# EDGAR Filing Document

**Accession Number:** 0000914243
**File Stem:** 0001193125-26-246873
**Filing Date:** 2026-5
**Character Count:** 108827
**Document Hash:** 16084366b04cc4935ac2b2f77f608a13
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-246873.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-246873

**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:** 261040287

**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 US Quality Bond Fund (Series ID: S000026604)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000079919 | Class A       | TCPAX           |
| C000079920 | Class C       | TCPCX           |
| C000079921 | Class Y       | TCPYX           |
| C000079922 | Institutional | TCPNX           |
| C000232512 | Class R6      | TIMPX           |

## 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 US Quality Bond Fund

- **b. EDGAR series identifier (if any):** S000026604

- **c. LEI of Series:** 549300YTWIW8QUNO6075

**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:** $576971447.21

**Total Liabilities:** $2082829.31

**Net Assets:** $574888617.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 508.346980865943 | **1-Year:** 12077.249935509705 | **5-Year:** 70664.780701136592 | **10-Year:** 144806.399109584706 | **30-Year:** 37907.624836046470

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

- **3-Month:** 4.778517887479 | **1-Year:** 504.336898932842 | **5-Year:** 2185.342144452387 | **10-Year:** 1102.305571058526 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000079919 | 0.10%                | 1.92%                | -1.85%               |
| Class ID C000079920 | 0.04%                | 1.87%                | -1.80%               |
| Class ID C000079921 | 0.23%                | 1.83%                | -1.72%               |
| Class ID C000079922 | 0.24%                | 1.84%                | -1.71%               |
| Class ID C000232512 | 0.13%                | 1.95%                | -1.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-652418.88              | $-240484.69                                |
| Month 2  | $-1867821.54             | $10897569.12                               |
| Month 3  | $13116.67                | $-12135488.66                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fresb Mortgage Trust                                                    | FRESB 2018-SB54 A10F                                | CUSIP: 30297JAE7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2113016 | PA      | $2081642.28   | 0.36%             | 2028-05-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Fresb Mortgage Trust                                                    | FRESB 2018-SB55 A10F                                | CUSIP: 30297PAJ2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2268190 | PA      | $2234197.27   | 0.39%             | 2028-09-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Fresb Mortgage Trust                                                    | FRESB 2018-SB46 A10F                                | CUSIP: 30306NAF4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1752030 | PA      | $1717312.77   | 0.30%             | 2027-12-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                   | OK OKSDEV 5.09 02/01/2052                           | CUSIP: 6789084B7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2871611.40   | 0.50%             | 2052-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                         | SBATOW 1.631 11/15/26 144A                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $2016476.56   | 0.35%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                   | OK OKSDEV 3.88 05/01/2037                           | CUSIP: 6789084C5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    848568 | PA      | $836171.60    | 0.15%             | 2037-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2013-20E 1                                     | CUSIP: 83162CVN0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2511749 | PA      | $2350176.27   | 0.41%             | 2033-05-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2013-20G 1                                     | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    908084 | PA      | $871861.31    | 0.15%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2024-25B 1                                     | CUSIP: 83162CW25<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   5024860 | PA      | $5126348.89   | 0.89%             | 2049-02-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2014-20H 1                                     | CUSIP: 83162CWL3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1102319 | PA      | $1042210.33   | 0.18%             | 2034-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2014-20K 1                                     | CUSIP: 83162CWR0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1949154 | PA      | $1841840.68   | 0.32%             | 2034-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2015-20I 1                                     | CUSIP: 83162CXG3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    998854 | PA      | $941737.21    | 0.16%             | 2035-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2016-20A 1                                     | CUSIP: 83162CXN8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1950730 | PA      | $1828789.94   | 0.32%             | 2036-01-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2016-20B 1                                     | CUSIP: 83162CXP3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1726650 | PA      | $1594037.25   | 0.28%             | 2036-02-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2016-20E 1                                     | CUSIP: 83162CXU2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1928100 | PA      | $1778370.40   | 0.31%             | 2036-05-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2016-20F 1                                     | CUSIP: 83162CXV0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1950833 | PA      | $1780796.27   | 0.31%             | 2036-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2024-25I 1                                     | CUSIP: 83162CY49<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   5426735 | PA      | $5375951.73   | 0.94%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2024-25K 1                                     | CUSIP: 83162CY98<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   7759433 | PA      | $7874872.88   | 1.37%             | 2049-11-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2016-20L 1                                     | CUSIP: 83162CYE7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3155057 | PA      | $2972719.14   | 0.52%             | 2036-12-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                 | WTRG 4.276 05/01/49                                 | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $1713501.55   | 0.30%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II (Multi-Property) Lease-Backed Pass-Through Trust          | ATTRII 6.088 12/15/44 144A                          | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3955731 | PA      | $3919019.68   | 0.68%             | 2044-12-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2017-20E 1                                     | CUSIP: 83162CYQ0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2394580 | PA      | $2250817.56   | 0.39%             | 2037-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-                                     | CHI 2025-SFT A                                      | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2888262.68   | 0.50%             | 2042-04-17      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Kansas Securitization I LLC                                | ATO 5.155 03/01/33                                  | CUSIP: 04956GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2292901 | PA      | $2320268.17   | 0.40%             | 2033-03-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN AH8854                                           | CUSIP: 3138AAZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330528 | PA      | $327098.19    | 0.06%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2017-20F 1                                     | CUSIP: 83162CYR8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2377017 | PA      | $2229999.47   | 0.39%             | 2037-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| DALLAS TEX AREA RAPID TRAN                                              | TX DALTRN 6 12/01/2044                              | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1831092.79   | 0.32%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN AM9682                                           | CUSIP: 3138LAXL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3967524 | PA      | $3463718.85   | 0.60%             | 2045-08-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2017-20K 1                                     | CUSIP: 83162CYZ0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2897378 | PA      | $2723416.82   | 0.47%             | 2037-11-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN AN2418                                           | CUSIP: 3138LEVL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2971769.34   | 0.52%             | 2026-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2024-25L 1                                     | CUSIP: 83162CZ30<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3901663 | PA      | $3935382.44   | 0.68%             | 2049-12-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN AN6828                                           | CUSIP: 3138LKSS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1174849 | PA      | $1138025.39   | 0.20%             | 2032-09-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2017-20L 1                                     | CUSIP: 83162CZA4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1297621 | PA      | $1209486.45   | 0.21%             | 2037-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN AN8089                                           | CUSIP: 3138LL7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2629423.26   | 0.46%             | 2038-01-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                            | B 0 06/11/26                                        | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4964480.30   | 0.86%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2018-20A 1                                     | CUSIP: 83162CZC0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2913180 | PA      | $2710595.94   | 0.47%             | 2038-01-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN AT0924                                           | CUSIP: 3138WNA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75708 | PA      | $73992.92     | 0.01%             | 2028-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBIC 2021-10B 1                                     | CUSIP: 831641FS9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3635992 | PA      | $3236216.21   | 0.56%             | 2031-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN BL3622                                           | CUSIP: 3140HVAY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3860363 | PA      | $3834037.41   | 0.67%             | 2026-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBIC 2023-10B 1                                     | CUSIP: 831641FW0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2370846 | PA      | $2457327.08   | 0.43%             | 2033-09-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN BS5630                                           | CUSIP: 3140LGHG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3344710 | PA      | $3228240.35   | 0.56%             | 2032-11-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBIC 2024-10A 1                                     | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2400022 | PA      | $2406029.78   | 0.42%             | 2034-03-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN FS1887                                           | CUSIP: 3140XHCZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6386039 | PA      | $5675210.72   | 0.99%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBIC 2024-10B 1                                     | CUSIP: 831641FY6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   5105117 | PA      | $5054140.64   | 0.88%             | 2034-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN FS7798                                           | CUSIP: 3140XPUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2332814 | PA      | $2406848.91   | 0.42%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I 2023-GRIDI                                             | SNVA 2023-GRID1 1A                                  | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429330 | PA      | $419931.15    | 0.07%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                            | SNVA 2024-GRID1 1A                                  | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2519118 | PA      | $2440478.40   | 0.42%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                   | TIAAGL 4.9 09/15/44 144A                            | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2802000 | PA      | $2494685.89   | 0.43%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                              | AMT 3.125 01/15/27                                  | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2472718.60   | 0.43%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                              | AMT 4.9 03/15/30                                    | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018717.00   | 0.35%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                | DUK 6.3 04/01/38                                    | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $2238536.81   | 0.39%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                             | EXC 5.9 03/15/36                                    | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $2133904.15   | 0.37%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fresb 2015-Sb9 Mortgage Trust                                           | FRESB 2015-SB9 A5                                   | CUSIP: 30293VAJ3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    524369 | PA      | $521357.26    | 0.09%             | 2035-11-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                       | CMPDC 2025-2A A1                                    | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2952679.50   | 0.51%             | 2050-11-28      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                | T 6.8 05/15/36                                      | CUSIP: 00206RAB8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1168504.07   | 0.20%             | 2036-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Towers LLC                                                 | CROCAS 4.241 07/15/28 144A                          | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1435670.50   | 0.25%             | 2048-07-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                | T 6.25 03/29/41                                     | CUSIP: 00206RJF0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279360.51   | 0.22%             | 2041-03-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance, LLC                                | DUK 2.858 03/01/33 2032                             | CUSIP: 26444GAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1739330.72   | 0.30%             | 2033-03-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                | T 4.85 07/15/45                                     | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1304523.38   | 0.23%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EAST BAY CALIF MUN UTIL DIST                                            | CA EBYWTR 5.87 06/01/2040                           | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2345000 | PA      | $2455905.37   | 0.43%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fresb 2017-Sb27 Mortgage Trust                                          | FRESB 2017-SB27 A10F                                | CUSIP: 302948AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125814 | PA      | $124925.41    | 0.02%             | 2027-01-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Brazos Securitization LLC                                               | BRELPO 5.243 09/01/40 144A                          | CUSIP: 106230AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487694.48   | 0.26%             | 2042-09-01      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Empire District Bondco LLC                                              | AQNCN 4.943 01/01/33 A-1                            | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2025483 | PA      | $2052156.45   | 0.36%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                         | CVSPAS 6.036 12/10/28                               | CUSIP: 126650BP4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1074873 | PA      | $1084928.02   | 0.19%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Fishers Lane Associates LLC                                             | FSHERS 3.666 08/05/30                               | CUSIP: 33803WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815893 | PA      | $771483.40    | 0.13%             | 2030-08-05      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| CVS Lease Backed Pass Thru Ctf                                          | CVSPAS 4.704 01/10/36 144A                          | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950222 | PA      | $896762.39    | 0.16%             | 2036-01-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Fishers Lane Associates LLC                                             | FSHERS 5.477 08/05/40                               | CUSIP: 33803WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $952860.10    | 0.17%             | 2040-08-05      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                | G2 MA8795                                           | CUSIP: 36179XXY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5283533 | PA      | $4555090.58   | 0.79%             | 2053-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fresb 2016-Sb17 Mortgage Trust                                          | FRESB 2016-SB17 A5H                                 | CUSIP: 30294UAB1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      4231 | PA      | $4215.80      | 0.00%             | 2036-05-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | G2 MA9171                                           | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4177000 | PA      | $4223511.83   | 0.73%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | G2 MA9418                                           | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2241944 | PA      | $2011481.58   | 0.35%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | G2 785631                                           | CUSIP: 3622ABEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146280 | PA      | $145598.02    | 0.03%             | 2067-05-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                     | NY PORTRN 4.93 10/01/2051                           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1301947.22   | 0.23%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K61 Mortgage Trust                                           | FREMF 2017-K61 B                                    | CUSIP: 30296AAS6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2450000 | PA      | $2426232.55   | 0.42%             | 2049-12-25      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust Commercial Mortgage Pass Through Certificates 2021-Ova | SLG 2021-OVA A                                      | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2185000 | PA      | $1943490.86   | 0.34%             | 2041-07-17      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Avista Corporation                                                      | AVA 4.35 06/01/48                                   | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2620079.48   | 0.46%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                          | FREMF 2018-K74 B                                    | CUSIP: 30296LAG8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1200000 | PA      | $1180597.32   | 0.21%             | 2051-02-25      | Variable      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH                                        | CA CASMED 4.14 06/01/2034                           | CUSIP: 13032UD39<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    875000 | PA      | $843168.99    | 0.15%             | 2034-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fremf 2017 K65 Mortgage Trust                                           | FREMF 2017-K65 B                                    | CUSIP: 30302XAE9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1450000 | PA      | $1441303.63   | 0.25%             | 2050-07-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FHMS KW03 A1                                        | CUSIP: 3137FAQD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    126824 | PA      | $126127.23    | 0.02%             | 2026-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH                                        | CA CASMED 2.7 06/01/2030                            | CUSIP: 13032UVH8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $942270.60    | 0.16%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fremf 2017 K69 Mortgage Trust                                           | FREMF 2017-K69 B                                    | CUSIP: 30305KAG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    525000 | PA      | $516665.31    | 0.09%             | 2049-10-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                  | FHMR 2024-P015 A                                    | CUSIP: 3137HDJM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5103378 | PA      | $4986026.11   | 0.87%             | 2033-01-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH                                        | CA CASMED 2.23 06/01/2032                           | CUSIP: 13032UXU7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1760081.80   | 0.31%             | 2032-06-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Fremf Mtg Tr 2017-K66                                                   | FREMF 2017-K66 B                                    | CUSIP: 35708QAU7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2545000 | PA      | $2524197.68   | 0.44%             | 2050-08-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA MUN FIN AUTH                                                 | CA CASFIN 2.52 10/01/2035                           | CUSIP: 13049GAA8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1111365.22   | 0.19%             | 2035-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                        | GATX 1.9 06/01/31                                   | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $930567.39    | 0.16%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| California Water Service Company                                        | CWT 5.5 12/01/40 PPP                                | CUSIP: 130789AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1600845.99   | 0.28%             | 2040-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                        | GATX 5.5 06/15/35                                   | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026525.46   | 0.53%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canal Barge Inc.                                                        | CNLBRG 4.5 11/12/34                                 | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1509082.92   | 0.26%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                    | JPM V2.58 04/22/32                                  | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4517838.65   | 0.79%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2010-20I 1                                     | CUSIP: 83162CTN3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    739694 | PA      | $716147.23    | 0.12%             | 2030-09-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2023-25H 1                                     | CUSIP: 83162CU35<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2646069 | PA      | $2711754.29   | 0.47%             | 2048-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2024-25A 1                                     | CUSIP: 83162CV83<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   5324709 | PA      | $5426328.81   | 0.94%             | 2049-01-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2013-20C 1                                     | CUSIP: 83162CVK6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2136641 | PA      | $1996320.93   | 0.35%             | 2033-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                         | CSX 6.15 05/01/37                                   | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1623454.10   | 0.28%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| J G Wentworth Xlii Llc                                                  | HENDR 2018-2A A                                     | CUSIP: 46590UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2668592 | PA      | $2491040.49   | 0.43%             | 2075-10-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| MKT 2020-525M MORTGAGE TRUST                                            | MKT 2020-525M A                                     | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2302169.33   | 0.40%             | 2040-02-12      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Jgwpt Xxv Llc                                                           | HENDR 2012-1A A                                     | CUSIP: 46616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488347 | PA      | $1425212.31   | 0.25%             | 2065-02-16      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Southaven Combined Cycle Generation LLC - TVA                           | SCCGLL 3.846 08/15/33                               | CUSIP: 841215AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1424460 | PA      | $1374012.95   | 0.24%             | 2033-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                      | SO 4.95 09/15/34                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479058.89   | 0.26%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                          | GL 4.55 09/15/28                                    | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2595693.42   | 0.45%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Jgwpt Xxvi Llc                                                          | HENDR 2012-2A A                                     | CUSIP: 46616YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    754496 | PA      | $702459.79    | 0.12%             | 2059-10-15      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Jgwpt Xxvii                                                             | HENDR 2012-3A A                                     | CUSIP: 46617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1154863 | PA      | $1049841.70   | 0.18%             | 2065-09-15      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                     | NY PORTRN 4.96 08/01/2046                           | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1063949.34   | 0.19%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2018-20C 1                                     | CUSIP: 83162CZH9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3262603 | PA      | $3102616.26   | 0.54%             | 2038-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Jgwpt Xxix Llc                                                          | HENDR 2014-1A A                                     | CUSIP: 46617TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281409 | PA      | $1208843.10   | 0.21%             | 2063-03-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2018-25D 1                                     | CUSIP: 83162CZX4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1432358 | PA      | $1345559.20   | 0.23%             | 2043-10-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2018-20K 1                                     | CUSIP: 83162CZZ9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2444883 | PA      | $2377709.61   | 0.41%             | 2038-11-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission, L.P.                                        | SEP 7 07/15/32                                      | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1555869.27   | 0.27%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS TRANSN COMMN ST HWY FD                                            | TX TXSTRN 5.18 04/01/2030                           | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |   2640000 | PA      | $2685887.69   | 0.47%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                       | CCI 4.3 02/15/29                                    | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2964084.48   | 0.52%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JG Wentworth Co                                                         | HENDR 2015-1A A                                     | CUSIP: 46618LAA8<br>LEI: 549300L1ZGKRJDEO8G69 | Long             | ABS-O            | CORP              | US        |    915599 | PA      | $813901.38    | 0.14%             | 2072-09-15      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2025-25H 1                                     | CUSIP: 83162C2S1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2694358 | PA      | $2743772.21   | 0.48%             | 2050-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Smithsonian Institution LLC                                             | SMITHI 2.645 09/01/39                               | CUSIP: 832432AU2<br>LEI: 549300ZJ87IUCDSX4306 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2007124.87   | 0.35%             | 2039-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2017-H11 FV                                     | CUSIP: 38376R3P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    309258 | PA      | $309207.21    | 0.05%             | 2067-05-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2012-46 C                                       | CUSIP: 38378BSU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    220994 | PA      | $218827.70    | 0.04%             | 2050-05-16      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2013-59 A                                       | CUSIP: 38378KMZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     15179 | PA      | $14337.36     | 0.00%             | 2045-07-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2013-121 AB                                     | CUSIP: 38378KT41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    459120 | PA      | $437185.34    | 0.08%             | 2044-08-16      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2015-37 AD                                      | CUSIP: 38379KFN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    339239 | PA      | $320850.98    | 0.06%             | 2055-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JG Wentworth Co                                                         | HENDR 2015-2A A                                     | CUSIP: 46619RAA4<br>LEI: 549300L1ZGKRJDEO8G69 | Long             | ABS-O            | CORP              | US        |   2383734 | PA      | $2178649.32   | 0.38%             | 2058-03-15      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2015-32 HG                                      | CUSIP: 38379KGL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2540000 | PA      | $2114314.29   | 0.37%             | 2049-09-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2015-73 B                                       | CUSIP: 38379KLY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    644277 | PA      | $604561.03    | 0.11%             | 2055-10-16      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2017-46 AB                                      | CUSIP: 38379U7J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    662656 | PA      | $569207.59    | 0.10%             | 2052-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2019-H15 GA                                     | CUSIP: 38380LD26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    282088 | PA      | $275300.29    | 0.05%             | 2069-08-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2020-113 AF                                     | CUSIP: 38380PS21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3613433 | PA      | $2474504.99   | 0.43%             | 2062-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27                                          | BBCMS 2024-5C27 A2                                  | CUSIP: 05555FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2982677 | PA      | $3046504.56   | 0.53%             | 2057-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2020-118 AB                                     | CUSIP: 38380PZ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4758647 | PA      | $3842374.17   | 0.67%             | 2062-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Idaho Power Company                                                     | IDA 5.5 03/15/53 MTN                                | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1906780.94   | 0.33%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                           | BANNER 2.48 01/01/32                                | CUSIP: 06654DAF4<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3099346.46   | 0.54%             | 2032-01-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Pulte Group Inc                                                         | PHM 7.875 06/15/32                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1785000 | PA      | $2042510.60   | 0.36%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I, LLLC                                                  | QTS 2025-1A A2                                      | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3030000 | PA      | $2996246.10   | 0.52%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2019-25B 1                                     | CUSIP: 83162CA94<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2246960 | PA      | $2078778.61   | 0.36%             | 2044-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2019-25E 1                                     | CUSIP: 83162CB93<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1927962 | PA      | $1756683.11   | 0.31%             | 2044-05-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2020-25I 1                                     | CUSIP: 83162CG98<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2818738 | PA      | $2270496.16   | 0.39%             | 2045-09-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2021-25I 1                                     | CUSIP: 83162CL92<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   4072414 | PA      | $3376247.00   | 0.59%             | 2046-09-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                   | BAC V6.204 11/10/28                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2593505.85   | 0.45%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2021-21 AF                                      | CUSIP: 38380RTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2113089 | PA      | $1483773.86   | 0.26%             | 2063-06-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2021-22 AD                                      | CUSIP: 38380RTZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3539243 | PA      | $2630233.50   | 0.46%             | 2062-10-16      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2025-145 AK                                     | CUSIP: 38381MC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6966093 | PA      | $7268442.52   | 1.26%             | 2067-05-16      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| DOLP 2021-NYC                                                           | DOLP 2021-NYC A                                     | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2691233.10   | 0.47%             | 2041-05-10      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2025-142 BA                                     | CUSIP: 38381MR69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5968154 | PA      | $6166680.34   | 1.07%             | 2067-03-16      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                     | D 5.45 03/15/35                                     | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2550552.40   | 0.44%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2025-126 BA                                     | CUSIP: 38381PYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3068833 | PA      | $3173690.49   | 0.55%             | 2067-05-16      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FR SD7152                                           | CUSIP: 3132DU5M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4832017 | PA      | $4981625.11   | 0.87%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2025-185 AM                                     | CUSIP: 38381SCH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5858375 | PA      | $6092651.98   | 1.06%             | 2067-10-16      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FR WN2615                                           | CUSIP: 3132XG3Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2969122.14   | 0.52%             | 2031-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2025-162 BA                                     | CUSIP: 38383JAV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6812927 | PA      | $7070613.50   | 1.23%             | 2068-02-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FR WN2314                                           | CUSIP: 3132XGSC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3358000 | PA      | $3352725.86   | 0.58%             | 2033-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GNR 2025-153 AK                                     | CUSIP: 38383JCL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5977716 | PA      | $6272472.29   | 1.09%             | 2067-08-16      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FR WN2381                                           | CUSIP: 3132XGUF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2001266.66   | 0.35%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FR RA8086                                           | CUSIP: 3133KP6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4914765 | PA      | $4900157.42   | 0.85%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                      | D 4.6 06/15/43                                      | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $1873976.22   | 0.33%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                      | TMUS 4.375 04/15/40                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3519769.88   | 0.61%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                   | PNC 2.7 10/22/29 BKNT                               | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3293811.50   | 0.57%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR4 TRUST                                    | PROG 2025-SFR4 B                                    | CUSIP: 74290JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $315204.96    | 0.05%             | 2042-08-19      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp.                                                   | PROTLI 8.45 10/15/39                                | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1545653.59   | 0.27%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Totem Ocean Trailer Express, Inc.                                       | TOTEM 6.365 04/15/28 02-1                           | CUSIP: 89152TAA3<br>LEI: 5493002RE7DLGF24SB92 | Long             | DBT              | CORP              | US        |    366000 | PA      | $372607.68    | 0.06%             | 2028-04-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| TOTE Shipholdings Inc                                                   | TOTSHP 3.4 10/16/40                                 | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1790986.66   | 0.31%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRAVIS CNTY TEX HSG FIN CORP                                            | TX TRAMFH 2.55 07/01/2042                           | CUSIP: 89438UBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1272687 | PA      | $848544.21    | 0.15%             | 2042-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                           | SP 0 05/15/43                                       | CUSIP: 912803EC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21540000 | PA      | $9269774.97   | 1.61%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                           | SP 0 05/15/45                                       | CUSIP: 912803EN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19894000 | PA      | $7650126.69   | 1.33%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                           | SP 0 02/15/51                                       | CUSIP: 912803FV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26500000 | PA      | $7564155.23   | 1.32%             | 2051-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                      | MET 3.05 06/17/29 144A                              | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1433214.89   | 0.25%             | 2029-06-17      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                      | MET 4.3 08/25/29 144A                               | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981420.86   | 0.34%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| OHIO HSG FIN AGY                                                        | OH OHSSFH 2.65 11/01/2041                           | CUSIP: 6773772P7<br>LEI: 549300K10X7VPG6JVX38 | Long             | DBT              | MUN               | US        |   1103000 | PA      | $965449.39    | 0.17%             | 2041-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                              | UNM 7.25 03/15/28                                   | CUSIP: 743862AA2<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2370081.01   | 0.41%             | 2028-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                              | UNM 7.19 02/01/28 MTNC                              | CUSIP: 90313QAQ8<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1142336.20   | 0.20%             | 2028-02-01      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                           | USB V5.85 10/21/33                                  | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1575739.74   | 0.27%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | CGCMT 2020-555 A                                    | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2985000 | PA      | $2702305.58   | 0.47%             | 2041-12-12      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Cleco Securitization I LLC                                              | CNL 4.646 09/01/42 A-2                              | CUSIP: 185512AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3158217.14   | 0.55%             | 2042-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FN MA4269                                           | CUSIP: 31418DW73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3048742 | PA      | $2759032.53   | 0.48%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FN MA4709                                           | CUSIP: 31418EGT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3824047 | PA      | $3790575.06   | 0.66%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FN MA5073                                           | CUSIP: 31418ET75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3466796 | PA      | $3553254.24   | 0.62%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNSF Railway Co 2015-1 Pass Through Trust                               | BNSF 3.442 06/16/28 144A                            | CUSIP: 05581JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687050 | PA      | $675458.64    | 0.12%             | 2028-06-16      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C7 MORTGAGE TRUST                                             | BMO 2024-5C7 A2                                     | CUSIP: 09660WAT8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3036372.00   | 0.53%             | 2057-11-19      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                           | CA CAS 7.3 10/01/2039                               | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2675000 | PA      | $3073034.12   | 0.53%             | 2039-10-01      | Fixed         | 7.30%                 | 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        |   2610000 | PA      | $2573311.70   | 0.45%             | 2027-01-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2021-25L 1                                     | CUSIP: 83162CM83<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   4634121 | PA      | $3914811.13   | 0.68%             | 2046-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2022-25C 1                                     | CUSIP: 83162CN82<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2794817 | PA      | $2462645.97   | 0.43%             | 2047-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2022-25D 1                                     | CUSIP: 83162CP23<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1978278 | PA      | $1848615.51   | 0.32%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2022-25G 1                                     | CUSIP: 83162CQ22<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2720631 | PA      | $2629001.48   | 0.46%             | 2047-07-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2022-25H 1                                     | CUSIP: 83162CQ48<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3377503 | PA      | $3233001.56   | 0.56%             | 2047-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2022-25I 1                                     | CUSIP: 83162CQ71<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   8020492 | PA      | $7789612.92   | 1.35%             | 2047-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2006-20H 1                                     | CUSIP: 83162CQL0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     15988 | PA      | $16021.29     | 0.00%             | 2026-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2006-20K 1                                     | CUSIP: 83162CQR7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     11698 | PA      | $11726.55     | 0.00%             | 2026-11-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2006-20L 1                                     | CUSIP: 83162CQS5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     21989 | PA      | $22010.93     | 0.00%             | 2026-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2007-20A 1                                     | CUSIP: 83162CQU0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     19527 | PA      | $19598.04     | 0.00%             | 2027-01-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2007-20E 1                                     | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     54300 | PA      | $54255.07     | 0.01%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2007-20F 1                                     | CUSIP: 83162CRB1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    104709 | PA      | $105346.11    | 0.02%             | 2027-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2007-20L 1                                     | CUSIP: 83162CRL9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    114209 | PA      | $114559.55    | 0.02%             | 2027-12-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2008-20A 1                                     | CUSIP: 83162CRN5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     45692 | PA      | $45904.75     | 0.01%             | 2028-01-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2023-25C 1                                     | CUSIP: 83162CS61<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2044640 | PA      | $2072349.75   | 0.36%             | 2048-03-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2008-20K 1                                     | CUSIP: 83162CSD6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     72134 | PA      | $73381.48     | 0.01%             | 2028-11-01      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                 | SORT 2021-1A A1                                     | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2257705 | PA      | $1816040.58   | 0.32%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CD 2006-Cd3 Mtg Tr                                                      | CD 2006-CD3 AJ                                      | CUSIP: 14986DAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13992 | PA      | $13190.70     | 0.00%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2025-VLT7 A                                      | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $776587.50    | 0.14%             | 2044-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2025-VLT7 B                                      | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $377743.75    | 0.07%             | 2044-07-15      | Floating      | 5.67%                 | 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        |    469096 | NS      | $469095.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                   | FN 888829                                           | CUSIP: 31410GPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415126 | PA      | $414020.60    | 0.07%             | 2037-06-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                          | KR 7.7 06/01/29 +B                                  | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3642032.15   | 0.63%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                         | NATMUT 4.35 04/30/50 144A                           | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1136808.12   | 0.20%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN                         | CA SFOWTR 6.95 11/01/2050                           | CUSIP: 79765RTL3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   1465000 | PA      | $1615265.05   | 0.28%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                               | UNP 4.85 06/15/44                                   | CUSIP: 907818DX3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $865057.60    | 0.15%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Railroad Co.                                              | UNP 3.227 05/14/26 14-1                             | CUSIP: 907825AA1<br>LEI: 549300E5Y4M86FFRWP82 | Long             | ABS-O            | CORP              | US        |   1037455 | PA      | $1036382.20   | 0.18%             | 2026-05-14      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                | VA VASHSG 2.75 04/25/2042                           | CUSIP: 92812UK56<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    325883 | PA      | $287356.00    | 0.05%             | 2042-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                | VA VASHSG 2.95 10/25/2049                           | CUSIP: 92812UQ76<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    814015 | PA      | $720800.96    | 0.13%             | 2049-10-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBIC 2023-10A 1                                     | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3771965 | PA      | $3838031.01   | 0.67%             | 2033-03-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2009-20C 1                                     | CUSIP: 83162CSK0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    131814 | PA      | $131524.58    | 0.02%             | 2029-03-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2009-20D 1                                     | CUSIP: 83162CSL8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     77423 | PA      | $76932.86     | 0.01%             | 2029-04-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2009-20E 1                                     | CUSIP: 83162CSN4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    163495 | PA      | $162562.35    | 0.03%             | 2029-05-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2009-20F 1                                     | CUSIP: 83162CSP9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     76282 | PA      | $76684.15     | 0.01%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2009-20J 1                                     | CUSIP: 83162CSV6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    220957 | PA      | $219444.38    | 0.04%             | 2029-10-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2023-20E 1                                     | CUSIP: 83162CT37<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2249485 | PA      | $2227820.35   | 0.39%             | 2043-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2023-25F 1                                     | CUSIP: 83162CT60<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   5200233 | PA      | $5258352.59   | 0.91%             | 2048-06-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2023-25G 1                                     | CUSIP: 83162CT94<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3300055 | PA      | $3386668.45   | 0.59%             | 2048-07-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2010-20F 1                                     | CUSIP: 83162CTH6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    376958 | PA      | $373170.90    | 0.06%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBIC 2017-10A 1                                     | CUSIP: 831641FH3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    538474 | PA      | $531769.60    | 0.09%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust 2016-3A                            | AAL 3 10/15/28                                      | CUSIP: 023771R91<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2868396 | PA      | $2779306.98   | 0.48%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBIC 2017-10B 1                                     | CUSIP: 831641FJ9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    426545 | PA      | $418581.61    | 0.07%             | 2027-09-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FNA 2017-M15 ATS2                                   | CUSIP: 3136AY6U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1987463 | PA      | $1965545.09   | 0.34%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                            | T 2.25 08/15/46                                     | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $8167480.50   | 1.42%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Express Corporation                                             | FDX 1.875 02/20/34                                  | CUSIP: 314353AA1<br>LEI: 2138002VCAKQQ63C7C03 | Long             | ABS-O            | CORP              | US        |   1440037 | PA      | $1239769.67   | 0.22%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                            | T 1.875 02/15/51                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $5011523.46   | 0.87%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                     | FITB V6.339 07/27/29                                | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036594.62   | 0.18%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                            | T 2.875 05/15/52                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6140000 | PA      | $4269218.75   | 0.74%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                     | FITB V5.631 01/29/32                                | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2060045.34   | 0.36%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                            | T 3.5 02/15/33                                      | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27245000 | PA      | $26226505.34  | 4.56%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                | MN MNSHSG 1.58 02/01/2051                           | CUSIP: 60416QJA3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   2940056 | PA      | $2235550.26   | 0.39%             | 2051-02-01      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc.                                                | PIEDGA 2.044 01/01/32 2032                          | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3443738.57   | 0.60%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| NEVADA HSG DIV                                                          | NV NVSSFH 1.9 11/01/2044                            | CUSIP: 641279NX8<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |   1370163 | PA      | $1119541.08   | 0.19%             | 2044-11-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XV Ltd.                                            | NEUB 2021-42A AR                                    | CUSIP: 64133WAL9<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3490375.00   | 0.61%             | 2036-07-16      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Company                                                    | BRKHEC 5.45 05/15/41                                | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2928511.59   | 0.51%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                      | PCG 5.099 06/01/52 A-5                              | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1926880.26   | 0.34%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                              | PPL 5.125 11/01/40                                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2261867.35   | 0.39%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LOGISTICS 1 MI TN VA THRU TR                                            | LOGONE 2.654 10/10/42 144A                          | CUSIP: 54143MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2326563 | PA      | $1863260.35   | 0.32%             | 2042-10-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| LOUISIANA HSG CORP                                                      | LA LASSFH 2.88 11/01/2038                           | CUSIP: 54627DBX8<br>LEI: 549300VL35TBE7RSJH61 | Long             | DBT              | MUN               | US        |    257300 | PA      | $223320.10    | 0.04%             | 2038-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH                  | LA LASGOV 4.14 02/01/2033                           | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4423858.25   | 0.77%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                         | NATMUT 9.375 08/15/39 144A                          | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   2419000 | PA      | $3101110.01   | 0.54%             | 2039-08-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2025-25C 1                                     | CUSIP: 83162C2B8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   4755614 | PA      | $4843826.49   | 0.84%             | 2050-03-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                           | SBAP 2019-20A 1                                     | CUSIP: 83162CA60<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1507702 | PA      | $1435934.18   | 0.25%             | 2039-01-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                      | DFC 1.87 11/20/37 8                                 | CUSIP: 90376PEM9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | ABS-O            | USGA              | US        |   1953756 | PA      | $1643283.87   | 0.29%             | 2037-11-20      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust Series 2016-2                        | UAL 2.875 10/07/28 AA                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484180 | PA      | $467020.22    | 0.08%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                  | UAL 5.8 01/15/36                                    | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |   2731884 | PA      | $2813207.88   | 0.49%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                    | URI 4.875 01/15/28                                  | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1592180.16   | 0.28%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                    | URI 6 12/15/29 144A                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1321074.30   | 0.23%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                | VA VASHSG 2.12 07/25/2051                           | CUSIP: 92812UR26<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   2142746 | PA      | $1693190.90   | 0.29%             | 2051-07-25      | Fixed         | 2.12%                 | No            |                  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