page 1 of 31 · anglo american capital plc usd united kingdom 101.71 2,486,000 $2,528,404 ......

Voya Intermediate Bond Portfolio

Portfolio Holdings as of September 30, 2020 (Unaudited)

Ticker Security Name Crncy Country Price Quantity Market Value

3M Co. USD United States 120.22 262,000 $314,983

Abbott Laboratories USD United States 141.15 114,000 $160,909

AbbVie, Inc. USD United States 118.07 750,000 $885,535

AbbVie, Inc. USD United States 121.43 1,037,000 $1,259,256



AbbVie, Inc. USD United States 114.52 732,000 $838,268





ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2 USD United States 98.96 1,315,265 $1,301,603

Activision Blizzard, Inc. USD United States 97.70 315,000 $307,768

Activision Blizzard, Inc. USD United States 92.04 358,000 $329,491

AES Corp./The USD United States 110.68 1,576,000 $1,744,372

Aetna, Inc. USD United States 119.10 750,000 $893,248

Aetna, Inc. USD United States 105.45 1,000,000 $1,054,515

Agate Bay Mortgage Trust 2015-6 B2 USD United States 104.51 3,484,789 $3,641,899

Ajax Mortgage Loan Trust 2018-A A USD United States 92.07 1,361,443 $1,253,422

Ajax Mortgage Loan Trust 2018-C A USD United States 101.85 1,593,861 $1,623,310

Alaska Airlines 2020-1 Class A Pass Through Trust USD United States 105.08 778,000 $817,560

Alcon Finance Corp. USD United States 105.96 520,000 $550,996

Alibaba Group Holding Ltd. USD China 109.82 6,026,000 $6,617,518

Allegany Park CLO Ltd. 2019-1A A USD United States 99.62 9,000,000 $8,965,503

Alphabet, Inc. USD United States 96.27 987,000 $950,146

Alphabet, Inc. USD United States 93.44 591,000 $552,231

Alternative Loan Trust 2005-10CB 1A1 USD United States 79.21 4,246,899 $3,363,833

Alternative Loan Trust 2005-51 3A2A USD United States 91.92 3,582,916 $3,293,504



Alternative Loan Trust 2005-J3 2A2 USD United States 14.38 415,359 $59,718

Alternative Loan Trust 2006-13T1 A9 USD United States 70.28 1,325,948 $931,868

Alternative Loan Trust 2006-HY11 A1 USD United States 95.33 2,682,046 $2,556,789

Alternative Loan Trust 2007-23CB A3 USD United States 38.89 1,913,425 $744,143

Altria Group, Inc. USD United States 118.76 1,635,000 $1,941,652

Altria Group, Inc. USD United States 127.89 730,000 $933,612

Altria Group, Inc. USD United States 134.48 2,000,000 $2,689,570

Amazon.com, Inc. USD United States 103.45 2,100,000 $2,172,476

AMERICAN 0% 10/21/20 USD United States 99.99 10,000,000 $9,998,927

AMERICAN 0% 12/15/2020 USD United States 99.94 5,850,000 $5,846,653

American Airlines 2016-2 Class AA Pass Through Trust USD United States 94.39 2,380,352 $2,246,783

AMERICAN ELE 0% 10/5/20 USD United States 100.00 2,000,000 $1,999,956

American Homes 4 Rent 2015-SFR1 XS USD United States 0.00 2,464,208 $0

AMERICAN HONDA 10/05/2020 USD United States 100.00 4,000,000 $3,999,911

American International Group, Inc. USD United States 122.74 43,000 $52,777




American International Group, Inc. USD United States 117.51 1,710,000 $2,009,430

American Transmission Systems, Inc. USD United States 124.99 2,500,000 $3,124,741

American Transmission Systems, Inc. USD United States 105.24 3,219,000 $3,387,627

Americredit Automobile Receivables Trust 2018-1 C USD United States 104.07 2,300,000 $2,393,717

Americredit Automobile Receivables Trust 2019-1 D USD United States 104.41 1,800,000 $1,879,294

AmeriCredit Automobile Receivables Trust 2020-1 D USD United States 100.87 1,650,000 $1,664,435

Amgen, Inc. USD United States 108.62 798,000 $866,762

Amgen, Inc. USD United States 132.45 1,000,000 $1,324,542

Amgen, Inc. USD United States 128.45 1,297,000 $1,665,974

Amphenol Corp. USD United States 109.66 2,680,000 $2,938,939

Analog Devices, Inc. USD United States 113.27 246,000 $278,642

Anglo American Capital PLC USD United Kingdom 101.57 2,486,000 $2,525,023

Anglo American Capital PLC USD United Kingdom 122.99 476,000 $585,418

Anglo American Capital PLC USD United Kingdom 107.62 1,250,000 $1,345,311

Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc. USD United States 120.90 2,462,000 $2,976,558

Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc. USD United States 124.34 4,049,000 $5,034,636

Anheuser-Busch InBev Worldwide, Inc. USD United States 117.15 1,909,000 $2,236,462

Anheuser-Busch InBev Worldwide, Inc. USD United States 129.42 1,260,000 $1,630,695

Anthem, Inc. USD United States 111.62 105,000 $117,202

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Anthem, Inc. USD United States 109.40 1,000,000 $1,094,045

Anthem, Inc. USD United States 133.30 3,571,000 $4,760,074

ANZ New Zealand Int'l Ltd./London USD New Zealand 108.89 1,840,000 $2,003,533

Apidos CLO XXXII 2019-32A A1 USD United States 99.95 9,500,000 $9,494,785

Apidos CLO XXXIII 2020-33A A USD United States 100.24 4,500,000 $4,511,007

Appalachian Power Co. USD United States 114.19 200,000 $228,389

Apple, Inc. USD United States 100.24 916,000 $918,175

Apple, Inc. USD United States 123.39 4,070,000 $5,021,904



Arch Capital Group Ltd. USD United States 107.85 780,000 $841,234

ARES XLVI CLO Ltd. 2017-46A A2 USD United States 97.65 8,000,000 $7,812,392

Assurant, Inc. USD United States 110.87 2,114,000 $2,343,760

Assurant, Inc. USD United States 104.48 400,000 $417,905

AT&T, Inc. USD United States 109.36 725,000 $792,883

AT&T, Inc. USD United States 118.58 2,564,000 $3,040,329


AT&T, Inc. USD United States 100.34 889,000 $892,057



Athene Global Funding USD United States 105.44 519,000 $547,232

AvalonBay Communities, Inc. USD United States 107.08 935,000 $1,001,205

Avangrid, Inc. USD United States 110.15 323,000 $355,799

Aviation Capital Group LLC USD United States 99.48 808,000 $803,816

Aviation Capital Group LLC USD United States 103.25 982,000 $1,013,917

Aviation Capital Group LLC USD United States 99.03 452,000 $447,610

Babson CLO Ltd. 2017-1A A2 USD United States 98.03 3,470,000 $3,401,804

Babson CLO Ltd. 2018-3A A2 USD United States 98.11 4,393,000 $4,310,122

BAE Systems PLC USD United Kingdom 112.17 264,000 $296,130

Bain Capital Credit CLO 2017-1A A2 USD United States 98.38 1,600,000 $1,574,014

Baltimore Gas and Electric Co. USD United States 106.81 1,470,000 $1,570,171

Banc of America Funding 2007 8 Trust 4A1 USD United States 95.71 126,216 $120,797

Banco Santander SA USD Spain 104.78 2,000,000 $2,095,609

Banco Santander SA USD Spain 105.24 1,000,000 $1,052,441

BANK 2019-BNK16 XA USD United States 6.46 12,694,460 $820,355

BANK 2019-BNK18 D USD United States 80.36 2,600,000 $2,089,266

Bank 2019-BNK19 C USD United States 109.83 3,360,000 $3,690,340

Bank 2019-BNK19 XA USD United States 7.10 51,073,582 $3,625,586

Bank of America Corp. USD United States 103.00 131,000 $134,924

Bank of America Corp. USD United States 110.65 1,000,000 $1,106,539















Bank of New York Institutional Cash Reserves Deposit USD United States 1.00 10,559 $10,559

Bank of Nova Scotia/The USD Canada 105.63 1,545,000 $1,632,057

Bank of Nova Scotia/The USD Canada 109.59 1,268,000 $1,389,567

Banque Federative du Credit Mutuel SA USD France 105.70 1,535,000 $1,622,493

Barclays Bank PLC USD United Kingdom 105.22 1,000,000 $1,052,202

Barclays PLC USD United Kingdom 107.77 2,438,000 $2,627,352

Barclays PLC USD United Kingdom 104.70 1,325,000 $1,387,318

Barclays PLC USD United Kingdom 98.49 932,000 $917,964

BAT Capital Corp. USD United States 100.41 3,079,000 $3,091,688

BAT Capital Corp. USD United States 99.27 866,000 $859,652



BBCCRE Trust 2015-GTP XA USD United States 2.74 22,800,000 $625,482

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Bear Stearns ALT-A Trust 2005-10 22A1 USD United States 96.65 715,281 $691,346

Bear Stearns ALT-A Trust 2005-4 23A1 USD United States 99.32 358,445 $356,011

Bear Stearns ALT-A Trust 2006-6 31A1 USD United States 76.72 1,122,159 $860,899

Bear Stearns ALT-A Trust 2006-6 32A1 USD United States 65.89 1,134,632 $747,571

Bear Stearns ARM Trust 2005-12 13A1 USD United States 95.86 7,134 $6,839

Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1 USD United States 100.36 925,892 $929,222

Bear Stearns Mortgage Funding Trust 2006-AR5 2A1 USD United States 88.84 2,572,483 $2,285,267

Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1 USD United States 81.82 125,188 $102,427

Becton Dickinson and Co. USD United States 103.48 2,270,000 $2,348,923

Becton Dickinson and Co. USD United States 108.23 500,000 $541,170

Becton Dickinson and Co. USD United States 112.10 934,000 $1,047,030

Beechwood Park CLO Ltd. 2019-1A A1 USD United States 99.78 3,200,000 $3,192,954

Benchmark 2019-B12 XA Mortgage Trust USD United States 6.82 27,776,000 $1,894,715

Benchmark 2019-B9 XA Mortgage Trust USD United States 7.30 19,640,162 $1,433,638

Benchmark 2020-B18 AGNE Mortgage Trust USD United States 100.83 3,160,000 $3,186,172

Benefit Street Partners CLO II Ltd. 2013-IIA A1R USD United States 99.38 9,015,200 $8,958,945

Benefit Street Partners CLO XIX Ltd. 2019-19A A USD United States 99.07 5,000,000 $4,953,385

Berkshire Hathaway Finance Corp. USD United States 130.60 3,395,000 $4,433,772

BHP Trust 2019-BXHP D USD United States 92.42 2,290,000 $2,116,445

Black Hills Corp. USD United States 109.03 1,045,000 $1,139,379

Black Hills Corp. USD United States 120.25 487,000 $585,636

Black Hills Corp. USD United States 103.64 705,000 $730,682

Black Hills Corp. USD United States 109.81 1,800,000 $1,976,514

BlueMountain CLO 2015-1A BR USD United States 99.61 5,070,000 $5,050,146

BMW US Capital LLC USD United States 106.81 3,500,000 $3,738,207

BNP Paribas SA USD France 107.54 1,715,000 $1,844,342

BNP Paribas SA USD France 105.59 4,115,000 $4,345,135

BNP Paribas SA USD France 97.33 455,000 $442,869

BNSF Funding Trust I USD United States 114.26 3,106,000 $3,548,829

Boeing Co/The USD United States 91.74 220,000 $201,834



Bojangles Issuer LLC 2020-3A A2 USD United States 100.00 2,350,000 $2,350,000

BP Capital Markets America, Inc. USD United States 99.39 450,000 $447,263

BP Capital Markets America, Inc. USD United States 91.89 357,000 $328,053

BP Capital Markets America, Inc. USD United States 107.88 4,000,000 $4,315,349

BP Capital Markets PLC USD United Kingdom 107.25 923,000 $989,918

BP Capital Markets PLC USD United Kingdom 101.96 1,910,000 $1,947,441

BPCE SA USD France 112.14 955,000 $1,070,946

BPCE SA USD France 107.64 3,960,000 $4,262,645

Bristol Myers Squibb Co. USD United States 126.15 1,757,000 $2,216,442

Bristol Myers Squibb Co. USD United States 114.28 1,500,000 $1,714,130

Broad River BSL Funding CLO 2020-1A A USD United States 100.11 3,490,000 $3,493,860

Brookfield Finance LLC USD United States 98.51 798,000 $786,088

Brookfield Finance, Inc. USD Canada 116.56 231,000 $269,257

Brown & Brown, Inc. USD United States 101.12 1,735,000 $1,754,449

Burlington Northern Santa Fe LLC USD United States 121.16 2,470,000 $2,992,658

BX Commercial Mortgage Trust 2019-XL G USD United States 98.76 5,681,547 $5,611,109

BX Commercial Mortgage Trust 2019-XL J USD United States 97.97 5,287,589 $5,180,030

BX Commercial Mortgage Trust 2020-BXLP G USD United States 99.03 4,187,168 $4,146,751

BX Trust 2019-MMP E USD United States 94.42 2,520,000 $2,379,493

BX Trust 2019-OC11 E USD United States 93.15 2,280,000 $2,123,719

California State University USD United States 137.14 500,000 $685,700

Camden Property Trust USD United States 108.95 359,000 $391,148

Canadian Imperial Bank of Commerce USD Canada 105.60 910,000 $960,970

Canadian Imperial Bank of Commerce USD Canada 107.94 424,000 $457,679

Cantor Commercial Real Estate Lending 2019-CF2 A5 USD United States 110.88 3,450,000 $3,825,361

Capital One Financial Corp. USD United States 110.54 850,000 $939,617

Carbone CLO Ltd. 2017-1A A1 USD United States 98.55 4,000,000 $3,941,800

Cargill, Inc. USD United States 120.54 2,000,000 $2,410,758

Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2 USD United States 97.07 2,400,000 $2,329,613

CarMax Auto Owner Trust 2020-2 A4 USD United States 104.72 5,750,000 $6,021,147

Carrier Global Corp. USD United States 104.67 1,195,000 $1,250,864

Carrier Global Corp. USD United States 104.72 2,047,000 $2,143,588

CD 2016-CD1 Mortgage Trust XA USD United States 6.15 19,854,237 $1,221,865

CDS 1 20122025 USD United States (2.08) 76,306,000 ($1,590,293)

CDS 5 12/20/24 CONV USD United States (5.14) 81,704,670 ($4,196,434)

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Cedar Funding II CLO Ltd. 2013-1A A1R USD United States 99.54 840,000 $836,139

CenterPoint Energy Houston Electric LLC USD United States 114.63 750,000 $859,689

CFCRE Commercial Mortgage Trust 2011-C1 E USD United States 93.86 3,951,241 $3,708,774

Charles Schwab Corp./The USD United States 108.61 1,358,000 $1,474,856

Charter Communications Operating LLC / Charter Communications Operating Capital USD United States 99.46 175,000 $174,058

Charter Communications Operating LLC / Charter Communications Operating Capital USD United States 114.86 885,000 $1,016,516

Charter Communications Operating LLC / Charter Communications Operating Capital USD United States 115.71 2,500,000 $2,892,672

Charter Communications Operating LLC / Charter Communications Operating Capital USD United States 105.92 750,000 $794,383

Chase Funding Trust Series 2002-4 2A1 USD United States 98.92 53,547 $52,971

Chase Funding Trust Series 2003-5 2A2 USD United States 95.39 106,708 $101,787

Chase Mortgage Finance Trust Series 2005-A1 1A1 USD United States 97.32 444,763 $432,833

Cheniere Corpus Christi Holdings LLC USD United States 104.07 1,665,000 $1,732,716

CHL Mortgage Pass-Through Trust 2004-22 A3 USD United States 99.39 2,092,506 $2,079,652

CHL Mortgage Pass-Through Trust 2004-HYB9 1A1 USD United States 99.66 47,197 $47,035

CHL Mortgage Pass-Through Trust 2005-2 2A3 USD United States 91.13 18,078 $16,473

CIFC Funding 2013-2A A1LR USD United States 99.52 3,750,000 $3,731,843

CIFC Funding 2017-2A A Ltd. USD United States 99.10 3,453,000 $3,422,047

CIFC Funding 2017-2A C USD United States 98.35 3,000,000 $2,950,545

CIFC Funding 2019-6A A1 Ltd. USD United States 100.04 4,000,000 $4,001,552

Cigna Corp. USD United States 108.44 3,981,000 $4,317,159


Cigna Corp. USD United States 130.53 935,000 $1,220,472


CIM Trust 2020-J1 B3 USD United States 96.82 1,494,841 $1,447,251

Cimarex Energy Co. USD United States 100.82 2,000,000 $2,016,417

CITDV P99 18NOV20 USD United States 0.71 70,579,000 $501,256

Citicorp Mortgage Securities Trust Series 2006-4 2A1 USD United States 104.13 73,860 $76,912

Citicorp Mortgage Securities Trust Series 2007-1 1A1 USD United States 99.27 661,200 $656,352

Citigroup Commercial Mortgage Trust 2016-C2 E USD United States 60.20 4,120,000 $2,480,109

Citigroup Commercial Mortgage Trust 2017-P8 XA USD United States 5.02 35,382,917 $1,775,525

Citigroup Commercial Mortgage Trust 2018-C5 XA USD United States 4.44 58,617,415 $2,604,671

Citigroup COmmercial Mortgage Trust 2018-C6 D USD United States 93.35 2,101,000 $1,961,338

Citigroup Mortgage Loan Trust 2007-10 22AA USD United States 96.32 1,192,945 $1,149,081

Citigroup Mortgage Loan Trust 2015-A B2 USD United States 100.96 1,152,692 $1,163,806

Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A USD United States 99.54 48,162 $47,938

Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1 USD United States 100.52 2,087,891 $2,098,739

Citigroup, Inc. USD United States 118.39 4,000,000 $4,735,720




CitiMortgage Alternative Loan Trust Series 2007-A2 1A5 USD United States 100.73 286,128 $288,222

Citizens Financial Group, Inc. USD United States 105.66 2,000,000 $2,113,221

CMS Energy Corp. USD United States 106.16 600,000 $636,980

Coca-Cola Co/The USD United States 105.30 733,000 $771,848

Coca-Cola Co/The USD United States 101.22 502,000 $508,109

Cole Park CLO Ltd. 2015-1A CR USD United States 99.64 2,766,000 $2,756,164

Columbia Property Trust Operating Partnership L.P. USD United States 102.54 525,000 $538,351

Columbia Property Trust Operating Partnership L.P. USD United States 104.82 280,000 $293,482

Comcast Corp. USD United States 109.23 1,250,000 $1,365,373




COMM 2012-CR2 XA USD United States 2.12 13,891,584 $293,851


COMM 2012-CR4 XB USD United States 1.21 65,166,000 $788,802


COMM 2012-LC4 XA USD United States 1.88 27,468,736 $515,445

COMM 2013-CR10 E Mortgage Trust USD United States 85.32 1,910,000 $1,629,564

COMM 2015-CCRE26 D Mortgage Trust USD United States 84.15 1,640,000 $1,380,084

COMM 2016-COR1 C USD United States 101.31 910,000 $921,921

COMM 2016-CR28 XA USD United States 2.68 77,273,878 $2,071,597

COMM 2018-COR3 A3 Mortgage Trust USD United States 119.45 5,920,000 $7,071,298

COMM 2020-CBM F Mortgage Trust USD United States 81.61 3,906,000 $3,187,651

Commonbond Student Loan Trust 2017-BGS B USD United States 102.66 995,774 $1,022,214

Commonbond Student Loan Trust 2018-AGS A1 USD United States 103.52 727,390 $752,989

Commonbond Student Loan Trust 2018-BGS B USD United States 102.73 1,344,437 $1,381,161

Commonwealth Bank of Australia USD Australia 110.54 745,000 $823,489

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Commonwealth Edison Co. USD United States 119.64 631,000 $754,959

Connecticut Avenue Securities Trust 2020-R02 2M2 USD United States 97.97 2,000,000 $1,959,353

Consolidated Edison Co. of New York, Inc. USD United States 119.65 500,000 $598,240

Consolidated Edison Co. of New York, Inc. USD United States 134.92 491,000 $662,467

Consumers Energy Co. USD United States 94.07 381,000 $358,389

Continental Airlines 2012-1 Class A Pass Through Trust USD United States 98.22 962,228 $945,094

Cooperatieve Rabobank UA USD Netherlands 106.33 752,000 $799,571

Cooperatieve Rabobank UA USD Netherlands 113.39 5,500,000 $6,236,463

Cooperatieve Rabobank UA USD Netherlands 99.46 1,358,000 $1,350,679

Corning, Inc. USD United States 127.69 765,000 $976,797

Countrywide Alternative Loan Trust 2005-53T2 2A6 USD United States 46.48 914,611 $425,086

Countrywide Asset-Backed Certificates 2005-IM1 M1 USD United States 98.19 4,156,728 $4,081,432

Cox Communications, Inc. USD United States 96.18 1,031,000 $991,586

Credit Agricole SA/London USD France 102.41 1,235,000 $1,264,757

Credit Suisse AG USD Switzerland 113.61 6,000,000 $6,816,636

Credit Suisse Group AG USD Switzerland 104.16 3,000,000 $3,124,875

Credit Suisse Group AG USD Switzerland 115.65 1,292,000 $1,494,192

Credit Suisse Group Funding Guernsey Ltd. USD Switzerland 105.76 750,000 $793,177

Credit Suisse Group Funding Guernsey Ltd. USD Switzerland 101.68 2,303,000 $2,341,802

Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C USD United States 90.17 5,678,925 $5,120,666

Crown Castle International Corp. USD United States 114.45 469,000 $536,765

CSAIL 2018-CX11 A5 Commercial Mortgage Trust USD United States 117.48 5,080,000 $5,968,058

CSX Corp. USD United States 130.98 1,750,000 $2,292,212

Cummins, Inc. USD United States 98.14 776,000 $761,579

CURRENCY CONTRACT - CLP CLP Chile 1.00 2,175,907,923 $2,771,965

CURRENCY CONTRACT - CLP USD Chile 0.00 (2,723,954) ($2,723,954)

CURRENCY CONTRACT - EUR EUR Eurozone 1.00 7,583,750 $8,891,618

CURRENCY CONTRACT - EUR USD Eurozone 1.17 (8,845,170) ($8,845,170)

CURRENCY CONTRACT - MXN MXN Mexico 1.00 37,545,686 $1,695,106

CURRENCY CONTRACT - MXN USD Mexico 0.05 (1,669,603) ($1,669,603)

CURRENCY CONTRACT - RUB USD Russia 0.01 (2,515,774) ($2,515,774)

CURRENCY CONTRACT - RUB RUB Russia 1.00 184,712,027 $2,373,248

CURRENCY CONTRACT - SGD SGD Singapore 1.00 305,095 $223,509

CURRENCY CONTRACT - SGD USD Singapore 0.73 (221,614) ($221,614)

CURRENCY CONTRACT - USD BRL United States 5.62 (25,054,440) ($4,459,692)

CURRENCY CONTRACT - USD CLP United States 784.97 (2,074,074,005) ($2,642,235)

CURRENCY CONTRACT - USD CZK United States 23.08 (53,820,783) ($2,332,177)

CURRENCY CONTRACT - USD EUR United States 0.85 (7,583,750) ($8,903,676)

CURRENCY CONTRACT - USD EUR United States 0.85 (7,583,750) ($8,891,618)

CURRENCY CONTRACT - USD HUF United States 310.12 (621,498,481) ($2,004,090)

CURRENCY CONTRACT - USD MYR United States 4.16 (13,034,344) ($3,135,643)

CURRENCY CONTRACT - USD PEN United States 3.60 (2,098,589) ($582,359)



CURRENCY CONTRACT - USD PLN United States 3.87 (19,482,975) ($5,040,586)

CURRENCY CONTRACT - USD THB United States 31.69 (158,691,497) ($5,007,805)

CURRENCY CONTRACT - USD TRY United States 7.76 (11,065,391) ($1,425,267)

CURRENCY CONTRACT - USD USD United States 1.00 3,253 $3,253








CURRENCY CONTRACT - USD USD United States 1.00 1,491,310 $1,491,310












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CURRENCY CONTRACT - USD ZAR United States 16.79 (63,520,811) ($3,782,986)

CURRENCY CONTRACT - USD COP United States 3829.77 (10,683,261,693)

($2,789,528)

CURRENCY CONTRACT - USD IDR United States 14893.14 (27,174,130,283)

($1,824,607)


($1,824,607)


($1,824,607)

CURRENCY CONTRACT - USD MXN United States 22.15 (159,964,223) ($7,222,038)

CURRENCY CONTRACT - USD PHP United States 48.49 (4,202,365) ($86,665)

CURRENCY CONTRACT - USD ILS United States 3.43 (11,094) ($3,239)

CURRENCY CONTRACT - USD RUB United States 77.83 (534,882,001) ($6,872,361)

CURRENCY CONTRACT - USD RON United States 4.16 (2,121,441) ($509,574)



CUSD/CAUD 0.6875 12/21/20 USD United States 0.01 38,695,000 $313,120



CUSD/PAUD 0.67 10/14/20 USD United States 0.00 44,165,500 $4,407

CUSD/PAUD 0.67 10/16/20 USD United States 0.00 44,165,500 $7,156

CVS Health Corp. USD United States 96.09 798,000 $766,768

CVS Health Corp. USD United States 121.31 3,000,000 $3,639,416




CVS Pass-Through Trust USD United States 119.32 60,852 $72,606

Daimler Finance North America LLC USD United States 103.77 1,875,000 $1,945,634

Danske Bank A/S USD Denmark 105.09 600,000 $630,535

Danske Bank A/S USD Denmark 101.02 4,500,000 $4,545,956

Danske Bank A/S USD Denmark 99.25 1,870,000 $1,856,065

DB Master Finance LLC 2019-1A A23 USD United States 109.32 940,500 $1,028,129

DB Master Finance LLC 2019-1A A2II USD United States 106.64 495,000 $527,853

DBUBS 2011-LC2 E Mortgage Trust USD United States 76.81 3,247,076 $2,494,020

DBUBS 2011-LC2A F Mortgage Trust USD United States 71.62 5,150,000 $3,688,315

Deephaven Residential Mortgage Trust 2018-2A M1 USD United States 101.98 2,000,000 $2,039,528

Dell International LLC / EMC Corp. USD United States 117.58 1,000,000 $1,175,849

Delta Air Lines 2002-1 Class G-1 Pass Through Trust USD United States 96.41 1,559,049 $1,503,096

Delta Air Lines 2020-1 Class A Pass Through Trust USD United States 90.18 713,000 $642,990

Delta Air Lines 2020-1 Class AA Pass Through Trust USD United States 97.02 123,000 $119,338

Delta Air Lines, Inc. / SkyMiles IP Ltd. USD MULTI 102.71 515,000 $528,965

Delta Air Lines, Inc. / SkyMiles IP Ltd. USD MULTI 103.90 515,000 $535,076

DENTSPLY SIRONA, Inc. USD United States 108.82 1,361,000 $1,481,076

DERIVATIVES COLLAT BNP USD United States 100.00 (560,000) ($560,000)

DERIVATIVES COLLATERAL CT USD United States 100.00 (530,000) ($530,000)

DERIVATIVES COLLATERAL MS USD United States 100.00 (1,760,000) ($1,760,000)

Deutsche Bank AG/New York NY USD Germany 100.70 1,616,000 $1,627,273

Deutsche Telekom AG USD Germany 111.11 860,000 $955,509

Dewolf Park Clo Ltd. 2017-1A A USD United States 99.23 12,160,000 $12,066,879

Diageo Capital PLC USD United Kingdom 103.81 345,000 $358,162

Diamondback Energy, Inc. USD United States 101.37 1,652,000 $1,674,604

Diamondback Energy, Inc. USD United States 100.26 720,000 $721,872

Diamondback Energy, Inc. USD United States 96.68 2,030,000 $1,962,533

Discover Bank USD United States 104.92 1,770,000 $1,857,004

Discovery Communications LLC USD United States 120.07 3,500,000 $4,202,475

Dollar General Corp. USD United States 114.01 295,000 $336,343

Dominion Energy, Inc. USD United States 101.41 2,155,000 $2,185,491

Dow Chemical Co/The USD United States 98.60 1,338,000 $1,319,266



Dow Chemical Co/The USD United States 116.86 500,000 $584,277

Dow Chemical Co/The USD United States 113.20 400,000 $452,805

DRB Prime Student Loan Trust 2015-B A2 USD United States 100.76 662,203 $667,261

DRB Prime Student Loan Trust 2015-D A2 USD United States 101.30 902,351 $914,112

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Driven Brands Funding LLC 2019-1A A2 USD United States 105.90 1,379,000 $1,460,333

Dryden 55 CLO Ltd. 2018-55A A1 USD United States 98.71 1,200,000 $1,184,479

Dryden Senior Loan Fund 2017-47A A2 USD United States 97.38 8,610,000 $8,384,349

Dryden XXVIII Senior Loan Fund 2013-28A A1LR USD United States 99.51 7,460,000 $7,423,416

DSLA Mortgage Loan Trust 2004-AR3 2A1 USD United States 95.62 167,696 $160,359

DTE Electric Co. USD United States 105.91 2,933,000 $3,106,377

DTE Energy Co. USD United States 100.30 1,069,000 $1,072,190

Duke Energy Carolinas LLC USD United States 122.43 945,000 $1,156,944

Duke Energy Carolinas LLC USD United States 111.22 1,000,000 $1,112,190

Duke Energy Carolinas LLC USD United States 118.33 1,940,000 $2,295,568

Duke Energy Corp. USD United States 105.91 1,055,000 $1,117,390

Duke Energy Indiana LLC USD United States 111.54 1,485,000 $1,656,353

Duke Energy Progress LLC USD United States 117.85 533,000 $628,135

Duke Energy Progress LLC USD United States 124.63 1,510,000 $1,881,962

Duquesne Light Holdings, Inc. USD United States 100.46 868,000 $871,968

Earnest Student Loan Program, LLC 2016-C B USD United States 101.20 267,617 $270,824

Eli Lilly and Co. USD United States 94.49 1,239,000 $1,170,783

Empower Finance 2020 L.P. USD United States 99.76 609,000 $607,543

Enable Midstream Partners L.P. USD United States 92.79 2,621,000 $2,432,038

ENBRIDGE U S I 10/20/2020 USD United States 99.99 7,500,000 $7,499,237

Enbridge US IN 12/10/2020 USD United States 99.96 5,000,000 $4,997,860

Enbridge, Inc. USD Canada 103.75 979,000 $1,015,671

Energy Transfer Operating L.P. USD United States 93.03 2,000,000 $1,860,536

Energy Transfer Operating L.P. USD United States 97.92 275,000 $269,274

Energy Transfer Operating L.P. USD United States 101.59 730,000 $741,586

Energy Transfer Partners L.P. / Regency Energy Finance Corp. USD United States 106.39 1,067,000 $1,135,184

Entergy Arkansas LLC USD United States 100.97 1,241,000 $1,253,000

Entergy Corp. USD United States 108.51 747,000 $810,576

Entergy Corp. USD United States 110.54 1,286,000 $1,421,544

Enterprise Products Operating LLC USD United States 111.10 1,385,000 $1,538,751


Enterprise Products Operating LLC USD United States 106.53 283,000 $301,492

Enterprise Products Operating LLC USD United States 98.87 589,000 $582,346



Equifax, Inc. USD United States 107.25 410,000 $439,707

Equinix, Inc. USD United States 100.08 557,000 $557,427

Equinor ASA USD Norway 112.50 826,000 $929,254

ERP Operating L.P. USD United States 106.29 1,041,000 $1,106,486

Evergy Kansas Central, Inc. USD United States 109.39 1,944,000 $2,126,602

Eversource Energy USD United States 112.57 1,233,000 $1,387,996

Eversource Energy USD United States 108.33 1,635,000 $1,771,255

Exelon Corp. USD United States 104.62 3,528,000 $3,690,927

Exelon Corp. USD United States 117.23 270,000 $316,523

Exelon Corp. USD United States 127.78 410,000 $523,889

Exelon Generation Co. LLC USD United States 109.47 446,000 $488,218

Exxon Mobil Corp. USD United States 122.81 755,000 $927,245

Exxon Mobil Corp. USD United States 105.20 1,394,000 $1,466,426

Fannie Mae USD United States 106.53 2,793,799 $2,976,328











Fannie Mae USD United States 109.21 804,077 $878,111








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Fannie Mae USD United States 103.14 115 $119































































of 32
















Fannie Mae USD United States 108.14 984,181 $1,064,337

















Fannie Mae USD United States 116.34 861 $1,002






































of 32







































































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545553 Fannie Mae USD United States 111.50 4,186 $4,667








































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Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2 USD United States 93.71 800,000 $749,668

Fannie Mae 2011-128 KB USD United States 121.48 1,000,000 $1,214,834

Fannie Mae 2011-99 CZ USD United States 115.35 12,505,202 $14,424,988

Fannie Mae 2012-110 CA USD United States 107.61 1,787,309 $1,923,374

Fannie Mae 2016-82 SD USD United States 23.14 24,872,089 $5,755,640

Fannie Mae 2016-88 EA USD United States 104.92 4,436,408 $4,654,799

Fannie Mae Connecticut Avenue Securities 16-C06 1M2 USD United States 102.67 6,314,411 $6,483,303


Fannie Mae Connecticut Avenue Securities 2015-C02 2M2 USD United States 101.52 127,273 $129,211





Fannie Mae Connecticut Avenue Securities 2016-C07 2M2 USD United States 103.73 225,080 $233,483









Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2 USD United States 100.19 3,002,921 $3,008,579







Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2 USD United States 99.09 10,292,623 $10,199,041

Fannie Mae Connecticut Avenue Securities 2019-R02 1M2 USD United States 99.82 1,892,754 $1,889,293

Fannie Mae Connecticut Avenue Securities 2019-R04 2M2 USD United States 99.77 2,903,537 $2,896,768

Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2 USD United States 99.99 1,406,260 $1,406,058

Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2 USD United States 99.86 3,727,329 $3,722,071




Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2 USD United States 95.79 500,000 $478,925

Fannie Mae Interest Strip Series 418 10 USD United States 15.87 451,938 $71,733

Fannie Mae Interest Strip Series 418 15 USD United States 14.86 395,938 $58,819

Fannie Mae REMIC Trust 1994-77 FB USD United States 101.11 6,809 $6,885

Fannie Mae REMIC Trust 1999-33 Z USD United States 112.65 300,524 $338,529

Fannie Mae REMIC Trust 2002-21 FC USD United States 101.17 24,042 $24,324

Fannie Mae REMIC Trust 2003-74 IO USD United States 21.63 761,550 $164,724

Fannie Mae REMIC Trust 2004-11 A USD United States 99.64 61,913 $61,694

Fannie Mae REMIC Trust 2005-120 ZU USD United States 118.35 406,454 $481,033

Fannie Mae REMIC Trust 2005-74 DK USD United States 155.56 200,855 $312,450

Fannie Mae REMIC Trust 2005-92 SC USD United States 22.09 4,343,113 $959,373

Fannie Mae REMIC Trust 2006-103 EZ USD United States 115.74 267,760 $309,905

Fannie Mae REMIC Trust 2006-104 ES USD United States 202.47 836,937 $1,694,543

Fannie Mae REMIC Trust 2006-12 SD USD United States 21.22 4,836,212 $1,026,410

Fannie Mae REMIC Trust 2006-123 UI USD United States 25.20 2,390,176 $602,410

Fannie Mae REMIC Trust 2006-72 HS USD United States 13.45 532,618 $71,623

Fannie Mae REMIC Trust 2007-73 A1 USD United States 98.41 151,700 $149,292

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Fannie Mae REMIC Trust 2008-20 SP USD United States 140.38 444,063 $623,381

Fannie Mae REMIC Trust 2009-19 PW USD United States 113.24 1,976,241 $2,237,868

Fannie Mae REMIC Trust 2010-102 SB USD United States 25.27 7,199,937 $1,819,380

Fannie Mae REMIC Trust 2010-116 SE USD United States 21.78 2,284,043 $497,558

Fannie Mae REMIC Trust 2010-123 SL USD United States 20.13 6,538,989 $1,316,389

Fannie Mae REMIC Trust 2010-130 CX USD United States 102.21 2,405,339 $2,458,450

Fannie Mae REMIC Trust 2010-55 AS USD United States 22.02 3,440,635 $757,683

Fannie Mae REMIC Trust 2010-59 PC USD United States 114.92 8,159,907 $9,377,603

Fannie Mae REMIC Trust 2010-60 HJ USD United States 111.87 1,068,353 $1,195,203

Fannie Mae REMIC Trust 2011-3 AI USD United States 11.64 3,550,703 $413,194

Fannie Mae REMIC Trust 2012-10 US USD United States 15.01 922,277 $138,419

Fannie Mae REMIC Trust 2012-103 DA USD United States 104.42 835,944 $872,905

Fannie Mae REMIC Trust 2012-113 SG USD United States 18.92 9,211,923 $1,742,509

Fannie Mae REMIC Trust 2012-122 SB USD United States 18.69 6,630,391 $1,238,989

Fannie Mae REMIC Trust 2012-128 DI USD United States 8.02 2,714,160 $217,701

Fannie Mae REMIC Trust 2012-131 BS USD United States 105.67 3,922,600 $4,145,161

Fannie Mae REMIC Trust 2012-137 SN USD United States 17.83 10,657,593 $1,900,466

Fannie Mae REMIC Trust 2012-15 SP USD United States 7.82 3,532,379 $276,347

Fannie Mae REMIC Trust 2012-58 PI USD United States 13.30 2,389,577 $317,745

Fannie Mae REMIC Trust 2013-44 ZG USD United States 105.62 519,875 $549,102

Fannie Mae REMIC Trust 2013-60 DS USD United States 17.65 8,678,081 $1,531,886

Fannie Mae REMIC Trust 2013-9 DS USD United States 27.74 7,755,481 $2,151,330

Fannie Mae REMIC Trust 2013-9 SA USD United States 18.15 20,066,523 $3,641,574

Fannie Mae REMIC Trust 2014-81 JI USD United States 2.57 1,750,319 $44,997

Fannie Mae REMIC Trust 2015-9 IO USD United States 21.34 20,338,622 $4,340,463

Fannie Mae REMICS 2005-66 SY USD United States 24.21 3,313,789 $802,239

Fannie Mae REMICS 2006-120 QD USD United States 13.11 5,865,310 $768,997

Fannie Mae REMICS 2006-59 XS USD United States 23.62 2,741,214 $647,515

Fannie Mae REMICS 2007-53 SX USD United States 23.84 2,994,325 $713,978

Fannie Mae REMICS 2010-112 PI USD United States 21.61 4,522,926 $977,461

Fannie Mae REMICS 2010-139 SA USD United States 22.35 16,292,348 $3,641,860

Fannie Mae REMICS 2011-10 ZC USD United States 116.69 1,083,660 $1,264,559

Fannie Mae REMICS 2011-127 UY USD United States 110.86 103,000 $114,190

Fannie Mae REMICS 2011-149 ES USD United States 12.08 4,155,217 $501,768

Fannie Mae REMICS 2012-150 CS USD United States 100.88 820,668 $827,893

Fannie Mae REMICS 2016-62 SC USD United States 25.34 9,715,304 $2,461,975

Fannie Mae REMICS 2016-88 CS USD United States 22.01 41,128,405 $9,053,242

Fannie Mae REMICS 2016-93 SL USD United States 21.04 11,435,123 $2,406,510

Fannie Mae REMICS 2016-97 PA USD United States 104.64 3,040,613 $3,181,740

Fannie Mae REMICS 2017-23 IO USD United States 23.40 13,647,766 $3,193,902

Fannie Mae REMICS 2017-54 D USD United States 106.09 2,002,717 $2,124,768

Fannie Mae REMICS 2018-27 EA USD United States 106.82 391,384 $418,090

Fannie Mae REMICS 2018-43 SE USD United States 22.01 6,510,420 $1,432,759

Fannie Mae REMICS 2018-64 ET USD United States 104.96 1,613,179 $1,693,205

Fannie Mae REMICS 2019-18 SA USD United States 20.93 11,382,432 $2,382,299

Fannie Mae REMICS 2019-25 PS USD United States 24.86 8,896,552 $2,211,743

Federation des Caisses Desjardins du Quebec USD Canada 104.46 1,925,000 $2,010,872

FedEx Corp. USD United States 119.96 874,000 $1,048,430

FedEx Corp. USD United States 118.33 1,250,000 $1,479,146

FedEx Corp. USD United States 113.72 646,000 $734,636

First Horizon Alternative Mortgage Securities Trust 2005-AA1 1A1 USD United States 79.42 187,520 $148,928

First Horizon Asset Securities, Inc. 2005-AR6 4A1 USD United States 91.96 313,059 $287,882

First Horizon Mortgage Pass-Through Trust 2005-AR3 2A1 USD United States 84.71 35,864 $30,381

FirstEnergy Corp. USD United States 106.24 2,203,000 $2,340,408

FirstEnergy Corp. USD United States 102.56 2,558,000 $2,623,481

Fiserv, Inc. USD United States 107.00 1,170,000 $1,251,851

Fiserv, Inc. USD United States 111.22 2,194,000 $2,440,192

Five Guys Holdings, Inc. 2017-1A A2 USD United States 100.91 3,662,325 $3,695,646

Flagstar Mortgage Trust 2018-1 B1 USD United States 104.47 1,414,590 $1,477,837




Flagstar Mortgage Trust 2018-3INV A3 USD United States 103.33 1,780,420 $1,839,675

FMC Corp. USD United States 112.28 342,000 $384,005

Fox Corp. USD United States 112.88 375,000 $423,297

Freddie Mac USD United States 107.67 2,378,250 $2,560,587


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Freddie Mac USD United States 107.02 718,889 $769,384






Freddie Mac USD United States 114.62 872,823 $1,000,437


































Freddie Mac USD United States 109.21 948,203 $1,035,493

























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Freddie Mac USD United States 118.52 762 $903




































Freddie Mac USD United States 115.96 946 $1,097


















Freddie Mac 2815 GS USD United States 20.73 4,627,767 $959,170

Freddie Mac Multifamily Structured Pass Through Certificates K020 X3 USD United States 2.87 36,470,000 $1,045,730

Freddie Mac Multifamily Structured Pass Through Certificates K023 X1 USD United States 1.95 43,325,136 $844,567


Freddie Mac Multifamily Structured Pass Through Certificates K029 X3 USD United States 3.86 27,650,000 $1,066,087


Freddie Mac REMIC Trust 1125 Z USD United States 102.32 1,778 $1,819

Freddie Mac REMIC Trust 2110 PG USD United States 113.71 204,346 $232,358

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Freddie Mac REMIC Trust 2114 ZM USD United States 111.54 197,159 $219,905

Freddie Mac REMIC Trust 2411 FJ USD United States 99.97 89,807 $89,781

Freddie Mac REMIC Trust 2460 ZM USD United States 112.61 126,599 $142,558

Freddie Mac REMIC Trust 2528 KM USD United States 103.42 185,012 $191,331

Freddie Mac REMIC Trust 2541 NE USD United States 116.20 268,531 $312,044

Freddie Mac REMIC Trust 2576 KZ USD United States 117.13 207,207 $242,705

Freddie Mac REMIC Trust 2594 IY USD United States 20.90 312,184 $65,246

Freddie Mac REMIC Trust 2861 Z USD United States 118.73 386,526 $458,930

Freddie Mac REMIC Trust 2867 MZ USD United States 115.94 1,022,840 $1,185,910

Freddie Mac REMIC Trust 2930 ZL USD United States 114.74 716,384 $821,993

Freddie Mac REMIC Trust 2931 ZY USD United States 114.84 859,457 $986,984

Freddie Mac REMIC Trust 3045 DI USD United States 23.53 5,218,874 $1,227,939

Freddie Mac REMIC Trust 3064 SP USD United States 6.38 2,101,012 $133,959

Freddie Mac REMIC Trust 3065 DC USD United States 143.28 348,008 $498,635

Freddie Mac REMIC Trust 3102 IS USD United States 63.79 671,216 $428,157

Freddie Mac REMIC Trust 3117 ZA USD United States 115.06 2,679,223 $3,082,846

Freddie Mac REMIC Trust 3170 SA USD United States 22.64 1,583,145 $358,467

Freddie Mac REMIC Trust 3171 PS USD United States 21.73 879,214 $191,012

Freddie Mac REMIC Trust 3351 ZC USD United States 117.67 1,285,357 $1,512,424

Freddie Mac REMIC Trust 3524 LA USD United States 113.74 336,525 $382,756

Freddie Mac REMIC Trust 3556 NT USD United States 101.82 85,570 $87,125

Freddie Mac REMIC Trust 3589 SB USD United States 22.55 6,044,105 $1,362,725

Freddie Mac REMIC Trust 3632 IP USD United States 13.68 983,541 $134,506

Freddie Mac REMIC Trust 3639 ZN USD United States 117.14 6,169,055 $7,226,445

Freddie Mac REMIC Trust 3662 ZB USD United States 118.10 2,184,829 $2,580,272

Freddie Mac REMIC Trust 3724 CM USD United States 113.98 1,094,311 $1,247,321

Freddie Mac REMIC Trust 3752 WS USD United States 3.58 509,917 $18,235

Freddie Mac REMIC Trust 3820 BI USD United States 2.17 2,581,410 $56,117

Freddie Mac REMIC Trust 3829 VZ USD United States 113.01 1,545,991 $1,747,097

Freddie Mac REMIC Trust 3856 KS USD United States 19.57 5,078,238 $993,763

Freddie Mac REMIC Trust 3898 KD USD United States 116.50 1,523,000 $1,774,303

Freddie Mac REMIC Trust 3925 SD USD United States 10.63 1,519,438 $161,498

Freddie Mac REMIC Trust 3925 SL USD United States 9.68 7,918,513 $766,383

Freddie Mac REMIC Trust 3936 GS USD United States 2.27 1,193,091 $27,109

Freddie Mac REMIC Trust 3951 SN USD United States 23.34 11,969,206 $2,793,134

Freddie Mac REMIC Trust 3984 NS USD United States 3.46 2,244,627 $77,576

Freddie Mac REMIC Trust 4000 PA USD United States 112.50 859,289 $966,733

Freddie Mac REMIC Trust 4020 BY USD United States 122.81 1,767,940 $2,171,251

Freddie Mac REMIC Trust 4027 QI USD United States 5.14 1,288,171 $66,247

Freddie Mac REMIC Trust 4094 YS USD United States 9.34 3,321,071 $310,134

Freddie Mac REMIC Trust 4102 MS USD United States 20.29 8,411,896 $1,707,012

Freddie Mac REMIC Trust 4194 GI USD United States 14.41 794,332 $114,428

Freddie Mac REMIC Trust 4203 BN USD United States 109.32 4,513,207 $4,933,662

Freddie Mac REMIC Trust 4246 ZX USD United States 115.18 27,994,352 $32,244,270

Freddie Mac REMIC Trust 4313 SD USD United States 21.60 8,131,039 $1,756,093

Freddie Mac REMIC Trust 4313 SE USD United States 21.44 12,631,658 $2,708,538

Freddie Mac REMIC Trust 4323 IP USD United States 5.99 1,997,293 $119,574

Freddie Mac REMIC Trust 4332 PI USD United States 15.71 1,337,564 $210,125

Freddie Mac REMIC Trust 4335 ZX USD United States 116.60 7,547,364 $8,800,312

Freddie Mac REMIC Trust 4346 ST USD United States 13.25 4,788,879 $634,619

Freddie Mac REMIC Trust 435 XZ USD United States 118.36 11,662,201 $13,803,285

Freddie Mac REMIC Trust 4386 LS USD United States 18.60 4,569,507 $849,962

Freddie Mac REMICS 3284 CI USD United States 23.32 8,244,563 $1,922,545

Freddie Mac REMICS 3311 IC USD United States 21.44 3,569,648 $765,421

Freddie Mac REMICS 3510 IC USD United States 22.39 7,661,498 $1,715,461

Freddie Mac REMICS 3575 ST USD United States 21.25 3,847,491 $817,411

Freddie Mac REMICS 3702 SB USD United States 16.25 11,179,188 $1,816,858

Freddie Mac REMICS 4465 MI USD United States 18.90 4,776,120 $902,924

Freddie Mac REMICS 4675 KS USD United States 22.42 13,289,660 $2,979,127

Freddie Mac REMICS 4678 AB USD United States 102.42 292,955 $300,057

Freddie Mac REMICS 4771 HZ USD United States 112.45 14,630,813 $16,452,633

Freddie Mac REMICS 4787 PY USD United States 107.23 2,513,607 $2,695,310

Freddie Mac REMICS 4901 BS USD United States 20.85 31,591,476 $6,586,311

Freddie Mac Series 4348 ZX USD United States 115.81 8,603,984 $9,964,510

Freddie Mac STACR 2019-HQA3 M2 USD United States 98.14 1,134,762 $1,113,700

Freddie Mac STACR Remic Trust 2020-DNA2 M2 USD United States 97.88 5,000,000 $4,894,167

Freddie Mac STACR REMIC Trust 2020-HQA3 M2 USD United States 101.00 7,100,000 $7,171,052

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Freddie Mac STACR Trust 2018-DNA2 M2 USD United States 97.74 3,600,000 $3,518,707

Freddie Mac Stacr Trust 2018-HQA2 M2 USD United States 98.35 3,900,000 $3,835,740

Freddie Mac Strips Series 311 S1 USD United States 16.99 9,041,328 $1,536,417

Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3 USD United States 102.32 628,353 $642,960

Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3 USD United States 100.97 1,194,155 $1,205,781


Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3 USD United States 100.61 409,164 $411,664


Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3 USD United States 104.25 500,000 $521,273


Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2 USD United States 103.38 859,210 $888,245

Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2 USD United States 99.21 5,803,228 $5,757,107




Freddie Mac Structured Pass Through Certificates T-54 2A USD United States 123.17 283,145 $348,759

Freddie Mac Structured Pass Through Certificates T-62 1A1 USD United States 102.93 381,105 $392,252

Freddie Mac-Ginnie Mae Series 27 FC USD United States 101.16 34,834 $35,239

FREMF Mortgage Trust 2012-K17 X2A USD United States 0.08 524,191,772 $426,849

Galaxy XIX CLO Ltd. 2015-19A A1R USD United States 99.22 4,250,000 $4,216,642

Galton Funding Mortgage Trust 2017-2 A21 USD United States 102.72 759,416 $780,082

GATX Corp. USD United States 115.35 1,122,000 $1,294,213

GCAT 2020-NQM2 A2 Trust USD United States 101.53 966,267 $981,010

GE Capital International Funding Co. Unlimited Co. USD Ireland 105.92 525,000 $556,075

General Dynamics Corp. USD United States 115.07 1,450,000 $1,668,584

General Motors Co. USD United States 116.32 935,000 $1,087,570

General Motors Co. USD United States 110.65 1,400,000 $1,549,163

General Motors Financial Co., Inc. USD United States 105.87 1,000,000 $1,058,730



Georgia Power Co. USD United States 112.00 1,310,000 $1,467,199

Georgia Power Co. USD United States 105.53 1,505,000 $1,588,294

Gilbert Park CLO Ltd. 2017-1A A USD United States 99.19 2,100,000 $2,083,045

Gilead Sciences, Inc. USD United States 100.00 744,000 $744,034



Ginnie Mae USD United States 106.25 879,334 $934,279

Ginnie Mae USD United States 106.80 4,445,113 $4,747,519

















Ginnie Mae USD United States 109.80 880 $966










Ginnie Mae USD United States 110.18 621 $684



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Ginnie Mae USD United States 112.41 890,825 $1,001,360






Ginnie Mae 2007-35 KY USD United States 22.78 10,201,164 $2,324,224

Ginnie Mae 2013-26 GU USD United States 102.65 808,354 $829,770

Ginnie Mae 2013-26 JC USD United States 103.17 782,519 $807,312

Ginnie Mae 2013-69 KA USD United States 99.03 318,894 $315,804

Ginnie Mae 2013-8 BE USD United States 102.53 322,109 $330,251

Ginnie Mae Series 2005-7 AH USD United States 21.34 745,815 $159,144

Ginnie Mae Series 2007-37 S USD United States 102.47 15,440 $15,820

Ginnie Mae Series 2007-8 SP USD United States 169.44 356,949 $604,822

Ginnie Mae Series 2008-35 SN USD United States 17.43 2,231,451 $388,912

Ginnie Mae Series 2008-40 PS USD United States 20.90 1,111,802 $232,406

Ginnie Mae Series 2009-106 SU USD United States 22.12 8,713,240 $1,927,462

Ginnie Mae Series 2009-25 KS USD United States 22.32 2,866,310 $639,728

Ginnie Mae Series 2009-29 PB USD United States 113.72 1,433,958 $1,630,650

Ginnie Mae Series 2009-31 ZL USD United States 114.95 1,800,392 $2,069,639

Ginnie Mae Series 2009-33 SN USD United States 2.23 363,072 $8,108

Ginnie Mae Series 2009-33 ZB USD United States 111.56 12,450,203 $13,889,149

Ginnie Mae Series 2009-43 HS USD United States 1.79 254,047 $4,550

Ginnie Mae Series 2010-106 IP USD United States 11.27 1,983,937 $223,508

Ginnie Mae Series 2010-116 NS USD United States 20.10 1,855,048 $372,892

Ginnie Mae Series 2010-116 SK USD United States 22.11 5,264,741 $1,164,295

Ginnie Mae Series 2010-149 HS USD United States 12.27 7,824,295 $960,161

Ginnie Mae Series 2010-4 SP USD United States 12.48 2,854,648 $356,256

Ginnie Mae Series 2010-59 ZA USD United States 112.91 3,154,698 $3,561,964

Ginnie Mae Series 2010-6 IA USD United States 8.20 1,545,883 $126,697

Ginnie Mae Series 2010-68 MS USD United States 18.90 2,049,595 $387,444

Ginnie Mae Series 2010-9 JI USD United States 20.68 4,388,185 $907,573

Ginnie Mae Series 2011-116 BI USD United States 6.49 2,459,308 $159,509

Ginnie Mae Series 2011-140 CI USD United States 6.07 620,817 $37,654

Ginnie Mae Series 2011-169 BC USD United States 111.32 45,840 $51,029

Ginnie Mae Series 2011-80 KS USD United States 26.46 4,489,975 $1,187,866

Ginnie Mae Series 2012-40 NI USD United States 4.77 583,508 $27,805

Ginnie Mae Series 2012-43 MA USD United States 100.64 18,835 $18,956

Ginnie Mae Series 2013-167 PI USD United States 17.83 10,978,307 $1,957,559

Ginnie Mae Series 2013-184 JI USD United States 20.83 8,875,414 $1,848,705

Ginnie Mae Series 2014-3 EP USD United States 105.76 9,318,445 $9,855,067

Ginnie Mae Series 2014-3 SU USD United States 21.94 7,931,099 $1,740,355

Ginnie Mae Series 2014-43 Z USD United States 115.57 1,399,915 $1,617,832

Ginnie Mae Series 2014-55 MS USD United States 22.39 9,806,428 $2,196,061

Ginnie Mae Series 2014-56 SP USD United States 15.18 10,300,508 $1,563,975

Ginnie Mae Series 2014-58 CS USD United States 19.39 8,735,881 $1,694,242

Ginnie Mae Series 2014-79 BI USD United States 22.82 11,365,292 $2,593,791

Ginnie Mae Series 2014-99 S USD United States 20.72 4,520,601 $936,591

Ginnie Mae Series 2018-112 AL USD United States 106.74 2,951,900 $3,150,948

Ginnie Mae Series 2018-126 A USD United States 106.53 3,560,597 $3,793,279

Ginnie Mae Series 2019-145 LS USD United States 7.76 48,031,558 $3,727,907

Ginnie Mae TBA USD United States 103.88 7,690,000 $7,988,588

Ginnie Mae TBA USD United States 104.82 11,350,000 $11,896,662

Ginnie Mae TBA USD United States 104.66 700,000 $732,648

Glencore Funding LLC USD United States 97.41 1,273,000 $1,240,048

Global Payments, Inc. USD United States 106.17 1,000,000 $1,061,708

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Global Payments, Inc. USD United States 109.37 3,000,000 $3,281,127

FGTXX Goldman Sachs Financial Square Government Fund - Institutional Shares USD United States 1.00 55,330,000 $55,330,000

Goldman Sachs Group, Inc. USD United States 130.53 1,000,000 $1,305,275

Goldman Sachs Group, Inc. USD United States 145.02 449,000 $651,162

Goldman Sachs Group, Inc./The USD United States 113.74 2,500,000 $2,843,494

GS Mortgage Securities Corp. II 2018-RIVR E USD United States 88.13 2,920,000 $2,573,268

GS Mortgage Securities Trust 2010-C2 F USD United States 99.05 1,379,676 $1,366,577

GS Mortgage Securities Trust 2010-C2 G USD United States 92.73 2,740,000 $2,540,738

GS Mortgage Securities Trust 2013-GC16 G USD United States 48.02 3,070,000 $1,474,314

GS Mortgage Securities Trust 2013-GC16 XA USD United States 2.65 29,624,305 $784,529

GS Mortgage Securities Trust 2014-GC22 XA USD United States 2.27 45,487,203 $1,030,713

GS Mortgage Securities Trust 2019-GC40 DBD USD United States 94.49 6,930,000 $6,548,210

GS Mortgage Securities Trust 2019-GC40 DBE USD United States 90.60 5,310,000 $4,811,111

GS Mortgage Securities Trust 2019-GC42 XA USD United States 6.01 105,692,870 $6,353,854

GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1 USD United States 103.27 1,839,685 $1,899,751



GSAMP Trust 2007-FM1 A2A USD United States 60.14 119,354 $71,781

GSR Mortgage Loan Trust 2003-2F 3A1 USD United States 106.84 2,548 $2,723

Halliburton Co. USD United States 108.44 66,000 $71,572



HarborView Mortgage Loan Trust 2005-2 2A1A USD United States 93.29 54,069 $50,440

Harley-Davidson Financial Services, Inc. USD United States 104.74 873,000 $914,421

Hartford Financial Services Group, Inc./The USD United States 137.38 710,000 $975,394

HCA, Inc. USD United States 115.48 772,000 $891,541



HCA, Inc. USD United States 112.42 1,604,000 $1,803,178

Health Care Service Corp. A Mutual Legal Reserve Co. USD United States 103.99 466,000 $484,616

HERO Funding Trust 2015-2A A USD United States 105.47 1,831,131 $1,931,271

Home Depot, Inc./The USD United States 113.50 640,000 $726,377

Home Equity Asset Trust 2005-2 M5 USD United States 100.19 795,774 $797,261

HomeBanc Mortgage Trust 2004-1 2A USD United States 96.37 216,302 $208,458

HomeBanc Mortgage Trust 2005-4 M1 USD United States 99.54 3,000,000 $2,986,253

Honeywell International, Inc. USD United States 105.38 500,000 $526,912

HP, Inc. USD United States 106.78 1,840,000 $1,964,806

HSBC Holdings PLC USD United Kingdom 120.68 365,000 $440,489

HSBC Holdings PLC USD United Kingdom 112.05 1,497,000 $1,677,366






HUNGARIAN FORINT HUF Hungary 310.01 1 $0

Idaho Power Co. USD United States 127.05 656,000 $833,463

IHS Markit Ltd. USD United States 116.16 390,000 $453,042

Imperial Brands Finance PLC USD United Kingdom 104.55 2,113,000 $2,209,072

IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B USD United States 91.32 2,893,488 $2,642,388

IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1 USD United States 80.77 2,334,573 $1,885,592

ING Groep NV USD Netherlands 108.94 3,439,000 $3,746,544

Intel Corp. USD United States 109.10 760,000 $829,190

Intel Corp. USD United States 111.86 3,201,000 $3,580,550

Intercontinental Exchange, Inc. USD United States 123.93 1,177,000 $1,458,606

Intercontinental Exchange, Inc. USD United States 99.37 1,059,000 $1,052,304

Intercontinental Exchange, Inc. USD United States 103.35 396,000 $409,270

International Business Machines Corp. USD United States 112.76 4,132,000 $4,659,417

International Paper Co. USD United States 122.08 1,020,000 $1,245,240

Interpublic Group of Cos, Inc./The USD United States 103.19 1,000,000 $1,031,917

Interpublic Group of Cos, Inc./The USD United States 119.99 1,351,000 $1,621,128

Interstate Power and Light Co. USD United States 109.76 3,640,000 $3,995,132

Jay Park CLO Ltd. 2016-1A BR USD United States 99.24 2,000,000 $1,984,756

Jersey Central Power & Light Co. USD United States 114.45 2,802,000 $3,207,011

Jersey Mike's Funding 2019-1A A2 USD United States 107.01 1,600,000 $1,712,223

Johnson & Johnson USD United States 100.13 839,000 $840,131



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Johnson & Johnson USD United States 100.26 4,140,000 $4,150,791

JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA USD United States 1.16 28,579,666 $332,867

JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA USD United States 2.87 43,261,811 $1,240,411

JP Morgan Mortgage Trust 2005-A1 6T1 USD United States 95.02 8,112 $7,708

JP Morgan Mortgage Trust 2007-A1 5A5 USD United States 98.51 91,978 $90,611

JP Morgan Mortgage Trust 2017-3 1A13 USD United States 103.04 1,862,816 $1,919,402

JP Morgan Mortgage Trust 2017-4 B1 USD United States 105.03 4,362,223 $4,581,539








JP Morgan Mortgage Trust 2019-3 A3 USD United States 102.98 259,370 $267,110

JP Morgan Mortgage Trust 2019-6 A3 USD United States 102.81 665,119 $683,777

JP Morgan Mortgage Trust 2019-7 B2A USD United States 96.95 2,446,655 $2,372,104

JP Morgan Mortgage Trust 2019-8 B3A USD United States 101.92 1,964,426 $2,002,051

JP Morgan Mortgage Trust 2019-HYB1 B1 USD United States 105.47 2,461,214 $2,595,879

JP Morgan Mortgage Trust 2019-LTV2 A18 USD United States 103.01 871,191 $897,453

JP Morgan Mortgage Trust 2020-5 A15 USD United States 102.27 1,891,791 $1,934,654


JP Morgan Mortgage Trust 2020-7 A15 USD United States 102.36 1,500,000 $1,535,449

JP Morgan Mortgage Trust 2020-LTV2 A15 USD United States 102.33 1,433,000 $1,466,362

JPMBB Commercial Mortgage Securities Trust 2013-C17 D USD United States 88.63 3,720,000 $3,297,161

JPMBB Commercial Mortgage Securities Trust 2014-C26 D USD United States 88.57 1,560,000 $1,381,663

JPMBB Commercial Mortgage Securities Trust 2015-C28 XA USD United States 3.33 2,084,064 $69,296

JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5 USD United States 119.18 6,560,000 $7,818,346

JPMCC Re-REMIC Trust 2015-FRR2 AK36 USD United States 99.32 5,610,000 $5,571,737

JPMorgan Chase & Co. USD United States 99.91 1,112,000 $1,111,041

JPMorgan Chase & Co. USD United States 122.14 945,000 $1,154,260

JPMorgan Chase & Co. USD United States 98.13 986,000 $967,513






Kaiser Foundation Hospitals USD United States 111.97 750,000 $839,797

Kinder Morgan Energy Partners L.P. USD United States 110.71 1,000,000 $1,107,066

Kinder Morgan Energy Partners L.P. USD United States 116.19 920,000 $1,068,918

KKR CLO 21 A Ltd. USD United States 97.72 4,300,000 $4,201,835

KKR Group Finance Co. VII LLC USD United States 104.08 702,000 $730,607

KNDL 2019-KNSQ F Mortgage Trust USD United States 94.59 1,000,000 $945,933

Kroger Co/The USD United States 128.71 750,000 $965,294

L Street Securities 2017-PM1 XIO USD United States 0.07 4,620,853,436 $3,047,453

Laboratory Corp. of America Holdings USD United States 109.05 969,000 $1,056,714

Laboratory Corp. of America Holdings USD United States 127.33 1,537,000 $1,957,101

LB-UBS Commercial Mortgage Trust 2005-C3 F USD United States 99.80 49,445 $49,344

LB-UBS Commercial Mortgage Trust 2006-C7 XCL USD United States 0.30 1,743,689 $5,177

LB-UBS Commercial Mortgage Trust 2006-C7 XW USD United States 0.30 9,110,021 $27,048

LCM 26A A2 Ltd. USD United States 97.42 10,000,000 $9,742,320

LCM XIV L.P. 14A AR USD United States 98.20 6,308,000 $6,194,506

Lehman Mortgage Trust 2006-9 2A5 USD United States 24.61 8,146,462 $2,005,251

Lehman XS Trust Series 2005-5N 1A2 USD United States 85.72 2,679,376 $2,296,847

Liberty Mutual Group, Inc. USD United States 111.98 778,000 $871,237

Lloyds Banking Group PLC USD United Kingdom 103.78 1,125,000 $1,167,556

Lloyds Banking Group PLC USD United Kingdom 104.00 2,177,000 $2,264,021

Lockheed Martin Corp. USD United States 104.40 200,000 $208,793

Lockheed Martin Corp. USD United States 125.06 1,212,000 $1,515,777

Long Beach Mortgage Loan Trust 2004-4 1A1 USD United States 95.44 58,753 $56,072

Los Angeles County Public Works Financing Authority USD United States 172.33 300,000 $516,975

Los Angeles County Public Works Financing Authority USD United States 143.99 200,000 $287,984

Madison Park Funding XV Ltd. 2014-15A B1R USD United States 99.77 2,120,000 $2,115,154

Madison Park Funding XXXV Ltd. 2019-35A A2A USD United States 100.00 5,150,000 $5,149,974

Magnetite CLO Ltd. 2020-26A A USD United States 100.28 4,600,000 $4,612,751

Main Street Capital Corp. USD United States 105.21 684,000 $719,609

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Marathon Petroleum Corp. USD United States 101.42 1,198,000 $1,214,969

Marathon Petroleum Corp. USD United States 113.04 751,000 $848,904

Marathon Petroleum Corp. USD United States 103.00 1,000,000 $1,029,976

Marlette Funding Trust 2018-1A C USD United States 100.30 802,135 $804,554

Marlette Funding Trust 2019-2A C USD United States 100.51 1,750,000 $1,758,983

Mars, Inc. USD United States 126.59 2,500,000 $3,164,790

McDonald's Corp. USD United States 114.05 550,000 $627,264

McDonald's Corp. USD United States 124.53 1,000,000 $1,245,350

Medtronic, Inc. USD United States 134.27 1,436,000 $1,928,089

Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 1A USD United States 99.63 69,011 $68,756

Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3 USD United States 100.27 242,671 $243,335

Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A USD United States 95.72 26,304 $25,178

MetLife, Inc. USD United States 99.88 872,000 $870,910

Metropolitan Edison Co. USD United States 111.01 411,000 $456,247

Microchip Technology, Inc. USD United States 103.59 900,000 $932,322

Microsoft Corp. USD United States 104.97 4,000,000 $4,198,820



MIM VM BALANCE USD USD United States 100.00 6,616,000 $6,616,000

Mississippi Power Co. USD United States 116.73 266,000 $310,502

Mississippi Power Co. USD United States 118.48 2,745,000 $3,252,211

Mitsubishi UFJ Financial Group, Inc. USD Japan 108.38 350,000 $379,324

Mitsubishi UFJ Financial Group, Inc. USD Japan 104.83 750,000 $786,188

Mizuho Financial Group Cayman 2 Ltd. USD Japan 105.47 5,870,000 $6,190,813

Mizuho Financial Group, Inc. USD Japan 101.23 2,810,000 $2,844,547

Mizuho Financial Group, Inc. USD Japan 111.76 315,000 $352,029

Moody's Corp. USD United States 107.31 175,000 $187,798

Morgan Stanley USD United States 151.25 770,000 $1,164,627

Morgan Stanley USD United States 104.84 1,074,000 $1,125,954


Morgan Stanley USD United States 114.12 538,000 $613,940




Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4 USD United States 99.63 2,224,155 $2,215,971

Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D USD United States 86.28 1,706,000 $1,471,954

Morgan Stanley Capital I Trust 2011-C1 D USD United States 100.33 1,525,000 $1,530,078

Morgan Stanley Capital I Trust 2016-BNK2 E USD United States 56.89 3,890,000 $2,213,002

Morgan Stanley Capital I Trust 2019-H6 A4 USD United States 114.34 3,943,000 $4,508,574

Morgan Stanley Capital I, Inc. 2017-HR2 D USD United States 82.07 1,900,000 $1,559,335

Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1 USD United States 97.77 2,000,000 $1,955,493

Morgan Stanley Mortgage Loan Trust 2007-13 6A1 USD United States 78.96 1,542,115 $1,217,722

Mosaic Co/The USD United States 116.91 2,445,000 $2,858,519

Mosaic Solar Loan Trust 2018-1A A USD United States 105.92 2,259,606 $2,393,320

Mosaic Solar Loan Trust 2018-2-GS B USD United States 102.46 1,324,532 $1,357,055

Mosaic Solar Loans 2017-2A A LLC USD United States 105.66 2,715,238 $2,869,028

MPLX L.P. USD United States 103.68 1,345,000 $1,394,483

MRCD 2019-PARK E Mortgage Trust USD United States 99.09 2,920,000 $2,893,533

MRCD 2019-PARK F Mortgage Trust USD United States 95.62 3,556,000 $3,400,205

MVM VM BALANCE EUR EUR Eurozone 117.25 6,944,272 $8,141,858

MVM VM BALANCE USD USD United States 100.00 (1,968,004) ($1,968,004)

Mylan NV USD United States 100.45 248,000 $249,104

Mylan, Inc. USD United States 124.33 1,627,000 $2,022,798

Narragansett Electric Co/The USD United States 114.07 231,000 $263,503

National Australia Bank Ltd. USD Australia 111.29 1,575,000 $1,752,868

National Australia Bank Ltd. USD Australia 99.06 1,341,000 $1,328,452

National Rural Utilities Cooperative Finance Corp. USD United States 103.17 1,507,000 $1,554,819

National Securities Clearing Corp. USD United States 103.15 1,199,000 $1,236,804

Nationwide Building Society USD United Kingdom 102.96 894,000 $920,498

Nationwide Building Society USD United Kingdom 112.97 1,004,000 $1,134,226

Natwest Group PLC USD United Kingdom 108.74 398,000 $432,794



Natwest Group PLC USD United Kingdom 107.49 5,500,000 $5,911,742

Navient Private Education Loan Trust 2014-AA A3 USD United States 101.37 750,000 $760,252

Navient Private Education Refi Loan Trust 2018-A B USD United States 101.94 2,000,000 $2,038,874

Navient Private Education Refi Loan Trust 2019-A A2A USD United States 104.78 2,697,461 $2,826,389

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NBCUniversal Enterprise, Inc. USD United States 101.13 4,885,000 $4,939,956

NetApp, Inc. USD United States 103.76 818,000 $848,796

Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C USD United States 100.00 2,000,000 $1,999,986

New Century Home Equity Loan Trust 2005-2 M3 USD United States 99.48 491,002 $488,471

New Residential Mortgage Loan Trust 2017-3A B2 USD United States 107.05 1,561,626 $1,671,792

New York Life Global Funding USD United States 107.53 1,576,000 $1,694,608

Newcrest Finance Pty Ltd. USD Australia 109.23 702,000 $766,784

Newcrest Finance Pty Ltd. USD Australia 117.34 561,000 $658,297

Newfield Exploration Co. USD United States 94.13 1,355,000 $1,275,484

NiSource, Inc. USD United States 140.61 764,000 $1,074,293

NiSource, Inc. USD United States 114.15 462,000 $527,358

Nissan Motor Co. Ltd. USD Japan 101.16 1,688,000 $1,707,608

Nissan Motor Co. Ltd. USD Japan 100.54 1,325,000 $1,332,170

Noble Energy, Inc. USD United States 131.49 1,255,000 $1,650,177

Noble Energy, Inc. USD United States 110.80 117,000 $129,637

Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A USD United States 102.36 17,933 $18,357

Nordea Bank ABP USD Finland 107.26 2,661,000 $2,854,122

Norfolk Southern Corp. USD United States 112.57 2,171,000 $2,443,853

Northern Trust Corp. USD United States 104.30 1,584,000 $1,652,047

Northrop Grumman Corp. USD United States 108.85 278,000 $302,600

Northwestern Mutual Life Insurance Co/The USD United States 109.69 174,000 $190,861

Nutrien Ltd. USD Canada 109.65 345,000 $378,302

Nutrien Ltd. USD Canada 114.59 346,000 $396,470

NVIDIA Corp. USD United States 117.60 275,000 $323,401



NXP BV / NXP Funding LLC / NXP USA, Inc. USD Netherlands 109.70 255,000 $279,737

Oaktree CLO 2020-1A A Ltd. USD United States 100.38 5,100,000 $5,119,207

OBX 2020-EXP3 1A9 Trust USD United States 102.39 1,500,000 $1,535,894

OCP CLO 2020-18A A Ltd. USD United States 100.26 3,500,000 $3,509,149

OCP CLO 2020-19 A A1 Ltd. USD United States 100.14 4,000,000 $4,005,636

Octagon Investment Partners 30 Ltd. 2017-1A A1 USD United States 99.21 4,510,000 $4,474,515

Octagon Investment Partners Ltd. 2017-1A A2 USD United States 98.58 3,000,000 $2,957,382

Octagon Investment Partners XIV Ltd. 2012-1A A1BR USD United States 98.67 2,250,000 $2,220,131

Octagon Investment Partners XV Ltd. 2013-1A A2R USD United States 97.78 4,000,000 $3,911,176

Octagon Investment Partners XVII Ltd. 2013-1A A1R2 USD United States 98.08 4,250,000 $4,168,608

Oglethorpe Power Corp. USD United States 99.82 842,000 $840,487

OHA Loan Funding 2015-1A A1R2 Ltd. USD United States 99.31 8,000,000 $7,944,856

One Bryant Park Trust 2019-OBP A USD United States 106.99 2,440,000 $2,610,577

ONEOK Partners L.P. USD United States 103.94 2,033,000 $2,113,170

ONEOK, Inc. USD United States 98.69 770,000 $759,945

Oracle Corp. USD United States 114.53 953,000 $1,091,461

Oracle Corp. USD United States 118.70 2,500,000 $2,967,511

Oracle Corp. USD United States 118.11 209,000 $246,859

ORIX Corp. USD Japan 108.52 5,000,000 $5,426,228

OSCAR US Funding Trust VII LLC 2017-2A A4 USD Japan 101.61 1,750,000 $1,778,163

Owl Rock Capital Corp. USD United States 101.45 1,990,000 $2,018,760

Owl Rock Technology Finance Corp. USD United States 99.02 1,986,000 $1,966,481

Pacific Gas and Electric Co. USD United States 100.23 583,000 $584,321



Packaging Corp. of America USD United States 119.60 1,080,000 $1,291,664

Palmer Square CLO 2015-2A A1R2 Ltd. USD United States 99.07 5,515,000 $5,463,666

Palmer Square CLO 2018-1A A1 Ltd. USD United States 98.77 3,000,000 $2,962,950

Palmer Square Loan Funding 2018-1A C Ltd. USD United States 95.06 2,000,000 $1,901,118

Palmer Square Loan Funding 2018-2A C Ltd. USD United States 95.23 900,000 $857,075

Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4 USD United States 100.34 1,189,346 $1,193,434

PartnerRe Finance B LLC USD United States 100.50 889,000 $893,436

PayPal Holdings, Inc. USD United States 110.16 3,000,000 $3,304,743

PECO Energy Co. USD United States 125.27 465,000 $582,487

Philip Morris International, Inc. USD United States 113.27 1,500,000 $1,699,078

Philip Morris International, Inc. USD United States 122.08 1,160,000 $1,416,096

Piedmont Natural Gas Co., Inc. USD United States 108.72 349,000 $379,441

Piedmont Operating Partnership L.P. USD United States 98.18 584,000 $573,390

Piedmont Operating Partnership L.P. USD United States 106.12 1,130,000 $1,199,137

Pioneer Natural Resources Co. USD United States 94.11 2,163,000 $2,035,686

Plains All American Pipeline L.P. / PAA Finance Corp. USD United States 96.95 1,665,000 $1,614,213

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Plains All American Pipeline L.P. / PAA Finance Corp. USD United States 107.49 1,779,000 $1,912,294

Popular ABS Mortgage Pass-Through Trust 2005-D A5 USD United States 101.48 935,290 $949,139

PPL Capital Funding, Inc. USD United States 118.29 1,321,000 $1,562,623

Prime Mortgage Trust 2007-1 A4 USD United States 92.16 574,712 $529,658

Prologis L.P. USD United States 106.35 750,000 $797,632

Prologis L.P. USD United States 107.38 955,000 $1,025,525

Quest Diagnostics, Inc. USD United States 109.38 1,210,000 $1,323,517

Quest Diagnostics, Inc. USD United States 108.07 345,000 $372,830

Ralph Lauren Corp. USD United States 101.82 924,000 $940,804

Raytheon Technologies Corp. USD United States 107.34 54,000 $57,965

Raytheon Technologies Corp. USD United States 107.41 2,365,000 $2,540,360




Raytheon Technologies Corp. USD United States 126.39 2,066,000 $2,611,169


RBSSP Resecuritization Trust 2011-3 2A1 USD United States 99.58 723,775 $720,764

Realty Income Corp. USD United States 110.40 1,433,000 $1,582,063

Regency Centers L.P. USD United States 109.92 691,000 $759,528

Regeneron Pharmaceuticals, Inc. USD United States 97.67 979,000 $956,222

Regeneron Pharmaceuticals, Inc. USD United States 93.71 1,000,000 $937,142

Regents of the University of California Medical Center Pooled Revenue USD United States 162.98 300,000 $488,934

Regents of the University of California Medical Center Pooled Revenue USD United States 135.77 200,000 $271,530

Renaissance Home Equity Loan Trust 2003-2 A USD United States 95.56 50,613 $48,364

Renaissance Home Equity Loan Trust 2005-3 AF4 USD United States 105.23 1,954,522 $2,056,761

Retail Properties of America, Inc. USD United States 100.32 797,000 $799,538

Reynolds American, Inc. USD United States 121.72 1,250,000 $1,521,477

Reynolds American, Inc. USD United States 126.01 624,000 $786,301

RFMSI Series Trust 2003-S9 A1 USD United States 105.54 1,425 $1,504

Roper Technologies, Inc. USD United States 102.07 662,000 $675,708

Ross Stores, Inc. USD United States 121.49 1,021,000 $1,240,396

Royal Bank of Canada USD Canada 106.04 2,618,000 $2,776,091



Royalty Pharma PLC USD United Kingdom 99.80 537,000 $535,938



S&P Global, Inc. USD United States 90.00 301,000 $270,907

Sabine Pass Liquefaction LLC USD United States 108.62 900,000 $977,581

Sabine Pass Liquefaction LLC USD United States 112.60 906,000 $1,020,154

Santander Drive Auto Receivables Trust 2019-3 C USD United States 102.17 700,000 $715,217

Santander Drive Auto Receivables Trust 2019-3 D USD United States 102.97 1,900,000 $1,956,494

Santander Drive Auto Receivables Trust 2020-1 B USD United States 104.53 2,650,000 $2,770,144

Santander UK PLC USD United Kingdom 102.06 2,440,000 $2,490,160

Scentre Group Trust 1 / Scentre Group Trust 2 USD Australia 107.14 760,000 $814,247

Scentre Group Trust 2 USD Australia 98.36 1,958,000 $1,925,969

Schlumberger Holdings Corp. USD United States 111.97 498,000 $557,629

Schlumberger Investment SA USD United States 102.68 1,500,000 $1,540,193

Seasoned Credit Risk Transfer Trust 2017-4 M45T USD United States 112.17 2,582,410 $2,896,569

Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A USD United States 40.46 57,095 $23,099

Sempra Energy USD United States 103.00 1,315,000 $1,354,450

Sequoia Mortgage Trust 2003-4 2A1 USD United States 96.25 50,333 $48,446

Sequoia Mortgage Trust 2005-4 2A1 USD United States 102.01 24,557 $25,050

Sequoia Mortgage Trust 2014-3 B3 USD United States 101.41 1,139,512 $1,155,573




Sequoia Mortgage Trust 2017-CH2 A13 USD United States 104.95 2,900,000 $3,043,457

Sequoia Mortgage Trust 2018-CH1 A19 USD United States 102.73 806,059 $828,059

Sequoia Mortgage Trust 2018-CH1 B1B USD United States 107.48 4,747,828 $5,102,810

Sequoia Mortgage Trust 2019-3 A2 USD United States 102.58 786,838 $807,148

Sequoia Mortgage Trust 2019-CH2 A1 USD United States 103.26 1,538,581 $1,588,676

Sequoia Mortgage Trust 2020-1 A19 USD United States 102.35 707,778 $724,424

Sequoia Mortgage Trust 2020-1 A7 USD United States 105.12 1,500,000 $1,576,820


ServiceNow, Inc. USD United States 97.46 360,000 $350,848

Shell International Finance BV USD Netherlands 110.67 4,500,000 $4,980,341

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Shell International Finance BV USD Netherlands 120.44 1,320,000 $1,589,872

Shell International Finance BV USD Netherlands 116.74 616,000 $719,134

Sierra Pacific Power Co. USD United States 109.13 2,643,000 $2,884,211

Skandinaviska Enskilda Banken AB USD Sweden 100.12 1,360,000 $1,361,666

Small Business Administration Participation Certificates 2007-20L 1 USD United States 108.00 199,259 $215,203

SMB Private Education Loan Trust 2014-A C USD United States 89.98 1,550,000 $1,394,721

SMB Private Education Loan Trust 2017-A B USD United States 100.40 1,500,000 $1,505,968

Sofi Consumer Loan Program 2018-1 C Trust USD United States 101.44 4,375,000 $4,437,910



SoFi Consumer Loan Program 2019-2 D Trust USD United States 102.64 1,000,000 $1,026,448

SoFi Professional Loan Program 2015-C A2 USD United States 100.77 98,581 $99,338

SoFi Professional Loan Program 2017-C B USD United States 102.01 2,500,000 $2,550,298

SoFi Professional Loan Program 2017-F BFX LLC USD United States 104.26 2,100,000 $2,189,408

Sofi Professional Loan Program 2018-A B LLC USD United States 102.95 2,200,000 $2,264,868

Sofi Professional Loan Program 2018-B BFX Trust USD United States 105.73 5,000,000 $5,286,433

Sofi Professional Loan Program 2018-C A2FX Trust USD United States 105.80 2,000,000 $2,116,057

Sofi Professional Loan Program 2018-D BFX Trust USD United States 107.13 1,000,000 $1,071,315

Sonic Capital LLC 2020-1A A2I USD United States 106.32 1,540,958 $1,638,350

Sound Point CLO XXV Ltd. 2019-4A A1A USD United States 99.13 2,060,000 $2,042,049

SOUTH AFRICAN RAND ZAR South Africa 16.75 0 $0

Southern California Edison Co. USD United States 102.00 280,000 $285,587

Southern Co. Gas Capital Corp. USD United States 121.12 1,750,000 $2,119,665

Southern Co. Gas Capital Corp. USD United States 137.95 1,775,000 $2,448,686

Southern Co/The USD United States 100.39 1,280,000 $1,285,002

Stanley Black & Decker, Inc. USD United States 105.03 2,600,000 $2,730,879

Starwood Mortgage Residential Trust 2020-1 USD United States 99.30 698,000 $693,089

State of California USD United States 100.60 100,000 $100,595

State Street Corp. USD United States 109.15 1,244,000 $1,357,815

Structured Adjustable Rate Mortgage Loan Trust 2005-17 3A1 USD United States 96.88 50,957 $49,366

Structured Adjustable Rate Mortgage Loan Trust 2005-7 4A USD United States 92.97 1,004,090 $933,507

Structured Asset Mortgage Investments II Trust 2005-AR5 A2 USD United States 94.77 208,661 $197,749

Structured Asset Mortgage Investments II Trust 2005-AR5 A3 USD United States 97.79 91,130 $89,114

Stryker Corp. USD United States 103.13 500,000 $515,633

Sumitomo Mitsui Financial Group, Inc. USD Japan 98.65 1,740,000 $1,716,582



Sumitomo Mitsui Trust Bank Ltd. USD Japan 100.48 1,234,000 $1,239,935

Sunoco Logistics Partners Operations L.P. USD United States 104.96 582,000 $610,885

Sunoco Logistics Partners Operations L.P. USD United States 93.24 845,000 $787,913

Sunrun Athena Issuer 2018-1 A LLC USD United States 109.77 1,913,434 $2,100,372

T-Mobile USA, Inc. USD United States 117.32 817,000 $958,480




T-Mobile USA, Inc. USD United States 120.38 2,500,000 $3,009,588



Taco Bell Funding LLC 2018-1A A2II USD United States 108.41 1,768,500 $1,917,313

Takeda Pharmaceutical Co. Ltd. USD Japan 103.71 3,500,000 $3,629,888

Takeda Pharmaceutical Co. Ltd. USD Japan 103.75 400,000 $414,980

Takeda Pharmaceutical Co. Ltd. USD Japan 102.95 200,000 $205,898

Takeda Pharmaceutical Co. Ltd. USD Japan 103.61 1,200,000 $1,243,349

TCW CLO 2018-1A A1B2 Ltd. USD United States 100.02 900,000 $900,191

Teck Resources Ltd. USD Canada 119.56 250,000 $298,905

Tencent Holdings Ltd. USD China 104.35 2,630,000 $2,744,287

TES LLC 2017-1A B USD United States 91.82 5,500,000 $5,050,234

Tesla Auto Lease Trust 2018-B C USD United States 102.61 1,250,000 $1,282,571

Textron, Inc. USD United States 105.47 500,000 $527,354

Thermo Fisher Scientific, Inc. USD United States 114.00 430,000 $490,209

THL Credit Wind River 2013-2A AR CLO Ltd. USD United States 98.96 2,356,463 $2,331,965

THL Credit Wind River 2016-2A A1R CLO Ltd. USD United States 98.50 9,500,000 $9,357,861

Thornburg Mortgage Securities Trust 2006-5 A1 USD United States 98.10 300,350 $294,636

Time Warner Cable LLC USD United States 124.80 3,754,000 $4,684,937

Toronto-Dominion Bank/The USD Canada 108.52 3,865,000 $4,194,248

Total Capital Canada Ltd. USD Canada 106.32 2,000,000 $2,126,322

Total Capital International SA USD France 104.57 500,000 $522,857

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Total Capital International SA USD France 103.78 836,000 $867,641

Towd Point Mortgage Trust 2017-3 M1 USD United States 107.56 1,500,000 $1,613,421

Toyota Motor Credit Corp. USD United States 105.54 2,250,000 $2,374,713

Transcontinental Gas Pipe Line Co. LLC USD United States 108.23 257,000 $278,163

Travelers Cos, Inc./The USD United States 122.04 268,000 $327,066

Truist Bank USD United States 103.16 1,860,000 $1,918,700

Truist Financial Corp. USD United States 100.46 2,212,000 $2,222,257

Truist Financial Corp. USD United States 105.50 436,000 $459,980

Truist Financial Corp. USD United States 108.35 700,000 $758,415

TSMC Global Ltd. USD British Virgin Islands 99.15 1,000,000 $991,499

TSMC Global Ltd. USD British Virgin Islands 98.34 1,060,000 $1,042,427

TTX Co. USD United States 110.94 2,250,000 $2,496,250

Tucson Electric Power Co. USD United States 99.18 717,000 $711,148

UBS AG USD Switzerland 110.38 2,470,000 $2,726,263

UBS AG/Stamford CT USD Switzerland 111.39 3,500,000 $3,898,804

UBS Commercial Mortgage Trust 2019-C17 A4 USD United States 110.65 2,820,000 $3,120,455

UBS Group AG USD Switzerland 100.29 791,000 $793,281

UBS Group AG USD Switzerland 100.05 750,000 $750,384

UBS-Barclays Commercial Mortgage Trust 2012-C4 D USD United States 53.28 2,060,000 $1,097,601

UBS-Barclays Commercial Mortgage Trust 2012-C4 E USD United States 44.80 3,520,000 $1,576,822

UDR, Inc. USD United States 108.22 528,000 $571,417

UDR, Inc. USD United States 99.62 500,000 $498,105

UMBS TBA USD United States 103.14 700,000 $721,950

Union Electric Co. USD United States 120.20 998,000 $1,199,608

United Airlines 2016-1 Class AA Pass Through Trust USD United States 98.29 1,892,144 $1,859,828

United Airlines 2016-2 Class AA Pass Through Trust USD United States 95.37 4,077,136 $3,888,372

United Parcel Service, Inc. USD United States 105.02 693,000 $727,757

United Parcel Service, Inc. USD United States 108.74 1,000,000 $1,087,405

United States Treasury Note/Bond USD United States 99.34 7,658,000 $7,607,146







UnitedHealth Group, Inc. USD United States 115.00 1,111,000 $1,277,624

UnitedHealth Group, Inc. USD United States 121.46 777,000 $943,740

UnitedHealth Group, Inc. USD United States 126.61 2,500,000 $3,165,301

Upjohn, Inc. USD United States 108.11 1,500,000 $1,621,608

US 10 YR NOTE FUT DEC10 USD United States 139.53 180 $25,115,625

US 10yr Ultra Fut Dec20 USD United States 159.92 (110) ($17,591,406)

US 2YR NOTE (CBT) DEC10 USD United States 110.48 818 $180,746,047

US 5YR NOTE CBT DEC10 USD United States 126.03 458 $57,722,313

US LONG BOND(CBT) DEC10 USD United States 176.28 240 $42,307,500

US ULTRA BOND(CBT DEC10 USD United States 221.81 678 $150,388,875

USAA Capital Corp. USD United States 105.42 300,000 $316,261

Valero Energy Corp. USD United States 104.90 392,000 $411,213

Ventas Realty L.P. USD United States 118.90 163,000 $193,814

Verizon Communications, Inc. USD United States 118.71 2,000,000 $2,374,242


Verizon Communications, Inc. USD United States 123.50 240,000 $296,407


Verizon Communications, Inc. USD United States 126.53 208,000 $263,192

Verus Securitization Trust 2019-3 A2 USD United States 101.84 1,475,878 $1,503,070

ViacomCBS, Inc. USD United States 119.88 1,292,000 $1,548,824

ViacomCBS, Inc. USD United States 114.46 806,000 $922,569



IMCDX Voya Emerging Markets Corporate Debt Fund - Class P USD United States 10.04 9,265,017 $93,020,770

IHCSX Voya Emerging Markets Hard Currency Debt Fund - Class P USD United States 9.53 14,014,551 $133,558,673

ILCDX Voya Emerging Markets Local Currency Debt Fund - Class P USD United States 6.62 8,264,245 $54,709,300

IFRPX Voya Floating Rate Fund - Class P USD United States 8.77 84,499 $741,053

IHYPX Voya High Yield Bond Fund - Class P USD United States 7.72 15,939,510 $123,053,018

IIGPX Voya Investment Grade Credit Fund - Class P USD United States 11.82 14,665,757 $173,349,244

VSCFX Voya Securitized Credit Fund - Class P USD United States 9.51 18,888,044 $179,625,303

Walgreens Boots Alliance, Inc. USD United States 101.20 2,000,000 $2,023,910

Walt Disney Co/The USD United States 112.40 1,082,000 $1,216,142

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Walt Disney Co/The USD United States 113.03 518,000 $585,511



Walt Disney Co/The USD United States 130.54 2,270,000 $2,963,167

WaMu Mortgage Pass Through Certificates Series 2002-AR2 A USD United States 99.25 7,050 $6,997

WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A USD United States 95.27 20,738 $19,757

WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A USD United States 98.43 31,120 $30,631

WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3 USD United States 95.02 770,736 $732,381

WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A USD United States 93.34 321,604 $300,197

WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X USD United States 4.76 53,397,617 $2,543,478

WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3 USD United States 96.43 1,643,705 $1,585,010

WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1 USD United States 97.14 660,798 $641,869

WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1 USD United States 94.32 1,221,865 $1,152,495

WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4 USD United States 95.01 2,207,323 $2,097,253

WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1 USD United States 90.75 2,903,630 $2,635,052

WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2 USD United States 95.45 1,931,044 $1,843,231

Washington Gas Light Co. USD United States 113.99 1,710,000 $1,949,293

Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1 USD United States 95.59 2,587,704 $2,473,511

Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2 USD United States 101.22 226,184 $228,952

Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust USD United States 67.34 1,759,317 $1,184,795

Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A USD United States 66.66 4,000,068 $2,666,435

Wells Fargo & Co. USD United States 125.14 739,000 $924,795

Wells Fargo & Co. USD United States 109.01 3,000,000 $3,270,207





Wells Fargo Alternative Loan 2007-PA2 2A1 USD United States 80.21 1,381,976 $1,108,492

Wells Fargo Bank NA USD United States 103.14 6,600,000 $6,807,155

Wells Fargo Bank NA USD United States 101.43 2,195,000 $2,226,495

Wells Fargo Commercial Mortgage Trust 2014-LC18 XA USD United States 3.43 27,970,726 $958,193

Wells Fargo Commercial Mortgage Trust 2018-C44 A5 USD United States 118.03 4,580,000 $5,405,800

Wells Fargo Commercial Mortgage Trust 2019-C54 A4 USD United States 113.35 9,412,500 $10,668,736

Wells Fargo Mortgage Backed Securities 2005-AR7 1A1 USD United States 99.35 129,676 $128,835

Wells Fargo Mortgage Backed Securities 2006-AR4 2A4 USD United States 95.04 323,412 $307,377

Wells Fargo Mortgage Backed Securities 2020-1 B2 Trust USD United States 99.16 1,486,840 $1,474,398

Wendys Funding LLC 2018-1A A2I USD United States 103.49 1,653,250 $1,710,866

Westpac Banking Corp. USD Australia 106.83 1,035,000 $1,105,678

WFRBS Commercial Mortgage Trust 2011-C5 E USD United States 92.46 1,630,000 $1,507,086

WFRBS Commercial Mortgage Trust 2012-C8 XA USD United States 2.33 19,207,366 $447,067

WFRBS Commercial Mortgage Trust 2013-C11 F USD United States 66.08 9,020,000 $5,960,066

WFRBS Commercial Mortgage Trust 2013-C12 E USD United States 77.45 6,583,000 $5,098,667

WFRBS Commercial Mortgage Trust 2013-C12 XA USD United States 2.25 44,334,639 $997,565

WFRBS Commercial Mortgage Trust 2014-LC14 C USD United States 96.99 8,510,000 $8,254,014

Williams Cos, Inc./The USD United States 109.75 1,836,000 $2,014,949

Williams Cos, Inc./The USD United States 112.40 555,000 $623,807



WinWater Mortgage Loan Trust 2015-5 B4 USD United States 103.55 1,032,403 $1,069,102

WW Grainger, Inc. USD United States 104.79 1,120,000 $1,173,640

Xilinx, Inc. USD United States 105.50 1,409,000 $1,486,480

XLIT Ltd. USD United States 113.19 2,244,000 $2,539,989

XLIT Ltd. USD United States 132.54 1,668,000 $2,210,704

Zimmer Biomet Holdings, Inc. USD United States 112.26 826,000 $927,299

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Important Legal Information:

Portfolio holdings are subject to change without notice and may not represent current or future portfolio composition.

Portfolio holdings subject to change daily. Unlike the fund's regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it may differ from that in the complete portfolio of investments in the annual and semi-annual report to shareholders filed with the SEC on Form N-CSR, and the complete portfolio of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year.

The portfolio data is for informational purposes only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or a recommendation to buy or sell securities or other investments.

Investors should carefully consider a fund's investment goals, risks, charges and expenses before investing. To obtain a prospectus for retail funds, which contains this and other information, talk to your financial advisor, call us at 1-800-992-0180 or visit our website at www.voyainvestments.com. Please read the prospectus carefully before investing.

The portfolio data is "as of" the date indicated and we disclaim any responsibility to update the information.

Not FDIC Insured. Not NCUA/NCUSIF Insured. No Bank Guarantee. No Credit Union Guarantee.

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