# EDGAR Filing Document

**Accession Number:** 0001919700
**File Stem:** 0001919700-25-000062
**Filing Date:** 2025-8
**Character Count:** 82980
**Document Hash:** 654a3aee82ee3609cea7aa0a10b62377
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001919700-25-000062.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001919700-25-000062

**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**: 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:** 251263010

**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:** 2025-06-30

**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:** $179408507.35

**Total Liabilities:** $7211101.15

**Net Assets:** $172197406.20

**Cash Not Reported:** $8693.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2830.675815038705 | **1-Year:** 5219.922626341798 | **5-Year:** 902.465988933865 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 130.387896639634 | **1-Year:** 213.333101744152 | **5-Year:** 97.594916406379 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236661 | 0.38%                | 0.41%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $88733.74                | $-89886.05                                 |
| Month 2  | $80342.46                | $-21727.71                                 |
| Month 3  | $147020.70               | $16551.53                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMSR 2019-Sfr1 Trust                                                                 | AMSR 2020-SFR2 C                                    | CUSIP: 00178UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1097546.23   | 0.64%             | 2037-07-17      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD                                                | ACR 2021-FL4 B                                      | CUSIP: 00489TAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    840043 | PA      | $822522.32    | 0.48%             | 2037-12-18      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Jpmbb Coml Mortgage Secs Trust 2015-C31                                              | JPMBB 2015-C31 A3                                   | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477464 | PA      | $476419.33    | 0.28%             | 2048-08-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALINEA CLO LTD                                                                       | ALINE 2018-1A AR                                    | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    289923 | PA      | $289768.06    | 0.17%             | 2031-07-21      | Variable      | 5.20%                 | 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      | $1795919.90   | 1.04%             | 2049-12-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-3                                  | ACAR 2022-3 D                                       | CUSIP: 02528GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494175 | PA      | $495383.07    | 0.29%             | 2028-10-13      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | AER 4.45 10/01/25                                   | CUSIP: 00774MAG0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    512000 | PA      | $511542.08    | 0.30%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Funding DAC                                                   | SW 7.5 11/20/25                                     | CUSIP: 832724AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $2021324.12   | 1.17%             | 2025-11-20      | Fixed         | 7.50%                 | 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      | $790000.00    | 0.46%             | 2033-07-08      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-4                                  | ACAR 2022-4 D                                       | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636480 | PA      | $644272.29    | 0.37%             | 2029-02-13      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD F 10/10/25 GMTN                                  | CUSIP: 89115A2Z4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1100719.28   | 0.64%             | 2025-10-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                               | UAL 4.3 08/15/25 A                                  | CUSIP: 909319AA3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |   1435371 | PA      | $1433620.29   | 0.83%             | 2027-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KNDR TRUST                                                                           | KNDR 2021-KIND A                                    | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715675 | PA      | $1696374.08   | 0.99%             | 2038-08-16      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2                                  | ACAR 2023-2 D                                       | CUSIP: 02529YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1264303.00   | 0.73%             | 2029-08-13      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH F 07/15/26                                      | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    765000 | PA      | $764999.82    | 0.44%             | 2026-07-15      | Floating      | 4.83%                 | No            |                  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      | $502397.00    | 0.29%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Lstar Commercial Mortgage Trust                                                      | LNSTR 2016-4 AS                                     | CUSIP: 50219QAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $556381.77    | 0.32%             | 2049-03-12      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-4                                  | ACAR 2023-4 C                                       | CUSIP: 02530CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $951704.79    | 0.55%             | 2030-09-12      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                   | MSBAM 2015-C27 A4                                   | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995652.50    | 0.58%             | 2047-12-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-1                                  | ACAR 2023-1 C                                       | CUSIP: 02530UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266505 | PA      | $266814.01    | 0.15%             | 2029-04-12      | Fixed         | 5.59%                 | Yes           |                  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      | $1075015.01   | 0.62%             | 2049-05-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-1                                  | ACAR 2024-1 C                                       | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1254069.88   | 0.73%             | 2030-01-14      | Fixed         | 5.63%                 | Yes           |                  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      | $1145760.48   | 0.67%             | 2049-09-17      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-2                                  | ACAR 2024-2 C                                       | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1983000 | PA      | $2006343.88   | 1.17%             | 2030-04-12      | Fixed         | 6.24%                 | 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        |    440467 | PA      | $443455.09    | 0.26%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                                                | AH4R 2015-SFR2 C                                    | CUSIP: 02666BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1195915.68   | 0.69%             | 2052-10-18      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| SCF Equip Leasing 2022-1 LLC / SCF Equip Leasing CDA 2022-1 Ltd Partners             | SCFET 2022-1A A3                                    | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511477 | PA      | $509193.18    | 0.30%             | 2029-07-20      | Fixed         | 2.92%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2                                      | AMCAR 2023-2 A2                                     | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51818 | PA      | $51919.12     | 0.03%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  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        |    700000 | PA      | $701433.95    | 0.41%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1                                      | AMCAR 2022-1 C                                      | CUSIP: 03066TAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1940000 | PA      | $1915974.26   | 1.11%             | 2027-09-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                               | SDART 2021-4 E                                      | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1492213.20   | 0.87%             | 2029-03-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Ares L Clo Ltd                                                                       | ARES 2018-50A AR                                    | CUSIP: 04018LAJ4<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | KY        |    210425 | PA      | $210429.05    | 0.12%             | 2032-06-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                       | WFCM 2015-C30 A4                                    | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299191 | PA      | $298590.57    | 0.17%             | 2058-09-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                                  | BHMS 2018-ATLS A                                    | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999477.40    | 0.58%             | 2035-07-16      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Coml T                                                                   | WFCM 2016-NXS6 A3                                   | CUSIP: 95000KBA2<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-O            | CORP              | US        |   1492893 | PA      | $1473930.33   | 0.86%             | 2049-11-18      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                                  | BHMS 2018-ATLS B                                    | CUSIP: 05549GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $649668.37    | 0.38%             | 2035-07-16      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts 2022-1 Llc                                                          | WESTR 2022-1A A                                     | CUSIP: 96034JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214285 | PA      | $212647.11    | 0.12%             | 2036-08-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| BCRED BSL STATIC CLO 2025-1 LTD                                                      | BCSTAT 2025-1A AR                                   | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1388000 | PA      | $1385230.94   | 0.80%             | 2035-07-24      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2021-2                                         | WLAKE 2021-2A E                                     | CUSIP: 96042RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910000 | PA      | $1900579.50   | 1.10%             | 2027-03-15      | Fixed         | 2.38%                 | 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        |    437612 | PA      | $437613.40    | 0.25%             | 2031-07-21      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2021-2                                         | WLAKE 2021-2A F                                     | CUSIP: 96042RAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1785000 | PA      | $1778985.44   | 1.03%             | 2027-12-15      | Fixed         | 3.66%                 | Yes           |                  2 | On Loan: No      |
| BDS 2021-FL10 LTD                                                                    | BDS 2021-FL10 A                                     | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1447321 | PA      | $1447262.10   | 0.84%             | 2036-12-18      | Floating      | 5.79%                 | 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        |   1000000 | PA      | $1001898.00   | 0.58%             | 2027-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2020-B18 AGNE                                 | CUSIP: 08163ABP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1286955.67   | 0.75%             | 2053-07-17      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                | WLAKE 2021-3A E                                     | CUSIP: 96043JAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1818133.55   | 1.06%             | 2027-04-15      | Fixed         | 3.42%                 | 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      | $1503172.43   | 0.87%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRU                                                  | WLAKE 2022-3A C                                     | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997973 | PA      | $1003250.38   | 0.58%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  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        |    944897 | PA      | $955091.49    | 0.55%             | 2037-10-11      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                | BELL 2016-1A A23                                    | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2953125 | PA      | $2952926.55   | 1.71%             | 2046-05-25      | Fixed         | 4.97%                 | 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        |   1218337 | NS      | $1218337.30   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding 2013-IV Ltd                                                             | CIFC 2013-4A A1R2                                   | CUSIP: 12549FBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    542643 | PA      | $541963.31    | 0.31%             | 2031-04-28      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2013-IV Ltd                                                             | CIFC 2013-4A A2R2                                   | CUSIP: 12549FBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    745000 | PA      | $740206.67    | 0.43%             | 2031-04-28      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cim Trust                                                                            | CIM 2018-R3 A1                                      | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197336 | PA      | $196557.48    | 0.11%             | 2057-12-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                            | COMM 2015-CR27 A4                                   | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1742705.65   | 1.01%             | 2048-10-13      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C4 Commercial Mortgage Trust                                              | CSAIL 2015-C4 A4                                    | CUSIP: 12635RAX6<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-O            | CORP              | US        |   1077105 | PA      | $1072866.01   | 0.62%             | 2048-11-18      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2012-2, Ltd.                                    | CGMS 2012-4A A1R4                                   | CUSIP: 14309YCA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    749141 | PA      | $748794.37    | 0.43%             | 2032-04-22      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST 2023-                                                  | CNART 2023-1A C                                     | CUSIP: 14367RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261960 | PA      | $262083.32    | 0.15%             | 2026-09-15      | Fixed         | 7.24%                 | Yes           |                  2 | On Loan: No      |
| Cifc Funding Ltd                                                                     | CIFC 2016-1A AR3                                    | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | DBT              | CORP              | KY        |    971926 | PA      | $970129.98    | 0.56%             | N/A             | Variable      |  | No            |                  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        |   1300000 | PA      | $1303639.09   | 0.76%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Driven Brands Funding Llc                                                            | HONK 2019-2A A2                                     | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    576296 | PA      | $567432.60    | 0.33%             | 2049-10-20      | Fixed         | 3.98%                 | 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        |    114011 | PA      | $107854.05    | 0.06%             | 2035-08-27      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| ELMWOOD CLO X LTD                                                                    | ELM10 2021-3A X                                     | CUSIP: 29002VAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1044000 | PA      | $1044000.00   | 0.61%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                  | EART 2021-3A D                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671896 | PA      | $660386.45    | 0.38%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                  | EART 2021-3A E                                      | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1166372.16   | 0.68%             | 2028-12-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                                           | EART 2022-4A C                                      | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172254 | PA      | $172280.19    | 0.10%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  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        |    735000 | PA      | $741133.06    | 0.43%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                 | ESA 2021-ESH B                                      | CUSIP: 30227FAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    857728 | PA      | $857995.84    | 0.50%             | 2038-07-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD                                           | FCO 2025-35A A1                                     | CUSIP: 34966YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750000.00   | 1.02%             | 2033-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS XXIX CLO LTD/LLC                                                            | FCO 2025-29A A1                                     | CUSIP: 34990EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    827000 | PA      | $827025.64    | 0.48%             | 2033-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2                                | FCRT 2023-2 A2                                      | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253235 | PA      | $254406.21    | 0.15%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2020-3                                             | GCAR 2020-3A E                                      | CUSIP: 36260CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330458 | PA      | $330373.08    | 0.19%             | 2027-07-15      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                    | GCAR 2021-1A D                                      | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18414 | PA      | $18390.61     | 0.01%             | 2027-01-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                    | GCAR 2020-4A E                                      | CUSIP: 36261EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193777 | PA      | $1193150.61   | 0.69%             | 2027-10-15      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2021-2                                             | GCAR 2021-2A E                                      | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2120098.66   | 1.23%             | 2028-05-15      | Fixed         | 2.87%                 | 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        |    606474 | PA      | $598314.48    | 0.35%             | 2027-07-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2022-2                                             | GCAR 2022-2A D                                      | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2017725.40   | 1.17%             | 2028-04-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| GALAXY XXVI CLO LTD                                                                  | GALXY 2018-26A AR                                   | CUSIP: 36321LAJ8<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |    343947 | PA      | $344497.45    | 0.20%             | 2031-11-24      | Variable      | 5.50%                 | 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        |    608031 | PA      | $615269.63    | 0.36%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                             | BX 2021-ARIA A                                      | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $654385.94    | 0.38%             | 2036-10-15      | Floating      | 5.18%                 | Yes           |                  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        |   1495000 | PA      | $1515812.79   | 0.88%             | 2028-06-15      | Fixed         | 6.42%                 | 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      | $684433.06    | 0.40%             | 2030-07-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-21M MORTGAGE TRUST                                                           | BX 2021-21M B                                       | CUSIP: 05609CAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1049343.75   | 0.61%             | 2036-10-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2022-3                                                         | HPEFS 2022-3A C                                     | CUSIP: 403951AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711981 | PA      | $713040.52    | 0.41%             | 2029-08-20      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2022-2                                                         | HPEFS 2022-2A D                                     | CUSIP: 40441TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054865 | PA      | $1054971.10   | 0.61%             | 2030-03-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                             | BX 2021-ACNT B                                      | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857298 | PA      | $856237.40    | 0.50%             | 2038-11-15      | Floating      | 5.52%                 | Yes           |                  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        |    443253 | PA      | $438599.32    | 0.25%             | 2034-06-20      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                  | HGVT 2020-AA A                                      | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185581 | PA      | $1155436.42   | 0.67%             | 2039-02-25      | Fixed         | 2.74%                 | 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      | $2516850.00   | 1.46%             | 2039-02-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                  | HGVT 2020-AA B                                      | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188937 | PA      | $186786.01    | 0.11%             | 2039-02-25      | Fixed         | 4.22%                 | 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        |    381955 | PA      | $382983.77    | 0.22%             | 2059-07-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2025-HB16 LLC                                                                   | CFMT 2025-HB16 A                                    | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792470 | PA      | $775090.34    | 0.45%             | 2035-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2013-2 Ltd                                                                  | INGIM 2013-2A A1R                                   | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |    234124 | PA      | $234175.08    | 0.14%             | 2031-04-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                         | CFCRE 2016-C3 A3                                    | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1666263.54   | 0.97%             | 2048-01-10      | Fixed         | 3.87%                 | 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      | $1082603.94   | 0.63%             | 2058-05-10      | Fixed         | 4.15%                 | No            |                  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      | $986971.20    | 0.57%             | 2049-05-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                  | CGCMT 2015-P1 AS                                    | CUSIP: 17324DAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1072345.83   | 0.62%             | 2048-09-17      | Variable      | 4.03%                 | No            |                  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        |    829609 | PA      | $833431.66    | 0.48%             | 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      | $602431.07    | 0.35%             | 2033-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                                  | CAALT 2023-2A A                                     | CUSIP: 22537EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497374 | PA      | $498947.12    | 0.29%             | 2033-05-16      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                | DNKN 2019-1A A2II                                   | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1390188 | PA      | $1378002.37   | 0.80%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                | DNKN 2021-1A A2I                                    | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    212300 | PA      | $204368.07    | 0.12%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                   | DPABS 2015-1A A2II                                  | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2272375 | PA      | $2267475.99   | 1.32%             | 2045-10-25      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                   | DPABS 2018-1A A2I                                   | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2553512 | PA      | $2545345.09   | 1.48%             | 2048-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Dryden 53 Clo Ltd                                                                    | DRSLF 2017-53A AR                                   | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1730000 | PA      | $1730000.00   | 1.00%             | 2031-01-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1                                           | EART 2021-1A E                                      | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1412581.84   | 0.82%             | 2028-02-15      | Fixed         | 2.21%                 | 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      | $887312.95    | 0.52%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                           | ACGCAP 4.875 10/01/25 144A                          | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1026463.14   | 0.60%             | 2025-10-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                             | EDF 3.625 10/13/25 144A                             | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $746978.48    | 0.43%             | 2025-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Eaton Capital Unlimited Co.                                                          | Eaton Capital Unlimited Co. 0% CP 01/07/2025        | CUSIP: 27806BU10<br>LEI: 549300OLS85LSODKAF64 | Long             | STIV             | CORP              | IE        |    250000 | PA      | $249968.25    | 0.15%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | Energy Transfer LP 0% CP 01/07/2025                 | CUSIP: 29277EU10<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |   7300000 | PA      | $7299051.00   | 4.24%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                              | The J M Smucker Company 0% CP 01/07/2025            | CUSIP: 46642QU15<br>LEI: 5493000WDH6A0LHDJD55 | Long             | STIV             | CORP              | US        |   2200000 | PA      | $2199711.80   | 1.28%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 4.582 12/10/25                               | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1028000 | PA      | $1026977.28   | 0.60%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  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      | $1000328.87   | 0.58%             | 2026-07-31      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Montana-Dakota Utilities Co.                                                         | Montana-Dakota Utilities Co. 0% CP 01/07/2025       | CUSIP: 61200JU14<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6999111.00   | 4.06%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northwest LTD                                                                        | NORTHWEST 0 7/25                                    | CUSIP: 66765VU39<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2998809.00   | 1.74%             | 2025-07-01      | None          | 0.00%                 | No            |                  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        |    735870 | PA      | $737199.54    | 0.43%             | 2031-08-18      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                                       | MVWOT 2021-2A A                                     | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    863197 | PA      | $819736.18    | 0.48%             | 2039-05-20      | Fixed         | 1.43%                 | 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        |    395894 | PA      | $389123.78    | 0.23%             | 2058-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                             | MSC 2016-BNK2 A4                                    | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1583549.34   | 0.92%             | 2049-11-18      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2011-C2                                               | MSC 2015-UBS8 A4                                    | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1093208.27   | 0.63%             | 2048-12-17      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-Ms1                                              | MSC 2015-MS1 AS                                     | CUSIP: 61765DAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377970 | PA      | $377144.43    | 0.22%             | 2048-05-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                                                | NBLY 2023-1A A2                                     | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    977500 | PA      | $996980.11    | 0.58%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd.                                                 | OCT21 2014-1A AAR4                                  | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   1006171 | PA      | $1006128.87   | 0.58%             | 2031-02-14      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Synovus Financial Corp.                                                              | SNV 5.2 08/11/25                                    | CUSIP: 87161CAN5<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499799.00    | 0.29%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.908 07/23/25                                 | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115991.48    | 0.07%             | 2025-07-23      | Fixed         | 4.91%                 | 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      | $403644.13    | 0.23%             | 2027-02-01      | Floating      | 5.04%                 | No            |                  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      | $535595.77    | 0.31%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Gulfstream Natural Gas System LLC                                                    | GULFNG 6.19 11/01/25                                | CUSIP: 402740AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2306708.23   | 1.34%             | 2025-11-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                    | DINO 6.375 04/15/27                                 | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147926.09    | 0.09%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  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      | $251551.50    | 0.15%             | 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      | $593628.18    | 0.34%             | 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      | $504605.32    | 0.29%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.4 01/15/27                                    | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254124.36    | 0.15%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                                     | MF1 2022-FL9 A                                      | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1651362 | PA      | $1651878.21   | 0.96%             | 2037-06-22      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XIV Ltd.                                                        | MDPK 2014-14A AR4                                   | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |   1137720 | PA      | $1136019.11   | 0.66%             | 2030-10-22      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                                        | MDPK 2016-24A AR2                                   | CUSIP: 55820NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    158312 | PA      | $158341.90    | 0.09%             | 2029-10-22      | Floating      | 5.41%                 | 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        |    519750 | PA      | $519010.40    | 0.30%             | 2038-01-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                                     | MF1 2020-FL4 A                                      | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1373856 | PA      | $1374715.03   | 0.80%             | 2035-12-17      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                                     | MF1 2020-FL4 C                                      | CUSIP: 58003UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501406.40   | 0.87%             | 2035-12-17      | Floating      | 8.04%                 | 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        |    491897 | PA      | $486121.71    | 0.28%             | 2056-06-25      | Variable      | 3.80%                 | 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        |    828315 | PA      | $819617.59    | 0.48%             | 2059-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                 | MCMLT 2017-3 A1                                     | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1357 | PA      | $1352.58      | 0.00%             | 2061-01-25      | Variable      | 2.75%                 | 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        |   1052594 | PA      | $1033516.80   | 0.60%             | 2061-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                 | MCMLT 2016-1 M2                                     | CUSIP: 59980TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156785 | PA      | $156164.06    | 0.09%             | 2057-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                        | MCMLT 2017-1 M2                                     | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405196 | PA      | $398876.35    | 0.23%             | 2058-11-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| OZLM XXI, LTD.                                                                       | OZLM 2017-21A A1R 1/31                              | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-O            | CORP              | US        |    205950 | PA      | $205951.37    | 0.12%             | 2031-01-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                                | ODART 2019-1A A                                     | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196709 | PA      | $196043.36    | 0.11%             | 2027-09-14      | Fixed         | 3.63%                 | 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        |   1147141 | PA      | $1142837.68   | 0.66%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5 03/01/26                                      | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1576236.60   | 0.92%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                                | ODART 2021-1A A                                     | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157316 | PA      | $156265.38    | 0.09%             | 2028-07-14      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2022-1                                         | ODART 2022-1A A1                                    | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    648709 | PA      | $647897.24    | 0.38%             | 2029-03-14      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2022-1                                         | ODART 2022-1A B                                     | CUSIP: 68269DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400510.32    | 0.23%             | 2029-06-14      | Fixed         | 5.07%                 | Yes           |                  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      | $724175.96    | 0.42%             | 2028-06-01      | Floating      | 5.16%                 | No            |                  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      | $1003328.00   | 0.58%             | 2026-06-04      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding                                                           | PSTAT 2025-2A A1 7/33                               | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2600000.00   | 1.51%             | 2033-07-15      | Floating      |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 4 07/15/25 144A                              | CUSIP: 709599BJ2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    318000 | PA      | $317926.77    | 0.18%             | 2025-07-15      | Fixed         | 4.00%                 | 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      | $1008332.30   | 0.59%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RE TR 25-1                                                             | PART 2025-1A B                                      | CUSIP: 74113UAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065000 | PA      | $1070139.80   | 0.62%             | 2028-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                         | PSA F 04/16/27                                      | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003600.34   | 0.58%             | 2027-04-16      | Floating      | 0.00%                 | 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        |    580000 | PA      | $579174.66    | 0.34%             | 2038-01-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Romark Wm                                                                            | RMRK 2018-1A A1                                     | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    226207 | PA      | $226263.18    | 0.13%             | 2031-04-21      | Floating      | 5.58%                 | 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        |   1000000 | PA      | $983643.80    | 0.57%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Sovereign ComlMtg                                                                    | SGCMS 2016-C5 A3                                    | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-O            | CORP              | US        |   1285495 | PA      | $1265452.91   | 0.73%             | 2048-10-13      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2023-5                                                                | SEMT 2023-5 A10                                     | CUSIP: 81749FAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    964732 | PA      | $965475.43    | 0.56%             | 2053-12-25      | Variable      | 6.00%                 | 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        |    222281 | PA      | $229885.38    | 0.13%             | 2040-04-20      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC                                      | SRFC 2024-2A C                                      | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083837 | PA      | $1094728.37   | 0.64%             | 2041-06-20      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                             | SRFC 2021-1A A                                      | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    622092 | PA      | $611009.78    | 0.35%             | 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        |   1757346 | PA      | $1723971.95   | 1.00%             | 2038-09-20      | Fixed         | 1.35%                 | 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      | $1018709.57   | 0.59%             | 2026-04-01      | Fixed         | 1.40%                 | Yes           |                  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        |    336883 | PA      | $332876.52    | 0.19%             | 2060-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                            | TPMT 2016-1 M2                                      | CUSIP: 89172EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671703 | PA      | $661207.69    | 0.38%             | 2055-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-6                                                     | TPMT 2015-6 M1                                      | CUSIP: 89172RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7972 | PA      | $7944.58      | 0.00%             | 2055-04-25      | Variable      | 3.75%                 | 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        |    932236 | PA      | $924504.56    | 0.54%             | 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        |    362653 | PA      | $359757.66    | 0.21%             | 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        |    300000 | PA      | $294711.54    | 0.17%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                            | TPMT 2019-HY1 A1                                    | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475781 | PA      | $476084.10    | 0.28%             | 2048-10-26      | Variable      | 7.93%                 | 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      | $835144.33    | 0.48%             | 2028-04-17      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.5 10/30/26                                    | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702210.33    | 0.41%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                       | C F 08/06/26                                        | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616471.57    | 0.36%             | 2026-08-06      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                                | CMA 3.8 07/22/26                                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421049.06    | 0.24%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  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      | $1020656.37   | 0.59%             | 2028-01-28      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                         | MAT 3.375 04/01/26 144A                             | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739191.15    | 0.43%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Touchstone ETF Trust

**Signature:** Terri Lucas

**Name of Signer:** Terri Lucas

**Title:** Controller & Treasurer