000.00000000
PA
USD
548339.22000000
0.098505649237
Long
ABS-O
CORP
US
N
2
2028-02-16
Fixed
4.66000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
731000.00000000
PA
USD
707185.01000000
0.127041283936
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.45900000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
600000.00000000
PA
USD
587092.50000000
0.105467429222
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300Y43K78UTRMTN21
Palmer Square CLO 2019-1 Ltd
69700GAJ1
1650000.00000000
PA
USD
1651986.60000000
0.296768873409
Long
ABS-CBDO
CORP
KY
N
2
2034-11-14
Floating
6.78925000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2023-A
638961AA0
2916027.01000000
PA
USD
2917090.78000000
0.524036783599
Long
ABS-O
CORP
US
N
2
2071-10-15
Fixed
5.51000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RWQ5
3073241.46000000
PA
USD
3069449.08000000
0.551406982029
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Floating
6.10543000
N
N
N
N
N
N
DC Commercial Mortgage Trust
N/A
DC Commercial Mortgage Trust 2023-DC
24023AAA8
4000000.00000000
PA
USD
4132888.80000000
0.742447156109
Long
ABS-MBS
CORP
US
N
2
2040-09-12
Fixed
6.31430000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
575000.00000000
PA
USD
575502.55000000
0.103385368505
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAB1
1164000.00000000
PA
USD
1139299.92000000
0.204667975959
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378YYW3
281744.52000000
PA
USD
262804.24000000
0.047211108269
Long
ABS-MBS
USGA
US
N
2
2043-02-16
Fixed
2.75000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAC5
403000.00000000
PA
USD
395523.31000000
0.071053244085
Long
DBT
CORP
FI
N
2
2024-05-24
Fixed
0.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
1500000.00000000
PA
USD
1520468.10000000
0.273142412348
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
7.73743000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AM2
351000.00000000
PA
USD
345558.61000000
0.062077403888
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.70000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593X2
598000.00000000
PA
USD
589999.00000000
0.105989563439
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAB1
671000.00000000
PA
USD
665635.57000000
0.119577191612
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAG0
1550000.00000000
PA
USD
1500317.85000000
0.269522548245
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.12248000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BKX9
79133.50000000
PA
USD
78834.87000000
0.014162182402
Long
ABS-MBS
USGA
US
N
2
2061-02-20
Floating
5.93719000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
Oscar US Funding XIII LLC
68785BAC7
727380.00000000
PA
USD
718092.03000000
0.129000660627
Long
ABS-O
CORP
JP
N
2
2025-09-10
Fixed
0.86000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
670000.00000000
PA
USD
664379.34000000
0.119351517892
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AV8
170000.00000000
PA
USD
177082.69000000
0.031811777657
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CP3
888000.00000000
PA
USD
823194.80000000
0.147881703999
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.25000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AV6
551000.00000000
PA
USD
542579.88000000
0.097471020480
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AW2
304000.00000000
PA
USD
296020.61000000
0.053178217629
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.10000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBL8
666000.00000000
PA
USD
659320.02000000
0.118442643270
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BD4
1252000.00000000
PA
USD
1271201.95000000
0.228363335741
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
643000.00000000
PA
USD
599990.77000000
0.107784521296
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BKL5
353516.49000000
PA
USD
351903.75000000
0.063217267885
Long
ABS-MBS
USGA
US
N
2
2061-02-20
Floating
5.88719000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VBK4
241000.00000000
PA
USD
245017.52000000
0.044015837280
Long
DBT
CORP
JP
N
2
2026-09-14
Fixed
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396NGM2
5536450.48000000
PA
USD
5503311.50000000
0.988634867785
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Floating
6.00292000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJS1
32892000.00000000
PA
USD
32888145.39000000
5.908145898948
Long
DBT
UST
US
N
2
2025-12-31
Fixed
4.25000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865AV2
678000.00000000
PA
USD
649359.84000000
0.116653360356
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.70000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2P9
487000.00000000
PA
USD
473346.26000000
0.085033641503
Long
DBT
CORP
CA
N
2
2024-08-06
Fixed
0.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
999000.00000000
PA
USD
996716.29000000
0.179053734752
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
2024-02-22
Voya Funds Trust
Dorothy Roman
Dorothy Roman
Vice President, Fund Administration
XXXX
NPORT-EX
2
289714VOYA123123.htm
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
Voya
Short
Term
Bond
Fund
Principal
Amount
†
RA
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES
:
41.8%
Basic
Materials
:
1.2%
389,000
Albemarle
Corp.,
4.650%,
06/01/2027
$
382,219
0.1
656,000
BHP
Billiton
Finance
USA
Ltd.,
5.250%,
09/08/2026
670,981
0.1
600,000
(1)
Constellium
SE,
5.875%,
02/15/2026
596,982
0.1
641,000
Ecolab,
Inc.,
1.650%,
02/01/2027
589,079
0.1
678,000
Ecolab,
Inc.,
2.700%,
11/01/2026
649,360
0.1
417,000
EIDP,
Inc.,
4.500%,
05/15/2026
415,624
0.1
666,000
(2)
Freeport-McMoRan,
Inc.,
4.550%,
11/14/2024
659,320
0.1
827,000
(1)
Georgia-Pacific
LLC,
1.750%,
09/30/2025
782,917
0.1
625,000
(1)
Novelis
Corp.,
3.250%,
11/15/2026
588,790
0.1
252,000
Nucor
Corp.,
2.000%,
06/01/2025
242,144
0.1
65,000
Nutrien
Ltd.,
4.900%,
03/27/2028
65,643
0.0
1,098,000
Nutrien
Ltd.,
5.950%,
11/07/2025
1,117,669
0.2
6,760,728
1.2
Communications
:
2.3%
906,000
Amazon.com,
Inc.,
3.000%,
04/13/2025
887,271
0.2
602,000
Amazon.com,
Inc.,
3.150%,
08/22/2027
578,310
0.1
513,000
AT&T,
Inc.,
1.700%,
03/25/2026
480,063
0.1
557,000
Bell
Telephone
Co.
of
Canada
or
Bell
Canada
US-3,
0.750%,
03/17/2024
551,340
0.1
575,000
(1)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp.,
5.500%,
05/01/2026
571,530
0.1
529,000
Comcast
Corp.,
4.550%,
01/15/2029
531,591
0.1
406,000
Comcast
Corp.,
5.250%,
11/07/2025
410,553
0.1
444,000
Fox
Corp.,
3.050%,
04/07/2025
432,513
0.1
695,000
Fox
Corp.,
4.030%,
01/25/2024
694,168
0.1
581,000
Meta
Platforms,
Inc.,
3.500%,
08/15/2027
566,046
0.1
83,000
(2)
Motorola
Solutions,
Inc.,
4.000%,
09/01/2024
82,142
0.0
1,497,000
(1)
NBN
Co.
Ltd.,
1.450%,
05/05/2026
1,381,599
0.2
349,000
(1)
NBN
Co.
Ltd.,
5.750%,
10/06/2028
363,626
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Communications:
(continued)
671,000
(1)
NTT
Finance
Corp.,
0.583%,
03/01/2024
$
665,636
0.1
423,000
(1)
NTT
Finance
Corp.,
4.142%,
07/26/2024
420,326
0.1
1,147,000
Sprint
Capital
Corp.,
6.875%,
11/15/2028
1,243,596
0.2
575,000
(1)
Telecom
Italia
SpA/
Milano,
5.303%,
05/30/2024
572,794
0.1
429,000
T-Mobile
USA,
Inc.,
2.250%,
02/15/2026
406,804
0.1
283,000
T-Mobile
USA,
Inc.,
2.625%,
04/15/2026
269,348
0.0
733,000
T-Mobile
USA,
Inc.,
3.750%,
04/15/2027
711,177
0.1
291,000
T-Mobile
USA,
Inc.,
4.950%,
03/15/2028
295,073
0.1
187,000
(1)
Univision
Communications,
Inc.,
5.125%,
02/15/2025
186,464
0.0
649,000
Verizon
Communications,
Inc.,
0.850%,
11/20/2025
603,395
0.1
12,905,365
2.3
Consumer,
Cyclical
:
4.1%
361,000
(1)
7-Eleven,
Inc.,
0.950%,
02/10/2026
333,792
0.1
600,000
(1)
Adient
Global
Holdings
Ltd.,
4.875%,
08/15/2026
587,093
0.1
18,006
American
Airlines
Pass
Through
Trust
2016-1,
AA,
3.575%,
07/15/2029
16,810
0.0
432,000
American
Honda
Finance
Corp.,
GMTN,
5.800%,
10/03/2025
439,723
0.1
195,000
American
Honda
Finance
Corp.,
MTN,
1.300%,
09/09/2026
179,223
0.0
656,000
(1)
BMW
US
Capital
LLC,
1.250%,
08/12/2026
601,555
0.1
682,000
(1)(2)
BMW
US
Capital
LLC,
3.250%,
04/01/2025
669,399
0.1
550,000
(1)
Caesars
Entertainment,
Inc.,
6.250%,
07/01/2025
551,911
0.1
1,035,000
(1)
Daimler
Truck
Finance
North
America
LLC,
3.500%,
04/07/2025
1,013,008
0.2
186,662
Delta
Air
Lines
Pass
Through
Trust
20-1,
A,
2.500%,
12/10/2029
164,791
0.0
160,000
Delta
Air
Lines
Pass
Through
Trust
2019-1,
A,
3.404%,
10/25/2025
157,956
0.0
400,000
Ford
Motor
Credit
Co.
LLC,
5.584%,
03/18/2024
399,510
0.1
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Consumer,
Cyclical:
(continued)
500,000
Ford
Motor
Credit
Co.
LLC,
GMTN,
4.389%,
01/08/2026
$
486,510
0.1
410,000
General
Motors
Financial
Co.,
Inc.,
3.800%,
04/07/2025
401,634
0.1
586,000
General
Motors
Financial
Co.,
Inc.,
5.250%,
03/01/2026
586,578
0.1
415,000
General
Motors
Financial
Co.,
Inc.,
5.400%,
04/06/2026
417,767
0.1
800,000
(1)
Hilton
Domestic
Operating
Co.,
Inc.,
5.375%,
05/01/2025
799,677
0.1
714,000
Home
Depot,
Inc.,
4.950%,
09/30/2026
724,399
0.1
874,000
Honda
Motor
Co.
Ltd.,
2.534%,
03/10/2027
825,254
0.2
561,000
(1)
Hyundai
Capital
America,
1.300%,
01/08/2026
518,146
0.1
264,000
(1)
Hyundai
Capital
America,
5.650%,
06/26/2026
265,864
0.0
262,000
(1)
Hyundai
Capital
America,
5.950%,
09/21/2026
266,576
0.1
493,000
(1)
Hyundai
Capital
America,
6.250%,
11/03/2025
500,582
0.1
600,000
(1)
International
Game
Technology
PLC,
4.125%,
04/15/2026
583,533
0.1
888,000
Lennar
Corp.,
4.500%,
04/30/2024
883,536
0.2
252,000
Lowe's
Cos.,
Inc.,
3.350%,
04/01/2027
242,853
0.0
999,000
(1)
Mattel,
Inc.,
3.375%,
04/01/2026
950,918
0.2
493,000
(1)(2)
Mercedes-Benz
Finance
North
America
LLC,
5.100%,
08/03/2028
502,881
0.1
600,000
MGM
Resorts
International,
5.750%,
06/15/2025
598,059
0.1
169,707
(1)
Mileage
Plus
Holdings
LLC
/
Mileage
Plus
Intellectual
Property
Assets
Ltd.,
6.500%,
06/20/2027
170,312
0.0
1,112,000
Ross
Stores,
Inc.,
4.600%,
04/15/2025
1,104,324
0.2
600,000
(1)
Royal
Caribbean
Cruises
Ltd.,
4.250%,
07/01/2026
579,899
0.1
575,000
Sally
Holdings
LLC
/
Sally
Capital,
Inc.,
5.625%,
12/01/2025
575,503
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Consumer,
Cyclical:
(continued)
344,000
Toyota
Motor
Credit
Corp.,
4.625%,
01/12/2028
$
348,619
0.1
718,000
Toyota
Motor
Credit
Corp.,
5.400%,
11/20/2026
735,316
0.1
708,000
Toyota
Motor
Credit
Corp.,
5.600%,
09/11/2025
719,826
0.1
545,000
TRI
Pointe
Group,
Inc.
/
TRI
Pointe
Homes,
Inc.,
5.875%,
06/15/2024
545,624
0.1
53,053
United
Airlines
Pass
Through
Trust
20-1,
A,
5.875%,
04/15/2029
53,774
0.0
89,044
US
Airways
Pass
Through
Trust
2012-1,
A,
5.900%,
04/01/2026
89,083
0.0
500,000
(1)(2)
Volkswagen
Group
of
America
Finance
LLC,
5.650%,
09/12/2028
513,429
0.1
409,000
Walmart,
Inc.,
3.950%,
09/09/2027
407,001
0.1
710,000
Walmart,
Inc.,
4.000%,
04/15/2026
706,429
0.1
864,000
Warnermedia
Holdings,
Inc.,
3.755%,
03/15/2027
828,179
0.2
575,000
(1)
ZF
North
America
Capital,
Inc.,
4.750%,
04/29/2025
568,845
0.1
22,615,701
4.1
Consumer,
Non-cyclical
:
5.6%
728,000
AbbVie,
Inc.,
2.600%,
11/21/2024
711,547
0.1
1,088,000
AbbVie,
Inc.,
3.200%,
05/14/2026
1,054,928
0.2
680,000
Amgen,
Inc.,
3.200%,
11/02/2027
650,016
0.1
1,044,000
Amgen,
Inc.,
5.250%,
03/02/2025
1,046,779
0.2
1,215,000
AstraZeneca
PLC,
3.375%,
11/16/2025
1,188,773
0.2
695,000
Becton
Dickinson
&
Co.,
4.693%,
02/13/2028
698,363
0.1
403,000
Boston
Scientific
Corp.,
1.900%,
06/01/2025
385,836
0.1
645,000
Bristol-Myers
Squibb
Co.,
0.750%,
11/13/2025
602,157
0.1
760,000
Bunge
Ltd.
Finance
Corp.,
1.630%,
08/17/2025
718,854
0.1
215,000
(1)
Cargill,
Inc.,
3.500%,
04/22/2025
211,443
0.0
263,000
(1)
Cargill,
Inc.,
3.625%,
04/22/2027
256,042
0.0
888,000
Cigna
Group,
1.250%,
03/15/2026
823,195
0.2
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Consumer,
Non-cyclical:
(continued)
314,000
(1)
CSL
Finance
PLC,
3.850%,
04/27/2027
$
305,874
0.1
1,247,000
CVS
Health
Corp.,
3.875%,
07/20/2025
1,225,829
0.2
1,398,000
Diageo
Capital
PLC,
1.375%,
09/29/2025
1,320,352
0.2
681,000
Diageo
Capital
PLC,
5.300%,
10/24/2027
702,566
0.1
629,000
(1)
Element
Fleet
Management
Corp.,
3.850%,
06/15/2025
611,804
0.1
315,000
Equifax,
Inc.,
2.600%,
12/15/2025
300,710
0.1
410,000
Estee
Lauder
Cos.,
Inc.,
4.375%,
05/15/2028
408,887
0.1
933,000
GE
HealthCare
Technologies,
Inc.,
5.600%,
11/15/2025
941,573
0.2
920,000
Global
Payments,
Inc.,
1.200%,
03/01/2026
845,599
0.2
575,000
(1)
Graham
Holdings
Co.,
5.750%,
06/01/2026
572,010
0.1
999,000
HCA,
Inc.,
5.875%,
02/15/2026
1,007,914
0.2
600,000
(1)
Health
Care
Service
Corp.
A
Mutual
Legal
Reserve
Co.,
1.500%,
06/01/2025
569,912
0.1
1,348,000
Humana,
Inc.,
5.750%,
03/01/2028
1,401,502
0.3
259,000
Kenvue,
Inc.,
5.500%,
03/22/2025
261,314
0.1
766,000
(1)
Nestle
Holdings,
Inc.,
4.125%,
10/01/2027
762,379
0.1
715,000
PepsiCo,
Inc.,
3.600%,
02/18/2028
700,346
0.1
258,000
PepsiCo,
Inc.,
5.250%,
11/10/2025
261,951
0.1
600,000
Perrigo
Finance
Unlimited
Co.,
4.375%,
03/15/2026
580,513
0.1
1,360,000
Pfizer
Investment
Enterprises
Pte
Ltd.,
4.450%,
05/19/2026
1,356,506
0.2
726,000
(1)
Roche
Holdings,
Inc.,
5.338%,
11/13/2028
753,381
0.1
1,361,000
Royalty
Pharma
PLC,
1.200%,
09/02/2025
1,270,526
0.2
748,000
S&P
Global,
Inc.,
2.450%,
03/01/2027
705,746
0.1
1,151,000
S&P
Global,
Inc.,
2.700%,
03/01/2029
1,065,188
0.2
257,000
Stryker
Corp.,
4.850%,
12/08/2028
260,055
0.1
575,000
Tenet
Healthcare
Corp.,
6.250%,
02/01/2027
578,224
0.1
715,000
Thermo
Fisher
Scientific,
Inc.,
5.000%,
12/05/2026
726,002
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Consumer,
Non-cyclical:
(continued)
1,164,000
(1)
Triton
Container
International
Ltd.,
1.150%,
06/07/2024
$
1,139,300
0.2
498,000
UnitedHealth
Group,
Inc.,
2.950%,
10/15/2027
473,088
0.1
486,000
UnitedHealth
Group,
Inc.,
3.375%,
04/15/2027
470,852
0.1
659,000
Viatris,
Inc.,
1.650%,
06/22/2025
624,301
0.1
522,000
Zoetis,
Inc.,
5.400%,
11/14/2025
526,515
0.1
31,078,652
5.6
Energy
:
2.1%
516,000
Baker
Hughes
Holdings
LLC
/
Baker
Hughes
Co-Obligor,
Inc.,
2.061%,
12/15/2026
483,150
0.1
748,000
Canadian
Natural
Resources
Ltd.,
2.050%,
07/15/2025
712,998
0.1
550,000
(1)
Chord
Energy
Corp.,
6.375%,
06/01/2026
550,555
0.1
550,000
(1)
Crescent
Energy
Finance
LLC,
7.250%,
05/01/2026
553,955
0.1
550,000
Delek
Logistics
Partners
L.P.
/
Delek
Logistics
Finance
Corp.,
6.750%,
05/15/2025
547,184
0.1
600,000
EnLink
Midstream
Partners
L.P.,
4.150%,
06/01/2025
587,019
0.1
243,000
Equinor
ASA,
2.875%,
04/06/2025
237,264
0.0
575,000
(1)
Hess
Midstream
Operations
L.P.,
5.625%,
02/15/2026
571,297
0.1
590,000
Kinder
Morgan,
Inc.,
1.750%,
11/15/2026
543,002
0.1
916,000
Occidental
Petroleum
Corp.,
3.500%,
06/15/2025
892,592
0.2
1,252,000
ONEOK,
Inc.,
5.850%,
01/15/2026
1,271,202
0.2
385,000
Ovintiv
Exploration,
Inc.,
5.375%,
01/01/2026
385,223
0.1
551,000
Phillips
66,
3.850%,
04/09/2025
542,580
0.1
647,000
Pioneer
Natural
Resources
Co.,
1.125%,
01/15/2026
600,868
0.1
1,252,000
Plains
All
American
Pipeline
L.P.
/
PAA
Finance
Corp.,
4.650%,
10/15/2025
1,239,365
0.2
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Energy:
(continued)
263,000
Schlumberger
Investment
SA,
4.500%,
05/15/2028
$
265,773
0.0
550,000
Southwestern
Energy
Co.,
5.700%,
01/23/2025
548,153
0.1
333,000
TransCanada
PipeLines
Ltd.,
1.000%,
10/12/2024
321,286
0.1
889,000
Williams
Cos.,
Inc.,
4.550%,
06/24/2024
884,393
0.2
11,737,859
2.1
Financial
:
16.1%
653,000
Aflac,
Inc.,
1.125%,
03/15/2026
603,129
0.1
670,000
Ally
Financial,
Inc.,
3.875%,
05/21/2024
664,379
0.1
366,000
American
Express
Co.,
2.500%,
07/30/2024
359,691
0.1
298,000
(3)
American
Express
Co.,
4.990%,
05/01/2026
297,242
0.1
541,000
(3)
American
Express
Co.,
5.389%,
07/28/2027
547,356
0.1
438,000
American
Tower
Corp.,
3.650%,
03/15/2027
421,573
0.1
112,000
American
Tower
Corp.,
5.250%,
07/15/2028
113,865
0.0
850,000
Ameriprise
Financial,
Inc.,
3.000%,
04/02/2025
829,653
0.1
958,000
(1)
Aviation
Capital
Group
LLC,
5.500%,
12/15/2024
953,341
0.2
1,175,000
(1)
Avolon
Holdings
Funding
Ltd.,
2.528%,
11/18/2027
1,042,062
0.2
400,000
Banco
Santander
SA,
5.588%,
08/08/2028
408,281
0.1
1,406,000
(3)
Bank
of
America
Corp.,
0.976%,
04/22/2025
1,383,747
0.2
1,422,000
(3)
Bank
of
America
Corp.,
1.734%,
07/22/2027
1,303,293
0.2
38,000
(3)
Bank
of
America
Corp.,
3.419%,
12/20/2028
35,820
0.0
123,000
(3)
Bank
of
America
Corp.,
3.705%,
04/24/2028
117,537
0.0
422,000
(3)
Bank
of
America
Corp.,
4.376%,
04/27/2028
412,665
0.1
1,165,000
(3)
Bank
of
America
Corp.,
5.202%,
04/25/2029
1,172,954
0.2
1,281,000
(3)
Bank
of
America
Corp.,
MTN,
1.319%,
06/19/2026
1,206,364
0.2
684,000
(3)
Bank
of
America
Corp.,
MTN,
2.015%,
02/13/2026
657,454
0.1
239,000
(3)
Bank
of
America
Corp.
N,
1.658%,
03/11/2027
221,191
0.0
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Financial:
(continued)
271,000
Bank
of
America
NA,
5.526%,
08/18/2026
$
276,096
0.0
1,055,000
Bank
of
Montreal,
5.300%,
06/05/2026
1,065,864
0.2
229,000
(3)
Bank
of
New
York
Mellon
Corp.,
4.414%,
07/24/2026
226,714
0.0
447,000
(3)
Bank
of
New
York
Mellon
Corp.,
4.947%,
04/26/2027
447,319
0.1
598,000
Bank
of
Nova
Scotia,
0.700%,
04/15/2024
589,999
0.1
593,000
Bank
of
Nova
Scotia,
1.450%,
01/10/2025
570,618
0.1
522,000
Bank
of
Nova
Scotia,
MTN,
3.450%,
04/11/2025
511,121
0.1
362,000
Berkshire
Hathaway,
Inc.,
3.125%,
03/15/2026
352,229
0.1
788,000
(1)
Blackstone
Holdings
Finance
Co.
LLC,
1.625%,
08/05/2028
686,156
0.1
329,000
(1)
Blackstone
Holdings
Finance
Co.
LLC,
2.500%,
01/10/2030
282,091
0.0
457,000
(1)
Blackstone
Holdings
Finance
Co.
LLC,
5.900%,
11/03/2027
474,461
0.1
297,000
Brookfield
Finance,
Inc.,
4.000%,
04/01/2024
295,673
0.0
328,000
(1)(3)
CaixaBank
SA,
6.684%,
09/13/2027
336,467
0.1
304,000
Camden
Property
Trust,
4.100%,
10/15/2028
296,021
0.1
315,000
(3)
Capital
One
Financial
Corp.,
1.878%,
11/02/2027
283,505
0.0
598,000
(3)
Capital
One
Financial
Corp.,
4.166%,
05/09/2025
593,624
0.1
535,000
(3)
Capital
One
Financial
Corp.,
5.468%,
02/01/2029
533,813
0.1
419,000
(3)
Charles
Schwab
Corp.,
5.643%,
05/19/2029
430,031
0.1
526,000
Charles
Schwab
Corp.,
5.875%,
08/24/2026
539,675
0.1
615,000
(1)
CNO
Global
Funding,
1.650%,
01/06/2025
587,985
0.1
550,000
(1)(3)
Cooperatieve
Rabobank
UA,
1.339%,
06/24/2026
518,802
0.1
507,000
Corebridge
Financial,
Inc.,
3.650%,
04/05/2027
488,004
0.1
651,000
(1)
Corebridge
Global
Funding,
0.900%,
09/22/2025
604,657
0.1
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Financial:
(continued)
121,000
Credit
Suisse
AG/
New
York
NY,
2.950%,
04/09/2025
$
117,371
0.0
1,776,000
Credit
Suisse
AG/New
York
NY,
MTN,
3.625%,
09/09/2024
1,751,686
0.3
1,210,000
Crown
Castle,
Inc.,
1.350%,
07/15/2025
1,142,046
0.2
628,000
(1)(3)
Danske
Bank
A/S,
0.976%,
09/10/2025
607,508
0.1
338,000
(1)(3)
Danske
Bank
A/S,
3.773%,
03/28/2025
336,299
0.1
556,000
(1)(3)
Danske
Bank
A/S,
4.298%,
04/01/2028
539,223
0.1
947,000
Discover
Financial
Services,
3.950%,
11/06/2024
931,407
0.2
561,000
(1)(3)
DNB
Bank
ASA,
2.968%,
03/28/2025
557,470
0.1
836,000
(1)(3)
DNB
Bank
ASA,
5.896%,
10/09/2026
844,463
0.1
703,000
Equinix,
Inc.,
1.250%,
07/15/2025
661,602
0.1
954,000
Federal
Realty
OP
L.P.,
3.950%,
01/15/2024
953,017
0.2
1,654,000
(1)
Federation
des
Caisses
Desjardins
du
Quebec,
2.050%,
02/10/2025
1,596,163
0.3
597,000
Fifth
Third
Bank
NA,
3.850%,
03/15/2026
574,410
0.1
600,000
(1)
GA
Global
Funding
Trust,
3.850%,
04/11/2025
588,347
0.1
354,000
(3)
Goldman
Sachs
Group,
Inc.,
2.640%,
02/24/2028
328,306
0.1
285,000
(3)
Goldman
Sachs
Group,
Inc.,
5.861%,
(SOFRRATE
+
0.486%),
10/21/2024
284,680
0.0
324,000
Hanover
Insurance
Group,
Inc.,
4.500%,
04/15/2026
318,330
0.1
667,000
(3)
HSBC
Holdings
PLC,
1.589%,
05/24/2027
612,054
0.1
1,000,000
(3)
HSBC
Holdings
PLC,
2.099%,
06/04/2026
952,349
0.2
407,000
(3)
HSBC
Holdings
PLC,
2.633%,
11/07/2025
396,950
0.1
736,000
(3)
ING
Groep
NV,
4.017%,
03/28/2028
714,296
0.1
309,000
(3)
ING
Groep
NV,
6.083%,
09/11/2027
315,547
0.1
1,487,000
(3)
JPMorgan
Chase
&
Co.,
0.824%,
06/01/2025
1,455,604
0.3
519,000
(3)
JPMorgan
Chase
&
Co.,
0.969%,
06/23/2025
506,961
0.1
593,000
(3)
JPMorgan
Chase
&
Co.,
1.470%,
09/22/2027
537,503
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Financial:
(continued)
519,000
(3)
JPMorgan
Chase
&
Co.,
1.578%,
04/22/2027
$
479,147
0.1
203,000
(3)
JPMorgan
Chase
&
Co.,
2.069%,
06/01/2029
180,092
0.0
995,000
(3)
JPMorgan
Chase
&
Co.,
2.083%,
04/22/2026
953,393
0.2
36,000
(3)
JPMorgan
Chase
&
Co.,
2.301%,
10/15/2025
35,086
0.0
169,000
(3)
JPMorgan
Chase
&
Co.,
2.595%,
02/24/2026
163,747
0.0
691,000
(3)
JPMorgan
Chase
&
Co.,
2.947%,
02/24/2028
650,422
0.1
500,000
(3)
JPMorgan
Chase
&
Co.,
3.509%,
01/23/2029
474,138
0.1
119,000
(3)
JPMorgan
Chase
&
Co.,
3.960%,
01/29/2027
116,299
0.0
300,000
(3)
JPMorgan
Chase
&
Co.,
5.299%,
07/24/2029
304,589
0.1
1,566,000
(3)
JPMorgan
Chase
&
Co.,
5.546%,
12/15/2025
1,567,576
0.3
712,000
(3)
JPMorgan
Chase
&
Co.,
6.070%,
10/22/2027
732,725
0.1
597,000
KeyBank
NA/
Cleveland
OH,
4.390%,
12/14/2027
561,905
0.1
491,000
(3)
Lloyds
Banking
Group
PLC,
3.870%,
07/09/2025
486,458
0.1
707,000
(3)
Lloyds
Banking
Group
PLC,
5.985%,
08/07/2027
719,874
0.1
1,047,000
(1)
LSEGA
Financing
PLC,
0.650%,
04/06/2024
1,032,140
0.2
806,000
(1)
LSEGA
Financing
PLC,
1.375%,
04/06/2026
743,727
0.1
681,000
(3)
Mitsubishi
UFJ
Financial
Group,
Inc.,
0.953%,
07/19/2025
663,661
0.1
753,000
(3)
Mitsubishi
UFJ
Financial
Group,
Inc.,
0.962%,
10/11/2025
726,160
0.1
400,000
Mitsubishi
UFJ
Financial
Group,
Inc.,
1.412%,
07/17/2025
377,562
0.1
720,000
(3)
Mitsubishi
UFJ
Financial
Group,
Inc.,
1.538%,
07/20/2027
658,195
0.1
316,000
(3)
Mitsubishi
UFJ
Financial
Group,
Inc.,
4.788%,
07/18/2025
314,540
0.1
200,000
(3)
Mizuho
Financial
Group,
Inc.,
2.555%,
09/13/2025
196,009
0.0
1,624,000
(3)
Morgan
Stanley,
0.790%,
05/30/2025
1,588,073
0.3
715,000
(3)
Morgan
Stanley,
1.593%,
05/04/2027
659,068
0.1
311,000
(3)
Morgan
Stanley,
2.188%,
04/28/2026
298,898
0.1
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Financial:
(continued)
574,000
(3)
Morgan
Stanley,
2.475%,
01/21/2028
$
533,018
0.1
425,000
(3)
Morgan
Stanley,
5.123%,
02/01/2029
427,172
0.1
1,218,000
(3)
Morgan
Stanley,
GMTN,
0.791%,
01/22/2025
1,214,450
0.2
914,000
(3)
Morgan
Stanley,
GMTN,
1.512%,
07/20/2027
835,264
0.1
1,381,000
(3)
Morgan
Stanley,
MTN,
1.164%,
10/21/2025
1,329,390
0.2
154,000
(3)
Morgan
Stanley,
MTN,
2.720%,
07/22/2025
151,479
0.0
447,000
Morgan
Stanley,
MTN,
3.125%,
07/27/2026
428,161
0.1
1,167,000
(3)
Morgan
Stanley,
MTN,
5.164%,
04/20/2029
1,174,361
0.2
533,000
Morgan
Stanley
Bank
NA,
4.754%,
04/21/2026
532,823
0.1
374,000
National
Australia
Bank
Ltd./New
York,
3.500%,
06/09/2025
367,968
0.1
487,000
National
Bank
of
Canada
FXD,
0.750%,
08/06/2024
473,346
0.1
556,000
(1)
National
Securities
Clearing
Corp.,
5.000%,
05/30/2028
566,865
0.1
600,000
(1)
Nationstar
Mortgage
Holdings,
Inc.,
5.000%,
02/01/2026
587,150
0.1
532,000
(1)
Nationwide
Building
Society,
1.500%,
10/13/2026
483,829
0.1
398,000
(3)
NatWest
Group
PLC,
4.269%,
03/22/2025
396,653
0.1
545,000
Navient
Corp.,
6.750%,
06/25/2025
551,837
0.1
403,000
(1)
Nordea
Bank
Abp,
0.625%,
05/24/2024
395,523
0.1
374,000
(1)
Nordea
Bank
Abp,
3.600%,
06/06/2025
366,854
0.1
551,000
(1)
Northwestern
Mutual
Global
Funding,
0.800%,
01/14/2026
509,867
0.1
893,000
Old
Republic
International
Corp.,
4.875%,
10/01/2024
886,484
0.2
600,000
OneMain
Finance
Corp.,
6.875%,
03/15/2025
607,851
0.1
219,000
(1)
Pacific
Life
Global
Funding
II,
1.200%,
06/24/2025
207,786
0.0
394,000
(1)
Pacific
Life
Global
Funding
II,
1.375%,
04/14/2026
364,269
0.1
352,000
Prologis
L.P.,
4.875%,
06/15/2028
356,828
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Financial:
(continued)
340,000
Public
Storage
Operating
Co.,
5.125%,
01/15/2029
$
351,206
0.1
457,000
Royal
Bank
of
Canada,
GMTN,
1.150%,
07/14/2026
418,274
0.1
592,000
Royal
Bank
of
Canada,
GMTN,
1.600%,
01/21/2025
571,418
0.1
722,000
Royal
Bank
of
Canada,
GMTN,
5.200%,
07/20/2026
730,099
0.1
727,000
(3)
Santander
UK
Group
Holdings
PLC,
6.833%,
11/21/2026
740,908
0.1
562,000
Sixth
Street
Specialty
Lending,
Inc.,
3.875%,
11/01/2024
552,114
0.1
810,000
(1)(2)
Skandinaviska
Enskilda
Banken
AB,
0.650%,
09/09/2024
783,598
0.1
534,000
(1)
Skandinaviska
Enskilda
Banken
AB,
3.700%,
06/09/2025
525,040
0.1
744,000
(1)(3)
Societe
Generale
SA,
2.226%,
01/21/2026
714,957
0.1
284,000
(3)
State
Street
Corp.,
5.684%,
11/21/2029
293,820
0.0
888,000
Sumitomo
Mitsui
Financial
Group,
Inc.,
1.474%,
07/08/2025
840,544
0.1
750,000
Sumitomo
Mitsui
Financial
Group,
Inc.,
2.696%,
07/16/2024
739,217
0.1
230,000
Sumitomo
Mitsui
Financial
Group,
Inc.,
5.716%,
09/14/2028
238,326
0.0
535,000
(1)
Sumitomo
Mitsui
Trust
Bank
Ltd.,
0.800%,
09/16/2024
517,560
0.1
241,000
(1)
Sumitomo
Mitsui
Trust
Bank
Ltd.,
5.650%,
09/14/2026
245,018
0.0
533,000
(1)(2)
Svenska
Handelsbanken
AB,
3.650%,
06/10/2025
523,295
0.1
447,000
(1)
Swedbank
AB,
3.356%,
04/04/2025
437,879
0.1
576,000
Toronto-Dominion
Bank,
3.766%,
06/06/2025
567,019
0.1
594,000
Toronto-Dominion
Bank,
MTN,
0.700%,
09/10/2024
575,375
0.1
859,000
Toronto-Dominion
Bank,
MTN,
5.532%,
07/17/2026
875,734
0.2
592,000
Toronto-Dominion
Bank
FXD,
FXD,
1.450%,
01/10/2025
570,838
0.1
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Financial:
(continued)
370,000
(3)
Truist
Financial
Corp.,
MTN,
1.267%,
03/02/2027
$
338,873
0.1
491,000
(3)
Truist
Financial
Corp.,
MTN,
1.887%,
06/07/2029
424,612
0.1
425,000
(3)
Truist
Financial
Corp.,
MTN,
4.260%,
07/28/2026
416,497
0.1
515,000
(1)
UBS
AG/London,
0.700%,
08/09/2024
500,972
0.1
321,000
UBS
AG/London,
5.800%,
09/11/2025
324,817
0.1
1,249,000
(1)(3)
UBS
Group
AG,
2.193%,
06/05/2026
1,188,501
0.2
451,000
(1)(3)
UBS
Group
AG,
4.488%,
05/12/2026
444,459
0.1
539,000
(1)(3)
UBS
Group
AG,
4.490%,
08/05/2025
535,092
0.1
406,000
(3)
US
Bancorp,
5.775%,
06/12/2029
417,393
0.1
999,000
(1)
VICI
Properties
L.P.
/
VICI
Note
Co.,
Inc.,
3.500%,
02/15/2025
974,080
0.2
777,000
(1)
VICI
Properties
L.P.
/
VICI
Note
Co.,
Inc.,
4.625%,
06/15/2025
763,694
0.1
222,000
(1)
VICI
Properties
L.P.
/
VICI
Note
Co.,
Inc.,
5.625%,
05/01/2024
221,416
0.0
97,000
(3)
Wells
Fargo
&
Co.,
MTN,
2.164%,
02/11/2026
93,401
0.0
383,000
(3)
Wells
Fargo
&
Co.,
MTN,
3.526%,
03/24/2028
365,569
0.1
116,000
(3)
Wells
Fargo
&
Co.,
MTN,
4.540%,
08/15/2026
114,834
0.0
281,000
(3)
Wells
Fargo
&
Co.,
MTN,
5.574%,
07/25/2029
287,087
0.0
574,000
Wells
Fargo
Bank
NA,
5.450%,
08/07/2026
583,590
0.1
550,000
(1)
XHR
L.P.,
6.375%,
08/15/2025
549,095
0.1
90,155,047
16.1
Industrial
:
2.6%
735,000
Avnet,
Inc.,
6.250%,
03/15/2028
761,937
0.1
600,000
(2)
Ball
Corp.,
4.875%,
03/15/2026
598,184
0.1
921,000
Boeing
Co.,
4.875%,
05/01/2025
917,161
0.2
570,000
(1)
Brundage-Bone
Concrete
Pumping
Holdings,
Inc.,
6.000%,
02/01/2026
570,419
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Industrial:
(continued)
575,000
(1)
Cascades,
Inc.
/
Cascades
USA,
Inc.,
5.125%,
01/15/2026
$
562,338
0.1
1,225,000
CNH
Industrial
Capital
LLC,
5.450%,
10/14/2025
1,231,013
0.2
550,000
(1)
Fortress
Transportation
and
Infrastructure
Investors
LLC,
6.500%,
10/01/2025
548,740
0.1
480,000
(1)
Graphic
Packaging
International
LLC,
0.821%,
04/15/2024
473,633
0.1
368,000
HEICO
Corp.,
5.250%,
08/01/2028
375,986
0.1
251,000
(2)
John
Deere
Capital
Corp.,
MTN,
2.350%,
03/08/2027
235,983
0.0
178,000
John
Deere
Capital
Corp.,
MTN,
4.950%,
07/14/2028
182,599
0.0
271,000
L3Harris
Technologies,
Inc.,
5.400%,
01/15/2027
276,756
0.1
396,000
Lockheed
Martin
Corp.,
5.100%,
11/15/2027
408,975
0.1
405,000
(1)
Penske
Truck
Leasing
Co.
L.P.
/
PTL
Finance
Corp.,
6.050%,
08/01/2028
420,190
0.1
1,239,000
Raytheon
Technologies
Corp.,
3.950%,
08/16/2025
1,221,361
0.2
347,000
Raytheon
Technologies
Corp.,
5.000%,
02/27/2026
348,526
0.1
777,000
Republic
Services,
Inc.,
2.500%,
08/15/2024
762,565
0.1
600,000
(1)
Rolls-Royce
PLC,
3.625%,
10/14/2025
578,550
0.1
707,000
Ryder
System,
Inc.,
MTN,
5.250%,
06/01/2028
716,835
0.1
550,000
(1)
Sealed
Air
Corp.,
5.500%,
09/15/2025
550,547
0.1
140,000
(1)
Sensata
Technologies
BV,
5.000%,
10/01/2025
140,257
0.0
920,000
Teledyne
Technologies,
Inc.,
0.950%,
04/01/2024
909,608
0.2
575,000
(1)
TransDigm,
Inc.,
6.250%,
03/15/2026
574,590
0.1
707,000
(1)
Veralto
Corp.,
5.500%,
09/18/2026
716,341
0.1
690,000
Waste
Management,
Inc.,
4.875%,
02/15/2029
706,559
0.1
14,789,653
2.6
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Technology
:
3.4%
364,000
Analog
Devices,
Inc.,
2.950%,
04/01/2025
$
356,440
0.1
252,000
Apple,
Inc.,
1.125%,
05/11/2025
240,495
0.0
731,000
Broadcom,
Inc.,
3.459%,
09/15/2026
707,185
0.1
999,000
CDW
LLC
/
CDW
Finance
Corp.,
5.500%,
12/01/2024
996,716
0.2
89,000
Concentrix
Corp.,
6.600%,
08/02/2028
91,629
0.0
1,101,000
Fidelity
National
Information
Services,
Inc.,
0.600%,
03/01/2024
1,091,463
0.2
1,244,000
Fidelity
National
Information
Services,
Inc.,
1.150%,
03/01/2026
1,149,909
0.2
342,000
Fidelity
National
Information
Services,
Inc.,
4.700%,
07/15/2027
342,208
0.1
1,044,000
Fiserv,
Inc.,
2.750%,
07/01/2024
1,028,702
0.2
685,000
Fiserv,
Inc.,
5.450%,
03/02/2028
705,964
0.1
1,059,000
HP,
Inc.,
2.200%,
06/17/2025
1,014,500
0.2
297,000
Intel
Corp.,
3.700%,
07/29/2025
292,394
0.0
659,000
Intel
Corp.,
3.750%,
08/05/2027
646,143
0.1
1,039,000
(2)
Intel
Corp.,
4.875%,
02/10/2026
1,046,977
0.2
651,000
(2)
International
Business
Machines
Corp.,
4.000%,
07/27/2025
644,122
0.1
702,000
(2)
International
Business
Machines
Corp.,
4.500%,
02/06/2026
700,517
0.1
427,000
International
Business
Machines
Corp.,
6.500%,
01/15/2028
457,841
0.1
1,060,000
Intuit,
Inc.,
5.250%,
09/15/2026
1,081,066
0.2
999,000
Microchip
Technology,
Inc.,
4.250%,
09/01/2025
984,390
0.2
1,008,000
NetApp,
Inc.,
1.875%,
06/22/2025
959,473
0.2
923,000
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA,
Inc.,
2.700%,
05/01/2025
890,524
0.2
643,000
Oracle
Corp.,
1.650%,
03/25/2026
599,991
0.1
313,000
Oracle
Corp.,
2.500%,
04/01/2025
302,747
0.1
633,000
Oracle
Corp.,
2.650%,
07/15/2026
600,473
0.1
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Technology:
(continued)
682,000
Take-Two
Interactive
Software,
Inc.,
3.550%,
04/14/2025
$
667,845
0.1
780,000
VMware,
Inc.,
1.000%,
08/15/2024
757,847
0.1
421,000
VMware,
Inc.,
1.400%,
08/15/2026
385,209
0.1
290,000
Workday,
Inc.,
3.500%,
04/01/2027
280,729
0.0
19,023,499
3.4
Utilities
:
4.4%
518,000
(1)
AEP
Texas,
Inc.,
3.850%,
10/01/2025
503,497
0.1
399,000
AES
Corp.,
1.375%,
01/15/2026
369,360
0.1
299,000
(1)
AES
Corp.,
3.300%,
07/15/2025
288,198
0.0
1,119,000
AES
Corp.,
5.450%,
06/01/2028
1,138,341
0.2
579,000
Alabama
Power
Co.,
3.750%,
09/01/2027
567,389
0.1
502,000
Ameren
Corp.,
5.700%,
12/01/2026
513,599
0.1
607,000
Ameren
Illinois
Co.,
3.800%,
05/15/2028
591,304
0.1
563,000
American
Electric
Power
Co.,
Inc.,
2.031%,
03/15/2024
558,454
0.1
637,000
American
Electric
Power
Co.,
Inc.,
5.200%,
01/15/2029
646,010
0.1
286,000
(1)
Aquarion
Co.,
4.000%,
08/15/2024
283,009
0.0
169,000
Arizona
Public
Service
Co.,
3.350%,
06/15/2024
167,114
0.0
551,000
Avangrid,
Inc.,
3.200%,
04/15/2025
535,683
0.1
403,000
Black
Hills
Corp.,
1.037%,
08/23/2024
391,281
0.1
315,000
Consumers
Energy
Co.,
4.900%,
02/15/2029
320,799
0.1
582,000
(3)
DTE
Energy
Co.,
4.220%,
11/01/2024
575,554
0.1
1,032,000
(1)
East
Ohio
Gas
Co.,
1.300%,
06/15/2025
976,228
0.2
697,000
(1)
Enel
Finance
International
NV,
6.800%,
10/14/2025
714,911
0.1
927,000
Entergy
Corp.,
0.900%,
09/15/2025
862,438
0.2
438,000
Eversource
Energy,
2.900%,
03/01/2027
414,892
0.1
713,000
Eversource
Energy,
4.750%,
05/15/2026
709,568
0.1
306,000
Florida
Power
&
Light
Co.,
4.400%,
05/15/2028
306,748
0.1
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Utilities:
(continued)
1,238,000
Florida
Power
&
Light
Co.,
4.450%,
05/15/2026
$
1,239,891
0.2
369,000
Interstate
Power
and
Light
Co.,
3.250%,
12/01/2024
361,716
0.1
351,000
IPALCO
Enterprises,
Inc.,
3.700%,
09/01/2024
345,559
0.1
417,000
National
Rural
Utilities
Cooperative
Finance
Corp.,
MTN,
1.875%,
02/07/2025
402,775
0.1
359,000
National
Rural
Utilities
Cooperative
Finance
Corp.,
MTN,
5.600%,
11/13/2026
368,568
0.1
392,000
(1)
New
York
State
Electric
&
Gas
Corp.,
5.650%,
08/15/2028
402,246
0.1
516,000
NextEra
Energy
Capital
Holdings,
Inc.,
1.875%,
01/15/2027
474,841
0.1
446,000
NextEra
Energy
Capital
Holdings,
Inc.,
1.900%,
06/15/2028
396,075
0.1
464,000
NextEra
Energy
Capital
Holdings,
Inc.,
4.625%,
07/15/2027
463,467
0.1
257,000
NextEra
Energy
Capital
Holdings,
Inc.,
4.900%,
02/28/2028
259,571
0.0
621,000
NiSource,
Inc.,
0.950%,
08/15/2025
580,938
0.1
418,000
(1)
NRG
Energy,
Inc.,
3.750%,
06/15/2024
413,279
0.1
632,000
ONE
Gas,
Inc.,
5.100%,
04/01/2029
644,912
0.1
617,459
PG&E
Wildfire
Recovery
Funding
LLC
A-1,
3.594%,
06/01/2032
594,771
0.1
200,000
Public
Service
Electric
and
Gas
Co.
I,
I,
3.750%,
03/15/2024
199,170
0.0
647,000
Public
Service
Enterprise
Group,
Inc.,
0.800%,
08/15/2025
604,938
0.1
170,000
Public
Service
Enterprise
Group,
Inc.,
5.850%,
11/15/2027
177,083
0.0
220,000
Sempra
Energy,
5.400%,
08/01/2026
222,996
0.0
1,252,000
Sierra
Pacific
Power
Co.,
2.600%,
05/01/2026
1,193,297
0.2
1,529,000
Southern
Co.
21-A,
0.600%,
02/26/2024
1,516,939
0.3
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Utilities:
(continued)
283,000
Southern
Co.
Gas
Capital
Corp.,
3.250%,
06/15/2026
$
272,461
0.0
351,000
(1)
Trans-Allegheny
Interstate
Line
Co.,
3.850%,
06/01/2025
344,042
0.1
600,000
(1)
Vistra
Operations
Co.
LLC,
5.500%,
09/01/2026
592,746
0.1
23,000
WEC
Energy
Group,
Inc.,
2.200%,
12/15/2028
20,480
0.0
815,000
WEC
Energy
Group,
Inc.,
4.750%,
01/09/2026
812,154
0.1
51,000
WEC
Energy
Group,
Inc.,
5.000%,
09/27/2025
50,919
0.0
71,000
WEC
Energy
Group,
Inc.,
5.150%,
10/01/2027
72,081
0.0
24,462,292
4.4
Total
Corporate
Bonds/
Notes
(Cost
$234,700,061)
233,528,796
41.8
U.S.
TREASURY
OBLIGATIONS
:
31.2%
United
States
Treasury
Notes
:
31.2%
73,152,000
2.125
%,
09/30/2024
71,654,407
12.8
404,200
3.750
%,
12/31/2028
402,400
0.1
32,892,000
4.250
%,
12/31/2025
32,888,145
5.9
67,074,100
4.250
%,
12/15/2026
67,739,601
12.1
86,100
4.375
%,
11/30/2028
88,118
0.0
1,377,000
4.875
%,
11/30/2025
1,391,362
0.3
174,164,033
31.2
Total
U.S.
Treasury
Obligations
(Cost
$173,402,603)
174,164,033
31.2
ASSET-BACKED
SECURITIES
:
15.2%
Automobile
Asset-Backed
Securities
:
4.2%
750,000
Americredit
Automobile
Receivables
Trust
2023-1
A3,
5.620%,
11/18/2027
754,774
0.2
148,197
AmeriCredit
Automobile
Receivables
Trust
2020-1
C,
1.590%,
10/20/2025
147,067
0.0
636,262
AmeriCredit
Automobile
Receivables
Trust
2021-3
A3,
0.760%,
08/18/2026
621,577
0.1
700,000
AmeriCredit
Automobile
Receivables
Trust
2021-3
B,
1.170%,
08/18/2027
663,605
0.1
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
ASSET-BACKED
SECURITIES:
(continued)
Automobile
Asset-Backed
Securities:
(continued)
2,850,000
Carmax
Auto
Owner
Trust
2023-3
B,
5.470%,
02/15/2029
$
2,866,110
0.5
150,000
CarMax
Auto
Owner
Trust
2021-2
B,
1.030%,
12/15/2026
140,775
0.0
300,000
CarMax
Auto
Owner
Trust
2022-1
B,
1.950%,
09/15/2027
280,427
0.1
664,745
Carvana
Auto
Receivables
Trust
2022-P1
A3,
3.350%,
02/10/2027
653,300
0.1
1,650,000
(1)
Chase
Auto
Owner
Trust
2023-AA
A3,
5.680%,
01/25/2029
1,683,508
0.3
900,000
Ford
Credit
Auto
Owner
Trust
2022-A
B,
1.910%,
07/15/2027
846,746
0.2
450,000
GM
Financial
Automobile
Leasing
Trust
2023-1
A4,
5.160%,
01/20/2027
449,935
0.1
400,000
GM
Financial
Consumer
Automobile
Receivables
Trust
2022-4
B,
5.500%,
08/16/2028
403,396
0.1
550,000
GM
Financial
Consumer
Automobile
Receivables
Trust
2023-1
A3,
4.660%,
02/16/2028
548,339
0.1
1,750,000
GM
Financial
Consumer
Automobile
Receivables
Trust
2023-3
A4,
5.340%,
12/18/2028
1,782,896
0.3
2,600,000
(1)
GM
Financial
Revolving
Receivables
Trust
2021-1
A,
1.170%,
06/12/2034
2,357,015
0.4
1,050,000
Hyundai
Auto
Receivables
Trust
2021-C
B,
1.490%,
12/15/2027
975,786
0.2
182,328
(1)
JPMorgan
Chase
Bank
NA
-
CACLN
2021-3
B,
0.760%,
02/26/2029
175,965
0.0
1,600,000
Nissan
Auto
Lease
Trust
2023-B
A4,
5.610%,
11/15/2027
1,616,887
0.3
727,380
(1)
Oscar
US
Funding
XIII
LLC
2021-2A
A3,
0.860%,
09/10/2025
718,092
0.1
1,250,000
(1)
Porsche
Financial
Auto
Securitization
Trust
2023-1A
A4,
4.720%,
06/23/2031
1,248,226
0.2
2,600,000
Santander
Drive
Auto
Receivables
Trust
2023-3
B,
5.610%,
07/17/2028
2,614,050
0.5
Principal
Amount†
Value
Percentage
of
Net
Assets
ASSET-BACKED
SECURITIES:
(continued)
Automobile
Asset-Backed
Securities:
(continued)
1,800,000
(1)
Tesla
Auto
Lease
Trust
2023-A
A3,
5.890%,
06/22/2026
$
1,808,167
0.3
23,356,643
4.2
Credit
Card
Asset-Backed
Securities
:
0.1%
800,000
(1)
CARDS
II
Trust
2021-1A
A,
0.602%,
04/15/2027
788,282
0.1
Other
Asset-Backed
Securities
:
9.4%
550,000
(1)(3)
AB
BSL
CLO
4
Ltd.
2023-4A
A,
7.416%,
(TSFR3M
+
2.000%),
04/20/2036
552,588
0.1
2,000,000
(1)(3)
Arbor
Realty
Commercial
Real
Estate
Notes
Ltd.
2021-FL4
A,
6.826%,
(TSFR1M
+
1.464%),
11/15/2036
1,991,228
0.3
400,000
(1)(3)
ARES
XLVI
CLO
Ltd.
2017-46A
A2,
6.885%,
(TSFR3M
+
1.492%),
01/15/2030
398,522
0.1
1,900,000
(1)(3)
Ballyrock
CLO
17
Ltd.
2021-17A
A1B,
7.077%,
(TSFR3M
+
1.662%),
10/20/2034
1,891,638
0.3
500,000
(1)(3)
Barings
Clo
Ltd.
2019-4A
A1,
6.985%,
(TSFR3M
+
1.592%),
01/15/2033
500,868
0.1
250,000
(1)(3)
Barings
CLO
Ltd.
2017-1A
A2,
7.007%,
(TSFR3M
+
1.612%),
07/18/2029
249,436
0.0
2,000,000
(1)(3)
Benefit
Street
Partners
CLO
XX
Ltd.
2020-20A
AR,
6.825%,
(TSFR3M
+
1.432%),
07/15/2034
2,002,426
0.4
2,500,000
(1)(3)
BlueMountain
CLO
XXXII
Ltd.
2021-32A
A,
6.825%,
(TSFR3M
+
1.432%),
10/15/2034
2,503,095
0.4
4,000,000
(1)(3)
BRSP
Ltd.
2021-FL1
B,
7.370%,
(TSFR1M
+
2.014%),
08/19/2038
3,794,197
0.7
450,000
(1)(3)
Carlyle
US
Clo
Ltd.
2017-2A
AJR,
7.077%,
(TSFR3M
+
1.662%),
07/20/2031
448,504
0.1
800,000
(1)(3)
CARLYLE
US
CLO
Ltd.
2021-4A
A2,
7.077%,
(TSFR3M
+
1.662%),
04/20/2034
795,387
0.1
250,000
(1)(3)
CIFC
Funding
Ltd.
2019-6A
A2,
7.405%,
(TSFR3M
+
2.012%),
01/16/2033
250,435
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
ASSET-BACKED
SECURITIES:
(continued)
Other
Asset-Backed
Securities:
(continued)
1,618,577
CNH
Equipment
Trust
2021-B
A3,
0.440%,
08/17/2026
$
1,565,732
0.3
494,197
CNH
Equipment
Trust
2021-C
A3,
0.810%,
12/15/2026
475,411
0.1
148,649
(1)(3)
Deer
Creek
Clo
Ltd.
2017-1A
A,
6.857%,
(TSFR3M
+
1.442%),
10/20/2030
148,840
0.0
1,750,000
(1)
DLLAA
LLC
2023-1A
A3,
5.640%,
02/22/2028
1,780,142
0.3
316,607
(1)(3)
Dryden
XXVIII
Senior
Loan
Fund
2013-
28A
A1LR,
6.852%,
(TSFR3M
+
1.462%),
08/15/2030
317,158
0.1
250,000
(1)(3)
Eaton
Vance
Clo
Ltd.
2015-1A
A2R,
6.927%,
(TSFR3M
+
1.512%),
01/20/2030
247,463
0.0
112,927
(1)(3)
Elevation
CLO
Ltd.
2014-2A
A1R,
6.885%,
(TSFR3M
+
1.492%),
10/15/2029
112,952
0.0
400,000
(1)(3)
HGI
CRE
CLO
Ltd.
2022-FL3
A,
7.038%,
(SOFR30A
+
1.700%),
04/20/2037
400,701
0.1
1,523,264
John
Deere
Owner
Trust
2021-B
A3,
0.520%,
03/16/2026
1,482,389
0.3
450,000
John
Deere
Owner
Trust
2022
2022-A
A4,
2.490%,
01/16/2029
431,156
0.1
1,682,724
(1)
Kubota
Credit
Owner
Trust
2021-2A
A3,
0.560%,
11/17/2025
1,636,937
0.3
1,100,000
(1)
Kubota
Credit
Owner
Trust
2023-1A
A3,
5.020%,
06/15/2027
1,106,066
0.2
1,474,994
(1)(3)
LCM
26
Ltd.
26A
A1,
6.747%,
(TSFR3M
+
1.332%),
01/20/2031
1,476,773
0.3
2,750,000
(1)(3)
Magnetite
XXVI
Ltd.
2020-26A
A2R,
7.040%,
(TSFR3M
+
1.662%),
07/25/2034
2,731,344
0.5
500,000
(1)(3)
Marble
Point
CLO
XIV
Ltd.
2018-2A
A1R,
6.957%,
(TSFR3M
+
1.542%),
01/20/2032
500,353
0.1
1,575,000
(1)(3)
MF1
Ltd.
2021-FL6
C,
7.323%,
(TSFR1M
+
1.964%),
07/16/2036
1,518,774
0.3
1,000,000
(1)(3)
MF1
Ltd.
2022-FL8
A,
6.706%,
(TSFR1M
+
1.350%),
02/19/2037
988,016
0.2
Principal
Amount†
Value
Percentage
of
Net
Assets
ASSET-BACKED
SECURITIES:
(continued)
Other
Asset-Backed
Securities:
(continued)
340,000
(1)(3)
Neuberger
Berman
Loan
Advisers
CLO
35
Ltd.
2019-35A
A1,
6.998%,
(TSFR3M
+
1.602%),
01/19/2033
$
340,482
0.1
1,550,000
(1)(3)
OCP
CLO
Ltd.
2020-
19A
AR,
6.827%,
(TSFR3M
+
1.412%),
10/20/2034
1,548,500
0.3
300,000
(1)(3)
Octagon
61
Ltd.
2023-2A
A,
7.266%,
(TSFR3M
+
1.850%),
04/20/2036
301,724
0.0
250,000
(1)(3)
Octagon
Investment
Partners
XV
Ltd.
2013-1A
A2R,
7.008%,
(TSFR3M
+
1.612%),
07/19/2030
246,042
0.0
1,105,746
(1)(3)
Octagon
Loan
Funding
Ltd.
2014-1A
ARR,
6.809%,
(TSFR3M
+
1.442%),
11/18/2031
1,107,212
0.2
3,700,000
(1)(3)
OHA
Credit
Partners
XIII
Ltd.
2016-13A
AR,
6.844%,
(TSFR3M
+
1.432%),
10/25/2034
3,704,540
0.7
3,000,000
(1)(3)
OHA
Credit
Partners
XVI
2021-16A
A,
6.807%,
(TSFR3M
+
1.412%),
10/18/2034
3,005,109
0.5
500,000
(1)(3)
OHA
Loan
Funding
Ltd.
2015-1A
AR3,
6.808%,
(TSFR3M
+
1.412%),
01/19/2037
500,613
0.1
333,728
(1)(3)
Palmer
Square
CLO
Ltd.
2015-2A
A1R2,
6.777%,
(TSFR3M
+
1.362%),
07/20/2030
334,146
0.1
1,650,000
(1)(3)
Palmer
Square
CLO
Ltd.
2019-1A
A1R,
6.789%,
(TSFR3M
+
1.412%),
11/14/2034
1,651,987
0.3
350,000
(1)
PFS
Financing
Corp.
2021-B
A,
0.770%,
08/15/2026
339,178
0.1
600,000
(1)
PFS
Financing
Corp.
2022-D
A,
4.270%,
08/15/2027
589,772
0.1
950,000
(1)
PFS
Financing
Corp.
2023-C
A,
5.520%,
10/15/2028
961,813
0.2
750,000
(1)(3)
Rad
CLO
6
Ltd.
2019-6A
A1,
7.057%,
(TSFR3M
+
1.642%),
01/20/2033
750,976
0.1
500,000
(1)(3)
Rad
CLO
7
Ltd.
2020-7A
A1,
6.864%,
(TSFR3M
+
1.462%),
04/17/2033
500,363
0.1
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
ASSET-BACKED
SECURITIES:
(continued)
Other
Asset-Backed
Securities:
(continued)
410,000
(1)(3)
Sound
Point
CLO
XXV
Ltd.
2019-4A
A1R,
6.658%,
(TSFR3M
+
1.280%),
04/25/2033
$
402,322
0.1
500,000
(1)(3)
THL
Credit
Wind
River
CLO
Ltd.
2019-1A
AR,
6.837%,
(TSFR3M
+
1.422%),
07/20/2034
498,324
0.1
1,650,000
(1)
Trafigura
Securitisation
Finance
PLC
2021-1A
A2,
1.080%,
01/15/2025
1,593,935
0.3
300,000
(1)(3)
Wellman
Park
CLO
Ltd.
2021-1A
A,
6.755%,
(TSFR3M
+
1.362%),
07/15/2034
299,964
0.0
1,250,000
(1)(3)
Wind
River
CLO
Ltd.
2022-1A
A,
6.946%,
(TSFR3M
+
1.530%),
07/20/2035
1,248,459
0.2
52,223,992
9.4
Student
Loan
Asset-Backed
Securities
:
1.5%
2,093,589
(1)
Commonbond
Student
Loan
Trust-GS
2019-
AGS
A1,
2.540%,
01/25/2047
1,856,463
0.3
8,306
(1)
Laurel
Road
Prime
Student
Loan
Trust
2018-B
A2FX,
3.540%,
05/26/2043
8,253
0.0
161,896
(1)(3)
Navient
Private
Education
Loan
Trust
2014-AA
A3,
7.076%,
(TSFR1M
+
1.714%),
10/15/2031
162,230
0.0
164,950
(1)
Navient
Private
Education
Refi
Loan
Trust
2019-FA
A2,
2.600%,
08/15/2068
153,694
0.0
51,769
(1)
Navient
Private
Education
Refi
Loan
Trust
2020-GA
A,
1.170%,
09/16/2069
46,367
0.0
93,907
(1)
Navient
Private
Education
Refi
Loan
Trust
2021-A
A,
0.840%,
05/15/2069
82,808
0.0
1,422,069
(1)
Navient
Private
Education
Refi
Loan
Trust
2021-EA
A,
0.970%,
12/16/2069
1,226,849
0.2
339,258
(1)
Navient
Private
Education
Refi
Loan
Trust
2021-FA
A,
1.110%,
02/18/2070
289,278
0.1
2,916,027
(1)
Navient
Private
Education
Refi
Loan
Trust
2023-A
A,
5.510%,
10/15/2071
2,917,091
0.5
Principal
Amount†
Value
Percentage
of
Net
Assets
ASSET-BACKED
SECURITIES:
(continued)
Student
Loan
Asset-Backed
Securities:
(continued)
250,110
(1)
Sofi
Professional
Loan
Program
LLC
2018-A
A2B,
2.950%,
02/25/2042
$
243,604
0.1
389,765
(1)
SoFi
Professional
Loan
Program
Trust
2021-B
AFX,
1.140%,
02/15/2047
328,278
0.1
1,522,403
(1)
SOFI
PROFESSIONAL
LOAN
PROGRAM
TRUST
2021-A
AFX,
1.030%,
08/17/2043
1,293,988
0.2
8,608,903
1.5
Total
Asset-Backed
Securities
(Cost
$85,856,981)
84,977,820
15.2
COLLATERALIZED
MORTGAGE
OBLIGATIONS
:
7.5%
1,000,000
(1)(3)
Fannie
Mae
Connecticut
Avenue
Securities
2021-R01
1M2,
6.887%,
(SOFR30A
+
1.550%),
10/25/2041
999,964
0.2
69,645
Fannie
Mae
Interest
Strip
404
8,
3.000%,
05/25/2040
64,307
0.0
9,617
Fannie
Mae
REMIC
Trust
2010-54
LC,
3.000%,
04/25/2040
9,409
0.0
289,336
Fannie
Mae
REMIC
Trust
2013-114
NA,
3.000%,
08/25/2032
281,469
0.1
583,334
(3)
Fannie
Mae
REMIC
Trust
2013-34
PF,
5.802%,
(SOFR30A
+
0.464%),
08/25/2042
579,418
0.1
92,381
Freddie
Mac
REMIC
Trust
2103
TE,
6.000%,
12/15/2028
93,750
0.0
830,765
(3)
Freddie
Mac
REMIC
Trust
3049
XF,
5.803%,
(SOFR30A
+
0.464%),
05/15/2033
824,145
0.1
3,674,611
(3)
Freddie
Mac
REMIC
Trust
3114
PF,
5.853%,
(SOFR30A
+
0.514%),
02/15/2036
3,637,596
0.7
5,536,450
(3)
Freddie
Mac
REMIC
Trust
3136
FA,
6.003%,
(SOFR30A
+
0.664%),
04/15/2036
5,503,311
1.0
428,048
(3)
Freddie
Mac
REMIC
Trust
3255
FA,
5.733%,
(SOFR30A
+
0.394%),
12/15/2036
420,823
0.1
23,729
(3)
Freddie
Mac
REMIC
Trust
3747
FA,
5.953%,
(SOFR30A
+
0.614%),
10/15/2040
23,469
0.0
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
572,260
(3)
Freddie
Mac
REMIC
Trust
4879
DF,
5.853%,
(SOFR30A
+
0.514%),
08/15/2034
$
565,980
0.1
182,657
(1)(3)
Freddie
Mac
STACR
REMIC
Trust
2020-
HQA5
M2,
7.937%,
(SOFR30A
+
2.600%),
11/25/2050
186,050
0.0
1,239,948
(1)(3)
Freddie
Mac
STACR
REMIC
Trust
2021-
HQA1
M2,
7.587%,
(SOFR30A
+
2.250%),
08/25/2033
1,238,187
0.2
1,500,000
(1)(3)
Freddie
Mac
STACR
REMIC
Trust
2022-
DNA2
M1B,
7.737%,
(SOFR30A
+
2.400%),
02/25/2042
1,520,468
0.3
4,958,633
(3)
Freddie
Mac
Strips
406
F43,
6.137%,
(SOFR30A
+
0.800%),
10/25/2053
4,955,895
0.9
4,180,866
(3)
Freddie
Mac
Strips
406
F44,
6.337%,
(SOFR30A
+
1.000%),
10/25/2053
4,200,030
0.8
704,678
(1)(3)
Freddie
Mac
Structured
Agency
Credit
Risk
Debt
Notes
2021-DNA2
M2,
7.637%,
(SOFR30A
+
2.300%),
08/25/2033
711,912
0.1
205,613
(3)
Ginnie
Mae
2010-H03
FA,
6.012%,
(TSFR1M
+
0.664%),
03/20/2060
204,961
0.0
20,626
(3)
Ginnie
Mae
2010-H10
FC,
6.462%,
(TSFR1M
+
1.114%),
05/20/2060
20,674
0.0
1,499,413
(3)
Ginnie
Mae
2010-H11
FA,
6.462%,
(TSFR1M
+
1.114%),
06/20/2060
1,503,321
0.3
164,667
(3)
Ginnie
Mae
2011-H03
FA,
5.937%,
(TSFR1M
+
0.614%),
01/20/2061
164,048
0.0
43,170
(3)
Ginnie
Mae
2011-H05
FA,
5.937%,
(TSFR1M
+
0.614%),
12/20/2060
43,017
0.0
75,665
(3)
Ginnie
Mae
2011-H05
FB,
5.937%,
(TSFR1M
+
0.614%),
12/20/2060
75,357
0.0
353,516
(3)
Ginnie
Mae
2011-H06
FA,
5.887%,
(TSFR1M
+
0.564%),
02/20/2061
351,904
0.1
28,081
(3)
Ginnie
Mae
2011-H07
FA,
5.937%,
(TSFR1M
+
0.614%),
02/20/2061
27,949
0.0
79,134
(3)
Ginnie
Mae
2011-H08
FD,
5.937%,
(TSFR1M
+
0.614%),
02/20/2061
78,835
0.0
Principal
Amount†
Value
Percentage
of
Net
Assets
COLLATERALIZED
MORTGAGE
OBLIGATIONS:
(continued)
323,676
(3)
Ginnie
Mae
2011-H08
FG,
5.917%,
(TSFR1M
+
0.594%),
03/20/2061
$
322,534
0.1
339,147
(3)
Ginnie
Mae
2011-H09
AF,
5.937%,
(TSFR1M
+
0.614%),
03/20/2061
337,862
0.1
87,783
(3)
Ginnie
Mae
2012-H18
NA,
5.957%,
(TSFR1M
+
0.634%),
08/20/2062
87,350
0.0
526,515
(3)
Ginnie
Mae
2012-H23
WA,
5.957%,
(TSFR1M
+
0.634%),
10/20/2062
524,473
0.1
281,745
Ginnie
Mae
2014-3
EP,
2.750%,
02/16/2043
262,804
0.0
161,433
(3)
Ginnie
Mae
2014-53
JM,
6.988%,
04/20/2039
168,241
0.0
3,348,585
(3)
Ginnie
Mae
2015-H32
FH,
6.097%,
(TSFR1M
+
0.774%),
12/20/2065
3,341,477
0.6
3,073,241
(3)
Ginnie
Mae
2016-H16
FE,
6.105%,
(TSFR12M
+
1.095%),
06/20/2066
3,069,449
0.5
1,045,370
(3)
Ginnie
Mae
2017-H06
FE,
5.987%,
(TSFR1M
+
0.664%),
02/20/2067
1,041,345
0.2
721,885
(3)
Ginnie
Mae
2017-H07
FG,
5.897%,
(TSFR1M
+
0.574%),
02/20/2067
718,439
0.1
1,976,715
Ginnie
Mae
2023-
86
DA,
5.500%,
08/20/2050
2,013,174
0.4
993,816
(1)(3)
JP
Morgan
Mortgage
Trust
2021-INV6
A5A,
2.500%,
04/25/2052
797,536
0.1
1,155,853
Seasoned
Credit
Risk
Transfer
Trust
Series
2018-2
MA,
3.500%,
11/25/2057
1,098,209
0.2
Total
Collateralized
Mortgage
Obligations
(Cost
$41,903,471)
42,069,142
7.5
COMMERCIAL
MORTGAGE-BACKED
SECURITIES
:
7.4%
1,500,000
(1)(3)
AREIT
LLC
2023-CRE8
A,
7.470%,
(TSFR1M
+
2.112%),
02/17/2028
1,501,715
0.3
604,500
(1)(3)
AREIT
Trust
2019-
CRE3
C,
7.376%,
(TSFR1M
+
2.014%),
09/14/2036
553,991
0.1
4,000,000
(1)(3)
BBCMS
Mortgage
Trust
2021-AGW
E,
8.626%,
(TSFR1M
+
3.264%),
06/15/2036
3,035,812
0.5
2,917,000
(1)(3)
BHMS
2018-ATLS
C,
7.559%,
(TSFR1M
+
2.197%),
07/15/2035
2,848,185
0.5
291,180
(1)(3)
BX
2021-MFM1
B,
6.426%,
(TSFR1M
+
1.064%),
01/15/2034
286,501
0.1
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COMMERCIAL
MORTGAGE-BACKED
SECURITIES:
(continued)
1,550,000
(1)(3)
BX
Trust
2021-ARIA
C,
7.122%,
(TSFR1M
+
1.760%),
10/15/2036
$
1,500,318
0.3
1,000,000
(1)(3)
BX
Trust
2021-LGCY
A,
5.982%,
(TSFR1M
+
0.620%),
10/15/2036
972,076
0.2
1,302,079
(1)(3)
BX
Trust
2022-PSB
A,
7.813%,
(TSFR1M
+
2.451%),
08/15/2039
1,307,149
0.2
1,300,000
COMM
Mortgage
Trust
2015-CR26
A4,
3.630%,
10/10/2048
1,252,444
0.2
800,000
(1)(3)
CSWF
2021-SOP2
D,
7.793%,
(TSFR1M
+
2.431%),
06/15/2034
584,950
0.1
2,013,173
DBJPM
Mortgage
Trust
2017-C6
A3,
3.269%,
06/10/2050
1,963,696
0.4
4,000,000
(1)
DC
Commercial
Mortgage
Trust
2023-DC
A,
6.314%,
09/12/2040
4,132,889
0.7
1,068,789
(1)(3)
Extended
Stay
America
Trust
2021-ESH
A,
6.556%,
(TSFR1M
+
1.194%),
07/15/2038
1,059,721
0.2
710,000
(1)(4)
GAM
Re-REMIC
Trust
2021-FRR1
2B,
0.000%,
11/29/2050
513,363
0.1
3,755
Ginnie
Mae
2015-
183
AC,
2.350%,
07/16/2056
3,715
0.0
83
Ginnie
Mae
2016-
110
AB,
2.000%,
05/16/2049
83
0.0
53,163
Ginnie
Mae
2017-
100
AB,
2.300%,
04/16/2052
50,499
0.0
10,293
Ginnie
Mae
2017-51
AB,
2.350%,
04/16/2057
10,072
0.0
520
Ginnie
Mae
2017-69
AB,
2.350%,
05/16/2053
518
0.0
3,667
Ginnie
Mae
2017-70
A,
2.500%,
10/16/2057
3,622
0.0
30,193
Ginnie
Mae
2017-86
AB,
2.300%,
11/16/2051
29,362
0.0
23,693
Ginnie
Mae
2017-89
A,
2.500%,
08/16/2057
23,245
0.0
6,913
Ginnie
Mae
2018-41
A,
2.400%,
09/16/2058
6,776
0.0
1,039,000
(1)(3)
GS
Mortgage
Securities
Corp.
Trust
2017-SLP
E,
4.591%,
10/10/2032
950,766
0.2
1,070,000
(1)(3)
GS
Mortgage
Securities
Corp.
Trust
2019-70P
C,
7.226%,
(TSFR1M
+
1.864%),
10/15/2036
997,445
0.2
190,000
(1)
GSCG
Trust
2019-
600C
A,
2.936%,
09/06/2034
136,247
0.0
Principal
Amount†
Value
Percentage
of
Net
Assets
COMMERCIAL
MORTGAGE-BACKED
SECURITIES:
(continued)
330,000
(1)
Houston
Galleria
Mall
Trust
2015-
HGLR
A1A2,
3.087%,
03/05/2037
$
315,937
0.1
2,000,000
(1)(3)
ILPT
Commercial
Mortgage
Trust
2022-
LPF2
A,
7.607%,
(TSFR1M
+
2.245%),
10/15/2039
1,996,682
0.4
117,994
(3)
JP
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2013-C10
C,
4.073%,
12/15/2047
106,827
0.0
360,000
(1)
JP
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2018-
WPT
CFX,
4.950%,
07/05/2033
280,454
0.0
100,000
(1)(3)
JP
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2020-
LOOP
E,
3.861%,
12/05/2038
61,665
0.0
1,008,379
(1)(3)
JPMBB
Commercial
Mortgage
Securities
Trust
2013-C15
D,
4.689%,
11/15/2045
845,923
0.2
820,000
(3)
JPMBB
Commercial
Mortgage
Securities
Trust
2014-C19
C,
4.671%,
04/15/2047
776,501
0.1
2,000,000
(1)(3)
Life
Mortgage
Trust
2022-BMR2
A1,
6.657%,
(TSFR1M
+
1.295%),
05/15/2039
1,958,015
0.3
1,000,000
(1)(3)
LSTAR
Commercial
Mortgage
Trust
2016-4
F,
4.606%,
03/10/2049
505,049
0.1
2,239,253
(1)(3)
Med
Trust
2021-MDLN
A,
6.426%,
(TSFR1M
+
1.064%),
11/15/2038
2,198,285
0.4
169,763
Morgan
Stanley
Capital
I
Trust
2017-H1
A2,
3.089%,
06/15/2050
167,235
0.0
1,200,000
(1)(3)
PFP
Ltd.
2023-10
A,
7.723%,
(TSFR1M
+
2.365%),
09/16/2038
1,202,756
0.2
2,000,000
(1)(3)
SMRT
2022-MINI
F,
8.712%,
(TSFR1M
+
3.350%),
01/15/2039
1,845,247
0.3
1,900,000
(1)
THPT
Mortgage
Trust
2023-THL
A,
6.994%,
12/10/2034
1,934,166
0.3
1,085,000
Wells
Fargo
Commercial
Mortgage
Trust
2016-LC25
A4,
3.640%,
12/15/2059
1,035,765
0.2
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Principal
Amount†
Value
Percentage
of
Net
Assets
COMMERCIAL
MORTGAGE-BACKED
SECURITIES:
(continued)
2,500,000
(1)
WSTN
Trust
2023-
MAUI
A,
6.297%,
07/05/2037
$
2,549,864
0.5
Total
Commercial
Mortgage-Backed
Securities
(Cost
$43,471,282)
41,505,531
7.4
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS
:
0.0%
Federal
Home
Loan
Mortgage
Corporation
:
0.0%
(5)
11,077
5.500
%,
01/01/2037
11,428
0.0
17,386
5.500
%,
08/01/2038
17,892
0.0
5,252
5.500
%,
10/01/2038
5,405
0.0
109,175
5.500
%,
11/01/2038
112,632
0.0
93,871
5.500
%,
02/01/2039
96,479
0.0
243,836
0.0
Uniform
Mortgage-Backed
Securities
:
0.0%
1,271
5.000
%,
03/01/2027
1,279
0.0
80,385
5.000
%,
05/01/2042
81,716
0.0
82,995
0.0
Total
U.S.
Government
Agency
Obligations
(Cost
$338,069)
326,831
0.0
Total
Long-Term
Investments
(Cost
$579,672,467)
576,572,153
103.1
Principal
Amount
†
RA
Value
Percentage
of
Net
Assets
SHORT-TERM
INVESTMENTS
:
7.6%
Commercial
Paper
:
4.1%
11,000,000
CVS
Caremark,
10.950
%,
01/02/2024
10,993,405
2.0
11,000,000
Dominion
Energy,
Inc.,
10.970
%,
01/02/2024
10,993,393
2.0
500,000
Duke
Energy
Co.,
9.180
%,
01/03/2024
499,623
0.1
Total
Commercial
Paper
(Cost
$22,496,537)
22,486,421
4.1
Repurchase
Agreements
:
0.9%
1,242,646
(6)
BNP
Paribas
S.A.,
Repurchase
Agreement
dated
12/29/2023,
5.350%,
due
01/02/2024
(Repurchase
Amount
$1,243,375,
collateralized
by
various
U.S.
Government/U.S.
Government
Agency
Obligations,
0.000%-
6.500%,
Market
Value
plus
accrued
interest
$1,267,499,
due
08/15/27-10/20/53)
1,242,646
0.2
Principal
Amount
†
RA
Value
Percentage
of
Net
Assets
SHORT-TERM
INVESTMENTS:
(continued)
Repurchase
Agreements
(continued)
228,772
(6)
Daiwa
Capital
Markets,
Repurchase
Agreement
dated
12/29/2023,
5.350%,
due
01/02/2024
(Repurchase
Amount
$228,906,
collateralized
by
various
U.S.
Government
Securities,
0.000%-5.375%,
Market
Value
plus
accrued
interest
$233,348,
due
01/25/24-11/15/51)
$
228,772
0.1
1,242,646
(6)
HSBC
Securities
USA,
Repurchase
Agreement
dated
12/29/2023,
5.340%,
due
01/02/2024
(Repurchase
Amount
$1,243,373,
collateralized
by
various
U.S.
Government/U.S.
Government
Agency
Obligations,
2.000%-
7.000%,
Market
Value
plus
accrued
interest
$1,267,499,
due
12/01/29-12/01/53)
1,242,646
0.2
1,242,646
(6)
Nomura
Securities,
Repurchase
Agreement
dated
12/29/2023,
5.340%,
due
01/02/2024
(Repurchase
Amount
$1,243,373,
collateralized
by
various
U.S.
Government/U.S.
Government
Agency
Obligations,
1.000%-
6.000%,
Market
Value
plus
accrued
interest
$1,267,761,
due
03/08/27-01/01/59)
1,242,646
0.2
1,242,646
(6)
TD
Securities
(USA)
LLC,
Repurchase
Agreement
dated
12/29/2023,
5.350%,
due
01/02/2024
(Repurchase
Amount
$1,243,375,
collateralized
by
various
U.S.
Government
Agency
Obligations,
2.500%-7.000%,
Market
Value
plus
accrued
interest
$1,267,499,
due
07/01/37-01/01/54)
1,242,646
0.2
Total
Repurchase
Agreements
(Cost
$5,199,356)
5,199,356
0.9
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Shares
RA
Value
Percentage
of
Net
Assets
Mutual
Funds
:
2.6%
14,632,000
(7)
Morgan
Stanley
Institutional
Liquidity
Funds
-
Government
Portfolio
(Institutional
Share
Class),
5.270%
(Cost
$14,632,000)
$
14,632,000
2.6
Total
Short-Term
Investments
(Cost
$42,327,893)
$
42,317,777
7.6
Total
Investments
in
Securities
(Cost
$622,000,360)
$
618,889,930
110.7
Liabilities
in
Excess
of
Other
Assets
(59,943,251)
(10.7)
Net
Assets
$
558,946,679
100.0
†
Unless
otherwise
indicated,
principal
amount
is
shown
in
USD.
(1)
Securities
with
purchases
pursuant
to
Rule
144A
or
section
4(a)(2),
under
the
Securities
Act
of
1933
and
may
not
be
resold
subject
to
that
rule
except
to
qualified
institutional
buyers.
(2)
Security,
or
a
portion
of
the
security,
is
on
loan.
(3)
Variable
rate
security.
Rate
shown
is
the
rate
in
effect
as
of
December
31,
2023.
(4)
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.
(5)
The
Federal
Housing
Finance
Agency
(“FHFA”)
placed
the
Federal
Home
Loan
Mortgage
Corporation
and
Federal
National
Mortgage
Association
into
conservatorship
with
FHFA
as
the
conservator.
As
such,
the
FHFA
oversees
the
continuing
affairs
of
these
companies.
(6)
All
or
a
portion
of
the
security
represents
securities
purchased
with
cash
collateral
received
for
securities
on
loan.
(7)
Rate
shown
is
the
7-day
yield
as
of
December
31,
2023.
Reference
Rate
Abbreviations:
SOFR30A
30-day
Secured
Overnight
Financing
Rate
SOFRRATE
1-day
Secured
Overnight
Financing
Rate
TSFR1M
1-month
CME
Term
Secured
Overnight
Financing
Rate
TSFR3M
3-month
CME
Term
Secured
Overnight
Financing
Rate
PORTFOLIO
OF
INVESTMENTS
as
of
December
31,
2023
(Unaudited)
(continued)
Voya
Short
Term
Bond
Fund
Fair
Value
Measurements
The
following
is
a
summary
of
the
fair
valuations
according
to
the
inputs
used
as
of
December
31,
2023
in
valuing
the
assets
and
liabilities:
Quoted
Prices
in
Active
Markets
for
Identical
Investments
(Level
1)
Significant
Other
Observable
Inputs
(Level
2)
Significant
Unobservable
Inputs
(Level
3)
Fair
Value
at
December
31,
2023
Asset
Table
Investments,
at
fair
value
Corporate
Bonds/Notes
$
—
$
233,528,796
$
—
$
233,528,796
U.S.
Treasury
Obligations
—
174,164,033
—
174,164,033
Asset-Backed
Securities
—
84,977,820
—
84,977,820
Collateralized
Mortgage
Obligations
—
42,069,142
—
42,069,142
Commercial
Mortgage-Backed
Securities
—
41,505,531
—
41,505,531
U.S.
Government
Agency
Obligations
—
326,831
—
326,831
Short-Term
Investments
14,632,000
27,685,777
—
42,317,777
Total
Investments,
at
fair
value
$
14,632,000
$
604,257,930
$
—
$
618,889,930
Other
Financial
Instruments+
Futures
1,978,232
—
—
1,978,232
Total
Assets
$
16,610,232
$
604,257,930
$
—
$
620,868,162
Liabilities
Table
Other
Financial
Instruments+
Futures
$
(923,660)
$
—
$
—
$
(923,660)
Total
Liabilities
$
(923,660)
$
—
$
—
$
(923,660)
+
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,
2023,
the
following
futures
contracts
were
outstanding
for
Voya
Short
Term
Bond
Fund:
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Unrealized
Appreciation/
(Depreciation)
Long
Contracts:
U.S.
Treasury
2-Year
Note
907
03/28/24
$
186,764,055
$
1,978,232
$
186,764,055
$
1,978,232
Short
Contracts:
U.S.
Treasury
5-Year
Note
(410)
03/28/24
(44,597,109)
(652,016)
U.S.
Treasury
10-Year
Note
(21)
03/19/24
(2,370,703)
(86,340)
U.S.
Treasury
Long
Bond
(11)
03/19/24
(1,374,313)
(110,426)
U.S.
Treasury
Ultra
10-Year
Note
(13)
03/19/24
(1,534,203)
(74,878)
$
(49,876,328)
$
(923,660)
Net
unrealized
depreciation
consisted
of:
Gross
Unrealized
Appreciation
$
3,658,636
Gross
Unrealized
Depreciation
(6,769,066)
Net
Unrealized
Depreciation
$
(3,110,430)