# EDGAR Filing Document

**Accession Number:** 0000914243
**File Stem:** 0001193125-25-295438
**Filing Date:** 2025-11
**Character Count:** 122019
**Document Hash:** ba4e35e9050876b638f9f4aa1d40ee8d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-295438.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-295438

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TOUCHSTONE FUNDS GROUP TRUST
- **CENTRAL INDEX KEY:** 0000914243

**ORGANIZATION NAME:**
- **EIN:** 680325521
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08104
- **FILM NUMBER:** 251516089

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CONSTELLATION FUNDS
- **DATE OF NAME CHANGE:** 20040412

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALPHA SELECT FUNDS
- **DATE OF NAME CHANGE:** 19981216

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIP INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19971205

## Series and Classes Contracts Data

### TOUCHSTONE ULTRA SHORT DURATION FIXED INCOME FUND (Series ID: S000006457)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000017655 | CLASS Z             | TSDOX           |
| C000109425 | Class A             | TSDAX           |
| C000109426 | Class C             | TSDCX           |
| C000109427 | Class Y             | TSYYX           |
| C000109428 | Institutional Class | TSDIX           |
| C000193832 | Class S             | SSSGX           |

## 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 Funds Group Trust

- **b. Investment Company Act file number:** 811-08104

- **c. CIK number of Registrant:** 0000914243

- **d. LEI of Registrant:** 5493006SE4K8V7N8TJ90

- **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 Funds Group Trust-Touchstone Ultra Short Duration Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000006457

- **c. LEI of Series:** 549300FC3SP4PGHFK109

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $837176622.71

**Total Liabilities:** $4273990.65

**Net Assets:** $832902632.06

**Cash Not Reported:** $27957.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13747.190539372490 | **1-Year:** 21180.315334760281 | **5-Year:** 7221.455402388878 | **10-Year:** 3123.589697968570 | **30-Year:** 148.358394699678

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

- **3-Month:** 273.959920811686 | **1-Year:** 13692.360062646665 | **5-Year:** 8344.641419357129 | **10-Year:** 2054.747923341439 | **30-Year:** 24.876450080801

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017655 | 0.39%                | 0.38%                | 0.48%                |
| Class ID C000109425 | 0.28%                | 0.49%                | 0.37%                |
| Class ID C000109426 | 0.34%                | 0.45%                | 0.33%                |
| Class ID C000109427 | 0.41%                | 0.51%                | 0.39%                |
| Class ID C000109428 | 0.41%                | 0.52%                | 0.40%                |
| Class ID C000193832 | 0.36%                | 0.47%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $199430.04               | $-239331.28                                |
| Month 2  | $172007.65               | $862173.01                                 |
| Month 3  | $458691.24               | $-108308.90                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PRESTIGE AUTO RE TR 25-1                                                            | PART 2025-1A A2                                       | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3448000 | PA      | $3452125.19   | 0.41%             | 2027-12-15      | Fixed         | 4.87%                 | 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        |   6640000 | PA      | $6694612.01   | 0.80%             | 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        |   5500000 | PA      | $5517310.26   | 0.66%             | 2027-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RMF PROP ISSUAN TR 2019-1                                                           | RPIT 2019-1 A                                         | CUSIP: 74968RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5973673 | PA      | $5722325.55   | 0.69%             | 2063-10-25      | Fixed         | 2.75%                 | 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        |    713969 | PA      | $714111.28    | 0.09%             | 2031-04-21      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                       | SDART 2022-4 C                                        | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12567310.00  | 1.51%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                                               | NBLY 2023-1A A2                                       | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1413750 | PA      | $1432362.73   | 0.17%             | 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        |   4586242 | PA      | $4631639.61   | 0.56%             | 2064-03-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 847795                                             | CUSIP: 3128JRUU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34504 | PA      | $35238.91     | 0.00%             | 2035-04-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 1H1354                                             | CUSIP: 3128NGE35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52975 | PA      | $54557.47     | 0.01%             | 2036-11-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 1J1813                                             | CUSIP: 3128NJAN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23404 | PA      | $24099.19     | 0.00%             | 2037-08-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 1L0147                                             | CUSIP: 3128Q2EU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70941 | PA      | $72621.21     | 0.01%             | 2035-07-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 1B7189                                             | CUSIP: 3128QPLV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59801 | PA      | $62047.57     | 0.01%             | 2036-03-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 1Q0080                                             | CUSIP: 3128S4CR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25336 | PA      | $26098.82     | 0.00%             | 2036-01-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 1Q0119                                             | CUSIP: 3128S4DY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67601 | PA      | $69507.05     | 0.01%             | 2036-09-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 1Q0187                                             | CUSIP: 3128S4F44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55133 | PA      | $56354.28     | 0.01%             | 2036-12-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 1Q0339                                             | CUSIP: 3128S4LU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24727 | PA      | $25355.75     | 0.00%             | 2037-04-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 1Q1303                                             | CUSIP: 3128S5NU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41797 | PA      | $42976.81     | 0.01%             | 2036-11-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 848539                                             | CUSIP: 31300LPY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83165 | PA      | $85414.36     | 0.01%             | 2037-04-01      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 848583                                             | CUSIP: 31300LRC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188338 | PA      | $194559.46    | 0.02%             | 2036-01-01      | Variable      | 6.54%                 | 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        |   5799546 | PA      | $5789501.42   | 0.70%             | 2031-10-21      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 781515                                             | CUSIP: 31349SVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65474 | PA      | $67529.46     | 0.01%             | 2034-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX 1.75 03/01/26                                    | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1687141.49   | 0.20%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVWOT 2020-1A A                                       | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1916096 | PA      | $1874099.62   | 0.23%             | 2037-10-20      | Fixed         | 1.74%                 | 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        |   2137450 | PA      | $2121278.05   | 0.25%             | 2049-05-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIV Ltd.                                                       | MDPK 2014-14A AR4                                     | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |   6445571 | PA      | $6448800.53   | 0.77%             | 2030-10-22      | Variable      | 5.67%                 | 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        |    828272 | PA      | $828286.80    | 0.10%             | 2029-10-22      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FH 782760                                             | CUSIP: 31349UB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28177 | PA      | $29189.05     | 0.00%             | 2036-11-01      | Variable      | 6.54%                 | No            |                  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        |   2698500 | PA      | $2695242.91   | 0.32%             | 2038-01-15      | Floating      | 5.26%                 | 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        |  12600000 | PA      | $12446235.90  | 1.49%             | 2049-05-12      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM1 TRUST                                                                | GCAT 2024-NQM1 A1                                     | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980404 | PA      | $989421.58    | 0.12%             | 2059-01-25      | Variable      | 6.01%                 | 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        |     60545 | NS      | $60544.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                                         | CGCMT 2021-PRM2 XCP                                   | CUSIP: 17291HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  56000000 | PA      | $0.00         | 0.00%             | 2022-10-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Galaxy Xxvii Clo Ltd / Galaxy Xxvii Clo Llc                                         | GALXY 2018-26A AR                                     | CUSIP: 36321LAJ8<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |   1038869 | PA      | $1038822.98   | 0.12%             | 2031-11-24      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank, N.A.                                                                      | C F 08/06/26                                          | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3961297.00   | 0.48%             | 2026-08-06      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Elmwood Clo VII Ltd.                                                                | ELM10 2021-3A X                                       | CUSIP: 29002VAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4983000 | PA      | $4982825.60   | 0.60%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANKLIN OHIO                                                                       | OH FRA 5.88 12/09/2025                                | CUSIP: 354154TU0<br>LEI: 549300UTPGSR82VQ3235 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002580.50   | 0.12%             | 2025-12-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank of Cincinnati                                                      | FITB F 01/28/28                                       | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   6730000 | PA      | $6739644.16   | 0.81%             | 2028-01-28      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                | ELV 4.5 10/30/26                                      | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4016756.20   | 0.48%             | 2026-10-30      | Fixed         | 4.50%                 | 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        |   2495000 | PA      | $2473552.48   | 0.30%             | 2028-09-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | TPMT 2019-HY1 A1                                      | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055227 | PA      | $1056338.70   | 0.13%             | 2048-10-26      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                        | DRIVE 2025-2 A2                                       | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $8301116.35   | 1.00%             | 2028-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Dryden 53 Clo Ltd                                                                   | DRSLF 2017-53A AR                                     | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6476179 | PA      | $6479501.02   | 0.78%             | 2031-01-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MTG TRUST 2021-SJ2                                                       | TPMT 2021-SJ2 A1A                                     | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2362277 | PA      | $2299513.18   | 0.28%             | 2061-12-25      | Variable      | 2.25%                 | 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        |   2473000 | PA      | $2471983.20   | 0.30%             | 2025-10-13      | Fixed         | 3.62%                 | Yes           |                  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        |   3063735 | PA      | $3027336.57   | 0.36%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                          | EART 2021-1A E                                        | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6665997 | PA      | $6659727.01   | 0.80%             | 2028-02-15      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                          | OKE 5 03/01/26                                        | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   7375000 | PA      | $7379129.85   | 0.89%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Skymiles IP Ltd. & Delta Air Lines Inc.                                             | DAL 4.5 10/20/25 144A                                 | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |   1275000 | PA      | $1274530.57   | 0.15%             | 2025-10-20      | Fixed         | 4.50%                 | 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        |   2059803 | PA      | $2074793.64   | 0.25%             | 2029-11-20      | Fixed         | 5.88%                 | 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        |   3588000 | PA      | $3560801.88   | 0.43%             | 2050-07-15      | Fixed         | 1.88%                 | 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        |   3120571 | PA      | $3130640.34   | 0.38%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                       | SDART 2022-7 B                                        | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1934626 | PA      | $1938456.10   | 0.23%             | 2028-01-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-3                                          | STAR 2020-3 A1                                        | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2744363 | PA      | $2676414.90   | 0.32%             | 2065-04-25      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd.                                                | OCT21 2014-1A AAR4                                    | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   5084484 | PA      | $5085419.47   | 0.61%             | 2031-02-14      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Tst                                                 | ODART 2019-1A A                                       | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555166 | PA      | $554698.80    | 0.07%             | 2027-09-14      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINL TR 2022-2                                                              | OMFIT 2022-2A A                                       | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1212662 | PA      | $1213891.22   | 0.15%             | 2034-10-14      | Fixed         | 4.89%                 | 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        |   3640000 | PA      | $3655622.88   | 0.44%             | 2029-06-14      | Fixed         | 5.07%                 | 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        |   3500000 | PA      | $3383438.45   | 0.41%             | 2036-06-16      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINL ISS TR 2022-3                                                          | OMFIT 2022-3A A                                       | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1237458 | PA      | $1245035.31   | 0.15%             | 2034-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| PNC Capital Trust C                                                                 | PNC F 06/01/28                                        | CUSIP: 69349AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2962788.63   | 0.36%             | 2028-06-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                 | PLNT 2022-1A A2I                                      | CUSIP: 72703PAD5<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |   4849125 | PA      | $4765591.55   | 0.57%             | 2051-12-05      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT 2025-1 LLC                                                      | PREF 2025-1A A2                                       | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5210000 | PA      | $5251413.77   | 0.63%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                           | TD F 10/10/25 GMTN                                    | CUSIP: 89115A2Z4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8000508.80   | 0.96%             | 2025-10-10      | Floating      | 0.00%                 | 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        |   1768733 | PA      | $1753827.30   | 0.21%             | 2060-11-25      | Variable      | 3.71%                 | 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        |   3199074 | PA      | $3163510.09   | 0.38%             | 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        |   4443067 | PA      | $4419996.35   | 0.53%             | 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        |    600591 | PA      | $597515.01    | 0.07%             | 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        |   1750000 | PA      | $1728573.53   | 0.21%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER 4.45 10/01/25                                     | CUSIP: 00774MAG0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   4180000 | PA      | $4180000.00   | 0.50%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Loan Trust 2001 He3                        | ABSHE 2006-HE3 A5                                     | CUSIP: 04541GXC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1789683 | PA      | $1762510.21   | 0.21%             | 2036-03-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | AESOP 2020-2A A                                       | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4358333 | PA      | $4335116.49   | 0.52%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| Johnson Ctls Intl Plc                                                               | Johnson Ctls Intl Plc 0% CP 01/10/2025                | CUSIP: 47837AX10<br>LEI: 549300XQ6S1GYKGBL205 | Long             | STIV             | CORP              | US        |  10500000 | PA      | $10498773.60  | 1.26%             | 2025-10-01      | None          | 0.00%                 | No            |                  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        |   2496037 | PA      | $2474852.51   | 0.30%             | 2056-06-25      | Variable      | 3.79%                 | 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        |   1307110 | PA      | $1298460.77   | 0.16%             | 2059-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Montana-Dakota Utilities Co.                                                        | Montana-Dakota Utilities Co. 0% CP 01/10/2025         | CUSIP: 61200JX11<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | STIV             | CORP              | US        |  22700000 | PA      | $22697335.02  | 2.73%             | 2025-10-01      | None          | 0.00%                 | 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        |   5820391 | PA      | $5895400.32   | 0.71%             | 2037-10-11      | Fixed         | 5.69%                 | 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        |  11115000 | PA      | $11113988.54  | 1.33%             | 2033-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada New York Branch                                                | Royal Bank of Canada New York Branch 0% CP 03/11/2025 | CUSIP: 78013VY30<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4980604.50   | 0.60%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sovereign ComlMtg                                                                   | SGCMS 2016-C5 A3                                      | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-O            | CORP              | US        |    856233 | PA      | $850099.49    | 0.10%             | 2048-10-13      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                      | SEMT 2013-7 B2                                        | CUSIP: 81745CAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    847782 | PA      | $827058.78    | 0.10%             | 2043-06-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                      | SEMT 2019-CH3 A13                                     | CUSIP: 81748GBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    931358 | PA      | $875994.44    | 0.11%             | 2049-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Company                                                              | Union Electric Company 0% CP 01/10/2025               | CUSIP: 90655JX10<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | STIV             | CORP              | US        |  15300000 | PA      | $15298225.20  | 1.84%             | 2025-10-01      | None          | 0.00%                 | 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        |   6051891 | PA      | $6096157.42   | 0.73%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2016-3                                          | EART 2022-1A D                                        | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801620 | PA      | $797012.16    | 0.10%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FG G01840                                             | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10006 | PA      | $10250.03     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FG C03505                                             | CUSIP: 31292K3N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4197 | PA      | $4352.84      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FG A92646                                             | CUSIP: 3129405F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2972 | PA      | $3082.38      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FNR 2012-102 NA                                       | CUSIP: 3136A8RG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      4748 | PA      | $4667.78      | 0.00%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                           | COMM 2014-UBS3 XA                                     | CUSIP: 12591YBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881596 | PA      | $14.28        | 0.00%             | 2047-06-12      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FNW 2001-W4 AF5                                       | CUSIP: 3139216T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     80843 | PA      | $81846.96     | 0.01%             | 2032-02-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Csmc Trust 2017                                                                     | CSMC 2017-CHOP A                                      | CUSIP: 12651QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249708 | PA      | $249441.87    | 0.03%             | 2032-07-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FNR 2003-33 AM                                        | CUSIP: 31393BFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     14546 | PA      | $14294.72     | 0.00%             | 2033-05-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COLT 2023-1 MORTGAGE LOAN TRUST                                                     | COLT 2023-1 A1                                        | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3970733 | PA      | $3983699.60   | 0.48%             | 2068-04-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FNR 2003-42 CA                                        | CUSIP: 31393BUG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      3297 | PA      | $3272.41      | 0.00%             | 2033-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                               | CMA 3.8 07/22/26                                      | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $2026317.61   | 0.24%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FNR 2003-81 FE                                        | CUSIP: 31393TKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     54157 | PA      | $54011.23     | 0.01%             | 2033-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Community Program Loan Trust 1987 A                                                 | CPLT 1987-A A5                                        | CUSIP: 204012AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       276 | PA      | $276.35       | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FNR 2009-32 BH                                        | CUSIP: 31397NZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    134718 | PA      | $136868.45    | 0.02%             | 2039-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DNKN 2019-1A A2II                                     | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   7709880 | PA      | $7682524.57   | 0.92%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 889382                                             | CUSIP: 31410KCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1527 | PA      | $1588.08      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gnma Pass-Thru M Single Family                                                      | G2 MA2392                                             | CUSIP: 36179QUR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6224 | PA      | $6236.54      | 0.00%             | 2044-11-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dewolf Park CLO Ltd.                                                                | DWOLF 2017-1A AR                                      | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1729968 | PA      | $1730243.02   | 0.21%             | 2030-10-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 922674                                             | CUSIP: 31412ECK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41187 | PA      | $42524.47     | 0.01%             | 2036-04-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                         | GSR 2003-13 1A1                                       | CUSIP: 36228FYY6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    990337 | PA      | $992951.32    | 0.12%             | 2033-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 960376                                             | CUSIP: 31414AMZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15394 | PA      | $15992.30     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GSMS 2017-GPTX A                                      | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598221 | PA      | $526213.66    | 0.06%             | 2034-05-12      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AD0941                                             | CUSIP: 31418NBK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2433 | PA      | $2520.31      | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                            | GPMT 2021-FL3 A                                       | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1081379 | PA      | $1078684.17   | 0.13%             | 2035-07-18      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AE0363                                             | CUSIP: 31419AMM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16096 | PA      | $16295.68     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION                                                  | GSMS 2021-DM A                                        | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7080000 | PA      | $7075584.91   | 0.85%             | 2036-11-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AE5441                                             | CUSIP: 31419GBK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23293 | PA      | $23864.54     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION                                                  | GSMS 2021-DM AS                                       | CUSIP: 36265AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3880500.00   | 0.47%             | 2036-11-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Fna VI LLC                                                                          | FNH 2021-1A A                                         | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873492 | PA      | $820198.67    | 0.10%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | GNR 2011-57 BA                                        | CUSIP: 38377UM21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       799 | PA      | $796.80       | 0.00%             | 2040-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD                                          | FCO 2025-35A A1                                       | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |   8340000 | PA      | $8340875.70   | 1.00%             | 2033-07-20      | Floating      | 0.00%                 | 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        |   2800000 | PA      | $2754416.95   | 0.33%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS XXIX CLO LTD/LLC                                                           | FCO 2025-29A A1                                       | CUSIP: 34990EAA8<br>LEI: 254900314MCCPONEEQ30 | Long             | ABS-CBDO         | CORP              | KY        |   3145371 | PA      | $3145518.37   | 0.38%             | 2033-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                                        | GALC 2022-1 C                                         | CUSIP: 39154TBZ0<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   4850000 | PA      | $4920792.06   | 0.59%             | 2030-07-15      | Fixed         | 5.98%                 | 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        |   1110250 | PA      | $1115129.65   | 0.13%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| GREYWOLF CLO IVR-R LTD                                                              | GWOLF 2019-1A A1R2                                    | CUSIP: 39809TAW7<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   6444000 | PA      | $6443890.45   | 0.77%             | 2034-04-17      | Floating      | 0.00%                 | 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        |  12759000 | PA      | $12770783.96  | 1.53%             | 2025-11-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| HONO MORTGAGE TRUST 2021-LULU                                                       | HONO 2021-LULU A                                      | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2489062.50   | 0.30%             | 2036-12-15      | Floating      | 5.63%                 | 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        |    979923 | PA      | $980809.36    | 0.12%             | 2029-08-20      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                                          | HGVT 2020-AA A                                        | CUSIP: 43285HAA6<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |    686798 | PA      | $675649.27    | 0.08%             | 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        |    858498 | PA      | $855338.56    | 0.10%             | 2039-02-25      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Hilton Usa Trust 2016-Hhv                                                           | HILT 2016-HHV B                                       | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2136818.35   | 0.26%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                        | HPEFS 2023-2A C                                       | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8090000 | PA      | $8139445.27   | 0.98%             | 2031-01-21      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                        | HPEFS 2023-2A D                                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5725000 | PA      | $5814549.31   | 0.70%             | 2031-07-21      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank Maryland                                                   | HBAN V4.871 04/12/28                                  | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1768877.01   | 0.21%             | 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        |   3510000 | PA      | $3527814.62   | 0.42%             | 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        |   5350000 | PA      | $5407918.24   | 0.65%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Arbys Funding Llc 2015-1                                                            | ARBYS 2020-1A A2                                      | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7823250 | PA      | $7555987.44   | 0.91%             | 2050-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | ARCC 3.875 01/15/26                                   | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5739000 | PA      | $5728994.17   | 0.69%             | 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      | $1473662.30   | 0.18%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                  | BX 2021-ARIA A                                        | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4395000 | PA      | $4390879.69   | 0.53%             | 2036-10-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2022-LBA6                                                                  | BX 2022-LBA6 B                                        | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999375.00    | 0.12%             | 2039-01-18      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust 2017-Appl                                                                  | BX 2017-CQHP A                                        | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4958491 | PA      | $4772497.59   | 0.57%             | 2034-11-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                  | BX 2021-SDMF B                                        | CUSIP: 12434CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2783928 | PA      | $2775414.55   | 0.33%             | 2034-09-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                  | BX 2021-SDMF C                                        | CUSIP: 12434CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3257196 | PA      | $3242945.95   | 0.39%             | 2034-09-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                  | BX 2021-RISE B                                        | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690658 | PA      | $1688544.88   | 0.20%             | 2036-11-17      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Bxmt 2020-Fl2 Ltd.                                                                  | BXMT 2020-FL2 A                                       | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1036336 | PA      | $1030508.55   | 0.12%             | 2038-02-18      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Bxmt 2020-Fl2 Ltd.                                                                  | BXMT 2020-FL2 AS                                      | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8495000 | PA      | $8430922.22   | 1.01%             | 2038-02-18      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2025-HB16 LLC                                                                  | CFMT 2025-HB16 A                                      | CUSIP: 12531BAA6<br>LEI: 9845009142A6KE49BF08 | Long             | ABS-O            | CORP              | US        |   4122541 | PA      | $4035224.19   | 0.48%             | 2035-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                             | CSAIL 2015-C3 A4                                      | CUSIP: 12635FAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60696 | PA      | $60561.59     | 0.01%             | 2048-08-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                             | CSAIL 2016-C5 A5                                      | CUSIP: 12636LAY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1312249 | PA      | $1307740.48   | 0.16%             | 2048-11-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                                      | CSAIL 2016-C6 A5                                      | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4860587.83   | 0.58%             | 2049-01-15      | Fixed         | 3.09%                 | 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        |   1814114 | PA      | $1819590.14   | 0.22%             | 2033-03-15      | Fixed         | 6.48%                 | 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        |   2694857 | PA      | $2702909.57   | 0.32%             | 2033-05-16      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                     | SRFC 2024-3A B                                        | CUSIP: 82653BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1399198 | PA      | $1401721.80   | 0.17%             | 2041-08-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings Inc.                                                                | SLGN 1.4 04/01/26 144A                                | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   6276000 | PA      | $6177488.08   | 0.74%             | 2026-04-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| MUNICIPAL FDG TR VAR STS                                                            | OT TENGEN 09/01/2030                                  | CUSIP: 62630WEL7<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1200000.00   | 0.14%             | 2058-11-01      | Floating      |  | Yes           |                  2 | On Loan: No      |
| ALINEA CLO LTD                                                                      | ALINE 2018-1A AR                                      | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1124746 | PA      | $1125032.00   | 0.14%             | 2031-07-21      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MUNICIPAL FDG TR VAR STS                                                            | OT MFTGEN 05/15/2056                                  | CUSIP: 62630WFV4<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | MUN               | US        |    725000 | PA      | $725000.00    | 0.09%             | 2056-05-15      | Floating      |  | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                 | ACAR 2025-2 A                                         | CUSIP: 024938AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4981797 | PA      | $4989481.24   | 0.60%             | 2028-09-12      | Fixed         | 4.81%                 | 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        |   1743786 | PA      | $1748975.14   | 0.21%             | 2028-10-13      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| MUNICIPAL FDG TR VAR STS                                                            | OT TENGEN 12/15/2025                                  | CUSIP: 62630WMB0<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1745000.00   | 0.21%             | 2025-12-15      | Floating      |  | 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        |   8216223 | PA      | $8310608.23   | 1.00%             | 2029-02-13      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                 | ACAR 2023-3 C                                         | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1244462 | PA      | $1252341.04   | 0.15%             | 2029-10-12      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| MUNICIPAL FDG TR VAR STS                                                            | OT MFTGEN 06/30/2028                                  | CUSIP: 62630WPD3<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.12%             | 2054-07-01      | Floating      |  | Yes           |                  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        |    421062 | PA      | $421528.17    | 0.05%             | 2029-04-12      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Series 2006-S8 Trust                                                          | RFMSI 2007-SA1 1A1                                    | CUSIP: 74958WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178683 | PA      | $153053.12    | 0.02%             | 2037-02-25      | Variable      | 3.20%                 | No            |                  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        |   5485000 | PA      | $5557032.86   | 0.67%             | 2029-04-12      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| REGATTA 30 FUNDING LTD/LLC                                                          | REG20 2021-2A X                                       | CUSIP: 75884YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3432000 | PA      | $3432027.46   | 0.41%             | 2038-01-15      | Variable      | 5.23%                 | 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        |  11575000 | PA      | $11702635.21  | 1.41%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Small Business Administration                                                       | SBA 508374                                            | CUSIP: 83164KJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19174 | PA      | $19020.10     | 0.00%             | 2028-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Gnma Pass-Thru M Single Family                                                      | G2 MA2466                                             | CUSIP: 36179QW31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160543 | PA      | $164724.17    | 0.02%             | 2044-12-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Funding DAC                                                  | SW 7.5 11/20/25                                       | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |   7800000 | PA      | $7819200.17   | 0.94%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 80826                                              | CUSIP: 36225C4L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100787 | PA      | $102368.27    | 0.01%             | 2034-02-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Company Pty Ltd.                                                 | TCLAU 4.125 02/02/26 144A                             | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |   4500000 | PA      | $4495199.90   | 0.54%             | 2026-02-02      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 80889                                              | CUSIP: 36225C7B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45478 | PA      | $46242.72     | 0.01%             | 2034-04-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                                 | TRTN 2.05 04/15/26 144A                               | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   5896000 | PA      | $5821940.34   | 0.70%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 81016                                              | CUSIP: 36225DDW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89945 | PA      | $91233.90     | 0.01%             | 2034-08-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 82760                                              | CUSIP: 36225FB65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106146 | PA      | $108161.43    | 0.01%             | 2041-03-20      | Variable      | 5.62%                 | No            |                  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        |   2219502 | PA      | $2219412.28   | 0.27%             | 2027-07-15      | Fixed         | 4.31%                 | 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        |   1225000 | PA      | $1210061.13   | 0.15%             | 2028-05-15      | Fixed         | 2.87%                 | 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        |   3989402 | PA      | $4019264.19   | 0.48%             | 2028-04-15      | Fixed         | 6.15%                 | 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        |   3349469 | PA      | $3388665.35   | 0.41%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECV ISSUER TR 2022-3                                                      | GCAR 2022-3A C                                        | CUSIP: 38014QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981896 | PA      | $982749.19    | 0.12%             | 2028-06-15      | Fixed         | 5.34%                 | 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        |   6725000 | PA      | $6818281.13   | 0.82%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | ACGCAP 4.875 10/01/25 144A                            | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6383000 | PA      | $6383000.00   | 0.77%             | 2025-10-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BCRED BSL STATIC 25-1 LTD/LLC                                                       | BCSTAT 2025-1A AR                                     | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8007000 | PA      | $7990353.45   | 0.96%             | 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        |   1375786 | PA      | $1375789.58   | 0.17%             | 2036-12-18      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2018-3                                     | AMCAR 2021-2 C                                        | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1362999 | PA      | $1356251.27   | 0.16%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                              | BSARM 2003-1 5A1                                      | CUSIP: 07384MTM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375191 | PA      | $377966.21    | 0.05%             | 2033-04-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2018-3                                     | AMCAR 2022-1 B                                        | CUSIP: 03066TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    909321 | PA      | $908020.87    | 0.11%             | 2027-04-19      | Fixed         | 2.77%                 | No            |                  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        |   9265000 | PA      | $9197270.07   | 1.10%             | 2027-09-20      | Fixed         | 2.98%                 | 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        |  12210000 | PA      | $12220097.67  | 1.47%             | 2031-04-21      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM F 02/01/27 b                                      | CUSIP: 161480AB4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2982000 | PA      | $2952333.30   | 0.35%             | 2027-02-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                          | BSABS 2003-AC7 A2                                     | CUSIP: 07384YPJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89439 | PA      | $74456.70     | 0.01%             | 2034-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JPMMT 2019-HYB1 A5A                                   | CUSIP: 46651FAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1417027 | PA      | $1414439.51   | 0.17%             | 2049-10-25      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| KNDR TRUST 2021-KIND                                                                | KNDR 2021-KIND A                                      | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6148663 | PA      | $6126023.40   | 0.74%             | 2038-08-16      | Floating      | 5.43%                 | 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        |   3540000 | PA      | $3494374.57   | 0.42%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                          | LHX 5.4 01/15/27                                      | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4320161.81   | 0.52%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cim Trust                                                                           | CIM 2018-R3 A1                                        | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121724 | PA      | $121369.79    | 0.01%             | 2057-12-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UNH F 07/15/26                                        | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5051070.50   | 0.61%             | 2026-07-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                              | CMS 3.6 11/15/25                                      | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  13828000 | PA      | $13797797.99  | 1.66%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-West                                                                      | CSMC 2018-RPL9 A1                                     | CUSIP: 12654PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5645454 | PA      | $5564676.96   | 0.67%             | 2057-09-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                  | CAG 4.6 11/01/25                                      | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  14150000 | PA      | $14145574.73  | 1.70%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Extended Stay America, Inc.                                                         | ESA 2021-ESH A                                        | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |  11158228 | PA      | $11158228.16  | 1.34%             | 2038-07-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America, Inc.                                                         | ESA 2021-ESH B                                        | CUSIP: 30227FAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   2740647 | PA      | $2740647.03   | 0.33%             | 2038-07-15      | Floating      | 5.86%                 | 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        |   2000000 | PA      | $2011356.00   | 0.24%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Coml T                                                                  | WFCM 2016-NXS6 A3                                     | CUSIP: 95000KBA2<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-O            | CORP              | US        |   8223560 | PA      | $8172295.95   | 0.98%             | 2049-11-18      | Fixed         | 2.64%                 | No            |                  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        |   1000000 | PA      | $1028148.20   | 0.12%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTO REC TR 2023-1                                                         | WLAKE 2023-1A B                                       | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1194718 | PA      | $1195279.75   | 0.14%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automboile Receivables Trust 2018-3                                        | WLAKE 2021-3A E                                       | CUSIP: 96043JAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3367887.19   | 0.40%             | 2027-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRU                                                 | WLAKE 2022-3A D                                       | CUSIP: 96043PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4973952.76   | 0.60%             | 2028-04-17      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Lstar Commercial Mortgage Trust                                                     | LNSTR 2016-4 AS                                       | CUSIP: 50219QAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3190000 | PA      | $3172453.41   | 0.38%             | 2049-03-12      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                   | LYB 1.25 10/01/25                                     | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.18%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | LLOYDS 4.582 12/10/25                                 | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5845000 | PA      | $5846133.75   | 0.70%             | 2025-12-10      | Fixed         | 4.58%                 | 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        |   3633369 | PA      | $3645757.57   | 0.44%             | 2031-08-18      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                                                        | MAT 3.375 04/01/26 144A                               | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   4477000 | PA      | $4444949.92   | 0.53%             | 2026-04-01      | Fixed         | 3.38%                 | 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        |   4780000 | PA      | $4792715.23   | 0.58%             | 2026-07-31      | Floating      | 0.00%                 | 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        |   2845690 | PA      | $2840207.32   | 0.34%             | 2047-12-17      | Fixed         | 3.75%                 | No            |                  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        |   8406728 | PA      | $8245952.69   | 0.99%             | 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        |   2517468 | PA      | $2510158.23   | 0.30%             | 2048-12-17      | Fixed         | 3.81%                 | 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        |   6124000 | PA      | $6078430.09   | 0.73%             | 2049-05-17      | Fixed         | 3.33%                 | 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        |   7245000 | PA      | $7123404.27   | 0.86%             | 2049-09-17      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2011-C2                                              | MSC 2018-BOP A                                        | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5661653 | PA      | $4625514.23   | 0.56%             | 2033-08-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Agree LP                                                                            | Agree LP 0% CP 01/10/2025                             | CUSIP: 00852WX11<br>LEI: 549300DXY3G299V1BO77 | Long             | STIV             | CORP              | US        |   9000000 | PA      | $8998868.70   | 1.08%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd.                                                             | Canadian Tire Corp Ltd. 0% CP 07/10/2025              | CUSIP: 13668LX79<br>LEI: 549300RLHDA7VQYMUB14 | Long             | STIV             | CORP              | CA        |  12500000 | PA      | $12489646.25  | 1.50%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jpmcc 2016-Jp4                                                                      | JPMCC 2016-JP4 A4                                     | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $989626.30    | 0.12%             | 2049-12-17      | Variable      | 3.65%                 | 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        |   1300000 | PA      | $1053000.00   | 0.13%             | 2033-07-08      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                  | BX 2021-21M B                                         | CUSIP: 05609CAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3115000 | PA      | $3112079.69   | 0.37%             | 2036-10-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                  | BX 2021-21M C                                         | CUSIP: 05609CAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6300000 | PA      | $6292125.00   | 0.76%             | 2036-10-15      | Floating      | 5.66%                 | 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        |    980000 | PA      | $978775.00    | 0.12%             | 2039-02-15      | Floating      | 5.68%                 | 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        |   1991534 | PA      | $1991609.32   | 0.24%             | 2031-07-21      | Floating      | 6.36%                 | 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        |   3330000 | PA      | $3274767.29   | 0.39%             | 2049-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                 | BNS 4.5 12/16/25                                      | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3956000 | PA      | $3957220.51   | 0.48%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                    | AMCR 1.57 01/15/26                                    | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10905324.43  | 1.31%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  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        |   9845000 | PA      | $9900062.10   | 1.19%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                        | CFCRE 2016-C3 A3                                      | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7813210 | PA      | $7794239.24   | 0.94%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                        | CFCRE 2016-C4 A3                                      | CUSIP: 12531YAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497615 | PA      | $496227.02    | 0.06%             | 2058-05-10      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                        | CFCRE 2016-C4 A4                                      | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2098000 | PA      | $2088512.21   | 0.25%             | 2058-05-10      | Fixed         | 3.28%                 | 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        |   7300000 | PA      | $7226910.21   | 0.87%             | 2058-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                                           | CSAIL 2016-C7 A5                                      | CUSIP: 12637UAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4654709.86   | 0.56%             | 2049-11-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 254868                                             | CUSIP: 31371LCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28959 | PA      | $29359.51     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 256272                                             | CUSIP: 31371MT56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1107 | PA      | $1117.03      | 0.00%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 256852                                             | CUSIP: 31371NH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7890 | PA      | $8057.22      | 0.00%             | 2027-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 323832                                             | CUSIP: 31374TVZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2281 | PA      | $2336.77      | 0.00%             | 2029-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FHR 4238 TL                                           | CUSIP: 3137B4FD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     64989 | PA      | $63849.15     | 0.01%             | 2027-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AI6588                                             | CUSIP: 3138ALKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2569 | PA      | $2558.09      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AI8506                                             | CUSIP: 3138ANNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7153 | PA      | $7123.44      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AL0211                                             | CUSIP: 3138EGGV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32944 | PA      | $33751.99     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AL0478                                             | CUSIP: 3138EGQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143235 | PA      | $148390.13    | 0.02%             | 2036-04-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AL0543                                             | CUSIP: 3138EGS96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74545 | PA      | $76374.14     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AL1105                                             | CUSIP: 3138EHGP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30611 | PA      | $30649.28     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AL2591                                             | CUSIP: 3138EJ2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6795 | PA      | $6871.00      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AL5275                                             | CUSIP: 3138EM2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155202 | PA      | $159355.14    | 0.02%             | 2037-09-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AL7396                                             | CUSIP: 3138EQGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363755 | PA      | $372911.05    | 0.04%             | 2037-02-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 665773                                             | CUSIP: 31391FT65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7833 | PA      | $7861.99      | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 679742                                             | CUSIP: 31391XEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33085 | PA      | $33494.54     | 0.00%             | 2040-01-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FHR 2770 FH                                           | CUSIP: 31394TZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     72822 | PA      | $72438.57     | 0.01%             | 2034-03-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 725424                                             | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36397 | PA      | $37363.74     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 725490                                             | CUSIP: 31402C7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138611 | PA      | $140944.94    | 0.02%             | 2034-04-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 735484                                             | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5822 | PA      | $5956.70      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 813170                                             | CUSIP: 31406LMT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33723 | PA      | $34314.48     | 0.00%             | 2035-01-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 815323                                             | CUSIP: 31406NYU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106154 | PA      | $108830.81    | 0.01%             | 2035-01-01      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 820364                                             | CUSIP: 31406UMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44918 | PA      | $44811.55     | 0.01%             | 2035-04-01      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 827787                                             | CUSIP: 31407DUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48507 | PA      | $49766.25     | 0.01%             | 2035-05-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 889060                                             | CUSIP: 31410GWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24282 | PA      | $26105.89     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN 889061                                             | CUSIP: 31410GWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23369 | PA      | $24626.83     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JPMMT 2006-A4 2A2                                     | CUSIP: 46628LAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40792 | PA      | $27719.98     | 0.00%             | 2036-06-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                                    | MF1 2022-FL9 A                                        | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6792591 | PA      | $6798418.42   | 0.82%             | 2037-06-22      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                                         | MHC 2021-MHC C                                        | CUSIP: 55316VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1200000.00   | 0.14%             | 2038-04-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                                    | MF1 2020-FL4 A                                        | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1045187 | PA      | $1046838.55   | 0.13%             | 2035-12-17      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                                    | MF1 2020-FL4 C                                        | CUSIP: 58003UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6969000 | PA      | $6981488.45   | 0.84%             | 2035-12-17      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors, Inc.                                              | MLMI 2003-A1 2A                                       | CUSIP: 589929D88<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9726 | PA      | $9743.22      | 0.00%             | 2032-12-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors, Inc.                                              | MLCC 2004-1 1A                                        | CUSIP: 59020UNM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11638 | PA      | $11432.75     | 0.00%             | 2034-12-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Touchstone Funds Group Trust

**Signature:** Terri Lucas

**Name of Signer:** Terri Lucas

**Title:** Controller & Treasurer