# EDGAR Filing Document

**Accession Number:** 0000711080
**File Stem:** 0001193125-26-246885
**Filing Date:** 2026-5
**Character Count:** 93726
**Document Hash:** 2d6d8d0192b4fdf29c650662b0a687c5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-246885.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-246885

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TOUCHSTONE STRATEGIC TRUST
- **CENTRAL INDEX KEY:** 0000711080

**ORGANIZATION NAME:**
- **EIN:** 311276717
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03651
- **FILM NUMBER:** 261040299

**BUSINESS ADDRESS:**
- **STREET 1:** 303 BROADWAY
- **STREET 2:** SUITE 1100
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45202-4203
- **BUSINESS PHONE:** 5133628000

**MAIL ADDRESS:**
- **STREET 1:** 303 BROADWAY
- **STREET 2:** SUITE 1100
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45202-4203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COUNTRYWIDE STRATEGIC TRUST
- **DATE OF NAME CHANGE:** 19970303

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MIDWEST STRATEGIC TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FINANCIAL INDEPENDENCE TRUST
- **DATE OF NAME CHANGE:** 19900604

## Series and Classes Contracts Data

### Touchstone Strategic Income Fund (Series ID: S000071603)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000226976 | Class C             | TQPCX           |
| C000226977 | Class A             | TQPAX           |
| C000226978 | Class Y             | TQPYX           |
| C000226979 | Institutional Class | TQPIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Touchstone Strategic Trust

- **b. Investment Company Act file number:** 811-03651

- **c. CIK number of Registrant:** 0000711080

- **d. LEI of Registrant:** 5493006Z577I3GNQF624

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

  - **Street Address 1:** 303 Broadway

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45202

  - **Telephone number:** 8006388194

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

- **a. Name of Series:** Touchstone Strategic Trust-Touchstone Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000071603

- **c. LEI of Series:** 549300E75UXY81KDTH30

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $308956018.93

**Total Liabilities:** $6578127.35

**Net Assets:** $302377891.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8612.617245745312 | **1-Year:** 6299.588547884750 | **5-Year:** 26523.616923600910 | **10-Year:** 22294.724124993789 | **30-Year:** 1143.380474573073

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

- **3-Month:** 326.199527953352 | **1-Year:** 5658.582497796367 | **5-Year:** 11685.336699157653 | **10-Year:** 1465.779295695437 | **30-Year:** 532.669693224036

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226976 | 0.60%                | 1.20%                | -1.75%               |
| Class ID C000226977 | 0.67%                | 0.96%                | -1.70%               |
| Class ID C000226978 | 0.40%                | 1.29%                | -1.68%               |
| Class ID C000226979 | 0.71%                | 1.29%                | -1.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $120819.31               | $494559.94                                 |
| Month 2  | $204008.25               | $2445954.27                                |
| Month 3  | $264971.62               | $-6454627.76                               |

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Short-Term Invts T                                                           | Short-Term Invts T INVSCO GOVT INST                    | CUSIP: 825252885<br>LEI: 549300UJV6OHYATSFU27 | Long             | STIV             | RF                | US        |   5195816 | NS      | $5195815.50   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK 2024-V5 MORTGAGE TRUST                                             | BMARK 2024-V5 XA                                       | CUSIP: 08163XAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21000639 | PA      | $547564.36    | 0.18%             | 2057-01-12      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                | MAGN 4.75 11/15/29 144A                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    907000 | PA      | $817849.07    | 0.27%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Guardian Life Global Funding                                                 | GUARDN 4.327 10/06/30 144A                             | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1006131.43   | 0.33%             | 2030-10-06      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                            | SMPINF 3.25 01/15/32 144A                              | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2144299.77   | 0.71%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-Pj2                                 | GSMBS 2021-MM1 A6                                      | CUSIP: 36264JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976862 | PA      | $870695.35    | 0.29%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                | CHTR 4.25 02/01/31 144A                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    894000 | PA      | $814174.78    | 0.27%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Acadia Healthcare Company, Inc.                                              | ACHC 5.5 07/01/28 144A                                 | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    322000 | PA      | $319631.01    | 0.11%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                         | EIX 4.125 03/15/28                                     | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1496417.77   | 0.49%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                  | PAYX 5.6 04/15/35                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1602781.53   | 0.53%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CKE Restaurants, Inc.                                                        | HNGRY 2021-1A A2                                       | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2571750 | PA      | $2403979.83   | 0.80%             | 2051-06-20      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                    | SUN V7.875 PERP 144A                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    799000 | PA      | $815468.99    | 0.27%             | N/A             | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                            | Exxon Mobil Corp. COM NPV                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4472 | NS      | $758719.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR MTG TR 2021-5INV                                                    | FSMT 2021-5INV A16                                     | CUSIP: 33851PAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    954445 | PA      | $787915.61    | 0.26%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | FREMOR 9.25 02/01/29 144A                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    946000 | PA      | $962242.82    | 0.32%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                      | DTV 10 02/15/31 144A                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $472481.42    | 0.16%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                         | GM 3.1 01/12/32                                        | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2679000 | PA      | $2403686.56   | 0.79%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                      | HILCRP 5.75 02/01/29 144A                              | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    263000 | PA      | $259304.27    | 0.09%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2018-Mtg1                                  | MELLO 2021-MTG3 A9                                     | CUSIP: 58549RAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    984175 | PA      | $891164.83    | 0.29%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                     | AZURGY 8.25 01/22/31 144A                              | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $955945.00    | 0.32%             | 2031-01-22      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-J1 TRUST                                                            | OBX 2022-J1 B1A                                        | CUSIP: 67116WBD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686250 | PA      | $585325.56    | 0.19%             | 2052-02-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                      | HILCRP 6 02/01/31 144A                                 | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    766000 | PA      | $744932.09    | 0.25%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Polaris Inc.                                                                 | PII 5.6 03/01/31                                       | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2164719.28   | 0.72%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                            | DINO 5 02/01/28                                        | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1838788.66   | 0.61%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | ET F 11/01/66 *                                        | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    895000 | PA      | $884259.55    | 0.29%             | 2066-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                     | JPMMT 2019-1 B1                                        | CUSIP: 46650HAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    978928 | PA      | $925793.91    | 0.31%             | 2049-05-25      | Variable      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc.                                                              | GTN 5.375 11/15/31 144A                                | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    728000 | PA      | $536275.31    | 0.18%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                     | T 5.125 04/30/36                                       | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1869876.60   | 0.62%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cajun Global Llc / Cajun Funding Corp / Cajun Restaurants Llc / Cajun Realty | CAJUN 2025-2A M                                        | CUSIP: 12803VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1399981.70   | 0.46%             | 2055-11-20      | Fixed         | 8.72%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                     | JPMMT 2020-5 B4                                        | CUSIP: 46653JCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2450235 | PA      | $2098561.40   | 0.69%             | 2050-12-25      | Variable      | 3.57%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp.                                        | International Business Machines Corp. COM USD0.20      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1795 | NS      | $435090.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Biocon Biologics Global PLC                                                  | BIOLIN 6.67 10/09/29 144A                              | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | US        |    995000 | PA      | $980238.56    | 0.32%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                            | HRI 7 06/15/30 144A                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    903000 | PA      | $925855.14    | 0.31%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp. COM USD0.01                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      9761 | NS      | $475848.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                    | GS V5.33 07/23/35                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $2300455.75   | 0.76%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                            | Johnson & Johnson COM USD1.00                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2708 | NS      | $661943.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                         | BLAST 2025-3 E                                         | CUSIP: 107920AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $614557.32    | 0.20%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AB ISSUER LLC                                                                | AUTHB 2021-1 A2                                        | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2456225 | PA      | $2338058.32   | 0.77%             | 2051-07-30      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                            | AMCR 5.1 03/17/30                                      | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1877470.85   | 0.62%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ZAXBY'S FUNDING LLC                                                          | ZAXBY 2021-1A A2                                       | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1623500 | PA      | $1540068.82   | 0.51%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                                  | CGCMT 2016-C2 C                                        | CUSIP: 17291CBV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1762102.98   | 0.58%             | 2049-08-12      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                                 | CMPR 7.375 09/15/32 144A                               | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    752000 | PA      | $743189.79    | 0.25%             | 2032-09-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp.                                                           | ADT 5.875 10/15/33 144A                                | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    898000 | PA      | $869507.72    | 0.29%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                          | JPMBB 2014-C25 AS                                      | CUSIP: 46643PBJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $800250.00    | 0.26%             | 2047-11-18      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC/JFIN Co-Issuer Corp                                    | JEFFIN 6.625 10/15/31 144A                             | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    509000 | PA      | $485520.90    | 0.16%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Eskom Holdings SOC Limited                                                   | ESKOM 8.45 08/10/28 144A                               | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    800000 | PA      | $837137.10    | 0.28%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                 | Stanley Black & Decker, Inc. COM USD2.50               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      6791 | NS      | $482568.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | CGCMT 2016-P5 B                                        | CUSIP: 17325DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $914133.90    | 0.30%             | 2049-10-13      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                 | MAT 5.45 11/01/41                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1680940.63   | 0.56%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Covia                                                                        | COVIA EQUITY COVIA EQUITY                              | CUSIP: 942EUW909<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39560 | NS      | $776365.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016 P6                                  | CGCMT 2017-P8 AS                                       | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $459204.35    | 0.15%             | 2050-09-16      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| The Manitowoc Company, Inc.                                                  | MTW 9.25 10/01/31 144A                                 | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1012608.22   | 0.33%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CFCRE 2017-C8 Mortgage Trust                                                 | CFCRE 2017-C8 C                                        | CUSIP: 12532CBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1378859.78   | 0.46%             | 2050-06-17      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Vistra Energy                                                                | VISTRA ENERGY CORP TAX RETURN RIGHTS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     27942 | NS      | $33530.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                    | MARS 5 03/01/32 144A                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2291124.76   | 0.76%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Comm 2017-Panw Mortgage Trust                                                | CGCMT 2017-B1 D                                        | CUSIP: 17326CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2437559.85   | 0.81%             | 2050-08-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                | CCSI 6.5 10/15/28 144A                                 | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $817258.29    | 0.27%             | 2028-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                               | ECOPET 7.75 02/01/32                                   | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    667000 | PA      | $674934.69    | 0.22%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                              | BRASKM 7.25 02/13/33 144A                              | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    923000 | PA      | $424441.55    | 0.14%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                | ENBCN V5.75 07/15/80 20-A                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1516000 | PA      | $1511426.23   | 0.50%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 20.                                          | BRAVO 2024-NQM8 A1A                                    | CUSIP: 10571DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255819 | PA      | $1235268.09   | 0.41%             | 2053-08-25      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| First Maryland Capital II                                                    | MTB F 02/01/27                                         | CUSIP: 32082CAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1728566.83   | 0.57%             | 2027-02-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2023-1                         | BLAST 2023-1 E                                         | CUSIP: 108056AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1104600 | PA      | $1186134.61   | 0.39%             | 2030-07-15      | Fixed         | 10.37%                | Yes           |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                        | MWXCAP 4.625 04/01/29 144A                             | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2133000 | PA      | $2120868.69   | 0.70%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cim Trust                                                                    | CIM 2018-INV1 B4                                       | CUSIP: 12553XBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2026763 | PA      | $1936623.01   | 0.64%             | 2048-08-25      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                               | SCHW V4 PERP H                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    699000 | PA      | $643524.21    | 0.21%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cim Trust                                                                    | CIM 2021-J3 A7                                         | CUSIP: 12565VAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1744382 | PA      | $1561069.42   | 0.52%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-2                                             | TPMT 2015-2 1B3                                        | CUSIP: 89171YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2375000 | PA      | $2144355.68   | 0.71%             | 2060-11-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                  | CQP 3.25 01/31/32                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1662349.68   | 0.55%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                 | CFG V5.841 01/23/30                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1360251.61   | 0.45%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                           | BX 2019-OC11 E                                         | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2735000 | PA      | $2527504.85   | 0.84%             | 2041-12-11      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2026-1                                     | GCAR 2026-1A E                                         | CUSIP: 36274AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $893227.88    | 0.30%             | 2033-03-15      | Fixed         | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Driven Brands Funding Llc                                                    | HONK 2021-1A A2                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509080 | PA      | $459201.26    | 0.15%             | 2051-10-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                           | BX 2024-XL5 D                                          | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1050000.00   | 0.35%             | 2041-03-15      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO REC ISSUER TR 2025-2                                                | GCAR 2025-2A E                                         | CUSIP: 37989BAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1641306.76   | 0.54%             | 2032-06-15      | Fixed         | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Dryden 45 Senior Loan Fund                                                   | DRSLF 2016-45A BRR                                     | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600240.00   | 0.53%             | 2030-10-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPM F 05/15/47 W                                       | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    971000 | PA      | $853849.32    | 0.28%             | 2047-05-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                               | C V4.075 04/23/29                                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1869385.55   | 0.62%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| TreeHouse Foods, Inc.                                                        | THS 7.75 02/11/33 144A                                 | CUSIP: 456142AA6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    476000 | PA      | $478161.04    | 0.16%             | 2033-02-11      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | FR SL3961                                              | CUSIP: 31427RMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2689072 | PA      | $2369697.62   | 0.78%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                          | MTH 3.875 04/15/29 144A                                | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2324029.01   | 0.77%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                        | GSMS 2016-GS2 D                                        | CUSIP: 36252TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $545962.76    | 0.18%             | 2049-05-12      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Midas Opco Holdings LLC                                                      | STGW 5.625 08/15/29 144A                               | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    844000 | PA      | $803029.62    | 0.27%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                    | CACC 9.25 12/15/28                                     | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    722000 | PA      | $748092.36    | 0.25%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Pediatrix Medical Group Inc                                                  | MD 5.375 02/15/30 144A                                 | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1476000 | PA      | $1454862.35   | 0.48%             | 2030-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PRA Group Inc.                                                               | PRAA 8.375 02/01/28 144A                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    842000 | PA      | $847756.75    | 0.28%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                           | BX 2021-21M G                                          | CUSIP: 05609CAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1498000 | PA      | $1497531.88   | 0.50%             | 2036-10-15      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                     | GPI 4 08/15/28 144A                                    | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    931000 | PA      | $900665.04    | 0.30%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                                        | NBLY 2021-1A A2                                        | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1524000 | PA      | $1460285.37   | 0.48%             | 2051-04-30      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                    | CACC 6.625 03/15/30                                    | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $131134.60    | 0.04%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                             | PM 5.375 02/15/33                                      | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2326308.14   | 0.77%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                               | AMSIND 4.625 05/15/30 144A                             | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    786000 | PA      | $753838.45    | 0.25%             | 2030-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK CLO 26 LTD                                                         | BALLY 2024-26A C1                                      | CUSIP: 05876NAJ8<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |    730000 | PA      | $731174.57    | 0.24%             | 2037-07-27      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Jack in the Box Inc.                                                         | JACK 2022-1A A2I                                       | CUSIP: 466365AD5<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |    814200 | PA      | $790548.30    | 0.26%             | 2052-02-25      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                         | MCMLT 2017-2 B2                                        | CUSIP: 59980AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2289564.93   | 0.76%             | 2059-07-25      | Variable      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                          | GHANA 5 07/03/29 144A                                  | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    285862 | PA      | $272148.77    | 0.09%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc                                              | CPXCN 6.189 06/01/35 144A                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1482456.56   | 0.49%             | 2035-06-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Jack in the Box Inc.                                                         | JACK 2022-1A A2II                                      | CUSIP: 466365AE3<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $785639.98    | 0.26%             | 2052-02-25      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                               | MS V2.484 09/16/36                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $1881134.76   | 0.62%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                  | AKERBP 5.125 10/01/34 144A                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1595000 | PA      | $1561860.45   | 0.52%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                          | GHANA 0 01/03/30 144A                                  | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    382363 | PA      | $321839.79    | 0.11%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                                            | LYB 6.15 05/15/35                                      | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1141996.94   | 0.38%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Sorik Marapi Geothermal Pwr PT                                               | PTSMGP 7.75 08/05/31 144A                              | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |    821304 | PA      | $815140.84    | 0.27%             | 2031-08-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27                                               | BBCMS 2024-5C27 AS                                     | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $866940.00    | 0.29%             | 2057-07-17      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                       | GILCN 4.7 10/07/30 144A                                | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $448242.68    | 0.15%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MSU Energy S.A.                                                              | MSUNRG 9.75 12/05/30 144A                              | CUSIP: 55377JAC1<br>LEI: 529900D1ZX75KRP2HC66 | Long             | DBT              | CORP              | AR        |    925000 | PA      | $920976.25    | 0.30%             | 2030-12-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                | SM 7 08/01/32 144A                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    826000 | PA      | $841508.29    | 0.28%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2026-5YR20                                                             | BANK5 2026-5YR21 C                                     | CUSIP: 06644BAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895000 | PA      | $888860.12    | 0.29%             | 2059-04-17      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                       | GILCN 5.4 10/07/35 144A                                | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1624000 | PA      | $1583977.62   | 0.52%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                         | RKT 6.5 08/01/29 144A                                  | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $975746.24    | 0.32%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                        | BZH 7.25 10/15/29                                      | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437983.96    | 0.14%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                            | MOLX 5.25 04/30/32 144A                                | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2293000 | PA      | $2322436.64   | 0.77%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                      | CSV 4.25 05/15/29 144A                                 | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1061038.15   | 0.35%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                  | SJI 5.02 04/15/31                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    834000 | PA      | $728573.81    | 0.24%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                       | Texas Instruments Inc. COM USD1.00                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2741 | NS      | $532137.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                | Medtronic PLC USD0.0001                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      5291 | NS      | $458465.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                               | CSAIL 2016-C6 B                                        | CUSIP: 12636MAK4<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $872999.65    | 0.29%             | 2049-01-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                               | CSAIL 2016-C6 C                                        | CUSIP: 12636MAL2<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1776259.93   | 0.59%             | 2049-01-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Mc Brazil Downstream Trading Sarl                                            | MCBRAC 7.25 06/30/31 144A                              | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    755745 | PA      | $676294.34    | 0.22%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PNC Capital Trust C                                                          | PNC F 06/01/28                                         | CUSIP: 69349AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1300229.02   | 0.43%             | 2028-06-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                                  | MHC 2021-MHC G                                         | CUSIP: 55316VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    896000 | PA      | $895440.00    | 0.30%             | 2038-04-15      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Precision Drilling Corporation                                               | PDCN 6.875 01/15/29 144A                               | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    669000 | PA      | $673808.10    | 0.22%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | MEDIND 3.875 04/01/29 144A                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $2373575.79   | 0.78%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cordoba (Province Of)                                                        | PDCAR 8.6 02/03/35 144A                                | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    890000 | PA      | $849950.00    | 0.28%             | 2035-02-03      | Fixed         | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Ohi Group SA                                                                 | OHIFLY 13 07/22/29 144A                                | CUSIP: 67712MAB5<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |    755250 | PA      | $754900.78    | 0.25%             | 2029-07-22      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| The Timken Company                                                           | TKR 4.5 12/15/28                                       | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2134192.75   | 0.71%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                            | PAA V0 PERP B                                          | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    904000 | PA      | $902000.44    | 0.30%             | N/A             | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                          | PLNT 2024-1A A2II                                      | CUSIP: 72703PAG8<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |   1226325 | PA      | $1247701.07   | 0.41%             | 2054-06-05      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Upbound Group Inc                                                            | UPBD 6.375 02/15/29 144A                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    628000 | PA      | $608480.38    | 0.20%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sesi, L.L.C.                                                                 | SPN 7.875 09/30/30 144A                                | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    803000 | PA      | $818924.29    | 0.27%             | 2030-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2026-4                                                | SEMT 2026-4 A5                                         | CUSIP: 81750QAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1064561.43   | 0.35%             | 2056-03-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2017-3                                                        | TPMT 2017-3 B3                                         | CUSIP: 89169DAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1718883.40   | 0.57%             | 2057-07-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                    | TPMT 2020-4 A2                                         | CUSIP: 89179JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1465000 | PA      | $1205845.75   | 0.40%             | 2060-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                 | T 4.25 08/15/54                                        | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2245000 | PA      | $2016290.63   | 0.67%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                 | T 4.5 11/15/54                                         | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $234208.99    | 0.08%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                 | T 4.75 02/15/45                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10390000 | PA      | $10228062.08  | 3.38%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                 | T 4.75 08/15/55                                        | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16020000 | PA      | $15652040.63  | 5.18%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                 | T 3.5 01/31/28                                         | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14230000 | PA      | $14147732.81  | 4.68%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                             | VEDLN 9.475 07/24/30 144A                              | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    794000 | PA      | $803962.08    | 0.27%             | 2030-07-24      | Fixed         | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 5YR NOTE (CBT) JUN26                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       311 | NC      | $75623.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                       | US ULTRA BOND CBT JUN26                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        25 | NC      | $-7105.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                           | ARCC 5.875 03/01/29                                    | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1856992.03   | 0.61%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                       | BXC 6 11/15/29 144A                                    | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    907000 | PA      | $878054.91    | 0.29%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                         | BLAST 2026-1 E                                         | CUSIP: 107927AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $558587.82    | 0.18%             | 2033-02-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING 2022-IV LTD                                                     | CIFC 2022-4A DR                                        | CUSIP: 12567WAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1386906.15   | 0.46%             | 2035-07-16      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC V4.675 03/10/32                                   | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1532000 | PA      | $1510995.18   | 0.50%             | 2032-03-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management Funds                                     | Dreyfus Government Cash Management Funds SH BEN INT    | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |   3568112 | NS      | $3568112.06   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                    | INVH 4.15 04/15/32                                     | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $2006372.93   | 0.66%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MTG TR 2024-HT2                                               | KSL 2024-HT2 C                                         | CUSIP: 500937AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1662106 | PA      | $1658989.51   | 0.55%             | 2039-12-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Sabra Health Care Ltd Partnership / Sabra Capital Corp                       | SBRA 3.9 10/15/29                                      | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   2413000 | PA      | $2340334.31   | 0.77%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                    | Goldman Sachs Group, Inc. COM USD0.01                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       637 | NS      | $538895.63    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Speedway Motorsports LLC / Speedway Funding II Inc                           | TRK 4.875 11/01/27 144A                                | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1094509.71   | 0.36%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                           | STT F 06/15/47                                         | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1957139.12   | 0.65%             | 2047-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                                                     | TPB 7.625 03/15/32 144A                                | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1046300.87   | 0.35%             | 2032-03-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2017 C1                                        | UBSCM 2017-C1 AS                                       | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $528823.67    | 0.17%             | 2050-06-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2019-C17                                       | UBSCM 2019-C17 C                                       | CUSIP: 90278MBF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $766742.05    | 0.25%             | 2052-10-18      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                                | VERCOR 8.5 08/15/30 144A                               | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    847000 | PA      | $862199.42    | 0.29%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Vici Properties Inc                                                          | VICI 4.625 12/01/29 144A                               | CUSIP: 92564RAB1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $2322741.26   | 0.77%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Videotron LTD/ Videotron LTEE                                                | QBRCN 3.625 06/15/29 144A                              | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   2413000 | PA      | $2335366.79   | 0.77%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                                           | EVRI 9.25 07/01/32 144A                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    957000 | PA      | $993552.62    | 0.33%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                 | SRILAN 4 04/15/28 144A                                 | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    668680 | PA      | $637705.57    | 0.21%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CRB COMMERCIAL MORTGAGE TRUST 2025-1                                         | CRBCM 2025-CRE1 XA                                     | CUSIP: 12629SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19736248 | PA      | $840476.03    | 0.28%             | 2058-09-17      | Variable      | 1.27%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                          | NEE V0 10/01/66                                        | CUSIP: 302570AW6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1142378.51   | 0.38%             | 2066-10-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                            | CSCHLD 4.625 12/01/30 144a                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    716000 | PA      | $253531.09    | 0.08%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                          | NEE V0 06/15/67                                        | CUSIP: 302570AX4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1021721.67   | 0.34%             | 2067-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                         | CSMC 2017-TIME A                                       | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1199000 | PA      | $1140919.96   | 0.38%             | 2039-11-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING TRUST 2025-1                                          | OXFIN 2025-1A B                                        | CUSIP: 69144BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1086759.74   | 0.36%             | 2035-02-15      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                  | BRKHEC V7.375 09/15/55                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    630000 | PA      | $598355.29    | 0.20%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                | EFNCN 5.037 03/25/30 144A                              | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1873000 | PA      | $1890894.62   | 0.63%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                    | ATSG 7.25 03/15/32 144A                                | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    928000 | PA      | $965207.23    | 0.32%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                  | BRKHEC V7.125 08/15/56                                 | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    204000 | PA      | $192686.44    | 0.06%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | META 4.6 11/15/32                                      | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1792719.86   | 0.59%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-2 LTD                                        | PSTAT 2025-2A C                                        | CUSIP: 69704AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2020000 | PA      | $1946415.44   | 0.64%             | 2033-07-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                          | GHANA 0 07/03/26 144A                                  | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     10800 | PA      | $10590.48     | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Pemex Project Funding Master Trust                                           | PEMEX 6.625 06/15/35                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    950000 | PA      | $882511.21    | 0.29%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                          | GPN 5.2 11/15/32                                       | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $1962583.53   | 0.65%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                     | ALL V0 08/15/53 B                                      | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    968000 | PA      | $967700.50    | 0.32%             | 2053-08-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                 | PEMEX 6.375 01/23/45                                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $275578.70    | 0.09%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                     | HCA 5.45 04/01/31                                      | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1815841.51   | 0.60%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | BACR V2.894 11/24/32                                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2596000 | PA      | $2318438.46   | 0.77%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                              | CRM 5.55 03/15/36                                      | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1563653.08   | 0.52%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR 2020-LTV2                                                   | JPMMT 2020-LTV2 B4                                     | CUSIP: 46653LCK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1186600 | PA      | $1053624.65   | 0.35%             | 2050-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                       | CMS V4.75 06/01/50                                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2089073.38   | 0.69%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy Inc.                                                         | Mesquite Energy Inc. 7.25% SNR SEC PERP NTS USD (144A) | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    405000 | PA      | $40.50        | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XIV Ltd.                                         | OCT16 2013-1A BR                                       | CUSIP: 67590BAU4<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000513.00   | 0.33%             | 2030-07-17      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                         | CCL 5.875 06/15/31 144A                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    555000 | PA      | $561839.19    | 0.19%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Textron Financial Corporation                                                | TXT V0 02/15/42 144A                                   | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $1944269.07   | 0.64%             | 2042-02-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                 | T 3.75 04/15/28                                        | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $818814.85    | 0.27%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                         | CCL 5.125 05/01/29 144A                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     83000 | PA      | $82288.24     | 0.03%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                 | TII 2.375 02/15/56                                     | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13332693 | PA      | $12417128.98  | 4.11%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                 | T 4.125 02/15/36                                       | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9470000 | PA      | $9329429.69   | 3.09%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                    | RTX Corp. COM                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3042 | NS      | $586801.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AURA                              | WFCM 2025-AURA D                                       | CUSIP: 95004VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1624421.18   | 0.54%             | 2042-10-15      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Minerals HoldCo                                                              | Minerals HoldCo                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        44 | NS      | $44.00        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                 | SWK V6.707 03/15/60                                    | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1043740.71   | 0.35%             | 2060-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                           | NRUC V5.25 04/20/46                                    | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1716118.40   | 0.57%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                        | NLSN 9.29 04/15/29 144A                                | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    417000 | PA      | $417719.33    | 0.14%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                 | ORCL 4.7 09/27/34                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1661252.74   | 0.55%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                 | OGN 4.125 04/30/28 144a                                | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    639000 | PA      | $620367.65    | 0.21%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                          | OI 7.25 05/15/31 144A                                  | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    953000 | PA      | $907894.51    | 0.30%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| OXFORD FINANCE CREDIT FUND III 2024                                          | OXFINF 2024-A B                                        | CUSIP: 69145DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1153026 | PA      | $1138295.29   | 0.38%             | 2032-01-14      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE CREDIT FUND III 2025                                          | OXFINF 2025-A B                                        | CUSIP: 69145VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $509708.28    | 0.17%             | 2034-08-14      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| STORE Capital Corp.                                                          | STOR 2.7 12/01/31                                      | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |   3284000 | PA      | $2856120.94   | 0.94%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                       | TFC F 05/15/27 A                                       | CUSIP: 86787XAA3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2310395.48   | 0.76%             | 2027-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TSC Spv Funding LLC                                                          | TROP 2024-1A A2                                        | CUSIP: 898912AA8<br>LEI: 21380072ODEONQKNZ348 | Long             | ABS-O            | CORP              | US        |   2444062 | PA      | $2466964.34   | 0.82%             | 2054-08-20      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                       | UAL 4.625 04/15/29 144A                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2192273.90   | 0.73%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                      | VENLNG V9 PERP 144a                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    730000 | PA      | $726649.61    | 0.24%             | N/A             | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| VITAL CARE ISSUER LLC                                                        | VITAL 2025-1A A2                                       | CUSIP: 92861WAA2<br>LEI: 959800C9BNAU0YXYRD45 | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1115575.31   | 0.37%             | 2056-01-30      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| NGPL Pipe Co LLC                                                             | NGPLCO 7.768 12/15/37 144A                             | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1333332.50   | 0.44%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-22

**Name of Applicant:** Touchstone Strategic Trust

**Signature:** Terri Lucas

**Name of Signer:** Terri Lucas

**Title:** Controller & Treasurer