# EDGAR Filing Document

**Accession Number:** 0000711080
**File Stem:** 0000711080-25-000103
**Filing Date:** 2025-8
**Character Count:** 250227
**Document Hash:** 77ae6c69eca47c52dcc7bfa17bac1160
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000711080-25-000103.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000711080-25-000103

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20250630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03651
- **FILM NUMBER:** 251263024

**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:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $966790244.26

**Total Liabilities:** $1216637.40

**Net Assets:** $965573606.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4220.981612397048 | **1-Year:** 7198.352024410442 | **5-Year:** 32063.914052609924 | **10-Year:** 46354.555503018571 | **30-Year:** 23781.577308486094

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

- **3-Month:** 58.642328761505 | **1-Year:** 1469.940658536619 | **5-Year:** 3590.650006432613 | **10-Year:** 486.703311602913 | **30-Year:** 20.202427289585

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193583 | -1.27%               | 3.65%                | 4.65%                |
| Class ID C000193584 | -1.31%               | 3.57%                | 4.57%                |
| Class ID C000193585 | -1.21%               | 3.65%                | 4.67%                |
| Class ID C000231974 | -1.21%               | 3.65%                | 4.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2531186.04              | $-15744974.36                              |
| Month 2  | $-600041.74              | $32037518.47                               |
| Month 3  | $3993836.11              | $37535699.24                               |

### 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                                                                                               | T 4.5 05/15/35                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    535000 | PA      | $509951.54    | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                                             | ACACN 3.875 08/15/26 144A                                             | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $62362.12     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                               | T 3.8 12/01/57                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $930117.07    | 0.10%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                               | AXP V5.282 07/27/29                                                   | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1336569.05   | 0.14%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                                     | ARCC 3.25 07/15/25                                                    | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1109293.70   | 0.11%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                                                  | BWXT 4.125 06/30/28 144A                                              | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112104.22    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                                    | AVTR 3.875 11/01/29 144A                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68155.38     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | 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      | $1394595.45   | 0.14%             | 2044-03-11      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                               | CE 6.629 07/15/32                                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65999.24     | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIV4                                                                 | BX 2020-VIV4 A                                                        | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1368367.50   | 0.14%             | 2044-03-11      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                               | CE 7.2 11/15/33                                                       | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102966.57    | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXV LTD                                                                    | BSP 2021-25A BR                                                       | CUSIP: 08186YAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1051073.10   | 0.11%             | 2035-01-16      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS 3.95 04/23/27                                                      | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1079102.00   | 0.11%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                                 | BRK 4.25 01/15/49                                                     | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    690000 | PA      | $580812.27    | 0.06%             | 2049-01-15      | Fixed         | 4.25%                 | 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      | $1084379.89   | 0.11%             | 2051-07-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                        | BBDBCN 8.75 11/15/30 144A                                             | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $41133.33     | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                                     | NRUC V5.25 04/20/46                                                   | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72436.99     | 0.01%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                        | BBDBCN 7.25 07/01/31 144A                                             | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $58818.70     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                                       | COOP 7.125 02/01/32 144A                                              | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $105941.79    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                                    | BPL 6.875 07/01/29 144A                                               | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    157000 | PA      | $162616.99    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                                       | COOP 6.5 08/01/29 144A                                                | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39836.71     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                             | BLDR 6.375 06/15/32 144A                                              | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97621.15     | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  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        |    983000 | PA      | $1029775.97   | 0.11%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                                  | Dupont De Nemours Inc COM USD0.01                                     | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     87747 | NS      | $6018566.73   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Calpine Corporation                                                                                    | CPN 5 02/01/31 144A                                                   | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    634000 | PA      | $627174.55    | 0.06%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                       | CP 3 12/02/41                                                         | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1286000 | PA      | $936159.17    | 0.10%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                                           | BBCP 7.5 02/01/32 144A                                                | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $108039.82    | 0.01%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                          | USB V4.967 07/22/33 MTN                                               | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    807000 | PA      | $797233.02    | 0.08%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | Meta Platforms Inc COM USD0.000006 CL 'A'                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     67678 | NS      | $49952455.02  | 5.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G08062                                                             | CUSIP: 3128MJB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       883 | PA      | $896.38       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                        | Microsoft Corp. COM USD0.00000625                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    125789 | NS      | $62568706.49  | 6.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G08637                                                             | CUSIP: 3128MJV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97510 | PA      | $92693.52     | 0.01%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                          | Netflix, Inc. COM USD0.001                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      6038 | NS      | $8085666.94   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q02664                                                             | CUSIP: 3132GF5Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603128 | PA      | $600142.43    | 0.06%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q29260                                                             | CUSIP: 3132M95V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    479246 | PA      | $457795.06    | 0.05%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q29056                                                             | CUSIP: 3132M9WR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1088263 | PA      | $1024304.40   | 0.11%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 2.987 10/30/56                                                     | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $665125.36    | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc.                                                                                  | VETCN 6.875 05/01/30 144A                                             | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | RF                | CA        |     74000 | PA      | $71134.50     | 0.01%             | 2030-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-7                                                                         | VERUS 2022-7 A1                                                       | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1157700 | PA      | $1165180.53   | 0.12%             | 2067-07-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Videotron LTD/ Videotron LTEE                                                                          | QBRCN 3.625 06/15/29 144A                                             | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   1634000 | PA      | $1562120.50   | 0.16%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                                       | BMO V3.803 12/15/32                                                   | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    932000 | PA      | $907691.15    | 0.09%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                      | BK V5.834 10/25/33 MTN                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1081845.13   | 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        |   1009000 | PA      | $944054.71    | 0.10%             | 2081-10-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank 2019-Bnk21                                                                                        | BANK 2019-BN21 XA                                                     | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25560058 | PA      | $722061.42    | 0.07%             | 2052-10-18      | Variable      | 0.95%                 | 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      | $814426.88    | 0.08%             | 2063-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                           | BACR V2.894 11/24/32                                                  | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1083949.00   | 0.11%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                                                    | BTECN 8.5 04/30/30 144A                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $101290.48    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                                     | CLIF 2020-3A A                                                        | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    809583 | PA      | $753429.98    | 0.08%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                                              | SGCMS 2019-787E A                                                     | CUSIP: 78426RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $792458.12    | 0.08%             | 2041-02-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                                 | CMS V4.75 06/01/50                                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1863000 | PA      | $1810482.25   | 0.19%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-S1                                                                         | SEMT 2025-S1 A4                                                       | CUSIP: 81749TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1429055 | PA      | $1262239.90   | 0.13%             | 2054-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Clearwater Paper Corporation                                                                           | CLW 4.75 08/15/28 144A                                                | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62396.13     | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | 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      | $708774.14    | 0.07%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                              | TIBX 8.25 06/30/32 144A                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90428.61     | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                                | FOUR 6.75 08/15/32 144A                                               | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50906.40     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                                   | NOVHOL 6.75 04/15/32 144A                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24610.70     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 3.875 04/15/30                                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1144045.14   | 0.12%             | 2030-04-15      | Fixed         | 3.88%                 | 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      | $1183842.37   | 0.12%             | 2033-04-12      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                            | CQP 4 03/01/31                                                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    355000 | PA      | $337810.51    | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                                                  | TIAAGL 3.3 05/15/50 144A                                              | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1332625.05   | 0.14%             | 2050-05-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                            | CQP 3.25 01/31/32                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1009412.62   | 0.10%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                    | CATMED 4.187 10/01/49                                                 | CUSIP: 20268JAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    857000 | PA      | $662303.68    | 0.07%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 6.75 02/01/32 144A                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     53000 | PA      | $54257.37     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Textron Financial Corporation                                                                          | TXT V0 02/15/42 144A                                                  | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1698451.80   | 0.18%             | 2042-02-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                                    | NAVI 5 03/15/27                                                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62719.29     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                                                                         | CONCEN 6.875 07/15/32 144A                                            | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19671.91     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                                    | NAVI 4.875 03/15/28                                                   | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24638.38     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                           | TMO 5.404 08/10/43                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    832000 | PA      | $823593.45    | 0.09%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                                          | CCSI 6 10/15/26 144A                                                  | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $133330.00    | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| The Timken Company                                                                                     | TKR 4.5 12/15/28                                                      | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1360557.55   | 0.14%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank National Association                                                                     | CFG V4.575 08/09/28                                                   | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1046073.98   | 0.11%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                              | TOYOTA 4.65 01/05/29 MTN                                              | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    680000 | PA      | $687955.99    | 0.07%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Tibco Software Inc                                                                                     | TIBX 6.5 03/31/29 144A                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $143324.91    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.375 03/01/29 144A                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66617.79     | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.625 03/01/32 144A                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102527.67    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Us Newco Inc.                                                                              | THYELE 5.25 07/15/27 144A                                             | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199806.56    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                             | EMECLI 6.75 07/15/31 144A                                             | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19656.74     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | 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      | $1001174.00   | 0.10%             | 2034-04-17      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| AAR Corp.                                                                                              | AIR 6.75 03/15/29 144A                                                | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103632.38    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                                   | ENTERP 4.2 11/01/46 144A                                              | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $893775.50    | 0.09%             | 2046-11-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                             | BATSLN 2.259 03/25/28                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1041118.85   | 0.11%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V3.705 04/24/28                                                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    815000 | PA      | $805239.58    | 0.08%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                             | EMECLI 6.625 12/15/30 144A                                            | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63392.21     | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.687 04/22/32                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    802000 | PA      | $719641.95    | 0.07%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V5.511 01/24/36                                                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1069715.02   | 0.11%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET V7.125 PERP G                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26482.66     | 0.00%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                                        | BANK 2022-BNK39 A4                                                    | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1024419.31   | 0.11%             | 2055-02-18      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                                  | BZH 7.5 03/15/31 144A                                                 | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38526.22     | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET V8 05/15/54                                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $76575.89     | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | 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        |    566482 | PA      | $447180.65    | 0.05%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LLP / Medline Co-Issuer Inc.                                                          | MEDIND 6.25 04/01/29 144A                                             | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35951.72     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM8360                                                             | CUSIP: 3140XCJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1548098 | PA      | $1300787.29   | 0.13%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM8361                                                             | CUSIP: 3140XCJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1472770 | PA      | $1235650.62   | 0.13%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM9448                                                             | CUSIP: 3140XDQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184849 | PA      | $940576.66    | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS0816                                                             | CUSIP: 3140XF4A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936157 | PA      | $874222.39    | 0.09%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS6793                                                             | CUSIP: 3140XNRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2024267 | PA      | $1882969.93   | 0.20%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                                                | International Flavors & Fragrances Inc. COM USD0.125                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     61501 | NS      | $4523398.55   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS6899                                                             | CUSIP: 3140XNUZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2097255 | PA      | $1818454.63   | 0.19%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                          | iShares Trust BROAD USD HIGH                                          | CUSIP: 46435U853<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     59431 | NS      | $2229256.81   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA4166                                                             | CUSIP: 31418DTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496307 | PA      | $462359.68    | 0.05%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co Inc                                                                                 | JBPOIN 8.75 12/15/31 144A                                             | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103581.31    | 0.01%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AD9193                                                             | CUSIP: 31418XGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75560 | PA      | $76502.42     | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | 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        |    995800 | PA      | $981228.76    | 0.10%             | 2049-08-25      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V2.484 09/16/36                                                    | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    978000 | PA      | $830783.45    | 0.09%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                                            | JACK 2022-1A A2I                                                      | CUSIP: 466365AD5<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $901512.51    | 0.09%             | 2052-02-25      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                               | JANEST 6.125 11/01/32 144A                                            | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108003.11    | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                      | Johnson & Johnson COM USD1.00                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     73072 | NS      | $11161748.00  | 1.16%             |  |  |  | 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        |     30037 | NS      | $7682863.86   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                                           | Oracle Corp. COM USD0.01                                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     88680 | NS      | $19388108.40  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                                             | Apple Inc. COM USD0.00001                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    192440 | NS      | $39482914.80  | 4.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                                                 | Applied Materials Inc. COM USD0.01                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     35732 | NS      | $6541457.24   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                                  | Bank of America Corp. COM USD0.01                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    223067 | NS      | $10555530.44  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                                                                          | Becton, Dickinson and Company COM USD1.00                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     51848 | NS      | $8930818.00   | 0.92%             |  |  |  | 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        |     20496 | NS      | $9956341.92   | 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        |    140997 | NS      | $6526751.13   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                                         | The Charles Schwab Corporation COM USD0.01                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    134356 | NS      | $12258641.44  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT 2022-6 MORTGAGE LOAN TRUST                                                                        | COLT 2022-6 A1                                                        | CUSIP: 12662YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433454 | PA      | $431780.92    | 0.04%             | 2067-06-27      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CTR Partnership LP/ Caretrust Cap Corp                                                                 | CTREV 3.875 06/30/28 144A                                             | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60214.54     | 0.01%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VT Topco Inc.                                                                                          | VERCOR 8.5 08/15/30 144A                                              | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79079.33     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cargill Inc.                                                                                           | CARGIL 4.76 11/23/45 144A                                             | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $958641.53    | 0.10%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                                            | WMT 4.5 09/09/52                                                      | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    808000 | PA      | $707489.43    | 0.07%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016 P6                                                            | CGCMT 2017-P8 AS                                                      | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $373949.24    | 0.04%             | 2050-09-16      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital LLC                                                                     | CSMC 2015-WIN1 B3                                                     | CUSIP: 12649KAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241532 | PA      | $232627.80    | 0.02%             | 2044-12-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                                      | WASPRO 7 02/01/33 144A                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61233.62     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                                  | CIVI 8.375 07/01/28 144A                                              | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89076.89     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURIT                                                                    | WFMBS 2021-2 A3                                                       | CUSIP: 949798AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1038786 | PA      | $920199.12    | 0.10%             | 2051-06-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                                     | KO 2.5 03/15/51                                                       | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1127154.25   | 0.12%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                                             | CSMC 2015-1 B3                                                        | CUSIP: 12649NAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235801 | PA      | $227231.43    | 0.02%             | 2045-01-25      | Variable      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                  | WFCM 2018-AUS B                                                       | CUSIP: 94990EAE4<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $748273.91    | 0.08%             | 2036-08-15      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 4 03/01/48                                                      | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    796000 | PA      | $615728.34    | 0.06%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                  | WFCM 2015-P2 AS                                                       | CUSIP: 95000AAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $491773.79    | 0.05%             | 2048-12-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Coty Inc / Hfc Prestige Prods Inc / Hfc Pretige Intl U S LLC                                           | COTY 6.625 07/15/30 144A                                              | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30686.82     | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corporation Inc                                                          | CHBANI 4.625 11/15/28 144A                                            | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50057.61     | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | 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      | $2082445.47   | 0.22%             | 2052-10-18      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 4.8 09/01/28                                                      | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    992000 | PA      | $997830.81    | 0.10%             | 2028-09-01      | Fixed         | 4.80%                 | 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        |   1036000 | PA      | $833759.06    | 0.09%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                                     | AEP 2.9 10/01/51 R                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $694318.27    | 0.07%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co. / Diamond Finance LLC                                                        | DO 8.5 10/01/30 144A                                                  | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     98000 | PA      | $102053.96    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | 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        |  12943810 | NS      | $12943810.31  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 6.625 05/15/29                                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38005.95     | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                          | ENBCN V8.25 01/15/84 NC5                                              | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $202951.30    | 0.02%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                            | CRGYFN 9.25 02/15/28 144A                                             | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64534.25     | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 7.125 03/15/26                                                    | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15222.00     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | Goldman Sachs Group, Inc. COM USD0.01                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     23066 | NS      | $16324961.50  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                                                   | Las Vegas Sands Corp COM USD0.001                                     | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     74568 | NS      | $3244453.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                                                                       | Markel Group Inc COM NPV                                              | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      6155 | NS      | $12293750.80  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                                          | Medtronic PLC USD0.0001                                               | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    133703 | NS      | $11654890.51  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                                              | RTX Corp. COM                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     51972 | NS      | $7588951.44   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                                                                   | Schlumberger Limited COM USD0.01                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     66720 | NS      | $2255136.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                           | Stanley Black & Decker, Inc. COM USD2.50                              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     56962 | NS      | $3859175.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                                                           | Taiwan Semiconductor Manufacturing Co., Ltd. SPON ADS REP 5 ORD TWD10 | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     48376 | NS      | $10956680.24  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                                         | Texas Instruments Incorporated COM USD1.00                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     56093 | NS      | $11646028.66  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                                                     | HCA Healthcare Inc COM USD0.01                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     23434 | NS      | $8977565.40   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| NGPL Pipe Co LLC                                                                                       | NGPLCO 7.768 12/15/37 144A                                            | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1419823.08   | 0.15%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                                    | TGE 9 08/01/29 144A                                                   | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75909.49     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                                                | SSNC 5.5 09/30/27 144A                                                | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48975.53     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Speedway Motorsports LLC / Speedway Funding II Inc                                                     | TRK 4.875 11/01/27 144A                                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $197507.67    | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Workday Inc                                                                                            | Workday Inc COM USD0.001 CL A                                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     30704 | NS      | $7368960.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                          | FREMOR 9.25 02/01/29 144A                                             | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $120486.88    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2022-INV2 TRUST                                                                                   | GCAT 2022-INV2 A9                                                     | CUSIP: 36168FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1403664 | PA      | $1315716.67   | 0.14%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2022-NQM2 TRUST                                                                                   | GCAT 2022-NQM2 A1                                                     | CUSIP: 36169KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1268856 | PA      | $1250743.49   | 0.13%             | 2067-02-25      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                   | GM 3.1 01/12/32                                                       | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $1773291.41   | 0.18%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                      | DINO 5 02/01/28                                                       | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1174306.54   | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 6.25 11/01/28 144A                                             | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91231.32     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                                                                 | HBGCN 7.25 06/15/30 144A                                              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97149.68     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| 7-Eleven Inc.                                                                                          | SVELEV 1.8 02/10/31 144A                                              | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1519736.25   | 0.16%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                            | ABBV 4.45 05/14/46                                                    | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    832000 | PA      | $717202.38    | 0.07%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                              | AER 3 10/29/28                                                        | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    924000 | PA      | $880109.57    | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2013-1                                                                        | ABMT 2013-1 B3                                                        | CUSIP: 008414AF1<br>LEI: 549300FEDPP088KAOR45 | Long             | ABS-O            | CORP              | US        |     48992 | PA      | $47468.89     | 0.00%             | 2043-07-25      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                                                | HYNMTR 5.35 03/19/29 144A                                             | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1017027.62   | 0.11%             | 2029-03-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2015-7                                                                        | ABMT 2015-4 B2                                                        | CUSIP: 00842ACC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140424 | PA      | $137123.80    | 0.01%             | 2045-06-25      | Variable      | 3.49%                 | Yes           |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2015-7                                                                        | ABMT 2015-7 B1                                                        | CUSIP: 00842CAS4<br>LEI: 549300LK2ZDVY7I44B84 | Long             | ABS-O            | CORP              | US        |    305154 | PA      | $291239.15    | 0.03%             | 2045-10-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                        | GEN 6.75 09/30/27 144A                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89547.13     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass Through Trust Series 2015-1                                                            | ACACN 3.6 03/15/27 144A                                               | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     66015 | PA      | $64446.16     | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                                            | AKERBP 5.125 10/01/34 144A                                            | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1236000 | PA      | $1186914.31   | 0.12%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                                     | ALCSW 3.8 09/23/49 144A                                               | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    917000 | PA      | $677739.42    | 0.07%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                                                | AQNCN V4.75 01/18/82                                                  | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $165676.65    | 0.02%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27                                                                         | BBCMS 2024-5C27 AS                                                    | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $702997.23    | 0.07%             | 2057-07-17      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                       | ALIANT 7 01/15/31 144A                                                | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82744.81     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CQP Holdco LP & Bip-V Chinook Holdco LLC                                                               | BLKCQP 5.5 06/15/31                                                   | CUSIP: 12657NAA8<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |    251000 | PA      | $248014.91    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                                              | CACC 9.25 12/15/28                                                    | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $98446.55     | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                                     | UNSEAM 7.875 02/15/31 144A                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81523.26     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                                              | CACC 6.625 03/15/30                                                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65945.10     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                                | DTV 10 02/15/31 144A                                                  | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $84358.53     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| The Allstate Corporation                                                                               | ALL V0 08/15/53 B                                                     | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    253000 | PA      | $253105.75    | 0.03%             | 2053-08-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                    | D V6.875 02/01/55 A                                                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102086.60    | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                               | DUK 4.15 12/01/44                                                     | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    738000 | PA      | $602243.24    | 0.06%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                                    | MTH 3.875 04/15/29 144A                                               | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1402898.05   | 0.15%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                                               | EDF 4.875 09/21/38 144A                                               | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    876000 | PA      | $806947.83    | 0.08%             | 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        |    719000 | PA      | $693984.42    | 0.07%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                        | MSFT 2.525 06/01/50                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1078099.45   | 0.11%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                                   | EIX V7.875 06/15/54                                                   | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    209000 | PA      | $198206.38    | 0.02%             | 2054-06-15      | Fixed         | 7.88%                 | 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        |    126892 | PA      | $124782.69    | 0.01%             | 2034-01-25      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                                 | MU 6.75 11/01/29                                                      | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    277000 | PA      | $299330.51    | 0.03%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                                          | EFNCN 5.037 03/25/30 144A                                             | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1254000 | PA      | $1264620.24   | 0.13%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                                   | ELV 4.75 02/15/33                                                     | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    942000 | PA      | $936319.12    | 0.10%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                                                  | MWXCAP 4.625 04/01/29 144A                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1150886.67   | 0.12%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                                                | MGMCHI 4.75 02/01/27 144A                                             | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198496.86    | 0.02%             | 2027-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Magic MergeCo Inc                                                                                      | MIK 5.25 05/01/28 144A                                                | CUSIP: 55916AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $64386.49     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Moog Inc.                                                                                              | MOGA 4.25 12/15/27 144A                                               | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103405.43    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                                 | MU 2.703 04/15/32                                                     | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    671000 | PA      | $583740.40    | 0.06%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  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      | $511832.54    | 0.05%             | 2058-08-25      | Variable      | 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      | $1321231.86   | 0.14%             | 2069-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                                | MOH 3.875 05/15/32 144A                                               | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    104000 | PA      | $94665.88     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                                | MOH 6.25 01/15/33 144A                                                | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26425.15     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                         | MEX 3.771 05/24/61                                                    | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1034000 | PA      | $605872.30    | 0.06%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                                           | VAL 8.375 04/30/30 144A                                               | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    143000 | PA      | $146718.61    | 0.02%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                                             | VLCYVG 8 06/01/29 144A                                                | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $68919.21     | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                      | VENTGL 6.25 01/15/30 144A                                             | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56683.66     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG 7 01/15/30 144A                                                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65676.12     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG V9 PERP 144a                                                   | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105080.20    | 0.01%             | N/A             | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                    | D 5.65 03/15/55                                                       | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    960000 | PA      | $945214.20    | 0.10%             | 2055-03-15      | Fixed         | 5.65%                 | 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      | $1199691.30   | 0.12%             | 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      | $1647996.29   | 0.17%             | 2049-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4991 HB                                                           | CUSIP: 3137FUUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    515000 | PA      | $371565.75    | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5178 CV                                                           | CUSIP: 3137H53J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1650000 | PA      | $1216548.96   | 0.13%             | 2040-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Firstcash Inc                                                                                          | FCFS 5.625 01/01/30 144A                                              | CUSIP: 31944TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55827.45     | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| First Maryland Capital I                                                                               | MTB F 01/15/27                                                        | CUSIP: 320808AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    812000 | PA      | $799928.50    | 0.08%             | 2027-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Firstcash Inc                                                                                          | FCFS 4.625 09/01/28 144A                                              | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47135.11     | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Firstcash Inc                                                                                          | FCFS 6.875 03/01/32 144A                                              | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21731.94     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                          | F 6.05 03/05/31                                                       | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    908000 | PA      | $905882.25    | 0.09%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                                           | FREMOR 12 10/01/28 144A                                               | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26836.03     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| The Gap Inc.                                                                                           | GAP 3.625 10/01/29 144A                                               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54799.83     | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| The Gap Inc.                                                                                           | GAP 3.875 10/01/31 144A                                               | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    132000 | PA      | $118294.07    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                       | GEL 8.875 04/15/30                                                    | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     77000 | PA      | $81775.39     | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                       | GEL 8.25 01/15/29                                                     | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48102.94     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                       | GEL 7.875 05/15/32                                                    | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49907.23     | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                                         | AMSIND 4.625 05/15/30 144A                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81824.80     | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                                         | AMSIND 6.375 03/15/33 144A                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52868.19     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Company                                                                                    | Walt Disney Company COM DISNEY USD0.01                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     48709 | NS      | $6040403.09   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                             | JPMMT 2018-8 B3                                                       | CUSIP: 46650MBH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1209095 | PA      | $1108491.37   | 0.11%             | 2049-01-25      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                               | JPMMT 2020-5 B1                                                       | CUSIP: 46653JBU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040651 | PA      | $921784.53    | 0.10%             | 2050-12-25      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                      | MCAIRH 6.4 03/26/29 144A                                              | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1211000 | PA      | $1264003.05   | 0.13%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLIX Ltd.                                                                         | MDPK 2021-49A B1R                                                     | CUSIP: 55820VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1176000 | PA      | $1172922.41   | 0.12%             | 2034-10-19      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                     | MGY 6.875 12/01/32 144A                                               | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106759.29    | 0.01%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| The Manitowoc Company, Inc.                                                                            | MTW 9.25 10/01/31 144A                                                | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78932.85     | 0.01%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                              | MARS 3.6 04/01/34 144A                                                | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    697000 | PA      | $631286.76    | 0.07%             | 2034-04-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                              | MARS 5.2 03/01/35 144A                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    878000 | PA      | $887962.93    | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                       | MMC 5.35 11/15/44                                                     | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    878000 | PA      | $863242.90    | 0.09%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                                 | MRVL 2.95 04/15/31                                                    | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1173513.22   | 0.12%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                                | MA 2 11/18/31                                                         | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1089231.49   | 0.11%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                                           | MAT 5.45 11/01/41                                                     | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    867000 | PA      | $771056.65    | 0.08%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                               | Visa Inc COM STK USD0.0001                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     50702 | NS      | $18001745.10  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                                                             | Airbnb Inc COM CL A                                                   | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     73685 | NS      | $9751472.90   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                                        | CVS 5.125 07/20/45                                                    | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    782000 | PA      | $693370.29    | 0.07%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                                          | DELL 4.85 02/01/35                                                    | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    762000 | PA      | $735524.39    | 0.08%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AH8925                                                             | CUSIP: 3138AA4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198813 | PA      | $197585.33    | 0.02%             | 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        |    230550 | PA      | $208370.33    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 725423                                                             | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181868 | PA      | $186309.89    | 0.02%             | 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        |    163526 | PA      | $167072.52    | 0.02%             | 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        |     35876 | PA      | $35999.51     | 0.00%             | 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        |    357459 | PA      | $330137.03    | 0.03%             | 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        |   1519606 | PA      | $1218429.45   | 0.13%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pediatrix Medical Group Inc                                                                            | MD 5.375 02/15/30 144A                                                | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $144151.00    | 0.01%             | 2030-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                                         | OTEXCN 3.875 02/15/28 144A                                            | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $67826.20     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                                         | OTEXCN 3.875 12/01/29 144A                                            | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $64994.61     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                                    | OI 7.375 06/01/32 144A                                                | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46856.93     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                                            | BRKHEC 5.75 04/01/37                                                  | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    887000 | PA      | $902106.89    | 0.09%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                            | BRKHEC V7.375 09/15/55                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108874.57    | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | 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      | $1500000.00   | 0.16%             | 2034-10-16      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 4.25 02/15/29 144A                                               | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54785.86     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 5.75 09/15/31 144A                                               | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30397.98     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 7.875 12/15/29 144A                                              | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39290.41     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 7.125 11/15/30 144A                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39375.18     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Skymiles IP Ltd. & Delta Air Lines Inc.                                                                | DAL 4.75 10/20/28 144A                                                | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |   1178000 | PA      | $1180587.57   | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                               | DE 5.1 04/11/34 MTN                                                   | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1026467.70   | 0.11%             | 2034-04-11      | Fixed         | 5.10%                 | 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        |    571848 | PA      | $518130.15    | 0.05%             | 2047-01-25      | Variable      | 3.45%                 | Yes           |                  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      | $468719.45    | 0.05%             | 2035-11-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                                  | LOW 4.5 04/15/30                                                      | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1138459.45   | 0.12%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                                 | MPW 8.5 02/15/32 144a                                                 | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12549.34     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Magnera Corp.                                                                                          | MAGN 7.25 11/15/31 144A                                               | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96007.50     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                                 | BWY 7.875 04/15/27 144A                                               | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107756.53    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Murphy Oil Corporation                                                                                 | MUR 5.125 12/01/42                                                    | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     64000 | PA      | $51882.12     | 0.01%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corporation                                                                                 | MUR 6 10/01/32                                                        | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73413.89     | 0.01%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                                                  | VYX 5.125 04/15/29 144A                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10833.76     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                                                                  | NBLY 2021-1A A2                                                       | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816000 | PA      | $763003.08    | 0.08%             | 2051-04-30      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 4 09/15/30                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30438.83     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 3.875 09/15/28                                                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44070.98     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 4.3 07/08/34                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    313000 | PA      | $297313.90    | 0.03%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 3.6 04/01/40                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    393000 | PA      | $314499.26    | 0.03%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                                                 | OPCH 4.375 10/31/29 144A                                              | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76013.56     | 0.01%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc                   | PK 4.875 05/15/29 144A                                                | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73647.80     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc                   | PK 7 02/01/30 144A                                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40094.30     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Parkland Corporation                                                                                   | PKICN 4.5 10/01/29 144A                                               | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $127866.55    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Parkland Corporation                                                                                   | PKICN 6.625 08/15/32 144A                                             | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $39864.63     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                         | PENSKE 5.35 01/12/27 144A                                             | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    685000 | PA      | $692746.54    | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                      | RHP 7.25 07/15/28 144A                                                | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12443.27     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                             | RCICN 5.3 02/15/34                                                    | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1357000 | PA      | $1358896.92   | 0.14%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Company of America Inc.                                                                 | RBC 4.375 10/15/29 144A                                               | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106444.42    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                   | RY V4.969 08/02/30 GMTN                                               | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1105000 | PA      | $1120351.81   | 0.12%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank 2018-Bnk14                                                                                        | BANK 2018-BN14 A3                                                     | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $810964.28    | 0.08%             | 2060-09-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                                | DTV 8.875 02/01/30 144A                                               | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $69982.57     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR SB0855                                                             | CUSIP: 3132CW5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1278687 | PA      | $1222729.45   | 0.13%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR SD8148                                                             | CUSIP: 3132DWBR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1200899 | PA      | $1045787.71   | 0.11%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR SD4499                                                             | CUSIP: 3132E07L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2041502 | PA      | $1840557.55   | 0.19%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR RA7784                                                             | CUSIP: 3133KPUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1853167 | PA      | $1783156.31   | 0.18%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                                 | FTAI 5.5 05/01/28 144A                                                | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25859.83     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                                 | FTAI 7.875 12/01/30 144A                                              | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12728.04     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                                 | FTAI 7 06/15/32 144A                                                  | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15494.85     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                                           | NVIDIA Corp. COM USD0.001                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    195234 | NS      | $30845019.66  | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                                    | OI 7.25 05/15/31 144A                                                 | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95302.12     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SBL Holdings Inc.                                                                                      | SECBEN V9.508 PERP 144A                                               | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103871.50    | 0.01%             | N/A             | Floating      | 9.51%                 | 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        |     99553 | NS      | $8242988.40   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                                                 | SRE V4.125 04/01/52                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164424.86    | 0.02%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Simmons Foods Inc / Simmons Prepared Foods Inc / Simmons Pet Food Inc / Simmons Feed (Ingredients Inc) | SIMFOO 4.625 03/01/29 144A                                            | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |    156000 | PA      | $147305.28    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                                                    | RRR 4.625 12/01/31 144A                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67441.01     | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                                              | ATSG 7.25 03/15/32 144A                                               | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73150.21     | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-1                                                                        | AOMT 2024-1 A1                                                        | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-O            | CORP              | US        |   1196548 | PA      | $1191188.13   | 0.12%             | 2068-08-25      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-6                                                                        | AOMT 2024-6 A1                                                        | CUSIP: 034944AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    754673 | PA      | $746637.68    | 0.08%             | 2067-11-25      | Variable      | 4.65%                 | Yes           |                  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        |    672000 | PA      | $616343.76    | 0.06%             | 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        |   1424000 | PA      | $1303854.46   | 0.14%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                                   | AHTLN 4 05/01/28 144A                                                 | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    995000 | PA      | $979805.85    | 0.10%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 8 02/15/31 144A                                                   | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50509.69     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 8.25 01/15/30 144A                                                | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38618.75     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 4.75 03/01/30 144A                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $274137.74    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 4.25 02/01/31 144A                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $206423.17    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 4.5 05/01/32                                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $75433.85     | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 4.25 01/15/34 144A                                               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $70327.77     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 6.375 09/01/29 144A                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $54083.32     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 7.375 03/01/31 144A                                              | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $115818.51    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                | SORT 2020-1 A1                                                        | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337294 | PA      | $333684.30    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortgage Trust                                                                | CSMC 2013-IVR3 B2                                                     | CUSIP: 12646XAX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94219 | PA      | $92351.92     | 0.01%             | 2043-05-25      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                                                 | VISANT 8.375 12/01/31 144A                                            | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $113689.85    | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  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        |    711000 | PA      | $704584.07    | 0.07%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                                    | CHILE 3.1 01/22/61                                                    | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    834000 | PA      | $503068.80    | 0.05%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                                            | DCP 6.75 09/15/37                                                     | CUSIP: 23311RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1119438.56   | 0.12%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc                                                                                             | DVA 6.875 09/01/32 144A                                               | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53883.18     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  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        |    776448 | PA      | $751123.94    | 0.08%             | 2067-03-25      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CB1336                                                             | CUSIP: 3140QLPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1589996 | PA      | $1371018.34   | 0.14%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CB2643                                                             | CUSIP: 3140QM5D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2191349 | PA      | $1820180.03   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM5279                                                             | CUSIP: 3140X82M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410673 | PA      | $373941.21    | 0.04%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM5085                                                             | CUSIP: 3140X8UK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1524563 | PA      | $1218545.96   | 0.13%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM5166                                                             | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482151 | PA      | $419086.34    | 0.04%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                                                                   | Hubbell Incorporated COM USD0.001                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     14559 | NS      | $5946041.19   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA Chemicals Corp.                                                                                   | NCX 8.5 11/15/28 144A                                                 | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $81325.78     | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Capital Trust C                                                                                    | PNC F 06/01/28                                                        | CUSIP: 69349AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1379382.79   | 0.14%             | 2028-06-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                         | PRAA 8.375 02/01/28 144A                                              | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23603.75     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                         | PRAA 8.875 01/31/30 144A                                              | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124774.60    | 0.01%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                       | Philip Morris International Inc. COM NPV                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    101858 | NS      | $18551397.54  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 4.625 04/15/30 144A                                              | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57678.26     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 6.25 10/15/34 144A                                               | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108601.02    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Precision Drilling Corporation                                                                         | PDCN 6.875 01/15/29 144A                                              | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $64197.75     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                                                      | SMPINF 3.25 01/15/32 144A                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1208329.13   | 0.13%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                                         | SEMT 2015-2 A19                                                       | CUSIP: 81733YBN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119885 | PA      | $110351.15    | 0.01%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                                         | .SEMT2 2018-CH3 B1B                                                   | CUSIP: 81746WCE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790833 | PA      | $764977.75    | 0.08%             | 2048-08-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                                         | SEMT 2018-CH3 B2B                                                     | CUSIP: 81746WCG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    717516 | PA      | $694057.93    | 0.07%             | 2048-08-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Sabra Health Care Ltd Partnership / Sabra Capital Corp                                                 | SBRA 5.125 08/15/26                                                   | CUSIP: 14162VAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $735497.09    | 0.08%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE V0 10/01/66                                                       | CUSIP: 302570AW6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     91000 | PA      | $84603.27     | 0.01%             | 2066-10-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM5468                                                             | CUSIP: 3140X9CE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287827 | PA      | $270214.75    | 0.03%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM5682                                                             | CUSIP: 3140X9J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483241 | PA      | $405110.61    | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM7913                                                             | CUSIP: 3140XBYK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122577 | PA      | $1035014.54   | 0.11%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                                            | GSMS 2017-FARM B                                                      | CUSIP: 36254XAE4<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $620872.63    | 0.06%             | 2043-01-12      | Variable      | 3.54%                 | 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      | $1086023.84   | 0.11%             | 2053-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2021-PJ8                                                                         | GSMBS 2021-PJ8 A8                                                     | CUSIP: 36262WAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1009567 | PA      | $895547.80    | 0.09%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ1                                                           | GSMBS 2022-PJ1 A8                                                     | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1158078 | PA      | $1019957.15   | 0.11%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                         | GT 5.625 04/30/33                                                     | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53534.03     | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-169 AW                                                       | CUSIP: 38377RL60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    110103 | PA      | $110422.61    | 0.01%             | 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        |   3418746 | PA      | $34818.21     | 0.00%             | 2054-04-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                               | GPI 4 08/15/28 144A                                                   | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115815.16    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                               | GPI 6.375 01/15/30 144A                                               | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26695.77     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 5.5 03/01/32                                                      | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1273397.54   | 0.13%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2015-Jp1                                                    | JPMCC 2017-JP7 A5                                                     | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $763498.14    | 0.08%             | 2050-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                                                    | JPMBB 2014-C25 AS                                                     | CUSIP: 46643PBJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $640674.30    | 0.07%             | 2047-11-18      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V3.509 01/23/29                                                   | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979489.89    | 0.10%             | 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        |   1276000 | PA      | $1179584.15   | 0.12%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V4.946 10/22/35                                                   | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    816000 | PA      | $808413.58    | 0.08%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-3                                                                      | JPMMT 2024-3 A6                                                       | CUSIP: 46657QAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1243310 | PA      | $1152691.58   | 0.12%             | 2054-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                                            | KEYS 4.95 10/15/34                                                    | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    897000 | PA      | $886906.20    | 0.09%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                                    | KNTK 5.875 06/15/30 144A                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95836.10     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| The Kroger Co.                                                                                         | KR 5 04/15/42                                                         | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    635000 | PA      | $578414.27    | 0.06%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                                                                          | LGIH 7 11/15/32 144A                                                  | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71452.50     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                                  | RGCARE 11 10/15/30 144A                                               | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27571.25     | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                                  | RGCARE 8.375 02/15/32 144A                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63950.82     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                                                           | NYLIFE 4.55 01/28/33 144A                                             | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    948000 | PA      | $927842.00    | 0.10%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 6.375 09/15/27                                                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68902.77     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 6.625 05/15/32                                                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36100.74     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                                     | NXST 4.75 11/01/28 144A                                               | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108081.56    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Escrow Inc                                                                                     | NXST 5.625 07/15/27 144A                                              | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102759.04    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC.                                                                                  | NEFINA 8 04/15/30 144A                                                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13229.48     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                           | NSC 4.837 10/01/41                                                    | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    808000 | PA      | $740426.03    | 0.08%             | 2041-10-01      | Fixed         | 4.84%                 | 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        |   1220708 | PA      | $930476.85    | 0.10%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                                    | HNDLIN 4.75 01/30/30 144A                                             | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    158000 | PA      | $151406.74    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                                    | HNDLIN 6.875 01/30/30 144A                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111836.22    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST 2021-J3                                                                                      | OBX 2021-J3 A4                                                        | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430931 | PA      | $1276340.67   | 0.13%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                             | OXY 7.95 06/15/39                                                     | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1173994.84   | 0.12%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                             | PFGC 6.125 09/15/32 144A                                              | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67497.80     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard International Finance Llc                                                                | RIFP 1.625 04/01/31 144A                                              | CUSIP: 71427QAB4<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |   1974000 | PA      | $1664164.93   | 0.17%             | 2031-04-01      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                       | PM 5.375 02/15/33                                                     | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1393856.62   | 0.14%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                      | RHP 4.75 10/15/27                                                     | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63643.42     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                                                   | RLJ 3.75 07/01/26 144A                                                | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119783.02    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                                                              | RTX 6.4 03/15/54                                                      | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    864000 | PA      | $948232.22    | 0.10%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                            | RIOLN 5.25 03/14/35                                                   | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    626000 | PA      | $637012.82    | 0.07%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                           | ROCKIE 7.5 07/15/38 144A                                              | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38547.66     | 0.00%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                           | ROCKIE 4.8 05/15/30 144A                                              | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11630.33     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| S&S Holdings LLC                                                                                       | SSACTI 8.375 10/01/31 144A                                            | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $52349.76     | 0.01%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd.                                                                                       | SANLTD 5.4 08/08/28                                                   | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201491.40    | 0.02%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                                       | AMCX 10.25 01/15/29 144A                                              | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59208.75     | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| AMN Healthcare Allied Inc                                                                              | AMN 4.625 10/01/27 144A                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67105.31     | 0.01%             | 2027-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                        | ADAHEA 4.625 08/01/29 144A                                            | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48051.27     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                        | ADAHEA 5.125 03/01/30 144A                                            | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44657.47     | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Altagas Ltd                                                                                            | ALACN V7.2 10/15/54 144A                                              | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $101022.32    | 0.01%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                                   | AMNTEC 7.25 08/01/32 144A                                             | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22642.01     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                             | AMT 5.9 11/15/33                                                      | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1286801.51   | 0.13%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                             | AMGN 5.15 03/02/28                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1091102.89   | 0.11%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                                                                   | BNSF V6.613 12/15/55                                                  | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $108357.48    | 0.01%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 MORTGAGE TRUST                                                                           | BMO 2025-5C10 B                                                       | CUSIP: 05615BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $815430.49    | 0.08%             | 2058-05-17      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                          | BDX 4.685 12/15/44                                                    | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $609850.40    | 0.06%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                                      | AMCR 2.63 06/19/30                                                    | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1134838.13   | 0.12%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC / Blue Racer Finance Corp                                                    | BLURAC 7 07/15/29 144A                                                | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52096.88     | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC / Blue Racer Finance Corp                                                    | BLURAC 7.25 07/15/32 144A                                             | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $38144.70     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                                                 | BXC 6 11/15/29 144A                                                   | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    111000 | PA      | $106771.74    | 0.01%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 20.                                                                    | BRAVO 2024-NQM8 A1A                                                   | CUSIP: 10571DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828066 | PA      | $821051.54    | 0.09%             | 2053-08-25      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Bristow Group Inc                                                                                      | VTOL 6.875 03/01/28 144A                                              | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96474.53     | 0.01%             | 2028-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                           | AVGO 3.419 04/15/33 144A                                              | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1342949.37   | 0.14%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST                                                                                              | CIM 2020-J2 A19                                                       | CUSIP: 12568PAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615582 | PA      | $502625.55    | 0.05%             | 2051-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                                                                          | CABO 4 11/15/30 144A                                                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     77000 | PA      | $60640.58     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 5.75 03/01/27 144A                                                | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     54000 | PA      | $54428.86     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 4 08/01/28 144A                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    223000 | PA      | $218540.00    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 6.125 02/15/33 144A                                               | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     25000 | PA      | $25579.18     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                                                | CSV 4.25 05/15/29 144A                                                | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $58582.66     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cars.com Inc                                                                                           | CARS 6.375 11/01/28 144A                                              | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48134.16     | 0.00%             | 2028-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cascades Inc.                                                                                          | CASCN 5.375 01/15/28 144A                                             | CUSIP: 14739LAB8<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49580.02     | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cimpress PLC                                                                                           | CMPR 7.375 09/15/32 144A                                              | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    151000 | PA      | $144173.17    | 0.01%             | 2032-09-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                                    | CSCO 4.85 02/26/29                                                    | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1749937.46   | 0.18%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                         | C V6.174 05/25/34                                                     | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    645000 | PA      | $675144.49    | 0.07%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                         | C V4.542 09/19/30                                                     | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1742067.53   | 0.18%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-Gc46                                                          | CGCMT 2020-GC46 A5                                                    | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $692721.41    | 0.07%             | 2053-02-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                                    | ALLY 8 11/01/31                                                       | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $32777.73     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                                  | QUIKHO 6.375 03/01/32 144A                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77237.03     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                                  | QUIKHO 6.75 03/01/33 144A                                             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80484.38     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 6.75 08/01/29 144A                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38853.19     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 7 08/01/32 144A                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63062.12     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                          | SMYREA 8.875 11/15/31 144A                                            | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67107.65     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                                                 | SAH 4.625 11/15/29 144A                                               | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99872.70     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 6.5 08/15/32 144A                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18444.31     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 5 02/15/27 144A                                                | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29925.54     | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 3.375 01/15/31 144A                                            | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46624.29     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                           | SWK V6.707 03/15/60                                                   | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    157000 | PA      | $153144.90    | 0.02%             | 2060-03-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                                        | SBUX 3.35 03/12/50                                                    | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    650000 | PA      | $438556.74    | 0.05%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                                     | STT F 06/15/47                                                        | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1383481.59   | 0.14%             | 2047-06-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                                    | STOR 4.625 03/15/29                                                   | CUSIP: 862121AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    623000 | PA      | $612485.24    | 0.06%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                                    | STOR 2.75 11/18/30                                                    | CUSIP: 862121AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $241397.08    | 0.03%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                                    | STOR 2.7 12/01/31                                                     | CUSIP: 862121AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $378194.80    | 0.04%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                                 | TFC F 05/15/27 A                                                      | CUSIP: 86787XAA3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1820964.57   | 0.19%             | 2027-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 5.75 01/15/54                                                    | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    566000 | PA      | $555385.14    | 0.06%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC                                                                                  | TAL 2020-1A A                                                         | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243106 | PA      | $228822.37    | 0.02%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                       | TEP 7.375 02/15/29 144A                                               | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105861.50    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                        | TMHC 5.125 08/01/30 144A                                              | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64760.13     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                                         | TXN 5.1 05/23/35                                                      | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    864000 | PA      | $880224.31    | 0.09%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                                        | TMCL 2021-3A A                                                        | CUSIP: 88315LAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1040000 | PA      | $924592.14    | 0.10%             | 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        |   1174000 | PA      | $1139238.62   | 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      | $1356599.86   | 0.14%             | 2055-04-25      | Variable      | 3.80%                 | 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      | $965601.55    | 0.10%             | 2059-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Turning Point Brands Inc                                                                               | TPB 7.625 03/15/32 144A                                               | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    244000 | PA      | $255466.05    | 0.03%             | 2032-03-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                      | TSN 5.4 03/15/29                                                      | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    815000 | PA      | $840073.17    | 0.09%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2017 C1                                                                  | UBSCM 2017-C1 AS                                                      | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $421863.65    | 0.04%             | 2050-06-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                                 | UAL 4.625 04/15/29 144A                                               | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1238572.13   | 0.13%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                                            | UPS 5.95 05/14/55                                                     | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1134567.82   | 0.12%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.25 08/15/54                                                       | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1025000 | PA      | $937474.61    | 0.10%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.125 08/15/44                                                      | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9735000 | PA      | $8929961.16   | 0.92%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.5 11/15/54                                                        | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2499000 | PA      | $2385373.59   | 0.25%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.625 11/15/44                                                      | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    291000 | PA      | $285225.47    | 0.03%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.625 02/15/55                                                      | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10050000 | PA      | $9798750.00   | 1.01%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.75 02/15/45                                                       | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7015000 | PA      | $6985405.47   | 0.72%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.5 09/30/29                                                        | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35990000 | PA      | $35618853.13  | 3.69%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 4.625 02/15/35                                                      | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6916000 | PA      | $7137528.13   | 0.74%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.75 04/15/28                                                       | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16295000 | PA      | $16314095.78  | 1.69%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 4 05/31/30                                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21695000 | PA      | $21901780.47  | 2.27%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                | UNH 3.5 08/15/39                                                      | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $856736.99    | 0.09%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                          | UVN 8.5 07/31/31 144A                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113037.18    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 6.375 03/15/29 144A                                               | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39098.92     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 6.625 03/15/32 144A                                               | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39328.80     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 6.375 03/15/33 144A                                               | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22746.53     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                         | WES 5.25 02/01/50                                                     | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    977000 | PA      | $822647.78    | 0.09%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westvaco Corp.                                                                                         | SW 8.2 01/15/30                                                       | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    676000 | PA      | $773637.24    | 0.08%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                        | WYNMAC 5.125 12/15/29 144A                                            | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192168.00    | 0.02%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                                                             | XRX 5 08/15/25 144A                                                   | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63664.33     | 0.01%             | 2025-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                                 | US 2YR NOTE (CBT) Sep25                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       625 | NC      | $319161.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                                 | US 10yr Ultra Fut Sep25                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -262 | NC      | $-452380.43   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                                 | US ULTRA BOND CBT SEP25                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        29 | NC      | $28956.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                                                                                | ACCO 4.25 03/15/29 144A                                               | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     81000 | PA      | $71389.17     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                        | ACHC 5 04/15/29 144A                                                  | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38798.36     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                        | ACHC 7.375 03/15/33 144A                                              | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65984.90     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                          | Alphabet Inc. CAP USD0.001 CL C                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    192275 | NS      | $34107662.25  | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | Amazon.com, Inc. COM USD0.01                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    158995 | NS      | $34881913.05  | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                                           | Biomarin Pharmaceutical Inc. COM USD0.001                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     58478 | NS      | $3214535.66   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                                                     | The Boeing Company COM USD5.00                                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     57581 | NS      | $12064946.93  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                                    | Comcast Corporation COM USD0.01 CL A                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    185727 | NS      | $6628596.63   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                                             | Diageo PLC ADR REPR 4 ORD GBX28.935185                                | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     29897 | NS      | $3014813.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                                                      | Exxon Mobil Corp. COM NPV                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    104592 | NS      | $11275017.60  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc.                                                                                 | GFLCN 3.5 09/01/28 144A                                               | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $53047.60     | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA8945                                                             | CUSIP: 36179X5E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1929053 | PA      | $1801253.59   | 0.19%             | 2053-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 5175                                                               | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343913 | PA      | $341204.68    | 0.04%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 786741                                                             | CUSIP: 3622ACLW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1491365 | PA      | $1359021.46   | 0.14%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                                  | SO 5.95 02/01/39                                                      | CUSIP: 373334JN2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714777.69    | 0.07%             | 2039-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                                        | B 6.75 02/01/32 144A                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $78273.58     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GoEasy Limited                                                                                         | GSYCN 9.25 12/01/28 144A                                              | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $93118.70     | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GoEasy Limited                                                                                         | GSYCN 7.625 07/01/29 144A                                             | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $31956.46     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GoEasy Limited                                                                                         | GSYCN 6.875 05/15/30 144*                                             | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $48257.52     | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | 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      | $664258.11    | 0.07%             | 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        |   1213000 | PA      | $1077221.79   | 0.11%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HONO MORTGAGE TRUST 2021-LULU                                                                          | HONO 2021-LULU B                                                      | CUSIP: 40390MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $987942.60    | 0.10%             | 2036-12-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 5.5 07/15/27 144A                                                 | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98008.74     | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 6.625 06/15/29 144A                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38984.16     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 5.75 02/01/29 144A                                             | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59226.77     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 6 04/15/30 144A                                                | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32083.75     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 6.875 05/15/34 144A                                            | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45970.26     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                        | HD 5.95 04/01/41                                                      | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    605000 | PA      | $637982.46    | 0.07%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc.                                                                            | HHH 4.125 02/01/29 144A                                               | CUSIP: 44267DAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $63803.05     | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp.                                                                                     | IM 4.75 05/15/29 144A                                                 | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    154000 | PA      | $148639.48    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ingles Markets, Incorporated                                                                           | IMKTA 4 06/15/31 144A                                                 | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80578.83     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                              | INVH 4.15 04/15/32                                                    | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1142046.99   | 0.12%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                                                                         | ZD 4.625 10/15/30 144A                                                | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    107000 | PA      | $99902.62     | 0.01%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Monster Beverage Corp                                                                                  | Monster Beverage Corp COM USD0.005                                    | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    124975 | NS      | $7828434.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Poland (Republic of)                                                                                   | POLAND 5.5 03/18/54 30Y                                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    870000 | PA      | $806362.16    | 0.08%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                        | Salesforce Inc. COM USD0.001                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     47914 | NS      | $13065668.66  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group, Inc.                                                                        | SBGI 8.125 02/15/33 144A                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22266.20     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                                    | SIRI 4 07/15/28 144A                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158471.50    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                                            | SJI 5.02 04/15/31                                                     | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $161492.70    | 0.02%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                                        | Starbucks Corp. COM USD0.001                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     61382 | NS      | $5624432.66   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 6.125 10/01/28                                                    | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117145.43    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                                      | TEX 6.25 10/15/32 144A                                                | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100201.50    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                                  | Uber Technologies Inc COM USD0.00001                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     61564 | NS      | $5743921.20   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                | UnitedHealth Group Inc. COM USD0.01                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     24467 | NS      | $7632969.99   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Xhr LP                                                                                                 | XHR 4.875 06/01/29 144A                                               | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20349.13     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Xhr LP                                                                                                 | XHR 6.625 05/15/30 144A                                               | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50942.43     | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| XPO Inc                                                                                                | XPO 7.125 02/01/32                                                    | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    136000 | PA      | $142432.12    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                                         | ZBRA 6.5 06/01/32 144A                                                | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19537.40     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-26

**Name of Applicant:** Touchstone Strategic Trust

**Signature:** Terri Lucas

**Name of Signer:** Terri Lucas

**Title:** Controller & Treasurer