# EDGAR Filing Document

**Accession Number:** 0000914243
**File Stem:** 0001193125-26-246872
**Filing Date:** 2026-5
**Character Count:** 124738
**Document Hash:** 2b2dbc1913783cefd93046b213b095a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-246872.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-246872

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**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:** 261040286

**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:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1020271444.10

**Total Liabilities:** $4870876.83

**Net Assets:** $1015400567.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 22655.586361442443 | **1-Year:** 37593.853455658379 | **5-Year:** 10036.916433616680 | **10-Year:** 4051.899850226745 | **30-Year:** 59.197471742167

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

- **3-Month:** 626.731227589689 | **1-Year:** 769.171498873531 | **5-Year:** 382.235056776395 | **10-Year:** 167.004370622708 | **30-Year:** 17.224395130992

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017655 | 0.43%                | 0.30%                | 0.11%                |
| Class ID C000109425 | 0.32%                | 0.30%                | 0.22%                |
| Class ID C000109426 | 0.28%                | 0.26%                | 0.18%                |
| Class ID C000109427 | 0.45%                | 0.32%                | 0.13%                |
| Class ID C000109428 | 0.35%                | 0.32%                | 0.24%                |
| Class ID C000193832 | 0.41%                | 0.28%                | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6848.93                | $531141.47                                 |
| Month 2  | $-12011.87               | $110512.70                                 |
| Month 3  | $-95862.98               | $-1779308.67                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WOODMONT 2025-14 LP                                                | WDMNT 2025-14A A1                                   | CUSIP: 97988GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5750523.25   | 0.57%             | 2034-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                       | BACR 5.2 05/12/26                                   | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8858000 | PA      | $8863664.51   | 0.87%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                       | BACR V5.674 03/12/28                                | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9443000 | PA      | $9532639.57   | 0.94%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Corevest American Finance Trust                                    | CAFL 2021-3 B                                       | CUSIP: 21873NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4668051.10   | 0.46%             | 2054-10-19      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FNR 2012-102 NA                                     | CUSIP: 3136A8RG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      2133 | PA      | $2108.26      | 0.00%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FNR 2003-33 AM                                      | CUSIP: 31393BFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     12966 | PA      | $12704.04     | 0.00%             | 2033-05-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FNR 2003-42 CA                                      | CUSIP: 31393BUG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1616 | PA      | $1607.54      | 0.00%             | 2033-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                           | JPMMT 2006-A4 2A2                                   | CUSIP: 46628LAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39938 | PA      | $26820.53     | 0.00%             | 2036-06-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                     | C F 08/06/26                                        | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3954087.26   | 0.39%             | 2026-08-06      | Floating      | 4.34%                 | 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      | $992129.60    | 0.10%             | 2049-12-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                  | ES 4.75 05/15/26                                    | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4296000 | PA      | $4298306.48   | 0.42%             | 2026-05-15      | Fixed         | 4.75%                 | 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      | $1073449.00   | 0.11%             | 2033-07-08      | Fixed         | 4.55%                 | 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        |   1481111 | PA      | $1470860.96   | 0.14%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                               | JXN 4.9 01/13/27 144A                               | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6298000 | PA      | $6320248.06   | 0.62%             | 2027-01-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                          | AFFRM 2025-X2 B                                     | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6255000 | PA      | $6250351.28   | 0.62%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                         | EART 2023-4A C                                      | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2389201 | PA      | $2398883.88   | 0.24%             | 2028-08-15      | Fixed         | 6.51%                 | 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        |   1799000 | PA      | $1799041.38   | 0.18%             | 2038-01-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Fna VI LLC                                                         | FNH 2021-1A A                                       | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733116 | PA      | $682123.34    | 0.07%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXIV / Apidos CLO XXIV LLC                              | APID 2016-24A A2LX                                  | CUSIP: 03759CAV2<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   7700000 | PA      | $7701216.60   | 0.76%             | 2030-10-21      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| 1166 Avenue Of The Americas Commercial Mortgage Trust II           | AACMT 2005-C6A A2                                   | CUSIP: 682439AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4837285 | PA      | $4888632.18   | 0.48%             | 2037-10-11      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTO REC TR 2020-1                                          | EART 2022-5A D                                      | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4425671 | PA      | $4478830.88   | 0.44%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Dairy Farmers of America Inc                                       | Dairy Farmers of America Inc 0% CP 01/04/2026       | CUSIP: 23385UD15<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9998902.00   | 0.98%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTR 2024-NQM1                                      | NRZT 2024-NQM1 A1                                   | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-O            | CORP              | US        |   3763099 | PA      | $3787775.58   | 0.37%             | 2064-03-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD                         | FCO 2025-35A A1                                     | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |   7298209 | PA      | $7298690.38   | 0.72%             | 2033-07-20      | Floating      | 5.07%                 | Yes           |                  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        |    371707 | PA      | $370602.26    | 0.04%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc.                                                  | Evergy Metro Inc. 0% CP 01/04/2026                  | CUSIP: 30036ND19<br>LEI: 1128SIJQ26096WL7IO82 | Long             | STIV             | CORP              | US        |   8565000 | PA      | $8564059.56   | 0.84%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                               | NOMURA 2.329 01/22/27                               | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1450000 | PA      | $1425643.18   | 0.14%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| FORTRESS XXIX CLO LTD/LLC                                          | FCO 2025-29A A1                                     | CUSIP: 34990EAA8<br>LEI: 254900314MCCPONEEQ30 | Long             | ABS-CBDO         | CORP              | KY        |   1625499 | PA      | $1625127.18   | 0.16%             | 2033-04-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                      | Intercontinental Exchange Inc 0% CP 01/04/2026      | CUSIP: 45856XD12<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6499309.70   | 0.64%             | 2026-04-01      | None          | 0.00%                 | No            |                  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        |    254462 | PA      | $254783.25    | 0.03%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                            | UNH F 07/15/26                                      | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5048497.85   | 0.50%             | 2026-07-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                           | HCA 5.25 06/15/26                                   | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  14650000 | PA      | $14658460.96  | 1.44%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                             | YARNO 3.8 06/06/26 144A                             | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   6068000 | PA      | $6054481.04   | 0.60%             | 2026-06-06      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                           | HCA 4.5 02/15/27                                    | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2353000 | PA      | $2352953.48   | 0.23%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                             | YARNO 4.75 06/01/28 144A                            | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   2900000 | PA      | $2905430.11   | 0.29%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                         | HGVT 2020-AA A                                      | CUSIP: 43285HAA6<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |    559979 | PA      | $552041.50    | 0.05%             | 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        |    699974 | PA      | $695697.65    | 0.07%             | 2039-02-25      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Hilton Usa Trust 2016-Hhv                                          | HILT 2016-HHV A                                     | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4973861.00   | 0.49%             | 2038-11-05      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                           | JPMMT 2019-HYB1 A5A                                 | CUSIP: 46651FAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1379732 | PA      | $1362794.43   | 0.13%             | 2049-10-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                         | AMT 3.125 01/15/27                                  | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4530020.48   | 0.45%             | 2027-01-15      | Fixed         | 3.12%                 | 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        |   5301970 | PA      | $5285460.57   | 0.52%             | 2027-09-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST 2021-SFR4                                               | AMSR 2021-SFR4 C                                    | CUSIP: 66982FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4110000 | PA      | $4036744.59   | 0.40%             | 2038-12-17      | Fixed         | 2.52%                 | 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      | $2955646.75   | 0.29%             | 2027-02-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM1 TRUST                                               | GCAT 2024-NQM1 A1                                   | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800054 | PA      | $803294.80    | 0.08%             | 2059-01-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 4.35 01/17/27                                    | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11350000 | PA      | $11332887.26  | 1.12%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-21M B                                       | CUSIP: 05609CAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5495000 | PA      | $5491565.63   | 0.54%             | 2036-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 5.4 04/06/26                                     | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10231000 | PA      | $10231948.11  | 1.01%             | 2026-04-06      | Fixed         | 5.40%                 | 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        |       195 | PA      | $195.22       | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                        | CLR 2.268 11/15/26 144A                             | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3263000 | PA      | $3210396.00   | 0.32%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-21M C                                       | CUSIP: 05609CAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7496300 | PA      | $7491614.81   | 0.74%             | 2036-10-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2025-HB1                            | FAHB 2025-HB1 A                                     | CUSIP: 31735EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7365508 | PA      | $7290935.80   | 0.72%             | 2035-11-25      | Variable      | 4.50%                 | Yes           |                  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        |   1323991 | PA      | $1309724.49   | 0.13%             | 2036-03-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2019-CH3                                    | SEMT 2019-CH3 A13                                   | CUSIP: 81748GBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    767708 | PA      | $721683.41    | 0.07%             | 2049-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                               | JPM 4.125 12/15/26                                  | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1324042.40   | 0.13%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FG G01840                                           | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9083 | PA      | $9194.71      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                               | BXP 2.75 10/01/26                                   | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3544554.93   | 0.35%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SunTrust Capital III                                               | TFC F 03/15/28                                      | CUSIP: 86788LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11050000 | PA      | $10861724.35  | 1.07%             | 2028-03-15      | Floating      | 4.59%                 | 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      | $9899775.61   | 0.97%             | 2029-12-17      | Fixed         | 5.15%                 | 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        |   1053998 | PA      | $1046624.46   | 0.10%             | 2060-11-25      | Variable      | 3.65%                 | 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        |    356947 | PA      | $356833.64    | 0.04%             | 2031-07-21      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cim Trust                                                          | CIM 2019-R5 A1                                      | CUSIP: 12558RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5120091 | PA      | $5035883.31   | 0.50%             | 2059-09-25      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                           | DTRGR 5.125 09/25/27 144A                           | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3523025.18   | 0.35%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FG C03505                                           | CUSIP: 31292K3N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3773 | PA      | $3882.16      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                           | DTRGR 4.3 08/12/27 144A                             | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   8808000 | PA      | $8790296.89   | 0.87%             | 2027-08-12      | Fixed         | 4.30%                 | 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      | $3319077.27   | 0.33%             | 2049-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FG A92646                                           | CUSIP: 3129405F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2840 | PA      | $2922.28      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank Of Amer Merrill Lynch Coml Mtg                                | BACM 2017-BNK3 AS                                   | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4710000 | PA      | $4659555.90   | 0.46%             | 2050-02-17      | Fixed         | 3.75%                 | No            |                  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        |    994372 | PA      | $993332.37    | 0.10%             | 2028-05-15      | Fixed         | 2.87%                 | 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      | $4802681.41   | 0.47%             | 2034-11-15      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2020-1                           | GCAR 2021-4A E                                      | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7240000 | PA      | $7230142.02   | 0.71%             | 2028-10-16      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                     | GOLUB CAPITAL PARTNERS CLO 61M                      | CUSIP: 381738AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3774711.00   | 0.37%             | 2035-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bayport Polymers LLC                                               | BRLS 4.743 04/14/27 144A                            | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3439678.64   | 0.34%             | 2027-04-14      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                        | GSR 2003-13 1A1                                     | CUSIP: 36228FYY6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    951949 | PA      | $958560.35    | 0.09%             | 2033-10-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                       | GALC 2022-1 C                                       | CUSIP: 39154TBZ0<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   5435000 | PA      | $5484160.66   | 0.54%             | 2030-07-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                             | BWP 4.45 07/15/27                                   | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $7956238.34   | 0.78%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Jpmccmst 2016-Nine                                                 | JPMCC 2016-NINE A                                   | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13970000 | PA      | $13873242.38  | 1.37%             | 2038-09-09      | Variable      | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Jimmy John's Funding Llc                                           | JIMMY 2017-1A A2II                                  | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10005000 | PA      | $9952322.67   | 0.98%             | 2047-07-30      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Jimmy John's Funding Llc                                           | JIMMY 2022-1A A2I                                   | CUSIP: 47760QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2406250 | PA      | $2381260.61   | 0.23%             | 2052-04-30      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XIV Ltd.                                      | MDPK 2014-14A AR4                                   | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |   2911647 | PA      | $2910624.96   | 0.29%             | 2030-10-22      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                       | CFG 2.85 07/27/26                                   | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   7955000 | PA      | $7917268.32   | 0.78%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-2                                | DRIVE 2025-2 A2                                     | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5678044 | PA      | $5679224.14   | 0.56%             | 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        |   3720396 | PA      | $3721757.91   | 0.37%             | 2031-01-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 1Q0080                                           | CUSIP: 3128S4CR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24061 | PA      | $24838.62     | 0.00%             | 2036-01-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 1Q0119                                           | CUSIP: 3128S4DY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58562 | PA      | $60404.52     | 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        |     42571 | PA      | $43855.12     | 0.00%             | 2036-12-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-ACNT A                                      | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3735266 | PA      | $3732931.44   | 0.37%             | 2038-11-15      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | MBGGR 4.8 01/11/27 144A                             | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   8255000 | PA      | $8286171.95   | 0.82%             | 2027-01-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 1Q0339                                           | CUSIP: 3128S4LU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23946 | PA      | $24616.38     | 0.00%             | 2037-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | MBGGR F 07/31/26 144A                               | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4783884.42   | 0.47%             | 2026-07-31      | Floating      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Bank 2017-Bnk6                                                     | BANK 2017-BNK6 AS                                   | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4378913 | PA      | $4310361.99   | 0.42%             | 2060-07-16      | Variable      | 3.74%                 | No            |                  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      | $979387.50    | 0.10%             | 2039-02-15      | Floating      | 4.98%                 | 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        |      9187 | PA      | $9253.00      | 0.00%             | 2032-12-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 1Q1303                                           | CUSIP: 3128S5NU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39887 | PA      | $41057.44     | 0.00%             | 2036-11-01      | Variable      | 6.24%                 | 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        |     11048 | PA      | $10908.32     | 0.00%             | 2034-12-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 847795                                           | CUSIP: 3128JRUU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21706 | PA      | $22165.43     | 0.00%             | 2035-04-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                | ACAR 2024-3 C                                       | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8047329.60   | 0.79%             | 2030-07-12      | Fixed         | 5.73%                 | 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    | 0.10%             | 2039-01-18      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                | OBX 2024-NQM3 A1                                    | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |   4009051 | PA      | $4029118.60   | 0.40%             | 2063-12-25      | Variable      | 6.13%                 | 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        |   1971052 | PA      | $1973051.47   | 0.19%             | 2028-09-12      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 848539                                           | CUSIP: 31300LPY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76679 | PA      | $78860.46     | 0.01%             | 2037-04-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                           | OBX 2024-NQM12 A1                                   | CUSIP: 67448PAA1<br>LEI: 549300JK5TDDSAIKZ665 | Long             | ABS-O            | CORP              | US        |   3685036 | PA      | $3699286.60   | 0.36%             | 2064-07-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 1H1354                                           | CUSIP: 3128NGE35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51339 | PA      | $53079.84     | 0.01%             | 2036-11-01      | Variable      | 6.26%                 | No            |                  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        |   3901107 | PA      | $3930145.43   | 0.39%             | 2029-02-13      | Fixed         | 8.00%                 | 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      | $2781318.43   | 0.27%             | 2034-09-15      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                           | OBX 2024-NQM15 A1                                   | CUSIP: 67449DAA7<br>LEI: 549300JK5TDDSAIKZ665 | Long             | ABS-O            | CORP              | US        |   4754621 | PA      | $4767182.14   | 0.47%             | 2064-10-25      | Fixed         | 5.32%                 | 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        |    381033 | PA      | $381870.83    | 0.04%             | 2029-10-12      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 848583                                           | CUSIP: 31300LRC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170603 | PA      | $177033.68    | 0.02%             | 2036-01-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Tst                                | ODART 2022-1A B                                     | CUSIP: 68269DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9470000 | PA      | $9489779.99   | 0.93%             | 2029-06-14      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 1J1813                                           | CUSIP: 3128NJAN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21972 | PA      | $22694.30     | 0.00%             | 2037-08-01      | Variable      | 6.67%                 | 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        |   4521986 | PA      | $4561724.33   | 0.45%             | 2029-04-12      | Fixed         | 6.35%                 | 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      | $3254142.56   | 0.32%             | 2034-09-15      | Floating      | 4.68%                 | 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        |   4260771 | PA      | $4288242.27   | 0.42%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2020-West                                                     | CSMC 2018-RPL9 A1                                   | CUSIP: 12654PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4853774 | PA      | $4772666.28   | 0.47%             | 2057-09-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 781515                                           | CUSIP: 31349SVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62711 | PA      | $64414.22     | 0.01%             | 2034-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 1L0147                                           | CUSIP: 3128Q2EU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68384 | PA      | $70306.66     | 0.01%             | 2035-07-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                  | CCI 4 03/01/27                                      | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2913000 | PA      | $2899752.99   | 0.29%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                 | BX 2021-SDMF D                                      | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2115786 | PA      | $2113140.82   | 0.21%             | 2034-09-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2022-1                           | GCAR 2024-3A C                                      | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    761000 | PA      | $768217.48    | 0.08%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                  | CCI 1.05 07/15/26                                   | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $2097649.45   | 0.21%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 782760                                           | CUSIP: 31349UB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26341 | PA      | $27324.88     | 0.00%             | 2036-11-01      | Variable      | 6.29%                 | No            |                  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        |   2360887 | PA      | $2380653.38   | 0.23%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FH 1B7189                                           | CUSIP: 3128QPLV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56705 | PA      | $58881.69     | 0.01%             | 2036-03-01      | Variable      | 6.89%                 | No            |                  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        |    630261 | PA      | $627549.19    | 0.06%             | 2059-07-25      | Variable      | 3.25%                 | 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      | $1689601.54   | 0.17%             | 2036-11-17      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2020-1                           | GCAR 2025-3A C                                      | CUSIP: 37989YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5955000 | PA      | $5917416.21   | 0.58%             | 2031-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                               | MCMLT 2017-2 M2                                     | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7225000 | PA      | $7064924.35   | 0.70%             | 2059-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FNW 2001-W4 AF5                                     | CUSIP: 3139216T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     74766 | PA      | $75442.32     | 0.01%             | 2032-02-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Gls Auto Receivables Issuer Trust 2023-2                           | GCAR 2023-2A D                                      | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3310000 | PA      | $3372695.04   | 0.33%             | 2029-03-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 725424                                           | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32955 | PA      | $33592.23     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2018-2                               | MCMLT 2019-1 A1                                     | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1368353 | PA      | $1341511.35   | 0.13%             | 2069-10-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-1                                              | CGMS 2019-1A A1A2                                   | CUSIP: 14316BBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7739628 | PA      | $7744287.12   | 0.76%             | 2031-04-21      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                        | IMBLN 3.5 07/26/26 144A                             | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1296143.34   | 0.13%             | 2026-07-26      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                 | MSBAM 2016-C29 A4                                   | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1019140 | PA      | $1009982.26   | 0.10%             | 2049-05-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 820364                                           | CUSIP: 31406UMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43111 | PA      | $43205.57     | 0.00%             | 2035-04-01      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital                                             | MSC 2017-H1 AS                                      | CUSIP: 61691JAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14285000 | PA      | $14049621.77  | 1.38%             | 2050-06-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 725490                                           | CUSIP: 31402C7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132308 | PA      | $134916.04    | 0.01%             | 2034-04-01      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Shops At Crystals Trust 2016-C                                     | SHOPS 2016-CSTL A                                   | CUSIP: 82510WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6390000 | PA      | $6367538.51   | 0.63%             | 2036-07-08      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 256852                                           | CUSIP: 31371NH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5193 | PA      | $5292.77      | 0.00%             | 2027-08-01      | Fixed         | 6.00%                 | 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      | $4605471.97   | 0.45%             | 2033-08-15      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Shops At Crystals Trust 2016-C                                     | SHOPS 2016-CSTL B                                   | CUSIP: 82510WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6620000 | PA      | $6600783.46   | 0.65%             | 2036-07-08      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 827787                                           | CUSIP: 31407DUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46338 | PA      | $47514.32     | 0.00%             | 2035-05-01      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1           | MSRM 2024-NQM1 A1                                   | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4091323 | PA      | $4111950.64   | 0.40%             | 2068-12-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 735484                                           | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5330 | PA      | $5373.04      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shops At Crystals Trust 2016-C                                     | SHOPS 2016-CSTL C                                   | CUSIP: 82510WAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5595000 | PA      | $5580001.48   | 0.55%             | 2036-07-08      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 323832                                           | CUSIP: 31374TVZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1763 | PA      | $1797.77      | 0.00%             | 2029-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                              | NBLY 2023-1A A2                                     | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1406500 | PA      | $1410549.59   | 0.14%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 889060                                           | CUSIP: 31410GWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23417 | PA      | $25065.73     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers Cadillac Fairview Properties Trust                | CFPTCN 3.875 03/20/27 144A                          | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  10300000 | PA      | $10253017.99  | 1.01%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 813170                                           | CUSIP: 31406LMT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32333 | PA      | $33034.58     | 0.00%             | 2035-01-01      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AI6588                                           | CUSIP: 3138ALKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       767 | PA      | $764.46       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                       | PSA F 04/16/27                                      | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5508584.73   | 0.54%             | 2027-04-16      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| BCRED BSL STATIC 25-1 LTD/LLC                                      | BCSTAT 2025-1A AR                                   | CUSIP: 05556KAA0<br>LEI: 2549001IQYV4NQDSNA79 | Long             | ABS-CBDO         | CORP              | KY        |   5932198 | PA      | $5929706.78   | 0.58%             | 2035-07-24      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 889061                                           | CUSIP: 31410GWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22520 | PA      | $23624.68     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-S8 Trust                                         | RFMSI 2007-SA1 1A1                                  | CUSIP: 74958WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175121 | PA      | $152032.55    | 0.01%             | 2037-02-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 815323                                           | CUSIP: 31406NYU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96533 | PA      | $100171.29    | 0.01%             | 2035-01-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AI8506                                           | CUSIP: 3138ANNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2023 | PA      | $2016.88      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | 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        |   5532352 | PA      | $5320682.45   | 0.52%             | 2063-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BDS 2021-FL10 LTD                                                  | BDS 2021-FL10 A                                     | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625849 | PA      | $625844.68    | 0.06%             | 2036-12-18      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 889382                                           | CUSIP: 31410KCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1364 | PA      | $1407.12      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding Llc                                           | FOCUS 2017-1A A2II                                  | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7751688 | PA      | $7712553.11   | 0.76%             | 2047-04-30      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AL0211                                           | CUSIP: 3138EGGV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32056 | PA      | $32395.89     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                             | BSARM 2003-1 5A1                                    | CUSIP: 07384MTM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311720 | PA      | $314902.49    | 0.03%             | 2033-04-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 922674                                           | CUSIP: 31412ECK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39009 | PA      | $40290.83     | 0.00%             | 2036-04-01      | Variable      | 6.20%                 | No            |                  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        |   2210180 | PA      | $2222755.72   | 0.22%             | 2028-04-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AL0478                                           | CUSIP: 3138EGQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126339 | PA      | $131062.86    | 0.01%             | 2036-04-01      | Variable      | 6.49%                 | 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        |     80759 | PA      | $66090.18     | 0.01%             | 2034-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 960376                                           | CUSIP: 31414AMZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13018 | PA      | $13416.02     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECV ISSUER TR 2022-3                                     | GCAR 2022-3A D                                      | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4901605 | PA      | $4942206.20   | 0.49%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AL0543                                           | CUSIP: 3138EGS96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71685 | PA      | $72445.15     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFMT 2025-HB16 LLC                                                 | CFMT 2025-HB16 A                                    | CUSIP: 12531BAA6<br>LEI: 9845009142A6KE49BF08 | Long             | ABS-O            | CORP              | US        |   3356228 | PA      | $3300945.75   | 0.33%             | 2035-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AD0941                                           | CUSIP: 31418NBK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2304 | PA      | $2368.05      | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  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      | $5379977.01   | 0.53%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AL1105                                           | CUSIP: 3138EHGP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29412 | PA      | $29106.36     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGATTA 30 FUNDING LTD/LLC                                         | REG20 2021-2A X                                     | CUSIP: 75884YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2288000 | PA      | $2288004.57   | 0.23%             | 2038-01-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AE0363                                           | CUSIP: 31419AMM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14797 | PA      | $14881.57     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | HYNMTR 5.3 03/19/27 144A                            | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3624000 | PA      | $3651379.03   | 0.36%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AL2591                                           | CUSIP: 3138EJ2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6166 | PA      | $6188.04      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AE5441                                           | CUSIP: 31419GBK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22697 | PA      | $22937.42     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                           | ITC 3.25 06/30/26                                   | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   5747000 | PA      | $5730831.10   | 0.56%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AL5275                                           | CUSIP: 3138EM2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142707 | PA      | $147434.60    | 0.01%             | 2037-09-01      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                | GPK 1.512 04/15/26 144A                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2795967.72   | 0.28%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPMENT LLC 2024-LEAF1                                       | MTLRF 2024-1A A2                                    | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1724055 | PA      | $1727357.97   | 0.17%             | 2031-08-18      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN AL7396                                           | CUSIP: 3138EQGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332789 | PA      | $342311.57    | 0.03%             | 2037-02-01      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL FDG TR VAR STS                                           | OT TENGEN 09/01/2030                                | CUSIP: 62630WEL7<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | MUN               | US        |    800000 | PA      | $800000.00    | 0.08%             | 2058-11-01      | Floating      |  | Yes           |                  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        |   1772529 | PA      | $1741446.72   | 0.17%             | 2065-04-25      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 665773                                           | CUSIP: 31391FT65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3917 | PA      | $3933.41      | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  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    | 0.07%             | 2056-05-15      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FN 679742                                           | CUSIP: 31391XEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29013 | PA      | $29540.27     | 0.00%             | 2040-01-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL FDG TR VAR STS                                           | OT TENGEN 12/15/2027                                | CUSIP: 62630WMB0<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | MUN               | US        |   1645000 | PA      | $1645000.00   | 0.16%             | 2027-12-15      | Floating      |  | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust 2017-GPTX                       | GSMS 2017-GPTX A                                    | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598221 | PA      | $540345.68    | 0.05%             | 2034-05-12      | Fixed         | 2.86%                 | 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   | 0.10%             | 2054-07-01      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Jack in the Box Inc.                                               | JACK 2019-1A A2II                                   | CUSIP: 466365AB9<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |   2917068 | PA      | $2898492.22   | 0.29%             | 2049-08-25      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Physicians Realty LP                                               | DOC 4.3 03/15/27                                    | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2512295.60   | 0.25%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Inc.                                               | JACK 2022-1A A2I                                    | CUSIP: 466365AD5<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |   7820000 | PA      | $7592836.82   | 0.75%             | 2052-02-25      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Ryder System, Inc.                                                 | R 1.75 09/01/26 MTN                                 | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2198778.73   | 0.22%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  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        |    746484 | PA      | $748419.38    | 0.07%             | 2029-11-20      | Fixed         | 5.88%                 | 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        |   2036887 | PA      | $2041397.30   | 0.20%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp.                                                   | SEE 1.573 10/15/26 144A                             | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   9595000 | PA      | $9575524.07   | 0.94%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                     | CSAIL 2016-C6 A5                                    | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |   3314748 | PA      | $3305790.60   | 0.33%             | 2049-01-15      | Fixed         | 3.09%                 | 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      | $4672710.86   | 0.46%             | 2049-11-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | G2 MA2392                                           | CUSIP: 36179QUR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6113 | PA      | $6113.71      | 0.00%             | 2044-11-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | G2 MA2466                                           | CUSIP: 36179QW31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142117 | PA      | $144785.56    | 0.01%             | 2044-12-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | G2 80826                                            | CUSIP: 36225C4L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93170 | PA      | $94279.15     | 0.01%             | 2034-02-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | G2 80889                                            | CUSIP: 36225C7B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41651 | PA      | $42199.55     | 0.00%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | G2 81016                                            | CUSIP: 36225DDW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84460 | PA      | $85546.02     | 0.01%             | 2034-08-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | G2 82760                                            | CUSIP: 36225FB65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101417 | PA      | $102937.33    | 0.01%             | 2041-03-20      | Variable      | 0.00%                 | No            |                  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      | $2959550.13   | 0.29%             | 2028-06-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RE TR 25-1                                           | PART 2025-1A A2                                     | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1306754 | PA      | $1307327.59   | 0.13%             | 2027-12-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 22-SFR3                                 | PROG 2022-SFR3 B                                    | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7345000 | PA      | $7240707.61   | 0.71%             | 2039-04-19      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                | GPN 4.8 04/01/26                                    | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  15528000 | PA      | $15528000.00  | 1.53%             | 2026-04-01      | Fixed         | 4.80%                 | 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      | $5889693.17   | 0.58%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                   | MF1 2022-FL9 A                                      | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4788815 | PA      | $4792391.91   | 0.47%             | 2037-06-22      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                        | NTRCN 4 12/15/26                                    | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   7768000 | PA      | $7749770.60   | 0.76%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd.                               | OCT21 2014-1A AAR4                                  | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    404738 | PA      | $404795.79    | 0.04%             | 2031-02-14      | Floating      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Sovereign ComlMtg                                                  | SGCMS 2016-C5 A3                                    | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-O            | CORP              | US        |    421801 | PA      | $421196.65    | 0.04%             | 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        |    713759 | PA      | $697940.27    | 0.07%             | 2043-06-25      | Variable      | 3.51%                 | 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        |   1729417 | PA      | $1717027.71   | 0.17%             | 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        |   2522318 | PA      | $2512029.44   | 0.25%             | 2056-04-25      | Variable      | 4.00%                 | 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        |   1446448 | PA      | $1432193.22   | 0.14%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                          | TPMT 2019-HY1 A1                                    | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    849770 | PA      | $850061.82    | 0.08%             | 2048-10-26      | Variable      | 4.79%                 | 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        |    102873 | NS      | $102873.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FN 254868                                           | CUSIP: 31371LCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26126 | PA      | $26394.19     | 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        |       113 | PA      | $112.77       | 0.00%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbys Funding Llc 2015-1                                           | ARBYS 2020-1A A2                                    | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11184075 | PA      | $10911288.70  | 1.07%             | 2050-07-30      | Fixed         | 3.24%                 | 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        |   1879869 | PA      | $1881662.35   | 0.19%             | 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      | $5763763.98   | 0.57%             | 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      | $1755848.82   | 0.17%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  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      | $4283068.23   | 0.42%             | 2027-01-15      | Fixed         | 5.40%                 | 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      | $8278706.98   | 0.82%             | 2049-11-18      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                 | MSBAM 2016-C30 A5                                   | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7245000 | PA      | $7174204.76   | 0.71%             | 2049-09-17      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                           | TOMARI 2.75 01/21/27 144A                           | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971886.36   | 0.19%             | 2027-01-21      | 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        |     32988 | PA      | $32990.00     | 0.00%             | 2031-04-21      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Vici Properties Inc                                                | VICI 4.25 12/01/26 144A                             | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   3293000 | PA      | $3284002.37   | 0.32%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Vici Properties Inc                                                | VICI 4.5 09/01/26 144A                              | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1857796.14   | 0.18%             | 2026-09-01      | Fixed         | 4.50%                 | 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      | $8486452.33   | 0.84%             | 2038-02-18      | Floating      | 4.94%                 | 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        |   2028798 | PA      | $2025855.86   | 0.20%             | 2049-05-12      | Fixed         | 3.21%                 | No            |                  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      | $12540568.32  | 1.24%             | 2049-05-12      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                   | AMCR 1.65 01/15/27                                  | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  17081000 | PA      | $16719899.46  | 1.65%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Dryden 80 CLO Ltd/Dryden 80 CLO LLC                                | DRSLF 2019-80A ARR                                  | CUSIP: 26245JBA5<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   4017450 | PA      | $4015160.37   | 0.40%             | 2033-01-18      | Floating      | 4.62%                 | Yes           |                  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      | $7252477.00   | 0.71%             | 2058-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FHR 4238 TL                                         | CUSIP: 3137B4FD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     15002 | PA      | $14865.71     | 0.00%             | 2027-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                         | CNHI 1.45 07/15/26                                  | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990930.34    | 0.10%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                   | FHR 2770 FH                                         | CUSIP: 31394TZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     64536 | PA      | $64245.41     | 0.01%             | 2034-03-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                         | CNHI 4.5 10/08/27                                   | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   5882000 | PA      | $5878793.66   | 0.58%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IVR-R LTD                                             | GWOLF 2019-1A A1R2                                  | CUSIP: 39809TAW7<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   6444000 | PA      | $6440836.00   | 0.63%             | 2034-04-17      | Floating      | 4.91%                 | Yes           |                  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        |   3233658 | PA      | $3226252.52   | 0.32%             | 2068-04-25      | Variable      | 6.05%                 | 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      | $2473437.50   | 0.24%             | 2036-12-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Jpmccmst 2016-Nine                                                 | JPMCC 2016-NINE B                                   | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1496838.39   | 0.15%             | 2038-09-09      | Variable      | 2.85%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQ LN FDG 24-1 LTD /LLC                                     | PSTAT 2024-1A A1R                                   | CUSIP: 69703NAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9994610.00   | 0.98%             | 2032-10-15      | Variable      | 0.00%                 | 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        |   9911142 | PA      | $9904620.56   | 0.98%             | 2033-07-15      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                     | PENSKE 3.4 11/15/26 144A                            | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   9156000 | PA      | $9088762.27   | 0.90%             | 2026-11-15      | Fixed         | 3.40%                 | 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        |   8789326 | PA      | $8818664.29   | 0.87%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ametek, Inc.                                                       | Ametek, Inc. 0% CP 01/04/2026                       | CUSIP: 03111CD18<br>LEI: 549300WZDEF9KKE40E98 | Long             | STIV             | CORP              | US        |  13000000 | PA      | $12998531.00  | 1.28%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                      | SDART 2025-4 A3                                     | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19220000 | PA      | $19223325.06  | 1.89%             | 2030-04-15      | Fixed         | 4.17%                 | 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      | $4005440.36   | 0.39%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                       | T 3.375 02/29/28                                    | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15870000 | PA      | $15743535.94  | 1.55%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                | FITB 3.8 07/22/26                                   | CUSIP: 200340AQ0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $2033803.55   | 0.20%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                    | URWFP 2.875 01/15/27 144A                           | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |   6192000 | PA      | $6115329.97   | 0.60%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                | CAALT 2023-1A C                                     | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3525000 | PA      | $3577845.39   | 0.35%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Coml T                                                 | WFCM 2016-NXS6 A3                                   | CUSIP: 95000KBA2<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-O            | CORP              | US        |   2176510 | PA      | $2172735.55   | 0.21%             | 2049-11-18      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                     | DTE 4.95 07/01/27                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   9520000 | PA      | $9581937.12   | 0.94%             | 2027-07-01      | Fixed         | 4.95%                 | 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      | $1018148.70   | 0.10%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2022-1                                         | DTAOT 2022-1A D                                     | CUSIP: 23345YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1523053 | PA      | $1520901.21   | 0.15%             | 2027-12-15      | Fixed         | 3.40%                 | 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      | $4931037.58   | 0.49%             | 2028-04-17      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-1                                         | DTAOT 2023-1A D                                     | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3585000 | PA      | $3630367.82   | 0.36%             | 2028-11-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Elmwood Clo VII Ltd.                                               | ELM10 2021-3A X                                     | CUSIP: 29002VAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4360125 | PA      | $4360016.00   | 0.43%             | 2038-07-20      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FNR 2003-81 FE                                      | CUSIP: 31393TKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     48638 | PA      | $48535.10     | 0.00%             | 2033-09-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FNR 2009-32 BH                                      | CUSIP: 31397NZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    128999 | PA      | $130727.13    | 0.01%             | 2039-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association Cincinnati Ohio              | FITB F 01/28/28                                     | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   6730000 | PA      | $6733278.72   | 0.66%             | 2028-01-28      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Hilton Usa Trust 2016-Hhv                                          | HILT 2016-HHV B                                     | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2143620.31   | 0.21%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Hilton Usa Trust 2016-Hhv                                          | HILT 2016-HHV C                                     | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9964573.00   | 0.98%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Trust 2015-1                                    | MCMLT 2015-1 M3                                     | CUSIP: 599809CG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1802716 | PA      | $1790154.93   | 0.18%             | 2056-06-25      | Variable      | 3.76%                 | 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        |   1077591 | PA      | $1073270.27   | 0.11%             | 2041-08-20      | Fixed         | 4.98%                 | 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        |   1894227 | PA      | $1852019.24   | 0.18%             | 2061-12-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| VEGAS TR 2024-TI                                                   | VEGAS 2024-TI A                                     | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13330000 | PA      | $13357481.13  | 1.32%             | 2039-11-14      | Variable      | 5.52%                 | 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      | $6117920.07   | 0.60%             | 2038-08-16      | Floating      | 4.74%                 | 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        |   5012000 | PA      | $4977305.78   | 0.49%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                     | MVWOT 2020-1A A                                     | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1576017 | PA      | $1560328.34   | 0.15%             | 2037-10-20      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                         | OKE 4 07/13/27                                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4210458.94   | 0.41%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                         | OKE 5.55 11/01/26                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $3952788.11   | 0.39%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINL TR 2022-2                                             | OMFIT 2022-2A A                                     | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68077 | PA      | $68083.98     | 0.01%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2019-2                            | OMFIT 2019-2A A                                     | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13460000 | PA      | $13237910.00  | 1.30%             | 2036-10-14      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                            | OMFIT 2021-1A A1                                    | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3420309.90   | 0.34%             | 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        |    345133 | PA      | $345681.12    | 0.03%             | 2034-05-15      | Fixed         | 5.94%                 | 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      | $2006060.00   | 0.20%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VW 3.2 09/26/26 144A                                | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2853000 | PA      | $2835412.42   | 0.28%             | 2026-09-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VW 5.7 09/12/26 144A                                | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2417694.26   | 0.24%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | VW 4.85 08/15/27 144A                               | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3625544.99   | 0.36%             | 2027-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-22

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

**Signature:** Terri Lucas

**Name of Signer:** Terri Lucas

**Title:** Controller & Treasurer