# EDGAR Filing Document

**Accession Number:** 0000099614
**File Stem:** 0001145549-23-009134
**Filing Date:** 2023-2
**Character Count:** 93433
**Document Hash:** eb5fd19e6715da2756e5ff891da60679
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009134.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009134

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRI-CONTINENTAL CORP
- **CENTRAL INDEX KEY:** 0000099614
- **IRS NUMBER:** 135441850
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00266
- **FILM NUMBER:** 23663106

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 612-671-4321

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRI CONTINENTAL CORP
- **DATE OF NAME CHANGE:** 19920703

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Tri-Continental Corporation

- **b. Investment Company Act file number:** 811-00266

- **c. CIK number of Registrant:** 0000099614

- **d. LEI of Registrant:** 6QVMFZKY1QSOOIHD7Y77

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Tri-Continental Corporation

- **c. LEI of Series:** 6QVMFZKY1QSOOIHD7Y77

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1616392357.55

**Total Liabilities:** $38913975.94

**Net Assets:** $1577478381.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 1776.380600000000 | **10-Year:** 707.731800000000 | **30-Year:** 5282.320200000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 11395.701100000000 | **5-Year:** 104102.191500000000 | **10-Year:** 10262.438900000000 | **30-Year:** 13411.020800000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 7.40%                | 4.07%                | -4.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12616766.39            | $119305447.92                              |
| Month 2  | $1450117.91              | $57071038.90                               |
| Month 3  | $5158649.85              | $-85830279.58                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                                                       | AbbVie Inc                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    109364 | NS      | $17674316.04  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY LTD                                                      | ACADEMY LTD                          | CUSIP: 00401YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4867000 | PA      | $4675010.53   | 0.30%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                        | Adobe Inc                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     22772 | NS      | $7663461.16   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AMRYT PHARMACEUTICALS INC                                        | AEGERION PHARMACEUTICALS INC         | CUSIP: 00767EAC6<br>LEI: 549300PFYFSCKFOY5J36 | Long             | DBT              | CORP              | US        |   1687570 | PA      | $1628505.05   | 0.10%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                           | Chesapeake Energy Corp               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     47500 | NS      | $4482575.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                           | CHESAPEAKE ENERGY ESCROW             | CUSIP: 000000000<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $180000.00    | 0.01%             | 2026-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                       | Advanced Micro Devices Inc           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    174504 | NS      | $11302624.08  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECH INC                                                 | Agilent Technologies Inc             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      8408 | NS      | $1258257.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    362599 | NS      | $31992109.77  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    256495 | NS      | $11724386.45  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    102945 | NS      | $8647380.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                      | AMERICAN AIRLINES GROUP INC          | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4426800.00   | 0.28%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | American Electric Power Co Inc       | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    145514 | NS      | $13816554.30  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     18124 | NS      | $4760087.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMRYT PHARMA PLC                                                 | Amryt Pharma PLC                     | CUSIP: 03217L106<br>LEI: 213800YNUJEOJ84L4T95 | Long             | EC               | CORP              | GB        |     65000 | NS      | $474500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                        | Apple Inc                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    384067 | NS      | $49901825.31  | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                      | MetLife Inc                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    285518 | NS      | $20662937.66  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORPORATION                                         | Ares Capital Corp                    | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |    475000 | NS      | $8773250.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                     | Autodesk Inc                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     20609 | NS      | $3851203.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                   | Microsoft Corp                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    223574 | NS      | $53617516.68  | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERVA MERGER SUB INC                                           | MINERVA MERGER SUB INC               | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5926632.48   | 0.38%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                     | AutoZone Inc                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      4583 | NS      | $11302502.94  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AVAYA INC.                                                       | AVAYA INC                            | CUSIP: 053499AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5509000 | PA      | $1679069.71   | 0.11%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                 | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      7300 | NS      | $8468000.00   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | Bank of New York Mellon Corp/The     | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     35815 | NS      | $1630298.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    242809 | NS      | $20643621.18  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                                                    | Mosaic Co/The                        | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    125423 | NS      | $5502307.01   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                            | Bath & Body Works Inc                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    142900 | NS      | $6021806.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2515000 | PA      | $1972272.56   | 0.13%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                  | CUSIP: 62886HAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $4034000.00   | 0.26%             | 2025-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                  | CUSIP: 62886HBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $4515276.54   | 0.29%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    502000 | PA      | $298206.77    | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FirstEnergy Corp                     | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    110000 | NS      | $4613400.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                                            | NABORS INDUSTRIES LTD                | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3447000 | PA      | $3263082.83   | 0.21%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                            | NABORS INDUSTRIES LTD                | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1754000 | PA      | $1598547.56   | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                     | Fortinet Inc                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    265877 | NS      | $12998726.53  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                                     | Fortive Corp                         | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     18200 | NS      | $1169350.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC                 | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4664000 | PA      | $4394621.73   | 0.28%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    340000 | NS      | $4447200.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2322306.42   | 0.15%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2220766.97   | 0.14%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION LTD                                                | FORTRESS TRANS & INFRAST INVESTORS   | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2769481.12   | 0.18%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                         | Fox Corp                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     82700 | NS      | $2511599.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FUBOTV INC                                                       | FUBOTV INC                           | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $2730000.00   | 0.17%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                            | General Dynamics Corp                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     62146 | NS      | $15419044.06  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                              | Newmont Corp                         | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    100000 | NS      | $4720000.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                               | NextEra Energy Inc                   | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    185000 | NS      | $9285150.00   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NiSource Inc                         | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |     85000 | NS      | $8861250.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | NORTONLIFELOCK INC                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5891041.62   | 0.37%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | General Mills Inc                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    103244 | NS      | $8657009.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER CO INC                                                | GREENBRIER CO INC                    | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4671950.00   | 0.30%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                           | HP Inc                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    160000 | NS      | $4299200.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN      | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8501636.07   | 0.54%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | NORTONLIFELOCK INC                   | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2955349.23   | 0.19%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                       | Nucor Corp                           | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     80181 | NS      | $10568657.61  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                                      | Nutrien Ltd                          | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     60000 | NS      | $4381800.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                          | O'Reilly Automotive Inc              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     15087 | NS      | $12733880.61  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                                                | OASIS PETROLEUM INC                  | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4359609.09   | 0.28%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION     | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5025330.05   | 0.32%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                 | AGCO Corp                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     35000 | NS      | $4854150.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Capital II                                                   | AMG Capital Trust II                 | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     80000 | NS      | $4060800.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                   | ARD FINANCE SA PIK                   | CUSIP: 00191AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5832350 | PA      | $4077735.50   | 0.26%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    475000 | NS      | $8744750.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     94433 | NS      | $10367799.07  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION     | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5201595.82   | 0.33%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDINGS CORP       | CUSIP: 681639AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4179398.36   | 0.26%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                   | 1375209 BC LTD                       | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1415000 | PA      | $1378472.52   | 0.09%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC                | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   2936000 | PA      | $2543235.34   | 0.16%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                              | Otis Worldwide Corp                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     14515 | NS      | $1136669.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORPORATION                    | UNITED SITE SERVICES                 | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $3343230.39   | 0.21%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC Financial Services Group Inc/The | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     55000 | NS      | $8686700.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                                         | PVH Corp                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     19013 | NS      | $1342127.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4455842.90   | 0.28%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                      | Parker-Hannifin Corp                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     20509 | NS      | $5968119.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC CORP                                                    | PENNYMAC CORP                        | CUSIP: 70932AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $8903125.00   | 0.56%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | Pfizer Inc                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    592032 | NS      | $30335719.68  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | Philip Morris International Inc      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    152301 | NS      | $15414384.21  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                    | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6616260.00   | 0.42%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                              | Procter & Gamble Co/The              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     85874 | NS      | $13015063.44  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                                                  | PulteGroup Inc                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156103 | NS      | $7107369.59   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM Inc                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    169944 | NS      | $18683643.36  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QUOTIENT LTD                                                     | QUOTIENT LTD                         | CUSIP: 74911TAA7<br>LEI: 549300BOTHGGT8D81659 | Long             | DBT              | CORP              | JE        |   1989167 | PA      | $1591333.34   | 0.10%             | 2025-10-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| QUOTIENT LTD                                                     | QUOTIENT LTD                         | CUSIP: 74911TAC3<br>LEI: 549300BOTHGGT8D81659 | Long             | DBT              | CORP              | JE        |    852500 | PA      | $682000.00    | 0.04%             | 2025-10-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| QUOTIENT LTD                                                     | QUOTIENT LTD                         | CUSIP: 74911TAK5<br>LEI: 549300BOTHGGT8D81659 | Long             | DBT              | CORP              | JE        |    214000 | PA      | $214000.00    | 0.01%             | 2025-10-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| RWT HOLDINGS INC                                                 | RWT HOLDINGS INC                     | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $5661562.50   | 0.36%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                | Ralph Lauren Corp                    | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     59253 | NS      | $6261264.51   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | Raytheon Technologies Corp           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     85000 | NS      | $8578200.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                     | Chevron Corp                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $8974500.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                | Cisco Systems Inc                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    533274 | NS      | $25405173.36  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CURO GROUP HOLDINGS CORP                                         | CURO GROUP HOLDINGS CORP             | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $2548437.43   | 0.16%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INCORPORATED                                        | CYTOKINETICS INCORPORATED            | CUSIP: 23282WAB6<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $4127400.00   | 0.26%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                           | Darden Restaurants Inc               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     32500 | NS      | $4495725.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                              | Delta Air Lines Inc                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     21911 | NS      | $719995.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                                      | DELUXE CORP                          | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4100701.70   | 0.26%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                              | DIEBOLD INC                          | CUSIP: 253651AC7<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $4572312.00   | 0.29%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP                                                      | Cintas Corp                          | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22212 | NS      | $10031383.44  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    126055 | NS      | $5701467.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                              | DIEBOLD NIXDORF INC                  | CUSIP: 253651AD5<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $1665214.38   | 0.11%             | 2025-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                    | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $7831250.00   | 0.50%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOW INC                                                          | Dow Inc                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    175000 | NS      | $8818250.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     45000 | NS      | $4634550.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                           | Citigroup Capital XIII               | CUSIP: 173080201<br>LEI: N/A                  | Long             |  | CORP              | US        |    150000 | NS      | $4260000.00   | 0.27%             | 2040-10-30      | Variable      | 7.13%                 | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | Citizens Financial Group Inc         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    110000 | NS      | $4330700.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG Resources Inc                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     72500 | NS      | $9390200.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     26412 | NS      | $893517.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                     | CUSIP: 28470RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4606000 | PA      | $4529798.34   | 0.29%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                              | Electronic Arts Inc                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     59918 | NS      | $7320781.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                              | Emerson Electric Co                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     27985 | NS      | $2688239.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                     | Entergy Corp                         | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     40000 | NS      | $4500000.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC                                                       | Enviva Inc                           | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |     80000 | NS      | $4237600.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                       | Evergy Inc                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    111719 | NS      | $7030476.67   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                | Expedia Group Inc                    | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |    110052 | NS      | $9640555.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                 | Exxon Mobil Corp                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    291526 | NS      | $32155317.80  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     92185 | NS      | $11093542.90  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| FARFETCH LTD                                                     | FARFETCH LTD                         | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |   4500000 | PA      | $3375000.00   | 0.21%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC           | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $8879621.52   | 0.56%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | Viatris Inc                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    124320 | NS      | $1383681.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                                              | VICI Properties Inc                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    200000 | NS      | $6480000.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                                      | WAYFAIR INC                          | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $3660000.00   | 0.23%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                      | Hologic Inc                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     52873 | NS      | $3955429.13   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                   | Home Depot Inc/The                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     21000 | NS      | $6633060.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS       | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7339346.00   | 0.47%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLOVIS ONCOLOGY INC                                              | CLOVIS ONCOLOGY INC                  | CUSIP: 189464AC4<br>LEI: 529900WCUY9ZAHMRV489 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $1860000.00   | 0.12%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | Coherent Corp                        | CUSIP: 19247G206<br>LEI: 549300O5C25A0MMHHU33 | Long             | EP               | CORP              | US        |     40000 | NS      | $6388718.48   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND        | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  16257201 | NS      | $16252323.55  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                        | Host Hotels & Resorts Inc            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    411692 | NS      | $6607656.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      7400 | NS      | $3790206.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                              | Comcast Corp                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    125000 | NS      | $4371250.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                                      | CONMED CORP                          | CUSIP: 207410AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4099500.00   | 0.26%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INFINERA CORP                                                    | INFINERA CORP                        | CUSIP: 45667GAF0<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $5701240.00   | 0.36%             | 2028-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | IRIS MERGER SUB 2019                 | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4215889.42   | 0.27%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    160000 | NS      | $4228800.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | International Business Machines Corp | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     60000 | NS      | $8453400.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| INVACARE CORP                                                    | INVACARE CORPORATION                 | CUSIP: 461203AJ0<br>LEI: 549300NNUTG7HCZICS76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3386800.00   | 0.21%             | 2024-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                             | Invitation Homes Inc                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150000 | NS      | $4446000.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                   | ConocoPhillips                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     37500 | NS      | $4425000.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                    | CONSENSUS CLOUD SOLUTIONS INC        | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4717161.30   | 0.30%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                               | IQVIA Holdings Inc                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     68060 | NS      | $13944813.40  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     70000 | NS      | $9387000.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                                                | REDWOOD TRUST INC                    | CUSIP: 758075AE5<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $846300.00    | 0.05%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC.                                   | Regeneron Pharmaceuticals Inc        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4934 | NS      | $3559831.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC                                                | CONSOL ENERGY INC                    | CUSIP: 20854LAA6<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | DBT              | CORP              | US        |   3914000 | PA      | $4018854.46   | 0.25%             | 2025-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CORNING INC                                                      | Corning Inc                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    265000 | NS      | $8464100.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                                    | Robert Half International Inc        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     15608 | NS      | $1152338.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET SOFTWARE INC                                              | ROCKET SOFTWARE INC                  | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8875000 | PA      | $7026803.70   | 0.45%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    386843 | NS      | $15972747.47  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WE COMPANY MC LLC                                                | WEWORK COMPANIES INC                 | CUSIP: 96208LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $2242256.04   | 0.14%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle Inc                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     32500 | NS      | $4408300.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                | State Street Corp                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     21500 | NS      | $1667755.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                                                     | SYLVAMO CORP                         | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4296099.47   | 0.27%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA                                                   | TELESAT CANADA / TELESAT LLC         | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5286000 | PA      | $1553145.42   | 0.10%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION         | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   9479000 | PA      | $8506131.56   | 0.54%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                                        | Tesla Inc                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     31032 | NS      | $3822521.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | Texas Instruments Inc                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     52500 | NS      | $8674050.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                      | Textron Inc                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     33485 | NS      | $2370738.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TIBCO SOFTWARE INC                                               | TIBCO SOFTWARE INC                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4233737.00   | 0.27%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TILRAY BRANDS INC                                                | TILRAY INC                           | CUSIP: 88688TAB6<br>LEI: 549300Y4V60733TO1478 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5094429.38   | 0.32%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                        | TRITON WATER HOLDINGS INC            | CUSIP: 89680EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8442000 | PA      | $6839012.53   | 0.43%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 2U INC                                                           | 2U INC                               | CUSIP: 90214JAB7<br>LEI: 5493008RVTXVR43PYF84 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $4202250.00   | 0.27%             | 2025-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                                         | UGI Corp                             | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |     75000 | NS      | $6412500.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2101474.28   | 0.13%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2278520.68   | 0.14%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                                                  | Ulta Beauty Inc                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      9065 | NS      | $4252119.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                         | UNITED NATURAL FOODS INC             | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   6280000 | PA      | $6040443.18   | 0.38%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | United Parcel Service Inc            | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     83441 | NS      | $14505383.44  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                               | Valero Energy Corp                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    130996 | NS      | $16618152.56  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | Verizon Communications Inc           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    170000 | NS      | $6698000.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARM INC                                                 | Vertex Pharmaceuticals Inc           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     17747 | NS      | $5124978.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                                             | Weyerhaeuser Co                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    426303 | NS      | $13215393.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC                | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $2566171.04   | 0.16%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | Johnson & Johnson                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     37500 | NS      | $6624375.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                                             | Juniper Networks Inc                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    140000 | NS      | $4474400.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                                                   | Kraft Heinz Co/The                   | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    175000 | NS      | $7124250.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                        | Kroger Co/The                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    272660 | NS      | $12155182.80  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                         | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4689635.15   | 0.30%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAM RSRCH CORP                                                   | Lam Research Corp                    | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     19902 | NS      | $8364810.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                                      | Lennar Corp                          | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     94248 | NS      | $8529444.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                                                 | Life Storage Inc                     | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     37500 | NS      | $3693750.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                     | Lincoln National Corp                | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    103757 | NS      | $3187415.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE CAPITAL HOLDINGS LLC                                  | LIONS GATE CAPITAL HOLDINGS LLC      | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $6367348.02   | 0.40%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | Lockheed Martin Corp                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     23327 | NS      | $11348352.23  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                                                  | LUCID GROUP INC                      | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $1786750.00   | 0.11%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| M&T BK CORP                                                      | M&T Bank Corp                        | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     55000 | NS      | $7978300.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                   | CUSIP: 55916AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3374426.35   | 0.21%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | Marathon Petroleum Corp              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     87235 | NS      | $10153281.65  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                   | Marsh & McLennan Cos Inc             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     89595 | NS      | $14826180.60  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                                | Masco Corp                           | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     53200 | NS      | $2482844.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                   | Mastercard Inc                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     55409 | NS      | $19267371.57  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                           | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1235555.15   | 0.08%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                           | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    745000 | PA      | $607843.06    | 0.04%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MAV ACQUISITION CORP                 | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4551933.76   | 0.29%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | McKesson Corp                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     18249 | NS      | $6845564.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                   | Merck & Co Inc                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     77500 | NS      | $8598625.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| QUOTIENT LTD                                                     | QUOTIENT LTD                         | CUSIP: 000000000<br>LEI: 549300BOTHGGT8D81659 | N/A              | DE               | CORP              | JE        |     39425 | NS      | $59.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUOTIENT LTD                                                     | QUOTIENT LTD WTS                     | CUSIP: 000000000<br>LEI: 549300BOTHGGT8D81659 | N/A              | DE               | CORP              | JE        |    181609 | NS      | $771.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | S&P500 EMINI MAR 23                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |        63 | NC      | $-430896.33   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                                          | Aon PLC                              | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      6847 | NS      | $2055058.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD                                                        | Bunge Ltd                            | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     47500 | NS      | $4739075.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                                    | Clarivate PLC                        | CUSIP: G21810208<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |    100000 | NS      | $3782183.70   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                    | Medtronic PLC                        | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     55000 | NS      | $4274600.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                        | APTIV PLC                            | CUSIP: G6095L117<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |     40000 | NS      | $4294748.80   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY         | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |    140000 | NS      | $7014000.00   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                     | BioMarin Pharmaceutical Inc          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     27304 | NS      | $2825690.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                    | BlackRock Inc                        | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      6500 | NS      | $4606095.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                    | Blackstone Mortgage Trust Inc        | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    290000 | NS      | $6139300.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE GROUP INC                                             | Blackstone Inc                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     45000 | NS      | $3338550.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                  | Blackstone Secured Lending Fund      | CUSIP: 09261X102<br>LEI: 549300KM7KWQHVBNH962 | Long             | EC               | CORP              | US        |    190000 | NS      | $4246500.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                       | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $8821296.81   | 0.56%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                           | BOSTON SCIENTIFIC CORPORATION        | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |     62500 | NS      | $7178278.38   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                             | BRIDGEBIO PHARMA INC                 | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $3718750.00   | 0.24%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | Bristol-Myers Squibb Co              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    313930 | NS      | $22587263.50  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     16000 | NS      | $8946080.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BWAY HOLDING CO                                                  | BWAY HOLDING CO                      | CUSIP: 12429TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8793655.24   | 0.56%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                       | CF Industries Holdings Inc           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     38383 | NS      | $3270231.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                    | CME Group Inc                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     35075 | NS      | $5898212.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                         | CSX Corp                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     75513 | NS      | $2339392.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    103508 | NS      | $9645910.52   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | Capital One Financial Corp           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    102500 | NS      | $9528400.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                              | Cardinal Health Inc                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     84611 | NS      | $6504047.57   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                        | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  10000000 | PA      | $6700835.70   | 0.42%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                        | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $817343.38    | 0.05%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLE | CEDAR FAIR LP/CANADA WONDERLAND      | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4280139.51   | 0.27%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     33300 | NS      | $2730933.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES                                                 | Chart Industries Inc                 | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |     87500 | NS      | $4397750.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                  | ROLLS-ROYCE PLC                      | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   5167000 | PA      | $4909862.85   | 0.31%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD          | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4662000 | PA      | $4686715.03   | 0.30%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD          | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3200000 | PA      | $4019200.00   | 0.25%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA Communications Corp              | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     10738 | NS      | $3009968.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SWF ESCROW ISSUER CORP                                           | SWF ESCROW ISSUER CORPORATION        | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $4349246.18   | 0.28%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                       | CUSIP: 78573NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1804312.91   | 0.11%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                       | CUSIP: 78573NAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    923000 | PA      | $884709.11    | 0.06%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SAFEWAY INC                                                      | SAFEWAY INC                          | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |   4512000 | PA      | $4469271.81   | 0.28%             | 2031-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO   | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6333056.33   | 0.40%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROP GRP INC                                               | Simon Property Group Inc             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     40000 | NS      | $4699200.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INC                                                      | Snap-on Inc                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     12573 | NS      | $2872804.77   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                            | Southwest Airlines Co                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     20260 | NS      | $682154.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY          | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   7463000 | PA      | $6912422.77   | 0.44%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC          | CUSIP: 84611WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2477749.83   | 0.16%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                        | Spire Inc                            | CUSIP: 84857L606<br>LEI: 549300NXSY15DRY2R511 | Long             | EP               | CORP              | US        |    135000 | NS      | $6590609.82   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC               | CUSIP: 85205TAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4446897.44   | 0.28%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                       | Stanley Black & Decker Inc           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     57500 | NS      | $4319400.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES INC                                                      | STAPLES INC                          | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4304134.45   | 0.27%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | Starwood Property Trust Inc          | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    450000 | NS      | $8248500.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** Tri-Continental Corporation

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer