# EDGAR Filing Document

**Accession Number:** 0000711080
**File Stem:** 0001145549-23-011210
**Filing Date:** 2023-2
**Character Count:** 155728
**Document Hash:** 06a97576411fe03028c9064a6d1dfb40
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011210.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011210

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TOUCHSTONE STRATEGIC TRUST
- **CENTRAL INDEX KEY:** 0000711080
- **IRS NUMBER:** 311276717
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03651
- **FILM NUMBER:** 23673810

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

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

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

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

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

## Series and Classes Contracts Data

### Touchstone Balanced Fund (Series ID: S000059009)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000193583 | Class A      | SEBLX           |
| C000193584 | Class C      | SBACX           |
| C000193585 | Class Y      | SIBLX           |
| C000231974 | Class R6     | TBARX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 303 Broadway

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45202

  - **Telephone number:** 8006388194

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

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

- **b. EDGAR series identifier (if any):** S000059009

- **c. LEI of Series:** 549300KT2SFR9V4KST18

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

- **a. Date of fiscal year-end:** 2023-06-30

- **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:** $735334086.99

**Total Liabilities:** $1542439.25

**Net Assets:** $733791647.74

**Cash Not Reported:** $1026.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 23.660331091276 | **1-Year:** 3059.765904860283 | **5-Year:** 29995.826694645785 | **10-Year:** 38777.246026821959 | **30-Year:** 19656.008252483498

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

- **3-Month:** 0.000000000000 | **1-Year:** 108.507889016571 | **5-Year:** 949.525351782002 | **10-Year:** 1401.744334060750 | **30-Year:** 197.230155608917

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193583 | 4.72%                | 5.30%                | -3.57%               |
| Class ID C000193584 | 4.66%                | 5.20%                | -3.58%               |
| Class ID C000193585 | 4.76%                | 5.30%                | -3.54%               |
| Class ID C000231974 | 4.76%                | 5.30%                | -3.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3031182.23             | $35739370.97                               |
| Month 2  | $6014592.77              | $31215758.00                               |
| Month 3  | $-288630.33              | $-27695064.02                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T Inc                                                                             | AT&T Inc COM USD1                                                                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    184897 | NS      | $3403953.77   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                                                        | AmerisourceBergen Corporation COM USD0.01                                                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     66655 | NS      | $11045400.05  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                           | Apple Inc. COM USD0.00001                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    220570 | NS      | $28658660.10  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                                   | The Boeing Company COM USD5.00                                                                                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     39856 | NS      | $7592169.44   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | Bristol-Myers Squibb Company COM USD0.10                                                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    131530 | NS      | $9463583.50   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                          | Bank of America Corporation COM USD0.01                                                                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    226643 | NS      | $7506416.16   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                                  | Chevron Corporation COM USD0.75                                                                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $3589800.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AB BSL CLO 2 LTD                                                                     | ABBSL 2021-2A B1                                                                                                                       | CUSIP: 00037LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $952487.00    | 0.13%             | 2034-04-17      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | Meta Platforms Inc COM USD0.000006 CL 'A'                                                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     85801 | NS      | $10325292.34  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                                                   | Markel Corporation COM NPV                                                                                                             | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      6787 | NS      | $8941804.63   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AB BSL CLO 3 LTD                                                                     | ABBSL 2021-3A B                                                                                                                        | CUSIP: 00037QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1430989.50   | 0.20%             | 2034-10-20      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.45 05/14/46                                                                                                                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    774000 | PA      | $669415.80    | 0.09%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Adams Outdoor Advertising LP                                                         | ADMSO 2018-1 A                                                                                                                         | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    347293 | PA      | $329481.03    | 0.04%             | 2048-11-15      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | Walt Disney Company COM DISNEY USD0.01                                                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     31985 | NS      | $2778856.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                                | Microsoft Corporation COM USD0.00000625                                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    154402 | NS      | $37028687.64  | 5.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                        | Medtronic PLC USD0.0001                                                                                                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    101735 | NS      | $7906844.20   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 7-Eleven Inc.                                                                        | SVELEV 1.8 02/10/31 144A                                                                                                               | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    967000 | PA      | $739186.19    | 0.10%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Visa Inc                                                                             | Visa Inc COM STK USD0.0001                                                                                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     57538 | NS      | $11954094.88  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                                          | Workday Inc COM USD0.001 CL A                                                                                                          | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     33884 | NS      | $5669809.72   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corporation                                                       | DE 2.45 01/09/30 MTN                                                                                                                   | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    859000 | PA      | $742149.24    | 0.10%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 4.15 04/15/32                                                                                                                     | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    939000 | PA      | $824305.57    | 0.11%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 4.375 02/02/52 144A                                                                                                             | CUSIP: 46590XAE6<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    398000 | PA      | $280527.33    | 0.04%             | 2052-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST                                                                 | BBCMS 2021-C11 A5                                                                                                                      | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $703296.78    | 0.10%             | 2054-09-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 2.5 01/15/27 144a                                                                                                               | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   1240000 | PA      | $1084652.80   | 0.15%             | 2027-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Jpmcc Commercial Mortgage Securities                                                 | JPMCC 2017-JP7 A5                                                                                                                      | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $816513.04    | 0.11%             | 2050-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 3.557 08/15/27                                                                                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1202216.73   | 0.16%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST                                                                 | BBCMS 2021-C12 A5                                                                                                                      | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2520000 | PA      | $2092739.29   | 0.29%             | 2054-11-18      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                          | JACK 2019-1A A2II                                                                                                                      | CUSIP: 466365AB9<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |   1021800 | PA      | $929473.22    | 0.13%             | 2049-08-25      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                          | JACK 2022-1A A2I                                                                                                                       | CUSIP: 466365AD5<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $853606.91    | 0.12%             | 2052-02-25      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Bank 2018-Bnk14                                                                      | BANK 2018-BN14 A3                                                                                                                      | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $774550.10    | 0.11%             | 2060-09-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.705 04/24/28                                                                                                                    | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    753000 | PA      | $697832.95    | 0.10%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.509 01/23/29                                                                                                                    | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    902000 | PA      | $819973.15    | 0.11%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.956 05/13/31                                                                                                                    | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    876000 | PA      | $723884.73    | 0.10%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.687 04/22/32                                                                                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    479000 | PA      | $384635.97    | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | BMO V3.803 12/15/32                                                                                                                    | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    828000 | PA      | $730261.32    | 0.10%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.717 09/14/33                                                                                                                    | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    792000 | PA      | $778805.65    | 0.11%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                           | JPMMT 2017-1 B2                                                                                                                        | CUSIP: 46648CAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    666724 | PA      | $553559.87    | 0.08%             | 2047-01-25      | Floating      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                              | BK V5.834 10/25/33                                                                                                                     | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    790000 | PA      | $821688.84    | 0.11%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS V3.625 10/27/81 2                                                                                                                  | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1381000 | PA      | $1007439.80   | 0.14%             | 2081-10-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| J P Morgan Chase Coml Mtg Secs Tr 2018-Minn                                          | JPMCC 2018-MINN A                                                                                                                      | CUSIP: 46650GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $477338.45    | 0.07%             | 2035-11-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                             | JPMMT 2020-5 B1                                                                                                                        | CUSIP: 46653JBU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1113170 | PA      | $898250.51    | 0.12%             | 2050-12-25      | Floating      | 3.57%                 | Yes           |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                      | BANK 2022-BNK39 A4                                                                                                                     | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $973578.62    | 0.13%             | 2055-02-18      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Bank 2019-Bnk21                                                                      | BANK 2019-BN21 XA                                                                                                                      | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26671347 | PA      | $1114003.49   | 0.15%             | 2052-10-18      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                      | BANK 2020-BN26 A4                                                                                                                      | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $758017.41    | 0.10%             | 2063-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                             | JMIKE 2019-1A A2                                                                                                                       | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375165 | PA      | $336770.24    | 0.05%             | 2050-02-15      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | KR 5 04/15/42                                                                                                                          | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    301000 | PA      | $274614.98    | 0.04%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | Becton, Dickinson and Company COM USD1.00                                                                                              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     10765 | NS      | $2737539.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                              | Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'                                                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     77164 | NS      | $23835959.60  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                         | BACR V2.894 11/24/32                                                                                                                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1092000 | PA      | $834899.85    | 0.11%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C14                                                        | BBCMS 2022-C14 A5                                                                                                                      | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $567139.52    | 0.08%             | 2055-02-18      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                         | Biomarin Pharmaceutical Inc. COM USD0.001                                                                                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    103668 | NS      | $10728601.32  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 4.685 12/15/44                                                                                                                     | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $628130.59    | 0.09%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 4.25 01/15/49                                                                                                                      | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    520000 | PA      | $466756.62    | 0.06%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2019-35 KB                                                                                                                         | CUSIP: 3136B5GY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1215214.80   | 0.17%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2022-16 KB                                                                                                                         | CUSIP: 3136BMNW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2150000 | PA      | $1610681.75   | 0.22%             | 2049-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FDX 5.1 01/15/44                                                                                                                       | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    595000 | PA      | $530574.13    | 0.07%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                               | BWP 4.8 05/03/29                                                                                                                       | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    667000 | PA      | $629246.40    | 0.09%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 5.805 05/01/50                                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    469000 | PA      | $436653.83    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                         | FE 5.45 07/15/44 144A                                                                                                                  | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    841000 | PA      | $786942.40    | 0.11%             | 2044-07-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Company                                                                   | F 3.25 02/12/32                                                                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    616000 | PA      | $462030.98    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 3.664 09/08/24                                                                                                                       | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    466000 | PA      | $444173.23    | 0.06%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                                    | Raytheon Technologies Corporation COM                                                                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    126843 | NS      | $12800995.56  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                                       | Salesforce Inc COM USD0.001                                                                                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     62590 | NS      | $8298808.10   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                                                 | Schlumberger Limited COM USD0.01                                                                                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    146582 | NS      | $7836273.72   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                               | Southwest Airlines Co. COM USD1                                                                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    164527 | NS      | $5539624.09   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fremf 2019-K103 Mortgage Trust                                                       | FREMF 2019-K103 B                                                                                                                      | CUSIP: 30315DAS7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1370000 | PA      | $1178117.12   | 0.16%             | 2029-11-25      | Floating      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FedEx Corporation COM USD0.10                                                                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     17319 | NS      | $2999650.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                             | G2 5175                                                                                                                                | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    449025 | PA      | $448600.35    | 0.06%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.65 01/17/29                                                                                                                       | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540819.27    | 0.07%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 3.1 01/12/32                                                                                                                        | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1148832.09   | 0.16%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                  | GHANA 7.625 05/16/29 144A                                                                                                              | CUSIP: 374422AG8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    680000 | PA      | $250240.00    | 0.03%             | 2029-05-16      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.691 06/05/28                                                                                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    674000 | PA      | $626156.04    | 0.09%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V2.615 04/22/32                                                                                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    796000 | PA      | $635249.05    | 0.09%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.615 03/15/28                                                                                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1404309.68   | 0.19%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.95 03/14/52                                                                                                                     | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    763000 | PA      | $627587.36    | 0.09%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                              | MHK 3.625 05/15/30                                                                                                                     | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    753000 | PA      | $650587.32    | 0.09%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.297 04/20/37                                                                                                                     | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    663000 | PA      | $608187.98    | 0.08%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.95 04/23/27                                                                                                                       | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    998000 | PA      | $944092.51    | 0.13%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Cap I Tst 2018-H3                                                     | MSC 2018-H3 A5                                                                                                                         | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1038195.51   | 0.14%             | 2051-07-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                            | VTRS 4.55 04/15/28                                                                                                                     | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    679000 | PA      | $630067.24    | 0.09%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NGPL Pipe Co LLC                                                                     | NGPLCO 7.768 12/15/37 144A                                                                                                             | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    745000 | PA      | $778344.32    | 0.11%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                                                | NBLY 2021-1A A2                                                                                                                        | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    837250 | PA      | $669524.54    | 0.09%             | 2051-04-30      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                             | EGYPT 7.625 05/29/32 144A                                                                                                              | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    680000 | PA      | $502180.00    | 0.07%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Dreyfus Government Cash Management Funds                                             | Dreyfus Government Cash Management Funds SH BEN INT                                                                                    | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |  17403351 | NS      | $17403350.52  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 6.375 05/15/29                                                                                                                    | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    844000 | PA      | $868718.56    | 0.12%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                        | NGERIA 7.625 11/28/47 144A                                                                                                             | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    655000 | PA      | $420261.10    | 0.06%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 4.837 10/01/41                                                                                                                     | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    743000 | PA      | $686298.94    | 0.09%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding Llc                                                            | HONK 2019-1A A2                                                                                                                        | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842188 | PA      | $769070.47    | 0.10%             | 2049-04-20      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress Inc                                                             | DUK 4.15 12/01/44                                                                                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    502000 | PA      | $420676.73    | 0.06%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                      | Fox Corporation COM USD0.01 CL A                                                                                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     43677 | NS      | $1326470.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | Goldman Sachs Group, Inc. COM USD0.01                                                                                                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     43699 | NS      | $15005362.62  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                                   | HCA Healthcare Inc COM USD0.01                                                                                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     49687 | NS      | $11922892.52  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                             | EDF 4.875 09/21/38 144A                                                                                                                | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    823000 | PA      | $672244.29    | 0.09%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                                 | EIX 4.125 03/15/28                                                                                                                     | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    504000 | PA      | $468360.15    | 0.06%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER LLC                                                       | EHGVT 2019-A B                                                                                                                         | CUSIP: 28416TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328375 | PA      | $301409.01    | 0.04%             | 2034-01-25      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                | ECUA 5.5 07/31/30 144A                                                                                                                 | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    725000 | PA      | $465862.15    | 0.06%             | 2030-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 4.279 03/15/32 144A                                                                                                                | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    644000 | PA      | $531216.40    | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 5.141 03/15/52 144A                                                                                                                | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    644000 | PA      | $470453.03    | 0.06%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.987 10/30/56                                                                                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    877000 | PA      | $538627.27    | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                             | V 4.15 12/14/35                                                                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    630000 | PA      | $597058.06    | 0.08%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS Health Corp COM USD0.01                                                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     10000 | NS      | $931900.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                  | Comcast Corporation COM USD0.01 CL A                                                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    211054 | NS      | $7380558.38   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group PLC                                                                       | WEIRLN 2.2 05/13/26 144A                                                                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   1277000 | PA      | $1133833.12   | 0.15%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2021-2                                  | WFMBS 2021-2 A3                                                                                                                        | CUSIP: 949798AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270360 | PA      | $1090574.98   | 0.15%             | 2051-06-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SunTrust Capital I                                                                   | TFC F 05/15/27 A                                                                                                                       | CUSIP: 86787XAA3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1267768.72   | 0.17%             | 2027-05-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                      | Deere & Company COM USD1                                                                                                               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      9387 | NS      | $4024770.12   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                                                                | Dupont De Nemours Inc COM USD0.01                                                                                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    108662 | NS      | $7457473.06   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                              | Exxon Mobil Corporation COM NPV                                                                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    111879 | NS      | $12340253.70  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                | WFCM 2018-AUS B                                                                                                                        | CUSIP: 94990EAE4<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $669860.65    | 0.09%             | 2036-08-15      | Floating      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                       | WFCM 2019-C53 A4                                                                                                                       | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2220000 | PA      | $1939405.10   | 0.26%             | 2052-10-18      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                      | TMCL 2021-3A A                                                                                                                         | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1340000 | PA      | $1096127.50   | 0.15%             | 2046-08-20      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                          | TOL 3.8 11/01/29                                                                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1021000 | PA      | $872746.39    | 0.12%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-6                                                     | TPMT 2015-6 B1                                                                                                                         | CUSIP: 89172RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1255012.50   | 0.17%             | 2055-04-25      | Floating      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                            | TPMT 2019-4 M1B                                                                                                                        | CUSIP: 89178BAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1140000 | PA      | $876211.18    | 0.12%             | 2059-10-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Westvaco Corporation                                                                 | WRK 8.2 01/15/30                                                                                                                       | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    520000 | PA      | $587796.18    | 0.08%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC V0 05/15/67                                                                                                                        | CUSIP: 976657AH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1336790.92   | 0.18%             | 2067-05-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V3.574 11/07/28                                                                                                                 | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    882000 | PA      | $795570.13    | 0.11%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4.5 04/15/30                                                                                                                       | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    881000 | PA      | $846568.71    | 0.12%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mc Brazil Downstream Trading Sarl                                                    | MCBRAC 7.25 06/30/31 144A                                                                                                              | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    621000 | PA      | $512222.60    | 0.07%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD                                                        | MDPK 2021-49A B1                                                                                                                       | CUSIP: 55820VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1101229.65   | 0.15%             | 2034-10-19      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc. (Del)                                                                      | MARS 3.875 04/01/39 144A                                                                                                               | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    850000 | PA      | $725175.05    | 0.10%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                              | MA 2 11/18/31                                                                                                                          | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $923990.50    | 0.13%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 3.5 02/12/35                                                                                                                      | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    446000 | PA      | $405128.10    | 0.06%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                    | MCHP 0.983 09/01/24                                                                                                                    | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $985665.05    | 0.13%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 2.703 04/15/32                                                                                                                      | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    544000 | PA      | $410080.05    | 0.06%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 6.75 11/01/29                                                                                                                       | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197736.12    | 0.03%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                                | MWXCAP 3.9 04/01/24 144A                                                                                                               | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    757000 | PA      | $733200.16    | 0.10%             | 2024-04-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                        | MCMLT 2018-3 M3                                                                                                                        | CUSIP: 59980XAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573777 | PA      | $476281.84    | 0.06%             | 2058-08-25      | Floating      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                        | MCMLT 2019-1 M1                                                                                                                        | CUSIP: 59981AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1397426 | PA      | $1237295.46   | 0.17%             | 2069-10-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 3.771 05/24/61                                                                                                                     | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    728000 | PA      | $459029.09    | 0.06%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                   | CLIF 2020-3A A                                                                                                                         | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   1247875 | PA      | $1084331.00   | 0.15%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS V4.75 06/01/50                                                                                                                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    953000 | PA      | $824306.19    | 0.11%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                           | CNHI 1.45 07/15/26                                                                                                                     | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $976268.91    | 0.13%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                  | LNG 4.625 10/15/28                                                                                                                     | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1026859.85   | 0.14%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chile (Republic of)                                                                  | CHILE 3.1 01/22/61                                                                                                                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    750000 | PA      | $465739.85    | 0.06%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile (Republic of)                                                                  | CHILE 3.1 05/07/41                                                                                                                     | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    609000 | PA      | $436638.48    | 0.06%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.2 10/21/26                                                                                                                         | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    699000 | PA      | $647382.11    | 0.09%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V0.981 05/01/25                                                                                                                      | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    813000 | PA      | $760970.35    | 0.10%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                  | CGCMT 2020-GC46 A5                                                                                                                     | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $638824.07    | 0.09%             | 2053-02-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic of)                                                               | COLOM 3.25 04/22/32                                                                                                                    | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    663000 | PA      | $482010.93    | 0.07%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 03/01/48                                                                                                                       | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    692000 | PA      | $553136.61    | 0.08%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citizens Bank National Association                                                   | CFG V4.575 08/09/28                                                                                                                    | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    790000 | PA      | $763865.67    | 0.10%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care Ltd Partnership / Sabra Capital Corp                               | SBRA 5.125 08/15/26                                                                                                                    | CUSIP: 14162VAB2<br>LEI: 5493001YP3WEETKSV608 | Long             | DBT              | CORP              | US        |    671000 | PA      | $639521.65    | 0.09%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC Capital Trust C                                                                  | PNC F 06/01/28                                                                                                                         | CUSIP: 69349AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    959000 | PA      | $884085.58    | 0.12%             | 2028-06-01      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Pemex Project Funding Master Trust                                                   | PEMEX 6.625 06/15/35                                                                                                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    663000 | PA      | $481272.16    | 0.07%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Incorporation                                                         | PLNT 2022-1A A2I                                                                                                                       | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    992500 | PA      | $862605.57    | 0.12%             | 2051-12-05      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| The Procter & Gamble Company                                                         | PG 1.2 10/29/30                                                                                                                        | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    440000 | PA      | $346336.98    | 0.05%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU V5.125 03/01/52                                                                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $950040.00    | 0.13%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2021-3 Ltd / Llc                                                  | ROCKT 2021-3A B                                                                                                                        | CUSIP: 77341NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1418884.50   | 0.19%             | 2034-10-20      | Floating      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                                               | ROP 2.95 09/15/29                                                                                                                      | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    547000 | PA      | $475056.43    | 0.06%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLAND 5.75 11/16/32                                                                                                                   | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    642000 | PA      | $683156.05    | 0.09%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                         | UZBEK 3.7 11/25/30 144A                                                                                                                | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    650000 | PA      | $543093.20    | 0.07%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G08062                                                                                                                              | CUSIP: 3128MJB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1380 | PA      | $1411.64      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G08637                                                                                                                              | CUSIP: 3128MJV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129185 | PA      | $124031.64    | 0.02%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8148                                                                                                                              | CUSIP: 3132DWBR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1513468 | PA      | $1332282.65   | 0.18%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q02664                                                                                                                              | CUSIP: 3132GF5Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    771419 | PA      | $766373.25    | 0.10%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-KEN                                                                   | BPR 2021-KEN B                                                                                                                         | CUSIP: 05591QAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $873735.57    | 0.12%             | 2029-02-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                          | GSMS 2017-FARM B                                                                                                                       | CUSIP: 36254XAE4<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $590518.60    | 0.08%             | 2043-01-12      | Floating      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                         | BX 2020-VIV3 B                                                                                                                         | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1210022.40   | 0.16%             | 2044-03-11      | Floating      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                         | BX 2020-VIV4 A                                                                                                                         | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1215336.60   | 0.17%             | 2044-03-11      | Floating      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                                      | BRASKM 4.5 01/31/30 144A                                                                                                               | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $510800.64    | 0.07%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                                      | BRASKM 5.875 01/31/50 144A                                                                                                             | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    531000 | PA      | $411320.03    | 0.06%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                         | GSMS 2020-GC47 A5                                                                                                                      | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $997283.31    | 0.14%             | 2053-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                  | GSMBS 2021-PJ8 A8                                                                                                                      | CUSIP: 36262WAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1288706 | PA      | $1110788.88   | 0.15%             | 2052-01-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL 3.25 11/08/29 144A                                                                                                              | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1084000 | PA      | $926012.47    | 0.13%             | 2029-11-08      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 11/15/30                                                                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1174569.99   | 0.16%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-169 AW                                                                                                                        | CUSIP: 38377RL60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    220317 | PA      | $217485.87    | 0.03%             | 2040-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2012-147 IO                                                                                                                        | CUSIP: 38378B3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3852069 | PA      | $49532.60     | 0.01%             | 2054-04-16      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| Brunswick Corporation                                                                | BC 4.4 09/15/32                                                                                                                        | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    815000 | PA      | $690347.02    | 0.09%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 5.75 05/01/40                                                                                                                     | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    887000 | PA      | $933208.95    | 0.13%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP Funding LLC                                                               | NXPI 5.35 03/01/26                                                                                                                     | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    912000 | PA      | $907721.54    | 0.12%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU MORTGAGE TRUST                                                        | HONO 2021-LULU B                                                                                                                       | CUSIP: 40390MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $937419.30    | 0.13%             | 2036-12-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.375 09/01/26                                                                                                                     | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    812000 | PA      | $803694.03    | 0.11%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2020-1 A1                                                                                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340613 | PA      | $304259.97    | 0.04%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 6.25 03/15/38                                                                                                                    | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    574000 | PA      | $570735.22    | 0.08%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q29260                                                                                                                              | CUSIP: 3132M95V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674248 | PA      | $647353.02    | 0.09%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q29056                                                                                                                              | CUSIP: 3132M9WR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1329135 | PA      | $1276114.42   | 0.17%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 3.9 05/25/26                                                                                                                      | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $677003.23    | 0.09%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                                       | HD 5.95 04/01/41                                                                                                                       | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    605000 | PA      | $660387.91    | 0.09%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                           | NTRS 6.125 11/02/32                                                                                                                    | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    764000 | PA      | $808249.34    | 0.11%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                               | NWMLIC 3.85 09/30/47 144A                                                                                                              | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1087708 | PA      | $835772.02    | 0.11%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 4.5 02/01/26 F                                                                                                                     | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    948000 | PA      | $909498.80    | 0.12%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN 2.55 02/04/30                                                                                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $969263.95    | 0.13%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4991 HB                                                                                                                            | CUSIP: 3137FUUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    515000 | PA      | $371528.88    | 0.05%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5178 CV                                                                                                                            | CUSIP: 3137H53J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1650000 | PA      | $1225869.15   | 0.17%             | 2040-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 3.577 04/05/50                                                                                                                    | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    603000 | PA      | $432977.64    | 0.06%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                             | CE 6.165 07/15/27                                                                                                                      | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    833000 | PA      | $822801.64    | 0.11%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 2.65 02/10/25 144A                                                                                                              | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    889000 | PA      | $836528.10    | 0.11%             | 2025-02-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                          | IMBLN 6.125 07/27/27 144A                                                                                                              | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    573000 | PA      | $571063.74    | 0.08%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Company                                                                   | AEP 2.9 10/01/51 R                                                                                                                     | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $682860.28    | 0.09%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 4.3 07/08/34                                                                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    247000 | PA      | $217345.13    | 0.03%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                   | CVECN 5.25 06/15/37                                                                                                                    | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $544453.35    | 0.07%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.484 10/23/45                                                                                                                    | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    892000 | PA      | $807824.51    | 0.11%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 3.6 04/01/40                                                                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    365000 | PA      | $271303.59    | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3.5 08/01/50                                                                                                                       | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    909000 | PA      | $574415.67    | 0.08%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Independence Plaza Trust                                                             | IPT 2018-INDP XCP                                                                                                                      | CUSIP: 45378YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        | 562000000 | PA      | $433245.80    | 0.06%             | 2035-07-12      | Floating      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V5 PERP                                                                                                                           | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    695000 | PA      | $634533.95    | 0.09%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.75 04/01/37                                                                                                                   | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    739000 | PA      | $754518.86    | 0.10%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square Clo 2021-4 Ltd / Llc                                                   | PLMRS 2021-4A B                                                                                                                        | CUSIP: 69702EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1437154.50   | 0.20%             | 2034-10-16      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                          | PH 4.25 09/15/27                                                                                                                       | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    867000 | PA      | $842143.84    | 0.11%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 4.95 05/19/50                                                                                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    315000 | PA      | $230632.42    | 0.03%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.5 05/15/35                                                                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    433000 | PA      | $394293.51    | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 2.45 10/29/26                                                                                                                      | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1217000 | PA      | $1065448.47   | 0.15%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                                | Monster Beverage Corp COM USD0.005                                                                                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    110390 | NS      | $11207896.70  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                        | Netflix, Inc. COM USD0.001                                                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     19479 | NS      | $5743967.52   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                                   | Oracle Corporation COM USD0.01                                                                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    133039 | NS      | $10874607.86  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                                                        | Paypal Holdings Incorporation COM USD0.0001                                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     60853 | NS      | $4333950.66   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                                                          | Pepsico Inc CAP USD0.016666                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      8485 | NS      | $1532900.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                     | Philip Morris International Inc. COM NPV                                                                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    106067 | NS      | $10735041.07  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                                                         | The Procter & Gamble Company COM NPV                                                                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     12856 | NS      | $1948455.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Agate Bay Mortgage Trust 2013-1                                                      | ABMT 2013-1 B3                                                                                                                         | CUSIP: 008414AF1<br>LEI: 549300FEDPP088KAOR45 | Long             | ABS-O            | CORP              | US        |    102811 | PA      | $96109.11     | 0.01%             | 2043-07-25      | Floating      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust                                                             | ABMT 2015-4 B2                                                                                                                         | CUSIP: 00842ACC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355625 | PA      | $329637.87    | 0.04%             | 2045-06-25      | Floating      | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust                                                             | ABMT 2015-7 B1                                                                                                                         | CUSIP: 00842CAS4<br>LEI: 549300LK2ZDVY7I44B84 | Long             | ABS-O            | CORP              | US        |    443858 | PA      | $401830.07    | 0.05%             | 2045-10-25      | Floating      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass Through Certificates, Series 2015-1                                  | ACACN 3.6 03/15/27 144A                                                                                                                | CUSIP: 009090AA9<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-O            | CORP              | CA        |     80490 | PA      | $72696.41     | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                   | ALCSW 3.8 09/23/49 144A                                                                                                                | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    679000 | PA      | $519274.76    | 0.07%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| The Allstate Corporation                                                             | ALL V5.75 08/15/53 B                                                                                                                   | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    918000 | PA      | $862920.00    | 0.12%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                    | ABIBB 4.9 02/01/46 *                                                                                                                   | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    603000 | PA      | $552670.67    | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.65 02/23/46                                                                                                                     | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    580000 | PA      | $549822.46    | 0.07%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V4.967 07/22/33                                                                                                                    | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    858000 | PA      | $816814.01    | 0.11%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.75 08/15/41                                                                                                                        | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5355000 | PA      | $3691812.29   | 0.50%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 0.125 02/15/52                                                                                                                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6530294 | PA      | $4228620.44   | 0.58%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.875 05/15/52                                                                                                                       | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8389000 | PA      | $6784603.75   | 0.92%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                             | ARCC 3.25 07/15/25                                                                                                                     | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    820000 | PA      | $755144.22    | 0.10%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                 | AHTLN 4 05/01/28 144A                                                                                                                  | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    884000 | PA      | $808343.01    | 0.11%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.25 05/15/42                                                                                                                        | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2910000 | PA      | $2568529.69   | 0.35%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4 11/15/52                                                                                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $3354237.50   | 0.46%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | XIT 4 11/15/42                                                                                                                         | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4740000 | PA      | $4671121.88   | 0.64%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.5 01/31/27                                                                                                                         | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3195000 | PA      | $2888604.48   | 0.39%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bahamas (Commonwealth of)                                                            | BAHAMA 6 11/21/28 144A                                                                                                                 | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    674000 | PA      | $513997.97    | 0.07%             | 2028-11-21      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                    | AMCR 2.63 06/19/30                                                                                                                     | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    792000 | PA      | $645651.21    | 0.09%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.25 10/31/25                                                                                                                        | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6265546.84   | 0.85%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.75 05/31/26                                                                                                                        | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8084000 | PA      | $7218443.61   | 0.98%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 08/15/32                                                                                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8691000 | PA      | $7942759.22   | 1.08%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.375 10/31/24                                                                                                                       | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18475000 | PA      | $18430977.59  | 2.51%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/15/32                                                                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    331000 | PA      | $339016.41    | 0.05%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.5 08/15/39                                                                                                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    871000 | PA      | $715595.47    | 0.10%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enable Midstream Partners LP                                                         | ET 4.15 09/15/29                                                                                                                       | CUSIP: 292480AM2<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    706000 | PA      | $639390.62    | 0.09%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 2.9 11/18/26                                                                                                                      | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    684000 | PA      | $625643.36    | 0.09%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH8925                                                                                                                              | CUSIP: 3138AA4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282132 | PA      | $279972.07    | 0.04%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR9195                                                                                                                              | CUSIP: 3138W7GD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299919 | PA      | $273312.91    | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 690305                                                                                                                              | CUSIP: 31400K3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       141 | PA      | $141.83       | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 725423                                                                                                                              | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284125 | PA      | $293126.20    | 0.04%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 725610                                                                                                                              | CUSIP: 31402DDP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251409 | PA      | $259587.06    | 0.04%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 748895                                                                                                                              | CUSIP: 31403G7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50334 | PA      | $50181.24     | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BC1809                                                                                                                              | CUSIP: 3140EWAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518448 | PA      | $482137.58    | 0.07%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT7156                                                                                                                              | CUSIP: 3140LV5S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1844792 | PA      | $1506848.88   | 0.21%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB1336                                                                                                                              | CUSIP: 3140QLPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2015022 | PA      | $1701548.22   | 0.23%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5279                                                                                                                              | CUSIP: 3140X82M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514777 | PA      | $472336.47    | 0.06%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5085                                                                                                                              | CUSIP: 3140X8UK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1926304 | PA      | $1580269.23   | 0.22%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5166                                                                                                                              | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598208 | PA      | $527914.35    | 0.07%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5468                                                                                                                              | CUSIP: 3140X9CE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421620 | PA      | $387328.63    | 0.05%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5682                                                                                                                              | CUSIP: 3140X9J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589277 | PA      | $502036.92    | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7913                                                                                                                              | CUSIP: 3140XBYK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1650939 | PA      | $1474456.15   | 0.20%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8360                                                                                                                              | CUSIP: 3140XCJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1990762 | PA      | $1697059.89   | 0.23%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8361                                                                                                                              | CUSIP: 3140XCJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1956726 | PA      | $1663987.66   | 0.23%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4166                                                                                                                              | CUSIP: 31418DTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699488 | PA      | $634226.94    | 0.09%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD9193                                                                                                                              | CUSIP: 31418XGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101194 | PA      | $102559.55    | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortgage Trust                                              | CSMC 2013-IVR3 B2                                                                                                                      | CUSIP: 12646XAX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205015 | PA      | $196097.70    | 0.03%             | 2043-05-25      | Floating      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital LLC                                                   | CSMC 2015-WIN1 B3                                                                                                                      | CUSIP: 12649KAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345938 | PA      | $318098.02    | 0.04%             | 2044-12-25      | Floating      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Csmc Tr                                                                              | CSMC 2015-1 B3                                                                                                                         | CUSIP: 12649NAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324392 | PA      | $297712.19    | 0.04%             | 2045-01-25      | Floating      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.125 07/20/45                                                                                                                     | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    686000 | PA      | $622462.60    | 0.08%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                                                        | COMM 2018-HOME A                                                                                                                       | CUSIP: 20048JAA8<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | ABS-O            | CORP              | US        |   1220000 | PA      | $1109788.13   | 0.15%             | 2033-04-12      | Floating      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                                  | CATMED 4.187 10/01/49                                                                                                                  | CUSIP: 20268JAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    734000 | PA      | $575695.81    | 0.08%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                          | CLR 5.75 01/15/31 144A                                                                                                                 | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    620000 | PA      | $577329.63    | 0.08%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Corestates Capital III                                                               | WFC F 02/15/27 144A                                                                                                                    | CUSIP: 21869MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1105581.28   | 0.15%             | 2027-02-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse AG New York Branch                                                     | CS 3.7 02/21/25                                                                                                                        | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    807000 | PA      | $744636.11    | 0.10%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 3.65 09/01/27                                                                                                                      | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    856000 | PA      | $796353.05    | 0.11%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                            | DHR 3.25 11/15/39                                                                                                                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    847000 | PA      | $681001.68    | 0.09%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2                                          | DRMT 2022-2 A1                                                                                                                         | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070170 | PA      | $1006862.32   | 0.14%             | 2067-03-25      | Floating      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V1.106 02/24/27 144A                                                                                                            | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    856000 | PA      | $748617.26    | 0.10%             | 2027-02-24      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc.                                                      | SS&C Technologies Holdings Inc. COM USD0.01                                                                                            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    101750 | NS      | $5297105.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                                                | Starbucks Corporation COM USD0.001                                                                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     65658 | NS      | $6513273.60   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                       | Texas Instruments Incorporated COM USD1.00                                                                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     60000 | NS      | $9913200.00   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                                                        | U.S. Bancorp. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES L NON-CUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      3404 | NS      | $52762.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UnitedHealth Group Inc. COM USD0.01                                                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     34685 | NS      | $18389293.30  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                        | Hilton Worldwide Holdings Inc COM USD0.01                                                                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     50374 | NS      | $6365258.64   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                                                 | Hubbell Incorporated COM USD0.001                                                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     42524 | NS      | $9979532.32   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                                          | International Business Machines Corporation COM USD0.20                                                                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     54320 | NS      | $7653144.80   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                                                        | Ishares Trust J.P. MORGAN USD EMERG MKTS                                                                                               | CUSIP: 464288281<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    133451 | NS      | $11288620.09  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 6.599 01/15/28 144A                                                                                                             | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    974000 | PA      | $977090.70    | 0.13%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                                    | Johnson & Johnson COM USD1.00                                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     94799 | NS      | $16746243.35  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                                                      | Jones Lang LaSalle Incorporated COM USD0.01                                                                                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     32128 | NS      | $5120239.36   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                                            | SGCMS 2019-787E A                                                                                                                      | CUSIP: 78426RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $717074.74    | 0.10%             | 2041-02-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mtg Trust                                                                    | SEMT 2015-2 A19                                                                                                                        | CUSIP: 81733YBN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149018 | PA      | $131186.78    | 0.02%             | 2045-05-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mtg Trust                                                                    | .SEMT2 2018-CH3 B1B                                                                                                                    | CUSIP: 81746WCE6<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-O            | CORP              | US        |    889751 | PA      | $803171.25    | 0.11%             | 2048-08-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mtg Trust                                                                    | SEMT 2018-CH3 B2B                                                                                                                      | CUSIP: 81746WCG1<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-O            | CORP              | US        |    807264 | PA      | $728710.58    | 0.10%             | 2048-08-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 4.5 06/01/47                                                                                                                       | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    846000 | PA      | $715328.65    | 0.10%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                                                | SBUX 3.35 03/12/50                                                                                                                     | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    484000 | PA      | $344494.11    | 0.05%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                  | STOR 4.5 03/15/28                                                                                                                      | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    294000 | PA      | $265603.90    | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                  | STOR 4.625 03/15/29                                                                                                                    | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    552000 | PA      | $496006.97    | 0.07%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.875 04/15/30                                                                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    943000 | PA      | $856442.11    | 0.12%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC                                                                | TAL 2020-1A A                                                                                                                          | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370419 | PA      | $325231.63    | 0.04%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Airbnb Inc                                                                           | Airbnb Inc COM CL A                                                                                                                    | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     42282 | NS      | $3615111.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                            | Alibaba Group Holding Ltd SPON ADS EACH REP 8 ORD SHS                                                                                  | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     35598 | NS      | $3135827.82   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                        | Alphabet Inc. CAP USD0.001 CL C                                                                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    256700 | NS      | $22776991.00  | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com, Inc. COM USD0.01                                                                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    188220 | NS      | $15810480.00  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                             | Alcon AG CHF0.04                                                                                                                       | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      5751 | NS      | $394231.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-24

**Name of Applicant:** Touchstone Strategic Trust

**Signature:** Terrie A. Wiedenheft

**Name of Signer:** Terrie A. Wiedenheft

**Title:** Controller & Treasurer