# EDGAR Filing Document

**Accession Number:** 0001919700
**File Stem:** 0001193125-26-076377
**Filing Date:** 2026-2
**Character Count:** 90487
**Document Hash:** 8ea12a6454055fc5245b06dc0dc0d9ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-076377.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001193125-26-076377

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Touchstone ETF Trust
- **CENTRAL INDEX KEY:** 0001919700

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23789
- **FILM NUMBER:** 26687279

**BUSINESS ADDRESS:**
- **STREET 1:** 303 BROADWAY
- **STREET 2:** SUITE 1100
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45202
- **BUSINESS PHONE:** 513-362-8224

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

## Series and Classes Contracts Data

### Touchstone Ultra Short Income ETF (Series ID: S000076660)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000236661 | Touchstone Ultra Short Income ETF | TUSI            |

## 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 ETF Trust

- **b. Investment Company Act file number:** 811-23789

- **c. CIK number of Registrant:** 0001919700

- **d. LEI of Registrant:** 549300OBA9Z9MIVJ9W43

- **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 ETF Trust-Touchstone Ultra Short Income ETF

- **b. EDGAR series identifier (if any):** S000076660

- **c. LEI of Series:** 54930086P85NGSFSP760

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $298424822.04

**Total Liabilities:** $876337.94

**Net Assets:** $297548484.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4927.058779777976 | **1-Year:** 10904.536608971231 | **5-Year:** 1313.856958200201 | **10-Year:** 383.294143226213 | **30-Year:** 63.712585899698

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

- **3-Month:** 94.281915780996 | **1-Year:** 249.732567579913 | **5-Year:** 61.722271898344 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236661 | 0.35%                | 0.42%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $73229.33                | $-129217.18                                |
| Month 2  | $101786.94               | $61996.06                                  |
| Month 3  | $28688.09                | $139751.62                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley Capital I Trust 2016-BNK2                           | MSC 2016-BNK2 A4                                    | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1594434.24   | 0.54%             | 2049-11-18      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                 | MSBAM 2016-C30 A5                                   | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1163156.94   | 0.39%             | 2049-09-17      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| PNC Capital Trust C                                                | PNC F 06/01/28                                      | CUSIP: 69349AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $723349.50    | 0.24%             | 2028-06-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                     | PENSKE 3.4 11/15/26 144A                            | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2915466.52   | 0.98%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                     | PENSKE 4.45 01/29/26 144A                           | CUSIP: 709599BE3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500500.21   | 0.50%             | 2026-01-29      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                     | PENSKE 5.75 05/24/26 144A                           | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004836.77   | 0.34%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc.                                               | ELV 4.5 10/30/26                                    | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1305612.78   | 0.44%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-SDMF C                                      | CUSIP: 12434CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670357 | PA      | $1664381.65   | 0.56%             | 2034-09-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-SDMF D                                      | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    668143 | PA      | $665752.05    | 0.22%             | 2034-09-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Elmwood Clo VII Ltd.                                               | ELM10 2021-3A X                                     | CUSIP: 29002VAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1044000 | PA      | $1043972.86   | 0.35%             | 2038-07-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-RISE B                                      | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468312 | PA      | $467879.46    | 0.16%             | 2036-11-17      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| WEA Finance LLC                                                    | URWFP 2.875 01/15/27 144A                           | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295298.15    | 0.10%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM2 TRUST                                                | OBX 2024-NQM2 A1                                    | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-O            | CORP              | US        |   1342501 | PA      | $1351373.08   | 0.45%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 20                                | OMFIT 2022-S1 A                                     | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611616 | PA      | $611509.30    | 0.21%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2019-2                            | OMFIT 2019-2A A                                     | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5126704.44   | 1.72%             | 2036-10-14      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                            | OMFIT 2021-1A A1                                    | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $948889.50    | 0.32%             | 2036-06-16      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                    | SBATOW 1.884 01/15/26 144A                          | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2746932.38   | 0.92%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp.                                                   | SEE 1.573 10/15/26 144A                             | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   2081000 | PA      | $2036655.74   | 0.68%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Coml T                                                 | WFCM 2016-NXS6 A3                                   | CUSIP: 95000KBA2<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-O            | CORP              | US        |   1464362 | PA      | $1461415.05   | 0.49%             | 2049-11-18      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CFMT 2025-HB16 LLC                                                 | CFMT 2025-HB16 A                                    | CUSIP: 12531BAA6<br>LEI: 9845009142A6KE49BF08 | Long             | ABS-O            | CORP              | US        |    634860 | PA      | $623579.66    | 0.21%             | 2035-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2020-1                       | WLAKE 2023-3A D                                     | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2045352.60   | 0.69%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTO REC TR 2020-2                                        | WLAKE 2022-2A D                                     | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    709903 | PA      | $712026.90    | 0.24%             | 2027-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRU                                | WLAKE 2022-3A C                                     | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333844 | PA      | $334676.30    | 0.11%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC 2024-RCF5                                                 | PRPM 2024-RCF5 A1                                   | CUSIP: 69381JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1302005 | PA      | $1287215.60   | 0.43%             | 2054-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRU                                | WLAKE 2022-3A D                                     | CUSIP: 96043PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $829352.51    | 0.28%             | 2028-04-17      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bank of Cincinnati                                     | FITB F 01/28/28                                     | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1022969.62   | 0.34%             | 2028-01-28      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| WOODMONT 2025-14 LP                                                | WDMNT 2025-14A A1                                   | CUSIP: 97988GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1700404.60   | 0.57%             | 2034-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD                         | FCO 2025-35A A1                                     | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750612.50   | 0.59%             | 2033-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2022-NQM1 TRUST                                               | PRPM 2023-NQM1 A1                                   | CUSIP: 693965AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1766064 | PA      | $1760272.47   | 0.59%             | 2068-01-25      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS XXIX CLO LTD/LLC                                          | FCO 2025-29A A1                                     | CUSIP: 34990EAA8<br>LEI: 254900314MCCPONEEQ30 | Long             | ABS-CBDO         | CORP              | KY        |    373524 | PA      | $373422.88    | 0.13%             | 2033-04-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2025-HB1                            | FAHB 2025-HB1 A                                     | CUSIP: 31735EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2573248 | PA      | $2564069.68   | 0.86%             | 2035-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust 2019-1              | FCRT 2023-2 A2                                      | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100541 | PA      | $100881.24    | 0.03%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                         | OKE 5.55 11/01/26                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1243324.23   | 0.42%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers Cadillac Fairview Properties Trust                | CFPTCN 3.875 03/20/27 144A                          | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $3294464.42   | 1.11%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC 2024-RCF4                                                 | PRPM 2024-RCF4 A1                                   | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573354 | PA      | $567921.75    | 0.19%             | 2054-07-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Flatiron Clo 20 Ltd / Llc                                          | FLAT 2020-1A XR                                     | CUSIP: 33883MAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2052000 | PA      | $2053963.76   | 0.69%             | 2038-11-22      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                               | BXP 2.75 10/01/26                                   | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1112302.63   | 0.37%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                       | PSA F 04/16/27                                      | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003285.81   | 0.34%             | 2027-04-16      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                       | CFCRE 2016-C4 B                                     | CUSIP: 12531YAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1092199.68   | 0.37%             | 2058-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REGATTA 30 FUNDING LTD/LLC                                         | REG20 2021-2A X                                     | CUSIP: 75884YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    414286 | PA      | $414287.78    | 0.14%             | 2038-01-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                         | CNHI 4.5 10/08/27                                   | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1911725.38   | 0.64%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                           | TOMARI 2.75 01/21/27 144A                           | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $640258.49    | 0.22%             | 2027-01-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                 | Columbia Pipelines Holding Co. LLC 0% CP 29/01/2026 | CUSIP: 19829DAV2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2492282.25   | 0.84%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cifc Fdg 16-I Ltd/Cifc Fdg 16-1                                    | CIFC 2016-1A AR3                                    | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | US        |    886626 | PA      | $886772.86    | 0.30%             | 2031-10-21      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Focus Brands Funding Llc                                           | FOCUS 2017-1A A2II                                  | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4071750 | PA      | $4063024.24   | 1.37%             | 2047-04-30      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                | GPN 4.8 04/01/26                                    | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4577000 | PA      | $4577932.88   | 1.54%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                              | WEC Energy Group Inc. 0% CP 02/01/2026              | CUSIP: 92930WA27<br>LEI: 549300IGLYTZUK3PVP70 | Long             | STIV             | CORP              | US        |  10230000 | PA      | $10227810.78  | 3.44%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                             | YARNO 3.8 06/06/26 144A                             | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   1938000 | PA      | $1932333.11   | 0.65%             | 2026-06-06      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                     | CSAIL 2016-C6 A5                                    | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |   2583800 | PA      | $2574738.06   | 0.87%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-1                                              | CGMS 2019-1A A1A2                                   | CUSIP: 14316BBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2481870 | PA      | $2482862.35   | 0.83%             | 2031-04-21      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                | CAALT 2023-1A A                                     | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110338 | PA      | $110427.80    | 0.04%             | 2033-03-15      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                | CAALT 2023-5A A                                     | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $599152.09    | 0.20%             | 2033-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust 2023-2                           | CAALT 2023-2A A                                     | CUSIP: 22537EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142850 | PA      | $143090.14    | 0.05%             | 2033-05-16      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| SMR MORTGAGE TRUST 2022-IND                                        | SMR 2022-IND A                                      | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3170990 | PA      | $3170446.43   | 1.07%             | 2039-02-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                             | TFC F 05/15/27 A                                    | CUSIP: 86787XAA3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987673.18   | 0.67%             | 2027-05-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SunTrust Capital III                                               | TFC F 03/15/28                                      | CUSIP: 86788LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3160258.42   | 1.06%             | 2028-03-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-2                                   | TPMT 2015-2 1B1                                     | CUSIP: 89171YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225244 | PA      | $223722.45    | 0.08%             | 2060-11-25      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2016-1                                   | TPMT 2016-1 M2                                      | CUSIP: 89172EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    410289 | PA      | $406999.80    | 0.14%             | 2055-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2016-1                                   | TPMT 2016-3 M2                                      | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    589378 | PA      | $587145.08    | 0.20%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2017-1                                              | TPMT 2017-1 A2                                      | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462533 | PA      | $460898.69    | 0.15%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017 2                                   | TPMT 2017-2 M1                                      | CUSIP: 89173HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272904 | PA      | $270151.18    | 0.09%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank Maryland                                  | HBAN V4.871 04/12/28                                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252081.57    | 0.08%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | HYNMTR 5.5 03/30/26 144A                            | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    590000 | PA      | $591906.54    | 0.20%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                            | HYNMTR 5.25 01/08/27 144A                           | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505742.79    | 0.17%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corporation                                           | ITC 3.25 06/30/26                                   | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1812370.65   | 0.61%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jpmccmst 2016-Nine                                                 | JPMCC 2016-NINE A                                   | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3115194.39   | 1.05%             | 2038-09-09      | Variable      | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                               | JXN 4.9 01/13/27 144A                               | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2011135.80   | 0.68%             | 2027-01-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                        | NTRCN 4 12/15/26                                    | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2508000 | PA      | $2507247.68   | 0.84%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                | OBX 2024-NQM3 A1                                    | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |   1223539 | PA      | $1235505.56   | 0.42%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                           | OBX 2024-NQM4 A1                                    | CUSIP: 67118TAA2<br>LEI: 549300JK5TDDSAIKZ665 | Long             | ABS-O            | CORP              | US        |   1315776 | PA      | $1327027.70   | 0.45%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd.                               | OCT21 2014-1A AAR4                                  | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    355397 | PA      | $355421.38    | 0.12%             | 2031-02-14      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Tst                                | ODART 2022-1A A1                                    | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247839 | PA      | $248003.57    | 0.08%             | 2029-03-14      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-21M A                                       | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609911 | PA      | $609544.38    | 0.20%             | 2036-10-15      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Tst                                | ODART 2022-1A B                                     | CUSIP: 68269DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2006085.40   | 0.67%             | 2029-06-14      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-21M B                                       | CUSIP: 05609CAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1498000 | PA      | $1497098.80   | 0.50%             | 2036-10-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-21M C                                       | CUSIP: 05609CAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1327900 | PA      | $1326703.30   | 0.45%             | 2036-10-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| VEGAS TR 2024-TI                                                   | VEGAS 2024-TI A                                     | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3864000 | PA      | $3916773.74   | 1.32%             | 2039-11-14      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-ACNT B                                      | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780161 | PA      | $779220.49    | 0.26%             | 2038-11-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                           | VST 5.05 12/30/26 144A                              | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503568.50    | 0.17%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-L                                | BX 2022-LP2 B                                       | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2520000 | PA      | $2516857.06   | 0.85%             | 2039-02-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                          | BRAVO 2023-NQM1 A1                                  | CUSIP: 10568MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1671117 | PA      | $1665797.37   | 0.56%             | 2063-01-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-1               | BLAST 2025-1 C                                      | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1497000 | PA      | $1513334.22   | 0.51%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                     | NGGLN 3.407 03/10/26 144A                           | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    954000 | PA      | $952779.30    | 0.32%             | 2026-03-10      | Fixed         | 3.41%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                                 | ARCC 3.875 01/15/26                                 | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    892000 | PA      | $891932.35    | 0.30%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                 | ARCC 2.15 07/15/26                                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480720.70   | 0.50%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| 1166 Avenue Of The Americas Commercial Mortgage Trust II           | AACMT 2005-C6A A2                                   | CUSIP: 682439AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    799565 | PA      | $810136.62    | 0.27%             | 2037-10-11      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| 321 Henderson Receivables VI Llc                                   | HENDR 2010-1A A                                     | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294753 | PA      | $296643.20    | 0.10%             | 2059-07-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Jpmcc 2016-Jp4                                                     | JPMCC 2016-JP4 A4                                   | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825000 | PA      | $1810141.58   | 0.61%             | 2049-12-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                               | JPM F 02/01/27 b                                    | CUSIP: 161480AB4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    411000 | PA      | $408002.46    | 0.14%             | 2027-02-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust             | JPMCC 2018-WPT BFX                                  | CUSIP: 46645WBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $825000.00    | 0.28%             | 2033-07-08      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2020-1                           | GCAR 2020-3A E                                      | CUSIP: 36260CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131188 | PA      | $131191.71    | 0.04%             | 2027-07-15      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Romark WM-R Ltd/ Romark WM-R LLC                                   | RMRK 2018-1A A1                                     | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111000 | PA      | $111005.52    | 0.04%             | 2031-04-21      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2020-1                           | GCAR 2021-2A E                                      | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3396316.44   | 1.14%             | 2028-05-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2023-5                                              | SEMT 2023-5 A10                                     | CUSIP: 81749FAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491148 | PA      | $490863.71    | 0.16%             | 2053-12-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPMENT LLC 2024-LEAF1                                       | MTLRF 2024-1A A2                                    | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427324 | PA      | $428665.43    | 0.14%             | 2031-08-18      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                  | GCAR 2021-3A D                                      | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241602 | PA      | $240484.20    | 0.08%             | 2027-07-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2018-2 Limited                             | BCC 2018-2A A1R                                     | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    212896 | PA      | $212892.53    | 0.07%             | 2031-07-21      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2022-1                           | GCAR 2022-2A D                                      | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1496727 | PA      | $1508783.75   | 0.51%             | 2028-04-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Clo 2019-2 Ltd / Ballyrock Clo 2019-2 LLC                | BALLY 2019-2A XR3                                   | CUSIP: 05875MBB7<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   2620000 | PA      | $2619908.30   | 0.88%             | 2038-10-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2                                | GSAR 2024-3A A2                                     | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442952 | PA      | $447646.04    | 0.15%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Bank 2017-Bnk6                                                     | BANK 2017-BNK6 AS                                   | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1385000 | PA      | $1361721.47   | 0.46%             | 2060-07-16      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECV ISSUER TR 2022-3                                     | GCAR 2022-3A D                                      | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1433570 | PA      | $1447258.93   | 0.49%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                   | AMCR 1.57 01/15/26                                  | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4525465.97   | 1.52%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                     | GOLUB CAPITAL PARTNERS CLO 61M                      | CUSIP: 381738AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1202763.60   | 0.40%             | 2035-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                   | AMCR 4.875 07/15/26 144A                            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100202.61   | 0.37%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                         | LHX 7 01/15/26                                      | CUSIP: 413875AE5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1200827.50   | 0.40%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                              | CMA 3.8 07/22/26                                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423557.48    | 0.14%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                               | JPM 4.125 12/15/26                                  | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400752.90    | 0.13%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arbys Funding Llc 2015-1                                           | ARBYS 2020-1A A2                                    | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2283475 | PA      | $2224235.26   | 0.75%             | 2050-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                        | CLR 2.268 11/15/26 144A                             | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3528345.98   | 1.19%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| KNDR TRUST 2021-KIND                                               | KNDR 2021-KIND A                                    | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715675 | PA      | $1708600.84   | 0.57%             | 2038-08-16      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                  | CPS 2024-A B                                        | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477988 | PA      | $478565.75    | 0.16%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| KeySpan Gas East Corporation                                       | NGGLN 2.742 08/15/26 144A                           | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1353872.32   | 0.46%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 5.4 04/06/26                                     | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2977000 | PA      | $2987369.04   | 1.00%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TR 2021-3                                            | DTAOT 2021-3A E                                     | CUSIP: 23344QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4487751.90   | 1.51%             | 2028-09-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                               | KD 2.05 10/15/26                                    | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1258059.57   | 0.42%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM F 07/15/27                                       | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1120332.36   | 0.38%             | 2027-07-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management Funds                           | Dreyfus Government Cash Management Funds SH BEN INT | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |  10391723 | NS      | $10391722.57  | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                                         | LHX 5.4 01/15/27                                    | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253650.91    | 0.09%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                               | HGVT 2022-1D B                                      | CUSIP: 43283BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344063 | PA      | $342788.17    | 0.12%             | 2034-06-20      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Driven Brands Funding Llc                                          | HONK 2019-2A A2                                     | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573171 | PA      | $569405.30    | 0.19%             | 2049-10-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                         | OKE 4 07/13/27                                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1328630.83   | 0.45%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Usa Trust 2016-Hhv                                          | HILT 2016-HHV B                                     | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1992811.20   | 0.67%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                       | DRIVE 2025-2 A2                                     | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2265000 | PA      | $2266603.62   | 0.76%             | 2028-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VW 5.4 03/20/26 144A                                | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    568000 | PA      | $569473.68    | 0.19%             | 2026-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hilton Usa Trust 2016-Hhv                                          | HILT 2016-HHV C                                     | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1093816.35   | 0.37%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Dryden 53 Clo Ltd                                                  | DRSLF 2017-53A AR                                   | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1272191 | PA      | $1272413.29   | 0.43%             | 2031-01-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VW 4.85 08/15/27 144A                               | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1156073.70   | 0.39%             | 2027-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Jimmy John's Funding Llc                                           | JIMMY 2017-1A A2II                                  | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3641138 | PA      | $3638431.41   | 1.22%             | 2047-07-30      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ELARA HGV TMSHR ISS LLC 2021-A                                     | EHGVT 2021-A A                                      | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94721 | PA      | $90749.21     | 0.03%             | 2035-08-27      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2013-2 Ltd                                                | INGIM 2013-2A A1R                                   | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     60978 | PA      | $60977.50     | 0.02%             | 2031-04-25      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Ozlm XXI Ltd. / Ozlm XXI LLC                                       | OZLM 2017-21A A1R                                   | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |     79796 | PA      | $79793.14     | 0.03%             | 2031-01-21      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Oxford Finance Funding 2019-1 Llc                                  | OXFIN 2023-1A B                                     | CUSIP: 69145CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670533 | PA      | $680569.41    | 0.23%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE CREDIT FUND III 2024                                | OXFINF 2024-A A2                                    | CUSIP: 69145DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305499.87    | 0.10%             | 2032-01-14      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                     | PACLIF F 06/04/26 144A                              | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001604.57   | 0.34%             | 2026-06-04      | Floating      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-2 LTD                              | PSTAT 2025-2A A1                                    | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2600543.40   | 0.87%             | 2033-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                | ACAR 2022-3 D                                       | CUSIP: 02528GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156456 | PA      | $156652.59    | 0.05%             | 2028-10-13      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                | ACAR 2022-4 D                                       | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342734 | PA      | $345580.00    | 0.12%             | 2029-02-13      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                       | BACR 5.2 05/12/26                                   | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2470000 | PA      | $2480770.90   | 0.83%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                   | MF1 2022-FL9 A                                      | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1447838 | PA      | $1448291.21   | 0.49%             | 2037-06-22      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                        | MHC 2021-MHC F                                      | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2402987.76   | 0.81%             | 2038-04-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | MBGGR F 07/31/26 144A                               | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001884.02   | 0.34%             | 2026-07-31      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Metlife Securitization Trust 2019-1                                | MST 2019-1A A1A                                     | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317884 | PA      | $314737.62    | 0.11%             | 2058-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                              | NBLY 2023-1A A2                                     | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    972500 | PA      | $985586.93    | 0.33%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTR 2024-NQM1                                      | NRZT 2024-NQM1 A1                                   | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-O            | CORP              | US        |   1151838 | PA      | $1163801.02   | 0.39%             | 2064-03-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                               | NOMURA 2.329 01/22/27                               | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $442093.81    | 0.15%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Sovereign ComlMtg                                                  | SGCMS 2016-C5 A3                                    | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-O            | CORP              | US        |   1148985 | PA      | $1145867.04   | 0.39%             | 2048-10-13      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Shops At Crystals Trust 2016-C                                     | SHOPS 2016-CSTL B                                   | CUSIP: 82510WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1915000 | PA      | $1903464.61   | 0.64%             | 2036-07-08      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Shops At Crystals Trust 2016-C                                     | SHOPS 2016-CSTL C                                   | CUSIP: 82510WAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1606019.79   | 0.54%             | 2036-07-08      | Variable      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                | SRFC 2023-2A C                                      | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177750 | PA      | $184414.62    | 0.06%             | 2040-04-20      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                    | SRFC 2024-2A C                                      | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828287 | PA      | $841568.36    | 0.28%             | 2041-06-20      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                    | SRFC 2021-1A A                                      | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478996 | PA      | $478056.99    | 0.16%             | 2037-11-20      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE REC FDG2021-2                                     | SRFC 2021-2A A                                      | CUSIP: 82652RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1347505 | PA      | $1341892.40   | 0.45%             | 2038-09-20      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST 202                                | SREIT 2021-MFP2 A                                   | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1399575.38   | 0.47%             | 2036-11-17      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                | GPK 1.512 04/15/26 144A                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544980.16    | 0.18%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                       | GALC 2022-1 C                                       | CUSIP: 39154TBZ0<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $684266.06    | 0.23%             | 2030-07-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| GREYWOLF CLO IVR-R LTD                                             | GWOLF 2019-1A A1R2                                  | CUSIP: 39809TAW7<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   1522000 | PA      | $1520831.10   | 0.51%             | 2034-04-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                            | HYNMTR 5.3 03/19/27 144A                            | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1159277.37   | 0.39%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Jack in the Box Inc.                                               | JACK 2019-1A A2II                                   | CUSIP: 466365AB9<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |   1438275 | PA      | $1427152.68   | 0.48%             | 2049-08-25      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Jack in the Box Inc.                                               | JACK 2022-1A A2I                                    | CUSIP: 466365AD5<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |   3482625 | PA      | $3371268.07   | 1.13%             | 2052-02-25      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XIV Ltd.                                      | MDPK 2014-14A AR4                                   | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |    871421 | PA      | $871709.63    | 0.29%             | 2030-10-22      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Madison Pk Fdg Xxviii 2018-28                                      | MDPK 2018-28A X                                     | CUSIP: 55821AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    371250 | PA      | $371262.25    | 0.12%             | 2038-01-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Trust 2015-1                                    | MCMLT 2015-1 M3                                     | CUSIP: 599809CG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    373637 | PA      | $370987.44    | 0.12%             | 2056-06-25      | Variable      | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                               | MCMLT 2017-2 M1                                     | CUSIP: 59980AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471597 | PA      | $469283.05    | 0.16%             | 2059-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                          | AFFRM 2025-X2 B                                     | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825000 | PA      | $1828057.61   | 0.61%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                               | MCMLT 2017-3 M1                                     | CUSIP: 59980CAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    799805 | PA      | $791399.52    | 0.27%             | 2061-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ALINEA CLO LTD                                                     | ALINE 2018-1A AR                                    | CUSIP: 016269AE2<br>LEI: 54930008KNW53NUT0E29 | Long             | ABS-CBDO         | CORP              | KY        |      9023 | PA      | $9023.42      | 0.00%             | 2031-07-21      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                               | MCMLT 2017-1 M2                                     | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225804 | PA      | $224070.41    | 0.08%             | 2058-11-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital                                             | MSC 2017-H1 AS                                      | CUSIP: 61691JAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2060000 | PA      | $2030301.39   | 0.68%             | 2050-06-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                 | MSBAM 2016-C29 A4                                   | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1084208.83   | 0.36%             | 2049-05-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BCRED BSL STATIC 25-1 LTD/LLC                                      | BCSTAT 2025-1A AR                                   | CUSIP: 05556KAA0<br>LEI: 2549001IQYV4NQDSNA79 | Long             | ABS-CBDO         | CORP              | KY        |   1388000 | PA      | $1388322.02   | 0.47%             | 2035-07-24      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BDS 2021-FL10 LTD                                                  | BDS 2021-FL10 A                                     | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    849227 | PA      | $849567.02    | 0.29%             | 2036-12-18      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Cim Trust                                                          | CIM 2018-R3 A1                                      | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16347 | PA      | $16297.90     | 0.01%             | 2057-12-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                        | CGCMT 2016-C1 A4                                    | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996119.10    | 0.33%             | 2049-05-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                | ACAR 2023-2 D                                       | CUSIP: 02529YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1723000 | PA      | $1740232.76   | 0.58%             | 2029-08-13      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                        | CGCMT 2016-C1 AS                                    | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3320000 | PA      | $3279877.80   | 1.10%             | 2049-05-12      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                | ACAR 2023-4 C                                       | CUSIP: 02530CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615453 | PA      | $620053.33    | 0.21%             | 2030-09-12      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Citibank, N.A.                                                     | C F 08/06/26                                        | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616103.45    | 0.21%             | 2026-08-06      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                | ACAR 2023-1 C                                       | CUSIP: 02530UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       552 | PA      | $552.07       | 0.00%             | 2029-04-12      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                     | MVWOT 2021-2A A                                     | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722110 | PA      | $686697.16    | 0.23%             | 2039-05-20      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                | ACAR 2023-1 D                                       | CUSIP: 02530UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2075000 | PA      | $2092456.56   | 0.70%             | 2029-04-12      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                 | SUCN 7.875 06/15/26                                 | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   4475000 | PA      | $4545651.08   | 1.53%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                | ACAR 2024-1 C                                       | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    846470 | PA      | $850324.59    | 0.29%             | 2030-01-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEAS LLC 2024-1                                      | SCFET 2024-1A A2                                    | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173186 | PA      | $173970.33    | 0.06%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                | ACAR 2024-2 C                                       | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2983000 | PA      | $3007593.34   | 1.01%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-1 LLC                                   | SCFET 2025-1A A2                                    | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388802 | PA      | $390105.05    | 0.13%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                         | AMT 3.125 01/15/27                                  | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1431392.12   | 0.48%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                      | SDART 2021-4 E                                      | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1499518.50   | 0.50%             | 2029-03-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2018-3                    | AMCAR 2022-1 C                                      | CUSIP: 03066TAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1688351 | PA      | $1680427.20   | 0.56%             | 2027-09-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXIV / Apidos CLO XXIV LLC                              | APID 2016-24A A2LX                                  | CUSIP: 03759CAV2<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   2255000 | PA      | $2258754.58   | 0.76%             | 2030-10-21      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10 | BACM 2016-UB10 AS                                   | CUSIP: 06054MAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2077163.55   | 0.70%             | 2049-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Company, LLC                             | CPCHEM 3.4 12/01/26 144A                            | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $497340.68    | 0.17%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM1 TRUST                                               | GCAT 2024-NQM1 A1                                   | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2908925 | PA      | $2931479.30   | 0.99%             | 2059-01-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                           | HCA 5.25 06/15/26                                   | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4183265.21   | 1.41%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                               | HGVT 2022-1D A                                      | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1927522 | PA      | $1919583.89   | 0.65%             | 2034-06-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                         | HGVT 2020-AA A                                      | CUSIP: 43285HAA6<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |    970743 | PA      | $958277.62    | 0.32%             | 2039-02-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                         | HGVT 2020-AA B                                      | CUSIP: 43285HAB4<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |    154700 | PA      | $154374.04    | 0.05%             | 2039-02-25      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings Inc.                                               | SLGN 1.4 04/01/26 144A                              | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1038132.19   | 0.35%             | 2026-04-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                          | TPMT 2019-HY1 A1                                    | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390223 | PA      | $390602.07    | 0.13%             | 2048-10-26      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Triton Container International Ltd.                                | TRTN 2.05 04/15/26 144A                             | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   2363000 | PA      | $2344489.20   | 0.79%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                            | UNH F 07/15/26                                      | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    765000 | PA      | $766222.58    | 0.26%             | 2026-07-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                       | CFG 2.85 07/27/26                                   | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2517253.43   | 0.85%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                              | DNKN 2021-1A A2I                                    | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    211200 | PA      | $207171.57    | 0.07%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                           | DTRGR 4.3 08/12/27 144A                             | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2857903.07   | 0.96%             | 2027-08-12      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                         | EART 2023-4A C                                      | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473354 | PA      | $476076.70    | 0.16%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                         | EART 2021-3A D                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382350 | PA      | $379591.82    | 0.13%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                         | EART 2021-3A E                                      | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2883579.33   | 0.97%             | 2028-12-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                           | GPMT 2021-FL3 A                                     | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    394366 | PA      | $394142.61    | 0.13%             | 2035-07-18      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** Touchstone ETF Trust

**Signature:** Terri Lucas

**Name of Signer:** Terri Lucas

**Title:** Controller & Treasurer