# EDGAR Filing Document

**Accession Number:** 0001762332
**File Stem:** 0002048251-26-002528
**Filing Date:** 2026-3
**Character Count:** 86264
**Document Hash:** da8433df352b90a98e6728808d1c59ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-002528.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0002048251-26-002528

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Frost Family of Funds
- **CENTRAL INDEX KEY:** 0001762332

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23410
- **FILM NUMBER:** 26818809

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** (610) 676-1000

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### FROST CREDIT FUND (Series ID: S000065041)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000210574 | Institutional Class Shares | FCFIX           |
| C000210575 | Investor Class Shares      | FCFAX           |
| C000210576 | A Class Shares             | FCFBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Frost Family of Funds

- **b. Investment Company Act file number:** 811-23410

- **c. CIK number of Registrant:** 0001762332

- **d. LEI of Registrant:** 549300NT5CDF9X050U77

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8774463863

**Item A.2. Information about the Series.**

- **a. Name of Series:** Frost Credit Fund

- **b. EDGAR series identifier (if any):** S000065041

- **c. LEI of Series:** 5493006QJQH6JIGJRN92

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $520435213.14

**Total Liabilities:** $3286289.67

**Net Assets:** $517148923.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -690.79424828 | **1-Year:** -13036.37180198 | **5-Year:** -45316.56263781 | **10-Year:** -61369.20496836 | **30-Year:** -37515.44051134

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

- **3-Month:** -958.09407255 | **1-Year:** -14737.07366258 | **5-Year:** -45458.84497438 | **10-Year:** -29153.07311667 | **30-Year:** -770.80114564

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210575 | 0.68%                | -0.24%               | 0.23%                |
| Class ID C000210574 | 0.69%                | -0.22%               | 0.25%                |
| Class ID C000210576 | -1.86%               | -2.73%               | -2.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1213303.02             | $2210749.58                                |
| Month 2  | $-1857409.32             | $-1899084.27                               |
| Month 3  | $-30707.70               | $-1181554.88                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TEXTAINER MARINE CONTAINERS LIMITED                | TEXTAINER MARINE CONTAINERS VII LTD TMCL 2024-1A B                      | CUSIP: 88316AAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |   2615750 | PA      | $2620140.82   | 0.51%             | 2049-08-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                           | BENCHMARK 2020-B21 MORTGAGE TRUST BMARK 2020-B21 D                      | CUSIP: 08163LBC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $696026.60    | 0.13%             | 2053-12-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                   | DEUTSCHE BANK AG/NEW YORK NY 7.146000% 07/13/2027                       | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   1000000 | PA      | $1013572.80   | 0.20%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-3 D        | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3057837.60   | 0.59%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | FOUNDRY JV HOLDCO LLC 144A 5.875000% 01/25/2034                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4134661.12   | 0.80%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                   | CIFC FUNDING 2021-IV LTD CIFC 2021-4A CR                                | CUSIP: 12547DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750955.50   | 0.34%             | 2037-07-23      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                        | SWEDBANK AB 7.750000% MATURITY: PERPETUAL                               | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | NUSS              | SE        |   2000000 | PA      | $2162480.00   | 0.42%             | 2174-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CRUISE YACHT UPPER HOLDCO LTD                      | CRUISE YACHT UPPER HOLDCO LTD 11.875000% 07/05/2028                     | CUSIP: N/A<br>LEI: 984500DE088QEE80G074       | Long             | DBT              | NUSS              | LU        |   4000000 | PA      | $3576177.40   | 0.69%             | 2028-07-05      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| nVent Finance S.a r.l.                             | NVENT FINANCE SARL 5.650000% 05/15/2033                                 | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | NUSS              | GB        |   3000000 | PA      | $3128174.34   | 0.60%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION         | ZIONS BANCORP NA 6.816000% 11/19/2035                                   | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3181162.50   | 0.62%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD              | GOLDENTREE LOAN MANAGEMENT US CLO 19 LTD GLM 2024-19A B                 | CUSIP: 38138WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3000492.00   | 0.58%             | 2037-04-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                | BROWN & BROWN INC 5.650000% 06/11/2034                                  | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3089674.11   | 0.60%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD                              | SYCAMORE TREE CLO 2025-6 LTD STCP 2025-6A A1                            | CUSIP: 87122HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10120000 | PA      | $10127215.56  | 1.96%             | 2038-04-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST                      | CARNOW AUTO RECEIVABLES TRUST 2021-2 CNART 2021-2A E                    | CUSIP: 14369HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    366135 | PA      | $364855.93    | 0.07%             | 2028-02-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM2 GSMBS 2025-NQM2 A2        | CUSIP: 36272EAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4075919 | PA      | $4124830.71   | 0.80%             | 2065-06-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                 | BOEING CO/THE 8.625000% 11/15/2031                                      | CUSIP: 097023AG0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2594000 | PA      | $3069709.67   | 0.59%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 EART 2024-5A E               | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3250000 | PA      | $3357764.80   | 0.65%             | 2032-05-17      | Fixed         | 7.22%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                              | BLUEMOUNTAIN CLO XXX LTD BLUEM 2020-30A ER                              | CUSIP: 09630RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1978382.00   | 0.38%             | 2035-04-15      | Floating      | 10.37%                | Yes           |                  2 | On Loan: No      |
| N/A                                                | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |     55036 | PA      | $55035.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI FUNDING LLC                                    | CLI FUNDING IX LLC CLIF 2024-1A B                                       | CUSIP: 12571WAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1722000 | PA      | $1728072.50   | 0.33%             | 2049-07-20      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                  | BATTALION CLO XXVIII LTD BATLN 2025-28A B                               | CUSIP: 07135AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1340000 | PA      | $1341707.16   | 0.26%             | 2038-01-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| OT MIDCO INC.                                      | OT MIDCO INC 144A 10.000000% 02/15/2030                                 | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $3730455.20   | 0.72%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                       | DEXT ABS 2025-1 LLC DEXT 2025-1 D                                       | CUSIP: 252154AF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3047117.10   | 0.59%             | 2036-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| TIC HOME IMPROVEMENT TRUST                         | TIC HOME IMPROVEMENT TRUST 2024-A TIC 2024-A B                          | CUSIP: 87252DAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $504518.20    | 0.10%             | 2046-10-15      | Fixed         | 7.89%                 | Yes           |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                       | SAFCO AUTO RECEIVABLES TRUST 2024-1 SAFCO 2024-1A E                     | CUSIP: 78637EAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $511702.00    | 0.10%             | 2030-01-18      | Fixed         | 10.85%                | Yes           |                  2 | On Loan: No      |
| NEWS CORPORATION                                   | NEWS CORP 144A 5.125000% 02/15/2032                                     | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4992793.95   | 0.97%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DILLARD'S, INC.                                    | DILLARD'S INC 7.000000% 12/01/2028                                      | CUSIP: 254067AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $526283.78    | 0.10%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Telford Finco                                      | TELFORD FINCO 11.000000% 11/06/2029                                     | CUSIP: N/A<br>LEI: 254900ZUP0HIIEI95F15       | Long             | DBT              | NUSS              | AE        |   4573034 | PA      | $4782762.62   | 0.92%             | 2029-11-06      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC             | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A E              | CUSIP: 03237CAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1550000 | PA      | $1606295.54   | 0.31%             | 2032-04-20      | Fixed         | 9.66%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                             | MAGNETITE XXXVIII LTD MAGNE 2024-38A B                                  | CUSIP: 55952EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001940.00   | 0.39%             | 2037-04-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                  | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-2 CHASE 2024-2 A6         | CUSIP: 161929AH7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    455435 | PA      | $460618.21    | 0.09%             | 2055-02-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                 | T-MOBILE USA INC 6.700000% 12/15/2033                                   | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4462743.68   | 0.86%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                       | OVINTIV INC 0% CP                                                       | CUSIP: 69047KBR5<br>LEI: 2549003MEX7YMKLGI239 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $996971.30    | 0.19%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE                          | CAFL 2023-RTL1 ISSUER LLC CAFL 2023-RTL1 A2                             | CUSIP: 124762AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2003014.20   | 0.39%             | 2030-12-28      | Fixed         | 9.30%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                   | NMEF FUNDING 2024-A LLC NMEF 2024-A D                                   | CUSIP: 62919UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1550640.45   | 0.30%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 CAALT 2024-2A C                | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3118277.70   | 0.60%             | 2034-10-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                | GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ3 GSMBS 2024-PJ3 B2          | CUSIP: 36269TBU9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    961282 | PA      | $936235.15    | 0.18%             | 2054-08-25      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                   | AMMC CLO 26 LTD AMMC 2023-26A B1R                                       | CUSIP: 00177RAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7509435.00   | 1.45%             | 2036-04-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital, L.P.                                  | GLP CAPITAL LP / GLP FINANCING II INC 3.250000% 01/15/2032              | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2263185.75   | 0.44%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                 | SBL HOLDINGS INC 144A 6.500000% MATURITY: PERPETUAL                     | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2871770.70   | 0.56%             | 2174-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                         | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 GCAR 2024-3A E                 | CUSIP: 37989AAN4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3088767.90   | 0.60%             | 2031-06-16      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ8 GSMBS 2025-PJ8 A3          | CUSIP: 36272XAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1725712 | PA      | $1720316.02   | 0.33%             | 2056-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                | ENTERGY TEXAS INC 5.550000% 09/15/2054                                  | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966748.75    | 0.19%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS COMPANY, L.L.C.               | SOUTHERN NATURAL GAS CO LLC 144A 4.800000% 03/15/2047                   | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2628455.61   | 0.51%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                          | BP CAPITAL MARKETS PLC 6.125000% MATURITY: PERPETUAL                    | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | NUSS              | US        |   5000000 | PA      | $5143365.00   | 0.99%             | 2174-06-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST       | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2024- ARIVO 2024-1A C      | CUSIP: 039943AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1040241.40   | 0.20%             | 2030-07-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO LTD                                     | AB BSL CLO 5 LTD ABBSL 2024-5A B                                        | CUSIP: 00038GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5018425.00   | 0.97%             | 2038-01-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                             | FAIR ISAAC CORP 144A 6.000000% 05/15/2033                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3056805.00   | 0.59%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                 | T-Mobile USA Inc PREFERRED STOCK                                        | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               |  | US        |    118061 | NS      | $2969234.15   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                 | TRICOLOR AUTO SECURITIZATION TRUST 2022-1 TAST 2022-1A F                | CUSIP: 89616BAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $314619.00    | 0.06%             | 2029-07-16      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                  | BATTALION CLO XXIII LTD BATLN 2022-23A DR1                              | CUSIP: 07135LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3024558.00   | 0.58%             | 2037-10-15      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC             | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC AXIS 2022-1A E                 | CUSIP: 03236VAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1348000 | PA      | $1349519.06   | 0.26%             | 2028-12-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | FOUNDRY JV HOLDCO LLC 144A 6.300000% 01/25/2039                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2128754.02   | 0.41%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.500000% 01/31/2056 | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   7000000 | PA      | $7198352.00   | 1.39%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PANORO ENERGY ASA                                  | PANORO ENERGY ASA 10.250000% 12/11/2029                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXGWM030       | Long             | DBT              | NUSS              | NO        |   5000000 | PA      | $5137372.90   | 0.99%             | 2029-12-11      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                   | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021-1 LLC PWNE 2021-1 E           | CUSIP: 704100AF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    353000 | PA      | $352958.66    | 0.07%             | 2028-05-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                 | BOEING CO/THE 5.930000% 05/01/2060                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6888381.36   | 1.33%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                            | MICRON TECHNOLOGY INC 5.800000% 01/15/2035                              | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4239033.32   | 0.82%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                   | CIFC FUNDING 2025-IV LTD CIFC 2025-4A C                                 | CUSIP: 12575MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10014460.00  | 1.94%             | 2038-10-24      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| HILLGROVE MINES PTY LTD                            | HILLGROVE MINES PTY LTD 12.000000% 08/01/2029                           | CUSIP: Q46156AA5<br>LEI: 254900I859RDK4UJY156 | Long             | DBT              | NUSS              | AU        |   2500000 | PA      | $2587500.00   | 0.50%             | 2029-08-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| 610 FUNDING CLO LTD                                | ANCHORAGE CAPITAL CLO 2026-22 LTD ANCHC 2026-22A BR3                    | CUSIP: 83004LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001698.00   | 0.39%             | 2034-01-20      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| COLONIAL PIPELINE COMPANY                          | COLONIAL PIPELINE CO 144A 8.375000% 11/01/2030                          | CUSIP: 195869AD4<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1701872.51   | 0.33%             | 2030-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                 | AQUA FINANCE TRUST 2024-A AQFIT 2024-A A                                | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1344618 | PA      | $1357424.73   | 0.26%             | 2050-04-18      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6 GSMBS 2025-PJ6 A5          | CUSIP: 36272KAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3722598 | PA      | $3750083.11   | 0.73%             | 2055-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                     | GOLUB CAPITAL PARTNERS CLO 17 LTD GOCAP 2013-17A CRR                    | CUSIP: 38180VAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3011169.00   | 0.58%             | 2039-02-09      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                   | NMEF FUNDING 2024-A LLC NMEF 2024-A C                                   | CUSIP: 62919UAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $512405.75    | 0.10%             | 2031-12-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| STL HOLDING COMPANY LLC                            | STL HOLDING CO LLC 144A 8.750000% 02/15/2029                            | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2103158.00   | 0.41%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                             | MAGNETITE XXXVIII LTD MAGNE 2024-38A E                                  | CUSIP: 55952HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001398.00   | 0.19%             | 2037-04-15      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE, INC.                         | F&G ANNUITIES & LIFE INC 7.400000% 01/13/2028                           | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3132253.83   | 0.61%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                    | PRESTIGE AUTO RECEIVABLES TRUST 2024-1 PART 2024-1A D                   | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2012160.80   | 0.39%             | 2030-02-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                | BREAN ASSET BACKED SECURITIES TRUST 2025-RM12 BABS 2025-RM12 A2         | CUSIP: 10638KAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2004344 | PA      | $1917847.90   | 0.37%             | 2065-07-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                         | APIDOS CLO XL LTD APID 2022-40A CR                                      | CUSIP: 03769RAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5008085.00   | 0.97%             | 2037-07-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JBS N.V.                                           | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.375000% 04/15/2066 | CUSIP: 472140AK8<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | NUSS              | US        |   2500000 | PA      | $2527100.00   | 0.49%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TWMA FINANCE AS                                    | TWMA FINANCE AS 144A 12.250000% 02/10/2029                              | CUSIP: N/A<br>LEI: 894500BICEAQTNG2A469       | Long             | DBT              | CORP              | NO        |   1500000 | PA      | $1526571.97   | 0.30%             | 2029-02-10      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                | BREAN ASSET BACKED SECURITIES TRUST 2024-RM9 BABS 2024-RM9 A1           | CUSIP: 10638DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    898600 | PA      | $898163.16    | 0.17%             | 2064-09-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                              | AIR LEASE CORP 0% CP                                                    | CUSIP: 00913XBB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | ABS-APCP         |  | US        |   2000000 | PA      | $1997298.80   | 0.39%             | 2026-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS, LLC                     | SUMMIT MIDSTREAM HOLDINGS LLC 144A 8.625000% 10/31/2029                 | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $522380.50    | 0.10%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                      | LENDBUZZ SECURITIZATION TRUST 2025-1 LBZZ 2025-1A C                     | CUSIP: 525938AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1251204.38   | 0.24%             | 2032-01-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| HILLTOP SECURITIES INC.                            | HILLTOP SECURITIES INC 0% CP                                            | CUSIP: 43276UC40<br>LEI: 549300IXU82PMU6XZT45 | Long             | ABS-APCP         |  | US        |   4000000 | PA      | $3984856.00   | 0.77%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                   | NMEF FUNDING 2025-A LLC NMEF 2025-A D                                   | CUSIP: 62919VAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3067097.70   | 0.59%             | 2032-07-15      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                | HUNTINGTON INGALLS INDUSTRIES INC 5.749000% 01/15/2035                  | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5276333.05   | 1.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                        | ELMWOOD CLO 24 LTD ELM24 2023-3A BR                                     | CUSIP: 290020AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005080.00   | 0.77%             | 2038-01-17      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                | COMM 2014-UBS6 MORTGAGE TRUST COMM 2014-UBS6 C                          | CUSIP: 12592PBL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29196 | PA      | $28904.07     | 0.01%             | 2047-12-10      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                | COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 D                            | CUSIP: 12629NAX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1517000 | PA      | $1046730.00   | 0.20%             | 2048-02-10      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                | ENTERGY CORP 7.125000% 12/01/2054                                       | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3140784.00   | 0.61%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                | SIRIUS XM RADIO LLC 144A 3.875000% 09/01/2031                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2740062.78   | 0.53%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-4 D        | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2020424.40   | 0.39%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                 | LPL HOLDINGS INC 6.000000% 05/20/2034                                   | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3145819.95   | 0.61%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD                              | SYCAMORE TREE CLO 2025-7 LTD STCP 2025-7A C                             | CUSIP: 87122KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024000.00   | 0.97%             | 2038-08-28      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| NEW ENGLAND POWER COMPANY                          | NEW ENGLAND POWER CO 144A 2.807000% 10/06/2050                          | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1211218.95   | 0.23%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                             | MAGNETITE XLI LTD MAGNE 2024-41A D1                                     | CUSIP: 55956AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751344.75    | 0.15%             | 2038-01-25      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                             | MAGNETITE XXIX LTD MAGNE 2021-29A DR                                    | CUSIP: 55955KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3015339.00   | 0.58%             | 2037-07-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                             | MAGNETITE XXIX LTD MAGNE 2021-29A BR                                    | CUSIP: 55955KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4009484.00   | 0.78%             | 2037-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                           | PRET 2025-RPL2 TRUST PRET 2025-RPL2 A1                                  | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2760384 | PA      | $2703299.19   | 0.52%             | 2064-08-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS, INC.                         | CROWDSTRIKE HOLDINGS INC 3.000000% 02/15/2029                           | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2870502.39   | 0.56%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                 | HEWLETT PACKARD ENTERPRISE CO 5.000000% 10/15/2034                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3938953.84   | 0.76%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                   | NRG ENERGY INC 144A 5.750000% 07/15/2029                                | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2988686.55   | 0.58%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                              | OGLETHORPE POWER CORP 5.800000% 06/01/2054                              | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3905404.60   | 0.76%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASURION, LLC                                       | ASURION LLC AND ASURION CO-ISSUER INC 144A 8.375000% 02/01/2034         | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505480.04    | 0.10%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc                                    | GRAY MEDIA INC 144A 5.375000% 11/15/2031                                | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2227264.50   | 0.43%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CORNING INCORPORATED                               | CORNING INC 5.450000% 11/15/2079                                        | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3686844.24   | 0.71%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORP 5.518000% 10/25/2035                               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3061803.48   | 0.59%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC                                    | CLI FUNDING IX LLC CLIF 2024-1A C                                       | CUSIP: 12571WAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    861000 | PA      | $860275.35    | 0.17%             | 2049-07-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ11 GSMBS 2025-PJ11 A5        | CUSIP: 36273RAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1951850 | PA      | $1950803.47   | 0.38%             | 2056-05-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                 | TRICOLOR AUTO SECURITIZATION TRUST 2025-1 TAST 2025-1A E                | CUSIP: 89617CAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $39972.50     | 0.01%             | 2032-04-15      | Fixed         | 10.37%                | Yes           |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                             | KYNDRYL HOLDINGS INC 4.100000% 10/15/2041                               | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   8929000 | PA      | $7043155.64   | 1.36%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES TRUST                  | AVID AUTOMOBILE RECEIVABLES TRUST 2021-1 AVID 2021-1 F                  | CUSIP: 05369LAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1923699.60   | 0.37%             | 2028-10-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | SYNCHRONY FINANCIAL 5.019000% 07/29/2029                                | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023341.74   | 0.39%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                 | ORACLE CORP 6.100000% 09/26/2065                                        | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1742461.20   | 0.34%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                             | MAGNETITE XXXVIII LTD MAGNE 2024-38A D                                  | CUSIP: 55952EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000675.00   | 0.19%             | 2037-04-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                             | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                 | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5475024.50   | 1.06%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                        | HOST HOTELS & RESORTS LP 5.500000% 04/15/2035                           | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027080.82   | 0.39%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 NRZT 2024-NQM1 A1         | CUSIP: 64828DAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    986050 | PA      | $996705.75    | 0.19%             | 2064-03-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                   | PACIFIC GAS AND ELECTRIC CO 4.500000% 07/01/2040                        | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $870051.70    | 0.17%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                      | FORD MOTOR CREDIT CO LLC 5.869000% 10/31/2035                           | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991520.08   | 0.39%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST                              | TOORAK MORTGAGE TRUST 2024-2 TRK 2024-2 A1                              | CUSIP: 89055KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1007419.40   | 0.19%             | 2031-10-25      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| FUTURA RESOURCES LIMITED                           | FUTURA RESOURCES LTD 13.125000% 01/09/2031                              | CUSIP: N/A<br>LEI: 254900IXVQZ9YW05UP87       | Long             | DBT              | NUSS              | AU        |   4250000 | PA      | $4021397.26   | 0.78%             | 2031-01-09      | Fixed         | 13.12%                | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                         | GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 GCAR 2021-4A E                 | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1501080.60   | 0.29%             | 2028-10-16      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| CREDIBLY ASSET SECURITIZATION LLC                  | CREDIBLY ASSET SECURITIZATION II LLC CRDBL 2024-1A C                    | CUSIP: 22534NAF5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2537000 | PA      | $2558839.51   | 0.49%             | 2029-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                   | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022-1 LLC PWNE 2022-1 C           | CUSIP: 70410DAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1007335.90   | 0.19%             | 2028-07-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                       | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.500000% 12/01/2052 | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   3000000 | PA      | $3118324.41   | 0.60%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                     | DRYDEN 76 CLO LTD DRSLF 2019-76A BR2                                    | CUSIP: 26252WBJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007734.00   | 0.58%             | 2037-10-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                              | TOPAZ SOLAR FARMS LLC 144A 5.750000% 09/30/2039                         | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6085685 | PA      | $6126276.52   | 1.18%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                   | AMAZON.COM INC 4.100000% 04/13/2062                                     | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3052164.16   | 0.59%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                            | MOSAIC SOLAR LOANS 2017-2 LLC MSAIC 2017-2A B                           | CUSIP: 61946GAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    123753 | PA      | $112032.71    | 0.02%             | 2043-06-22      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                 | TRICOLOR AUTO SECURITIZATION TRUST 2023-1 TAST 2023-1A F                | CUSIP: 89616KAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $302045.00    | 0.06%             | 2030-06-17      | Fixed         | 16.00%                | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                       | US BANCORP 5.836000% 06/12/2034                                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1059765.37   | 0.20%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                      | LENDBUZZ SECURITIZATION TRUST 2024-3 LBZZ 2024-3A C                     | CUSIP: 52609YAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $603290.70    | 0.12%             | 2031-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                   | PHILIP MORRIS INTERNATIONAL INC 5.125000% 02/15/2030                    | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064589.38   | 0.40%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST     | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-NQM5 A1    | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1871700 | PA      | $1891210.68   | 0.37%             | 2069-10-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                            | HF SINCLAIR CORP 5.500000% 09/01/2032                                   | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5112703.20   | 0.99%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Borr IHC Limited                                   | BORR IHC LTD / BORR FINANCE LLC 144A 10.000000% 11/15/2028              | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | NUSS              | MX        |   1024390 | PA      | $1051200.43   | 0.20%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                     | CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 E                  | CUSIP: 14686KAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    628285 | PA      | $617027.66    | 0.12%             | 2028-03-10      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                             | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 9.750000% 01/15/2029 | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006093.00   | 0.19%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                   | GATX CORP 6.050000% 03/15/2034                                          | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2130828.90   | 0.41%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                        | LOCKHEED MARTIN CORP 5.250000% 01/15/2033                               | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1578576.27   | 0.31%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                          | FLEX LTD 5.250000% 01/15/2032                                           | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $2043287.08   | 0.40%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                          | AT&T INC 3.850000% 06/01/2060                                           | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2739577.32   | 0.53%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                           | PRET 2025-RPL3 TRUST PRET 2025-RPL3 M2                                  | CUSIP: 69382RAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4554474.00   | 0.88%             | 2065-04-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                             | SEQUOIA MORTGAGE TRUST 2025-6 SEMT 2025-6 A2                            | CUSIP: 81749YAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4066583 | PA      | $4099465.06   | 0.79%             | 2055-07-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                  | BURLINGTON NORTHERN SANTA FE LLC 5.500000% 03/15/2055                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3939126.08   | 0.76%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                 | T-Mobile USA Inc PREFERRED STOCK                                        | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               |  | US        |     84848 | NS      | $1942170.72   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                               | VERIZON MASTER TRUST VZMT 2024-8 B                                      | CUSIP: 92348KDP5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2120000 | PA      | $2152357.56   | 0.42%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                       | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.750000% 03/15/2034 | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $2204986.00   | 0.43%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                  | AIRCASTLE LTD 144A 5.250000% MATURITY: PERPETUAL                        | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $998649.20    | 0.19%             | 2174-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 D        | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1023071.50   | 0.20%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD         | GREYSTONE CRE NOTES 2024-HC3 GSTNE 2024-HC3 AS                          | CUSIP: 39808MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997425.20   | 0.39%             | 2041-03-15      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                    | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C25 WFRBS 2014-C25 D               | CUSIP: 92939LAU0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    463758 | PA      | $454246.22    | 0.09%             | 2047-11-15      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Limited                   | PHOENIX AVIATION CAPITAL LTD 144A 9.250000% 07/15/2030                  | CUSIP: 71910DAA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |   7000000 | PA      | $7336174.51   | 1.42%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                  | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 144A 5.750000% 10/01/2031         | CUSIP: 00929JAA4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |   3500000 | PA      | $3648892.73   | 0.71%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA, INC.                             | BEAZER HOMES USA INC 144A 7.250000% 10/15/2029                          | CUSIP: 07556QBS3<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012107.00   | 0.20%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                           | BHG SECURITIZATION TRUST 2022-B BHG 2022-B D                            | CUSIP: 05553DAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    998895 | PA      | $1014305.66   | 0.20%             | 2035-06-18      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST         | MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2024-2A A               | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2508538.50   | 0.49%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                            | ROYAL BANK OF CANADA MTN 5.200000% 01/31/2033                           | CUSIP: 78014RKL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1005545.48   | 0.19%             | 2033-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                  | BATTALION CLO XXVIII LTD BATLN 2025-28A D1                              | CUSIP: 07135AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009650.00   | 0.39%             | 2038-01-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                              | GENUINE PARTS CO 0% CP                                                  | CUSIP: 37255GB98<br>LEI: 549300D46DQVEU651W04 | Long             | ABS-APCP         |  | US        |   2000000 | PA      | $1997742.80   | 0.39%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-4 D        | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1038579.90   | 0.20%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-4 D        | CUSIP: 024948AG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3016911.30   | 0.58%             | 2031-09-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                  | BATTALION CLO 17 LTD BATLN 2021-17A CR                                  | CUSIP: 07133PAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004890.00   | 0.97%             | 2034-03-09      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                | BREAN ASSET BACKED SECURITIES TRUST 2025-RM11 BABS 2025-RM11 A2         | CUSIP: 10638GAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1936871.20   | 0.37%             | 2065-05-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 EART 2022-2A E               | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1443000 | PA      | $1409386.18   | 0.27%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                | BREAN ASSET BACKED SECURITIES TRUST 2023-RM7 BABS 2023-RM7 A1           | CUSIP: 10638BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    757850 | PA      | $751599.97    | 0.15%             | 2078-03-25      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MCF CLO LLC                                        | MCF CLO VIII LTD MCFCL 2018-1A BR                                       | CUSIP: 55281GAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005754.00   | 0.58%             | 2036-04-18      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION LLC                   | KAPITUS ASSET SECURITIZATION IV LLC KAPT 2024-1A 1A                     | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1006117.80   | 0.19%             | 2031-09-10      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| 180 MEDICAL, INC.                                  | 180 MEDICAL INC 144A 5.300000% 10/08/2035                               | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3963402.40   | 0.77%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WISE CLO  LTD                                      | WISE CLO 2025-3 LTD WYZE 2025-3A B1                                     | CUSIP: 97718DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7511850.00   | 1.45%             | 2038-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                   | PHILIP MORRIS INTERNATIONAL INC 4.250000% 11/10/2044                    | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1699672.74   | 0.33%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                             | SEQUOIA MORTGAGE TRUST 2025-12 SEMT 2025-12 A4                          | CUSIP: 81749XAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4839983 | PA      | $4854587.23   | 0.94%             | 2055-12-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                  | BATTALION CLO XXIII LTD BATLN 2022-23A BR                               | CUSIP: 07135LAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006564.00   | 0.39%             | 2037-10-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3 GSMBS 2025-NQM3 A3        | CUSIP: 36274TAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2503575 | PA      | $2522119.62   | 0.49%             | 2065-11-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST          | ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-1 ENFIN 2024-1A B        | CUSIP: 29281LAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    804667 | PA      | $722069.74    | 0.14%             | 2055-02-20      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                 | BOEING CO/THE 2.196000% 02/04/2026                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999828.81    | 0.19%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                  | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 GSAR 2025-1A C                 | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $765441.00    | 0.15%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST                              | TOORAK MORTGAGE TRUST 2024-RRTL2 TRK 2024-RRTL2 A1                      | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1004658.90   | 0.19%             | 2039-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                           | PRET 2025-NPL2 LLC PRET 2025-NPL2 A1                                    | CUSIP: 69392JAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2705301 | PA      | $2710380.48   | 0.52%             | 2055-03-25      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD              | GOLDENTREE LOAN MANAGEMENT US CLO 14 LTD GLM 2022-14A CR                | CUSIP: 38136RAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5002640.00   | 0.97%             | 2037-07-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                  | CHOICE HOTELS INTERNATIONAL INC 5.850000% 08/01/2034                    | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2049067.78   | 0.40%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP              | SABRA HEALTH CARE LP 3.200000% 12/01/2031                               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1831012.06   | 0.35%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.             | PNC FINANCIAL SERVICES GROUP INC/THE 3.400000% MATURITY: PERPETUAL      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3938186.20   | 0.76%             | 2174-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TWMA FINANCE AS                                    | TWMA FINANCE AS 144A 12.250000% 02/10/2029                              | CUSIP: N/A<br>LEI: 894500BICEAQTNG2A469       | Long             | DBT              | CORP              | NO        |   1500000 | PA      | $1522500.00   | 0.29%             | 2029-02-10      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                              | WHIRLPOOL CORP 0% CP                                                    | CUSIP: 96332VB23<br>LEI: WHENKOULSSK7WUM60H03 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $999646.00    | 0.19%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                            | ATI INC 5.875000% 12/01/2027                                            | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4172153.39   | 0.81%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                | HUNTINGTON INGALLS INDUSTRIES INC 4.200000% 05/01/2030                  | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976628.56   | 0.58%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                            | PBF HOLDING CO LLC / PBF FINANCE CORP 144A 9.875000% 03/15/2030         | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7423283.00   | 1.44%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                           | CENTERPOINT ENERGY INC 5.950000% 04/01/2056                             | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5038225.00   | 0.97%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                         | APIDOS CLO XL LTD APID 2022-40A ER                                      | CUSIP: 03769TAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003240.00   | 0.19%             | 2037-07-15      | Floating      | 9.27%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                         | FLAGSHIP CREDIT AUTO TRUST 2024-3 FCAT 2024-3 D                         | CUSIP: 33843YAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $3926512.00   | 0.76%             | 2030-09-16      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                          | KRAFT HEINZ FOODS CO 4.625000% 10/01/2039                               | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4352000 | PA      | $3930668.74   | 0.76%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                  | PERRIGO FINANCE UNLIMITED CO 6.125000% 09/30/2032                       | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1967053.80   | 0.38%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                          | ARTHUR J GALLAGHER & CO 5.750000% 07/15/2054                            | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2942443.83   | 0.57%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                  | GLS AUTO SELECT RECEIVABLES TRUST 2024-3 GSAR 2024-3A C                 | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1357000 | PA      | $1401808.68   | 0.27%             | 2030-08-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                    | PRESTIGE AUTO RECEIVABLES TRUST 2024-2 PART 2024-2A E                   | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1427559.90   | 0.28%             | 2031-11-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-3 D        | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $5038946.00   | 0.97%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST                          | BXMT 2020-FL2 LTD BXMT 2020-FL2 A                                       | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     28002 | PA      | $27968.62     | 0.01%             | 2038-02-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                           | LCM 42 LTD LCM 42A D1                                                   | CUSIP: 52113AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5022360.00   | 0.97%             | 2038-01-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC             | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC AXIS 2024-2A D               | CUSIP: 03238BAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $817373.36    | 0.16%             | 2031-10-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital, L.P.                                  | GLP CAPITAL LP / GLP FINANCING II INC 6.750000% 12/01/2033              | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1083405.00   | 0.21%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST      | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-3 D       | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2250000 | PA      | $2299396.95   | 0.44%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.                  | PINNACLE FINANCIAL PARTNERS INC 6.168000% 11/01/2030                    | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2604073.50   | 0.50%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** Frost Family of Funds

**Signature:** Andrew Metzger

**Name of Signer:** Andrew Metzger

**Title:** CFO