# EDGAR Filing Document

**Accession Number:** 0001762332
**File Stem:** 0001752724-23-073995
**Filing Date:** 2023-3
**Character Count:** 174954
**Document Hash:** 7d3f6d06b394fc470a2c82e4849652c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073995.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073995

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Frost Family of Funds
- **CENTRAL INDEX KEY:** 0001762332
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23410
- **FILM NUMBER:** 23778862

**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 TOTAL RETURN BOND FUND (Series ID: S000065046)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000210585 | A Class Shares             | FAJEX           |
| C000210586 | Institutional Class Shares | FIJEX           |
| C000210587 | Investor Class Shares      | FATRX           |

## 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:** 00000000000000000000

- **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 Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000065046

- **c. LEI of Series:** 5493003W0I0MNZ4A3J35

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $2765981079.63

**Total Liabilities:** $11197815.03

**Net Assets:** $2754783264.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2888.61526711 | **1-Year:** -59461.27799794 | **5-Year:** -111056.14281794 | **10-Year:** -90522.48390729 | **30-Year:** -25443.04567956

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

- **3-Month:** -3571.06287582 | **1-Year:** -83142.13643214 | **5-Year:** -154513.66043594 | **10-Year:** -85481.07475509 | **30-Year:** -55244.20117936

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210586 | 2.38%                | -0.26%               | 2.00%                |
| Class ID C000210587 | 2.35%                | -0.18%               | 1.98%                |
| Class ID C000210585 | -0.22%               | -2.78%               | -0.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1179894.74             | $52159165.33                               |
| Month 2  | $-7062042.22             | $-11023746.84                              |
| Month 3  | $-3480409.67             | $42985177.42                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DT AUTO OWNER TRUST                                                          | DT AUTO OWNER TRUST 2021-1 DTAOT 2021-1A E                                        | CUSIP: 23344GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $918619.00    | 0.03%             | 2028-01-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                         | FREMF 2016-K57 MORTGAGE TRUST FREMF 2016-K57 C                                    | CUSIP: 30295DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8840000 | PA      | $8340490.50   | 0.30%             | 2049-08-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                     | ANGEL OAK MORTGAGE TRUST 2021-4 AOMT 2021-4 A3                                    | CUSIP: 03464EAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2263109 | PA      | $1772398.55   | 0.06%             | 2065-01-20      | Floating      | 1.45%                 | Yes           |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                        | FLOWSERVE CORP 3.500000% 10/01/2030                                               | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3487918.68   | 0.13%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                                        | BLUEMOUNTAIN CLO XXX LTD BLUEM 2020-30A BR                                        | CUSIP: 09630QAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2190989.25   | 0.08%             | 2035-04-15      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| AIRSWIFT GLOBAL AS                                                           | AIRSWIFT GLOBAL AS 144A VARIABLE RATE 05/12/2025                                  | CUSIP: N/A<br>LEI: 254900CWKUHRNINY3J70       | Long             | DBT              | CORP              | GB        |  16900000 | PA      | $16900000.00  | 0.61%             | 2025-05-12      | Floating      | 13.15%                | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO.                                                        | LIBERTY UTILS CO DISC CP 0% CP 2/15/2023                                          | CUSIP: 53154MPF5<br>LEI: 549300UN1FEYPC5BKW09 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $998037.08    | 0.04%             | 2023-02-15      | None          | 0.00%                 | No            |                  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        |   4000000 | PA      | $3708039.20   | 0.13%             | 2047-12-10      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| AUDAX SENIOR DEBT CLO                                                        | AUDAX SENIOR DEBT CLO 6 LLC AUDAX 2021-6A B                                       | CUSIP: 05071LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7428064.00   | 0.27%             | 2033-10-20      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                                     | CARLYLE GLOBAL MARKET STRATEGIES CLO 2012-3 LTD CGMS 2012-3A A2A2                 | CUSIP: 14312EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6923210.00   | 0.25%             | 2032-01-14      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                   | CPS AUTO RECEIVABLES TRUST 2019-D CPS 2019-D E                                    | CUSIP: 12655KAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6000000 | PA      | $5853102.60   | 0.21%             | 2025-10-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                      | DUKE ENERGY CORP NEW 0% CP 2/23/2023                                              | CUSIP: 26443EPP8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $996964.00    | 0.04%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                                  | AVNET INC 3.000000% 05/15/2031                                                    | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5727908.69   | 0.21%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                            | OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.500000% 03/08/2047                      | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  15000000 | PA      | $14325000.00  | 0.52%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                                   | MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2022-1A A                         | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2778239.10   | 0.10%             | 2026-09-21      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BC9003                                                         | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4067205 | PA      | $3772806.72   | 0.14%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-191 CT                          | CUSIP: 38382MNY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4089214 | PA      | $3237238.27   | 0.12%             | 2050-12-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE INTEREST STRIP FNS 400 2                                               | CUSIP: 3136FKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    879529 | PA      | $144248.07    | 0.01%             | 2039-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM3279                                                         | CUSIP: 3140J7UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3688422 | PA      | $3861359.19   | 0.14%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                         | PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC PRET 2021-NPL1 A2                | CUSIP: 741389AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9000000 | PA      | $7786569.60   | 0.28%             | 2060-09-27      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2013-104 TI                                                 | CUSIP: 3136AGSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1286689 | PA      | $57210.57     | 0.00%             | 2032-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST                                                        | TOORAK MORTGAGE CORP 2021-1 LTD TRK 2021-1 M1                                     | CUSIP: 89053BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  15000000 | PA      | $13780485.00  | 0.50%             | 2024-06-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                                   | MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2022-1A C                         | CUSIP: 58940BAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1780000 | PA      | $1574968.56   | 0.06%             | 2026-09-21      | Fixed         | 5.20%                 | 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        |  13000000 | PA      | $7567240.20   | 0.27%             | 2053-12-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                 | MARRIOTT INTERNATIONAL INC/MD 2.850000% 04/15/2031                                | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2553363.60   | 0.09%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC NON GOLD POOL FH 2B1504                                               | CUSIP: 31326FU55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1986110 | PA      | $2016939.53   | 0.07%             | 2043-06-01      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST                                                | CARNOW AUTO RECEIVABLES TRUST 2023-1 CNART 2023-1A E                              | CUSIP: 14367RAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4822372.50   | 0.18%             | 2029-04-16      | Fixed         | 12.04%                | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                             | FIRST INVESTORS AUTO OWNER TRUST 2020-1 FIAOT 2020-1A D                           | CUSIP: 32060KAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $3913161.60   | 0.14%             | 2026-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3996 QL                                                    | CUSIP: 3137ALV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5089701 | PA      | $5054483.45   | 0.18%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-4 C                  | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $5202262.50   | 0.19%             | 2029-02-15      | Fixed         | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BH8132                                                         | CUSIP: 3140GXBA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1433928 | PA      | $1389410.69   | 0.05%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                     | MOTOROLA SOLUTIONS INC 4.600000% 05/23/2029                                       | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |  21435000 | PA      | $20924674.88  | 0.76%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4134 BI                                                    | CUSIP: 3137AVZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3494478 | PA      | $141961.07    | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 B                    | CUSIP: 95000DBJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4408656.00   | 0.16%             | 2049-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING LIMITED                                                          | CAL FUNDING IV LTD CAI 2020-1A B                                                  | CUSIP: 12807CAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |   1362833 | PA      | $1207159.49   | 0.04%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS LTD                                                      | OAK HILL CREDIT PARTNERS X-R LTD OAKC 2014-10RA BR                                | CUSIP: 67707CAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7682208.00   | 0.28%             | 2034-04-20      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4106 YI                                                    | CUSIP: 3137AU2M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1197016 | PA      | $49230.16     | 0.00%             | 2027-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                               | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2020-1 E                  | CUSIP: 35105FAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1280574.88   | 0.05%             | 2026-04-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MISSION TEX ECONOMIC DEV CORP PWR PUR AGREEMENT REV                          | MISSION TX ECON DEV CORP PWR P MISSION ECONOMIC DEVELOPMENT CORP                  | CUSIP: 605147AA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2125000 | PA      | $21250.00     | 0.00%             | 2021-12-01      | Fixed         | 8.55%                 | No            |                  3 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 19B-R LTD GOCAP 2017-19RA B1R2                         | CUSIP: 38178BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19423000.00  | 0.71%             | 2034-04-20      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                       | AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC AXIS 2021-1A D                          | CUSIP: 03237KAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1149615.88   | 0.04%             | 2027-11-22      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2021-5 LLC PRPM 2021-5 A2                                                    | CUSIP: 69358DAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4266658.50   | 0.15%             | 2026-06-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC.                                                 | AMERICAN AIRLINES GROUP INC 144A 3.750000% 03/01/2025                             | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9367378.30   | 0.34%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                     | OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A B                                    | CUSIP: 67578AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2730295.20   | 0.10%             | 2028-09-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                  | FEDERAL HOME LOAN BANK 6.110000% 12/21/2032                                       | CUSIP: 3130ATZD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12000000 | PA      | $11983017.36  | 0.43%             | 2032-12-21      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.750000% 10/29/2024           | CUSIP: 00774MBB0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   4000000 | PA      | $3730360.12   | 0.14%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TIGER HOLDCO PTE. LTD.                                                       | TIGER HOLDCO PTE LTD 144A 13.000000% 06/10/2023                                   | CUSIP: N/A<br>LEI: 9845003DRSBC69D06X98       | Long             | DBT              | CORP              | IN        |  19751730 | PA      | $19603592.03  | 0.71%             | 2023-06-10      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2020-VIV3 BX 2020-VIV3 B                             | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8000000 | PA      | $6973654.40   | 0.25%             | 2044-03-09      | Floating      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 12/31/2024                                              | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 135000000 | PA      | $135000000.00 | 4.90%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                               | CARVANA AUTO RECEIVABLES TRUST 2019-4 CRVNA 2019-4A E                             | CUSIP: 14686YAH0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $947690.70    | 0.03%             | 2026-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                                  | MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029                              | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |  25685000 | PA      | $20295002.75  | 0.74%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Transjamaican Highway Limited                                                | TRANSJAMAICAN HIGHWAY LTD 144A 5.750000% 10/10/2036                               | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | NUSS              | JM        |   1414110 | PA      | $1156034.93   | 0.04%             | 2036-10-10      | Fixed         | 5.75%                 | 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        |   5993367 | PA      | $5558674.20   | 0.20%             | 2035-06-18      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Seadrill New Finance Limited                                                 | PARATUS ENERGY SERVICES LTD 10.000000% 07/15/2026                                 | CUSIP: G8000AAH6<br>LEI: 549300XB7T5BX418QX67 | Long             | DBT              | NUSS              | GB        |  17264733 | PA      | $16228848.62  | 0.59%             | 2026-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 21M LTD GOCAP 2014-21A AR                              | CUSIP: 38175CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $10800427.00  | 0.39%             | 2031-01-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2020-IG3 MORTGAGE TRUST BMARK 2020-IG3 A4                               | CUSIP: 08162QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10000000 | PA      | $8504290.00   | 0.31%             | 2048-09-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                            | CHOICE HOTELS INTERNATIONAL INC 3.700000% 01/15/2031                              | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2658592.05   | 0.10%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4029 LI                                                    | CUSIP: 3137APFV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1338440 | PA      | $32987.86     | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                              | BENEFIT STREET PARTNERS CLO IV LTD BSP 2014-IVA A2AR                              | CUSIP: 08180FBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8543403.75   | 0.31%             | 2032-01-20      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                   | GLS AUTO RECEIVABLES ISSUER TRUST 2020-1 GCAR 2020-1A D                           | CUSIP: 36258XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4806799.00   | 0.17%             | 2026-11-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                | FEDERAL FARM CREDIT BANK 5.490000% 09/22/2042                                     | CUSIP: 3133ENN55<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $991368.68    | 0.04%             | 2042-09-22      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                  | DIAMOND RESORTS OWNER TRUST 2019-1 DROT 2019-1A A                                 | CUSIP: 252722AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1004536 | PA      | $984513.09    | 0.04%             | 2032-02-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WACHOVIA CORP 6.605000% 10/01/2025                                                | CUSIP: 929771AE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5911790.83   | 0.21%             | 2025-10-01      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                        | ARROYO MORTGAGE TRUST 2019-2 ARRW 2019-2 A2                                       | CUSIP: 042858AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2339136 | PA      | $2209255.93   | 0.08%             | 2049-04-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                   | GLS AUTO RECEIVABLES ISSUER TRUST 2020-4 GCAR 2020-4A E                           | CUSIP: 36261EAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    650000 | PA      | $616456.69    | 0.02%             | 2027-10-15      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                      | UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2 UACST 2022-2 D                     | CUSIP: 90944KAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5389000 | PA      | $5258078.02   | 0.19%             | 2028-01-10      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                            | BATTALION CLO 17 LTD BATLN 2021-17A B                                             | CUSIP: 07133PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4881440.00   | 0.18%             | 2034-03-09      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE INTEREST STRIP FNS 421 C1                                              | CUSIP: 31397VFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2221865 | PA      | $170004.48    | 0.01%             | 2030-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AI8800                                                         | CUSIP: 3138ANX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2066713 | PA      | $2100343.45   | 0.08%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-32 CI                           | CUSIP: 38378YW62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2197356 | PA      | $180130.05    | 0.01%             | 2043-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4077 AI                                                    | CUSIP: 3137ASAD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1364926 | PA      | $21476.16     | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST                                              | LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 AS                            | CUSIP: 50219QAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2802700.20   | 0.10%             | 2049-03-10      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                  | ILLINOIS ST STATE OF ILLINOIS                                                     | CUSIP: 4521527S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14460000 | PA      | $14057443.72  | 0.51%             | 2024-10-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-189 IJ                          | CUSIP: 38382MFX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  21605231 | PA      | $2512424.80   | 0.09%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                    | MFA 2022-INV1 TRUST MFRA 2022-INV1 A3                                             | CUSIP: 55284TAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $3485056.00   | 0.13%             | 2066-04-25      | Floating      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ACC AUTO TRUST                                                               | ACC AUTO TRUST 2021-A AUTOC 2021-A D                                              | CUSIP: 00108XAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  13000000 | PA      | $12310576.20  | 0.45%             | 2029-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FUNDING LIMITED                                                    | GLOBAL SC FINANCE VII SRL SEACO 2020-1A A                                         | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | BB        |   2963156 | PA      | $2689452.10   | 0.10%             | 2040-10-17      | Fixed         | 2.17%                 | 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        |   3920000 | PA      | $3027939.95   | 0.11%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DCAT, LLC                                                                    | DCAT LLC 0% CP 2/17/2023                                                          | CUSIP: 24023HPH2<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $997866.97    | 0.04%             | 2023-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                          | DT AUTO OWNER TRUST 2021-3 DTAOT 2021-3A D                                        | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5500000 | PA      | $4974356.75   | 0.18%             | 2027-05-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC NON GOLD POOL FH 2B3677                                               | CUSIP: 31326JCN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2786873 | PA      | $2715591.50   | 0.10%             | 2045-01-01      | Floating      | 3.06%                 | No            |                  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        |   2350000 | PA      | $2141533.85   | 0.08%             | 2035-04-15      | Floating      | 11.36%                | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                               | DRYDEN 68 CLO LTD DRSLF 2019-68A BR                                               | CUSIP: 26252QAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11750000 | PA      | $11422245.50  | 0.41%             | 2035-07-15      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 7.875000% 05/01/2027           | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |  14863000 | PA      | $14417110.00  | 0.52%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA 144A 4.000000% 09/23/2029                                     | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |   5000000 | PA      | $4484346.35   | 0.16%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31 CGCMT 2015-GC31 C                   | CUSIP: 17323YAH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4210688.50   | 0.15%             | 2048-06-10      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                             | PACIFIC GAS AND ELECTRIC CO 3.750000% 08/15/2042                                  | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3632497.10   | 0.13%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4675 VE                                                    | CUSIP: 3137BXQ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4707000 | PA      | $4512061.48   | 0.16%             | 2037-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2020-1 EART 2020-1A D                         | CUSIP: 30167HAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2331987 | PA      | $2284880.92   | 0.08%             | 2025-12-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RJ OBRIEN FUTURES COLLATERAL                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |     38817 | PA      | $38817.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 IG                            | CUSIP: 38382MA25<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  28988294 | PA      | $3240253.52   | 0.12%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.250000% 05/15/2042                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 190000000 | PA      | $176284375.00 | 6.40%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  1 | On Loan: No      |
| NORTHWEST TEX INDPT SCH DIST                                                 | NORTHWEST TX INDEP SCH DIST NORTHWEST INDEPENDENT SCHOOL DISTRICT                 | CUSIP: 667826AJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1656649.40   | 0.06%             | 2031-02-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                           | TRICOLOR AUTO SECURITIZATION TRUST 2021-1 TAST 2021-1A C                          | CUSIP: 89615BAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1981646.60   | 0.07%             | 2024-09-16      | Fixed         | 1.33%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-62 NI                           | CUSIP: 38378MPK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2726481 | PA      | $165512.94    | 0.01%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 09/30/2024                                              | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 106000000 | PA      | $105759844.28 | 3.84%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 26B LTD GOCAP 2015-26A BR                              | CUSIP: 38176DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $11727792.00  | 0.43%             | 2031-04-20      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BAC CAPITAL TRUST XIV                                                        | BAC CAPITAL TRUST XIV MATURITY: PERPETUAL                                         | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |   9870000 | PA      | $7897113.14   | 0.29%             | 2171-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST                                      | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR CSFB 2005-C2 AMFL              | CUSIP: 225458RV2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42889 | PA      | $42572.58     | 0.00%             | 2037-04-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO, LTD                                                              | GALAXY XXI CLO LTD GALXY 2015-21A AR                                              | CUSIP: 36320WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4955050.00   | 0.18%             | 2031-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                                       | MARLETTE FUNDING TRUST 2020-1 MFT 2020-1A D                                       | CUSIP: 57109JAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1081791 | PA      | $1058081.14   | 0.04%             | 2030-03-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                    | BP CAPMKTS 0 02/01/23 CP 02/01/2023                                               | CUSIP: 05568UP18<br>LEI: 549300CRVT18MXX0AG93 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $999878.00    | 0.04%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                   | PRUDENTIAL FINANCIAL INC 5.625000% 06/15/2043                                     | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3980000.00   | 0.14%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                  | MASTER CREDIT CARD TRUST II MCCT 2020-1A C                                        | CUSIP: 576339CH6<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |   2000000 | PA      | $1989812.20   | 0.07%             | 2024-09-21      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE                                                    | CAFL 2022-RTL1 ISSUER LLC CAFL 2022-RTL1 A1                                       | CUSIP: 124764AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7000000 | PA      | $6566846.30   | 0.24%             | 2029-05-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4213 IG                                                    | CUSIP: 3137B32P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6418642 | PA      | $796039.36    | 0.03%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAYER PARK CLO LTD                                                          | THAYER PARK CLO LTD THAYR 2017-1A BR                                              | CUSIP: 883310AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9112058.00   | 0.33%             | 2034-04-20      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                  | FEDERAL HOME LOAN BANK 2.150000% 09/23/2036                                       | CUSIP: 3130AP3R4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1500000 | PA      | $1141190.94   | 0.04%             | 2036-09-23      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE INTEREST STRIP FNS 410 C5                                              | CUSIP: 31395QCQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2811405 | PA      | $109190.90    | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                                  | RELIANCE INDUSTRIES LTD 144A 2.875000% 01/12/2032                                 | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | NUSS              | IN        |   2000000 | PA      | $1664065.42   | 0.06%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4908 AS                                                    | CUSIP: 3137FNBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10326462 | PA      | $1324590.74   | 0.05%             | 2045-01-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                      | CORP NACIONAL DEL COBRE DE CHILE 144A 3.150000% 01/15/2051                        | CUSIP: 21987BBD9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $365571.05    | 0.01%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4136 PI                                                    | CUSIP: 3137AWL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8370589 | PA      | $875035.42    | 0.03%             | 2032-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 C                    | CUSIP: 94989YBF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4588112.50   | 0.17%             | 2059-01-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                          | EXPEDIA GROUP INC 3.800000% 02/15/2028                                            | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5591014.16   | 0.20%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-125 BI                          | CUSIP: 38377XU91<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     85612 | PA      | $104.48       | 0.00%             | 2030-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                            | BURLINGTON NORTHERN SANTA FE LLC 7.290000% 06/01/2036                             | CUSIP: 12189TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $6061414.60   | 0.22%             | 2036-06-01      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | VOLT CV LLC VOLT 2021-CF2 A2                                                      | CUSIP: 91835GAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $3560781.60   | 0.13%             | 2051-11-27      | Fixed         | 5.32%                 | No            |                  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        |   3000000 | PA      | $2999533.05   | 0.11%             | 2033-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-17 JI                           | CUSIP: 38379JKD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2620844 | PA      | $81714.52     | 0.00%             | 2028-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAYER PARK CLO LTD                                                          | THAYER PARK CLO LTD THAYR 2017-1A A2AR                                            | CUSIP: 883310AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $8957182.00   | 0.33%             | 2034-04-20      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2021-RN3 LLC PRET 2021-RN3 A1                                                | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7230253 | PA      | $6585277.64   | 0.24%             | 2051-09-25      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                                       | OHA CREDIT FUNDING 7 LTD OAKC 2020-7A AR                                          | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $24668275.00  | 0.90%             | 2037-02-24      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY                                 | BANK OF IRELAND GROUP PLC 144A 6.253000% 09/16/2026                               | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | NUSS              | IE        |   7000000 | PA      | $7054961.90   | 0.26%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                 | MARRIOTT INTERNATIONAL INC/MD 3.500000% 10/15/2032                                | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2650665.39   | 0.10%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HARLEY MARINE FINANCING LLC                                                  | HARLEY MARINE FINANCING LLC BARGE 2018-1A B                                       | CUSIP: 41284LAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6000000 | PA      | $5669988.00   | 0.21%             | 2043-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                             | FIRST INVESTORS AUTO OWNER TRUST 2022-1 FIAOT 2022-1A E                           | CUSIP: 32057KAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2280000 | PA      | $2107084.34   | 0.08%             | 2029-06-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                | COMMONBOND STUDENT LOAN TRUST 2017-A-GS CBSLT 2017-AGS A1                         | CUSIP: 20267VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1313399 | PA      | $1229877.35   | 0.04%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO LIMITED                                                             | ZAIS CLO 8 LTD ZAIS8 2018-1A B                                                    | CUSIP: 98885GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4774605.00   | 0.17%             | 2029-04-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE INTEREST STRIP FNS 404 2                                               | CUSIP: 3136FGJ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1584332 | PA      | $336024.03    | 0.01%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                    | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B SCART 2020-BA F                  | CUSIP: 802830BA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6250000 | PA      | $6187343.13   | 0.22%             | 2028-08-15      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.375000% 10/31/2024                                              | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 225000000 | PA      | $225087889.50 | 8.17%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                               | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-1 E                  | CUSIP: 35105JAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4230000 | PA      | $3830043.35   | 0.14%             | 2029-08-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | STRIPS 0.000000% 02/15/2052                                                       | CUSIP: 912834B56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $3536059.50   | 0.13%             | 2052-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                             | FIRST INVESTORS AUTO OWNER TRUST 2020-1 FIAOT 2020-1A E                           | CUSIP: 32060KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5510000 | PA      | $5405695.15   | 0.20%             | 2026-06-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| J.G. WENTWORTH RECEIVABLES LLC                                               | JG WENTWORTH XXI LLC HENDR 2010-2A B                                              | CUSIP: 466159AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1131826 | PA      | $1134978.99   | 0.04%             | 2050-01-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5085 IG                                                    | CUSIP: 3137FFYJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  21607933 | PA      | $2952242.25   | 0.11%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                     | LCM LOAN INCOME FUND I INCOME NOTE ISSUER LTD LCM 27A A1                          | CUSIP: 50200JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $12840256.00  | 0.47%             | 2031-07-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                  | FEDERAL HOME LOAN BANK 6.230000% 12/28/2037                                       | CUSIP: 3130AUB78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2009561.20   | 0.07%             | 2037-12-28      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2021-10 LLC PRPM 2021-10 A2                                                  | CUSIP: 69360HAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8000000 | PA      | $7141524.80   | 0.26%             | 2026-10-25      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| NXT CAPITAL CLO                                                              | NXT CAPITAL CLO 2020-1 LLC NXTC 2020-1A B                                         | CUSIP: 62960NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2168487.00   | 0.08%             | 2031-01-20      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                             | STACK INFRASTRUCTURE ISSUER LLC SIDC 2019-1A A2                                   | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3459000 | PA      | $3382846.94   | 0.12%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GDB DEBT RECOVERY AUTH OF COMWLTH PUERTO RICO                                | GDB DEBT RECOVERY AUTH OF CMWL GDB DEBT RECOVERY AUTHORITY OF PUERTO RICO         | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   6536496 | PA      | $5506997.88   | 0.20%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                    | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A SCART 2020-AA F                  | CUSIP: 80281MAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  27740000 | PA      | $28561550.61  | 1.04%             | 2029-01-16      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS LTD                                                      | OAK HILL CREDIT PARTNERS X-R LTD OAKC 2014-10RA CR                                | CUSIP: 67707CAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $4877385.00   | 0.18%             | 2034-04-20      | Floating      | 6.81%                 | 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        |   7310000 | PA      | $6066203.50   | 0.22%             | 2047-11-15      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.125000% 09/30/2027                                              | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 145000000 | PA      | $147939648.80 | 5.37%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                   | FLAGSHIP CREDIT AUTO TRUST 2020-1 FCAT 2020-1 E                                   | CUSIP: 33843FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7931000 | PA      | $7213758.43   | 0.26%             | 2027-06-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORPORATION                                                     | MARATHON OIL CORP 4.400000% 07/15/2027                                            | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2930641.41   | 0.11%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  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        |   9994174 | PA      | $9845040.74   | 0.36%             | 2038-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| NES FIRCROFT BONDCO AS                                                       | NES FIRCROFT BONDCO AS 144A 11.750000% 09/29/2026                                 | CUSIP: N/A<br>LEI: 636700CUSS22I12S3R10       | Long             | DBT              | CORP              | GB        |   7750000 | PA      | $7831470.87   | 0.28%             | 2026-09-29      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                                       | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WFT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2005000 | PA      | $2225305.19   | 0.08%             | 2030-02-01      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                         | PRET 2021-NPL3 LLC PRET 2021-NPL3 A2                                              | CUSIP: 74143EAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4755000 | PA      | $3999416.71   | 0.15%             | 2051-07-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                  | FEDERAL HOME LOAN BANK 2.625000% 12/08/2036                                       | CUSIP: 3130AQ5A7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $803671.58    | 0.03%             | 2036-12-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                          | VENTURE 37 CLO LTD VENTR 2019-37A BR                                              | CUSIP: 92333BAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9579880.00   | 0.35%             | 2032-07-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LIMITED                                          | TEXTAINER MARINE CONTAINERS VII LTD TMCL 2020-2A B                                | CUSIP: 88315LAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |   1551198 | PA      | $1370558.42   | 0.05%             | 2045-09-20      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST                                              | FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU FMBT 2019-FBLU A                        | CUSIP: 34461LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10000000 | PA      | $9443317.00   | 0.34%             | 2036-12-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                      | MOSAIC SOLAR LOAN TRUST 2020-2 MSAIC 2020-2A B                                    | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2851160 | PA      | $2458497.75   | 0.09%             | 2046-08-20      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XI APID 2012-11A CR3                                                   | CUSIP: 03763YBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13750000 | PA      | $13047925.00  | 0.47%             | 2034-04-17      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2013-4 SEMT 2013-4 AIO1                                    | CUSIP: 81745UAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  50730389 | PA      | $1218604.81   | 0.04%             | 2043-04-25      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                              | BENEFIT STREET PARTNERS CLO III LTD BSP 2013-IIIA DR                              | CUSIP: 08180GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4580850.00   | 0.17%             | 2029-07-20      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                | COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A1                               | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1739448 | PA      | $1700433.94   | 0.06%             | 2047-12-26      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC.                                                       | PARATUS ENERGY SERVICES LTD CLASS A COMMON STOCK  -  BOOK ENTRY TA                | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               |  | US        |     27367 | NS      | $14943203.01  | 0.54%             |  |  |  | No            |                  3 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES TRUST                                            | AVID AUTOMOBILE RECEIVABLES TRUST 2019-1 AVID 2019-1 D                            | CUSIP: 05369DAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1292997.16   | 0.05%             | 2026-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                | SEMPRA ENERGY 6.000000% 10/15/2039                                                | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4283881.68   | 0.16%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                  | HUDSON YARDS 2019-30HY MORTGAGE TRUST HY 2019-30HY B                              | CUSIP: 44421GAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2119312.25   | 0.08%             | 2039-07-10      | Floating      | 3.38%                 | No            |                  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        |    750000 | PA      | $621839.31    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DCAT, LLC                                                                    | DCAT LLC 0% CP 2/24/2023                                                          | CUSIP: 24023HPQ2<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $996980.67    | 0.04%             | 2023-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                               | SYNCHRONY BANK 5.400000% 08/22/2025                                               | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4979892.50   | 0.18%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                                       | OHA CREDIT FUNDING 7 LTD OAKC 2020-7A ER                                          | CUSIP: 67111WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2237882.50   | 0.08%             | 2037-02-24      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                         | FREMF 2016-K54 MORTGAGE TRUST FREMF 2016-K54 C                                    | CUSIP: 30288RAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4766599.00   | 0.17%             | 2048-04-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| TEXAS TRANSN COMMN ST HWY FD REV                                             | TEXAS ST TRANSPRTN COMMISSIONS TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3980000 | PA      | $4140518.57   | 0.15%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 22B LTD GOCAP 2015-22A AR                              | CUSIP: 38174BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8933013.00   | 0.32%             | 2031-01-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                           | APACHE CORP 7.750000% 12/15/2029                                                  | CUSIP: 03746AAA8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   4138000 | PA      | $4373799.38   | 0.16%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NORTHWEST TEX INDPT SCH DIST                                                 | NORTHWEST TX INDEP SCH DIST NORTHWEST INDEPENDENT SCHOOL DISTRICT                 | CUSIP: 667826AK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1890000 | PA      | $1537927.02   | 0.06%             | 2032-02-15      | Fixed         | 1.84%                 | No            |                  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        |   4000000 | PA      | $3649825.20   | 0.13%             | 2028-02-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                        | BARCLAYS CAPITAL INC 0% CP 2/14/2023                                              | CUSIP: 06743VPE4<br>LEI: AC28XWWI3WIBK2824319 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $998257.39    | 0.04%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020- ACAR 2020-2 E                  | CUSIP: 02529WAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  13750000 | PA      | $13763341.63  | 0.50%             | 2027-02-16      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                           | CREDIT SUISSE AG/NEW YORK NY 4.750000% 08/09/2024                                 | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | NUSS              | CH        |  10000000 | PA      | $9800588.10   | 0.36%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC STRIPS FHS 293 IO                                                     | CUSIP: 31283DAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    559426 | PA      | $56324.16     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST                                      | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR CSFB 2005-C2 AMFX              | CUSIP: 225458RW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3833 | PA      | $3765.68      | 0.00%             | 2037-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 0% CP 2/16/2023                                                       | CUSIP: 6840C3PG2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $997905.78    | 0.04%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                          | COMM 2012-CCRE2 MORTGAGE TRUST COMM 2012-CR2 D                                    | CUSIP: 12624KAW6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     89925 | PA      | $82961.81     | 0.00%             | 2045-08-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2020-44 MI                                                  | CUSIP: 3136BAH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12734536 | PA      | $2088319.99   | 0.08%             | 2057-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                         | PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL2 LLC PRET 2021-NPL2 A2                | CUSIP: 741386AB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2750000 | PA      | $2321237.60   | 0.08%             | 2060-06-27      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO, LTD                                                              | GALAXY XV CLO LTD GALXY 2013-15A CRR                                              | CUSIP: 36318WAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4814000 | PA      | $4577969.58   | 0.17%             | 2030-10-15      | Floating      | 6.64%                 | 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        |    500000 | PA      | $590270.83    | 0.02%             | 2030-11-01      | Fixed         | 8.38%                 | Yes           |                  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        |   9000000 | PA      | $6756643.80   | 0.25%             | 2048-02-10      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                    | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1552203.78   | 0.06%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VINE                                                                         | VR FUNDING LLC VINE 2020-1A C                                                     | CUSIP: 91835CAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3912812 | PA      | $3449044.44   | 0.13%             | 2050-11-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY MORTGAGE TRUST                                                      | FIRSTKEY MORTGAGE TRUST 2015-1 FKMT 2015-1 A3                                     | CUSIP: 33767CAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    871889 | PA      | $800440.90    | 0.03%             | 2045-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                              | HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A D                                       | CUSIP: 42806MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10000000 | PA      | $9204838.00   | 0.33%             | 2025-12-26      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE LIMITED                                                           | DEERE JOHN CR LTD DISC COML PA 0% CP 2/10/2023                                    | CUSIP: 24423JPA9<br>LEI: 549300JOF6MOFNQKUU80 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $998762.50    | 0.04%             | 2023-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LIMITED                                                    | TRANSOCEAN SENTRY LTD 144A 5.375000% 05/15/2023                                   | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   3672165 | PA      | $3644624.11   | 0.13%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-103 CI                          | CUSIP: 38379MDY7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10811811 | PA      | $1552802.00   | 0.06%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                    | SAPPHIRE AVIATION FINANCE I LTD SAPA 2018-1A B                                    | CUSIP: 80306AAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   1715776 | PA      | $761776.58    | 0.03%             | 2040-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2018-I LTD CIFC 2018-1A A                                            | CUSIP: 12551RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9903050.00   | 0.36%             | 2031-04-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                   | GLS AUTO RECEIVABLES ISSUER TRUST 2019-3 GCAR 2019-3A D                           | CUSIP: 36258AAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6000000 | PA      | $5859030.60   | 0.21%             | 2026-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMOTIVE PLC                                             | JAGUAR LAND ROVER AUTOMOTIVE PLC 144A 4.500000% 10/01/2027                        | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | NUSS              | GB        |   6000000 | PA      | $4988580.00   | 0.18%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                           | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2016-C29 C               | CUSIP: 61766EBK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2413000 | PA      | $2167251.88   | 0.08%             | 2049-05-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-1 C                  | CUSIP: 02530UAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4999165.00   | 0.18%             | 2029-04-12      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC.                                                              | TRANSOCEAN INC 144A 11.500000% 01/30/2027                                         | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |  20000000 | PA      | $20869000.00  | 0.76%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                 | WINWATER MORTGAGE LOAN TRUST 2014-3 WIN 2014-3 A3                                 | CUSIP: 97652RAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    369658 | PA      | $349828.16    | 0.01%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                  | FEDERAL HOME LOAN BANK 6.610000% 11/09/2034                                       | CUSIP: 3130ATTS6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2003720.46   | 0.07%             | 2034-11-09      | Fixed         | 6.61%                 | 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        |   4000000 | PA      | $3855106.40   | 0.14%             | 2029-07-16      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION LLC                                             | KAPITUS ASSET SECURITIZATION LLC KAPT 2022-1A A                                   | CUSIP: 48555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8000000 | PA      | $7497782.40   | 0.27%             | 2028-07-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4457 EI                                                    | CUSIP: 3137BHW29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    264181 | PA      | $24572.12     | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-170 QI                          | CUSIP: 38378U6W2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7753590 | PA      | $1033084.44   | 0.04%             | 2043-11-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS, INC.                                                                 | LEIDOS INC 2.300000% 02/15/2031                                                   | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   3291000 | PA      | $2652175.80   | 0.10%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                  | HUMANA INC 0% CP 09/02/2023                                                       | CUSIP: 44486JP94<br>LEI: 529900YLDW34GJAO4J06 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $998796.75    | 0.04%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                                     | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-5 LTD CGMS 2014-5A A1RR                 | CUSIP: 14311AAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15834091 | PA      | $15723014.73  | 0.57%             | 2031-07-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2011-146 AY                                                 | CUSIP: 3136A3NB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2270946 | PA      | $2210325.25   | 0.08%             | 2032-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                  | FEDERAL HOME LOAN BANK 2.375000% 01/14/2037                                       | CUSIP: 3130AQJZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3000000 | PA      | $2334569.76   | 0.08%             | 2037-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-68 GY                                                  | CUSIP: 3136A7AL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4723526.50   | 0.17%             | 2032-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE CREDIT OPPORTUNITIES FINANCING LTD                                | GOLDENTREE CREDIT OPPORTUNITIES 2012-1 FINANCING L GTCOP 2012-1A A1R              | CUSIP: 381362AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5046411 | PA      | $5006468.51   | 0.18%             | 2034-06-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020- ACAR 2020-4 E                  | CUSIP: 02530QAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $3871844.00   | 0.14%             | 2026-12-14      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2021-RN4 LLC PRET 2021-RN4 A2                                                | CUSIP: 69359QAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6000000 | PA      | $5441260.80   | 0.20%             | 2051-10-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                                    | FEDERAL AGRICULTURAL MORTGAGE CORP MTN 6.125000% 10/27/2032                       | CUSIP: 31422XM82<br>LEI: 549300MS654K78GYF580 | Long             | DBT              | USGA              | US        |   3000000 | PA      | $3000175.35   | 0.11%             | 2032-10-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIG AUTO RECEIVABLES TRUST                                                   | CIG AUTO RECEIVABLES TRUST 2021-1 CIGAR 2021-1A E                                 | CUSIP: 12598NAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7000000 | PA      | $6493754.40   | 0.24%             | 2028-05-12      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XXVIII APID 2017-28A A2                                                | CUSIP: 03767CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14638935.00  | 0.53%             | 2031-01-20      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                          | COMM 2014-LC15 MORTGAGE TRUST COMM 2014-LC15 D                                    | CUSIP: 12591TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9500000 | PA      | $8780983.95   | 0.32%             | 2047-04-10      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                   | GLS AUTO RECEIVABLES ISSUER TRUST 2022-1 GCAR 2022-1A E                           | CUSIP: 36263XAJ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $3590706.40   | 0.13%             | 2029-05-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4148 LI                                                    | CUSIP: 3137AWYU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2345711 | PA      | $98972.57     | 0.00%             | 2027-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN JUAN TEX HIGHER ED FIN AUTH ED REV                                       | SAN JUAN TX HGR EDU FIN AUTH E SAN JUAN HIGHER EDUCATION FINANCE AUTHORITY        | CUSIP: 798410AJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4400000 | PA      | $4410690.68   | 0.16%             | 2029-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | UKRAINE GOVERNMENT 7.750000% 09/01/2022                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   5000000 | PA      | $1225930.00   | 0.04%             | 2024-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 2.950000% 02/01/2030                                                | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3344000 | PA      | $2956038.92   | 0.11%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                | FEDERAL FARM CREDIT BANK 2.920000% 04/29/2026                                     | CUSIP: 3133EKHX7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   5635000 | PA      | $5398178.81   | 0.20%             | 2026-04-29      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-61 KI                                                  | CUSIP: 3136A6QT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3107702 | PA      | $244487.61    | 0.01%             | 2041-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                          | OPORTUN ISSUANCE TRUST 2022-3 OPTN 2022-A C                                       | CUSIP: 68378NAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2756773.80   | 0.10%             | 2031-06-09      | Fixed         | 7.40%                 | Yes           |                  2 | On Loan: No      |
| STL HOLDING COMPANY LLC                                                      | STL HOLDING CO LLC 144A 7.500000% 02/15/2026                                      | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |  15275000 | PA      | $13401474.51  | 0.49%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-137 DI                          | CUSIP: 38380GWE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    931332 | PA      | $21031.06     | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020- ACAR 2020-3 D                  | CUSIP: 025297AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6500000 | PA      | $6336980.65   | 0.23%             | 2026-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                          | REPUBLIC OF ARGENTINA 1.000000% 07/09/2029                                        | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    717588 | PA      | $244465.12    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 6.375000% 02/01/2030           | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |   2000000 | PA      | $1763800.00   | 0.06%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                                              | OAKTREE CLO 2019-3 LTD OAKCL 2019-3A BR                                           | CUSIP: 67400EAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13065178.50  | 0.47%             | 2034-10-20      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 17 LTD GOCAP 2013-17A A1R                              | CUSIP: 38175JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8225137 | PA      | $8151086.02   | 0.30%             | 2030-10-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                   | CPS AUTO RECEIVABLES TRUST 2019-B CPS 2019-B F                                    | CUSIP: 22412AAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6055000 | PA      | $5999121.43   | 0.22%             | 2026-06-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                          | REPUBLIC OF ARGENTINA 0.500000% 07/09/2030                                        | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   5141000 | PA      | $1832924.17   | 0.07%             | 2030-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NXT CAPITAL CLO                                                              | NXT CAPITAL CLO 2017-1 LLC NXTC 2017-1A BRR                                       | CUSIP: 62959AAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $8472735.00   | 0.31%             | 2033-07-20      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                 | WELLS FARGO MORTGAGE BACKED SECURITIES 2020-1 TRUS WFMBS 2020-1 A1                | CUSIP: 95002KAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2558531 | PA      | $2231642.23   | 0.08%             | 2049-12-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES | 280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P F                          | CUSIP: 90205FAQ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  12500000 | PA      | $11011938.75  | 0.40%             | 2034-09-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                 | WINWATER MORTGAGE LOAN TRUST 2015-3 WIN 2015-3 A3                                 | CUSIP: 97651JAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    594480 | PA      | $551049.66    | 0.02%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                             | SEAMEX FINANCE LTD. SEAMEX SR-NOTE A 2024                                         | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8035788 | PA      | $8116145.76   | 0.29%             | 2024-08-31      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Seadrill New Finance Limited                                                 | PARATUS ENERGY SERVICES LTD 144A 10.000000% 07/15/2026                            | CUSIP: 81173JAC3<br>LEI: 549300XB7T5BX418QX67 | Long             | DBT              | NUSS              | GB        |  85953987 | PA      | $80796747.78  | 2.93%             | 2026-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                   | FLAGSHIP CREDIT AUTO TRUST 2019-2 FCAT 2019-2 D                                   | CUSIP: 33845WAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5190000 | PA      | $5072216.06   | 0.18%             | 2025-05-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| DRIVETIME AUTO OWNER TRUST                                                   | DT AUTO OWNER TRUST 2020-1 DTAOT 2020-1A E                                        | CUSIP: 23344EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4500000 | PA      | $4347721.35   | 0.16%             | 2027-02-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS, INC.                                                         | EMPIRE RESORTS INC 144A 7.750000% 11/01/2026                                      | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2229898.85   | 0.08%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                              | BENEFIT STREET PARTNERS CLO VIII LTD BSP 2015-8A A1AR                             | CUSIP: 08180XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5450000 | PA      | $5409893.45   | 0.20%             | 2031-01-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                                             | RCO VI MORTGAGE LLC 2022-1 RCO 2022-1 A2                                          | CUSIP: 74934VAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4600391.50   | 0.17%             | 2027-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VINE                                                                         | VR FUNDING LLC VINE 2020-1A A                                                     | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6540130 | PA      | $5555846.39   | 0.20%             | 2050-11-15      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-137 GI                          | CUSIP: 38382AYS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  55710899 | PA      | $9049438.93   | 0.33%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 23M LTD GOCAP 2015-23A AR                              | CUSIP: 38175GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19859140.00  | 0.72%             | 2031-01-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 510 ASSET BACKED 2021-NPL2 TRUST FTAB 2021-NPL2 A2                                | CUSIP: 33835JAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7000000 | PA      | $6150846.80   | 0.22%             | 2061-06-25      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PUB FIN AUTH CHARTER SCH FIN CORP REV                               | TEXAS ST PUBLIC FIN AUTH CHRT TEXAS STATE PUBLIC FINANCE AUTHORITY CHARTER SCHOO  | CUSIP: 88276PCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $2019068.82   | 0.07%             | 2027-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                                    | MINERAL RESOURCES LTD 144A 8.125000% 05/01/2027                                   | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | NUSS              | AU        |   8136000 | PA      | $8197020.00   | 0.30%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC                                                 | TRITON CONTAINER FINANCE VIII LLC TCF 2020-1A B                                   | CUSIP: 89680HAB8<br>LEI: 549300GTUDI4TJ0XZQ86 | Long             | ABS-MBS          |  | US        |    801667 | PA      | $706617.71    | 0.03%             | 2045-09-20      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                | FEDERAL FARM CREDIT BANK 2.070000% 12/21/2040                                     | CUSIP: 3133EMLL4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $3405915.95   | 0.12%             | 2040-12-21      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                          | REPUBLIC OF ARGENTINA 1.500000% 07/09/2035                                        | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   8925940 | PA      | $2743088.02   | 0.10%             | 2035-07-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3898 FC                                                    | CUSIP: 3137ADXE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1152248 | PA      | $1144572.53   | 0.04%             | 2036-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2017-CH1 SEMT 2017-CH1 A2                                  | CUSIP: 81746HAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     78829 | PA      | $73339.33     | 0.00%             | 2047-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.000000% 11/15/2042                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $51671875.00  | 1.88%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| ORANGE LAKE TIMESHARE TRUST                                                  | ORANGE LAKE TIMESHARE TRUST 2019-A ONGLT 2019-A C                                 | CUSIP: 68504UAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1353514 | PA      | $1286019.60   | 0.05%             | 2038-04-09      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4116 MI                                                    | CUSIP: 3137AVMJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  12845138 | PA      | $1801642.39   | 0.07%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 24M-R LTD GOCAP 2015-24A AR                            | CUSIP: 38174YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9376718.50   | 0.34%             | 2029-11-05      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                       | KYNDRYL HOLDINGS INC 4.100000% 10/15/2041                                         | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   7620000 | PA      | $5044731.24   | 0.18%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2014-40 GI                                                  | CUSIP: 3136AKLU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4463610 | PA      | $451800.81    | 0.02%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARLEY MARINE FINANCING LLC                                                  | HARLEY MARINE FINANCING LLC BARGE 2018-1A A2                                      | CUSIP: 41284LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9740989 | PA      | $9458344.25   | 0.34%             | 2043-05-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AO2274                                                         | CUSIP: 3138LSQ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    782982 | PA      | $806307.36    | 0.03%             | 2042-10-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS CAPITAL COMPANY LLC                                                  | SIEMENS CAP CO LLC 0% CP2/21/2023                                                 | CUSIP: 82619UPM0<br>LEI: EOSCVWUER252U910GR08 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $997396.00    | 0.04%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                             | FIRST INVESTORS AUTO OWNER TRUST 2020-1 FIAOT 2020-1A F                           | CUSIP: 32060KAL9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5300000 | PA      | $5266738.26   | 0.19%             | 2027-06-15      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO FUNDING (RR) SUBSIDIARY, LLC                                      | APIDOS CLO FUNDING RR SUBSIDIARY LLC APID 2013-12RR A                             | CUSIP: 03767LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2996709.00   | 0.11%             | 2031-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                       | GENERAL MOTORS FINANCIAL CO INC 1.200000% 10/15/2024                              | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6333000 | PA      | $5918133.78   | 0.21%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                       | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A E                          | CUSIP: 03236XAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2600000 | PA      | $2606908.72   | 0.09%             | 2029-10-22      | Fixed         | 9.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4116 PI                                                    | CUSIP: 3137AVMU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4124628 | PA      | $809608.07    | 0.03%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                                     | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A CR2                  | CUSIP: 14310MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4264069.50   | 0.15%             | 2031-04-17      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                     | FARMERS EXCHANGE CAPITAL 144A 7.050000% 07/15/2028                                | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6075000 | PA      | $6341298.84   | 0.23%             | 2028-07-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS, INC.                                | BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 144A 6.000000% 02/01/2026             | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2954579.00   | 0.11%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATION TRUST                    | FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATIO FMMHR 2015-R1 C3               | CUSIP: 35563CAY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  33194372 | PA      | $28797710.65  | 1.05%             | 2052-11-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2011-103 GI                                                 | CUSIP: 3136A1CD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    725056 | PA      | $21322.96     | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 36M LTD GOCAP 2018-36A A                               | CUSIP: 38175BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $10856219.00  | 0.39%             | 2031-02-05      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC.                                                                 | EQUIFAX INC 3.100000% 05/15/2030                                                  | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2632243.92   | 0.10%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                   | FLAGSHIP CREDIT AUTO TRUST 2020-2 FCAT 2020-2 E                                   | CUSIP: 33844QAK9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8000000 | PA      | $8088411.20   | 0.29%             | 2027-09-15      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| MISSION TEX ECONOMIC DEV CORP PWR PUR AGREEMENT REV                          | MISSION TX ECON DEV CORP PWR P MISSION ECONOMIC DEVELOPMENT CORP                  | CUSIP: 605147AB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3045000 | PA      | $30450.00     | 0.00%             | 2025-12-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                             | PAWNEE EQUIPMENT RECEIVABLES SERIES 2019-1 LLC PWNE 2019-1 E                      | CUSIP: 704102AF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2457476.00   | 0.09%             | 2026-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                              | WFRBS COMMERCIAL MORTGAGE TRUST 2013-UBS1 WFRBS 2013-UBS1 C                       | CUSIP: 92938JAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2913152.40   | 0.11%             | 2046-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                              | INVESCO CLO 2022-3 LTD INVCO 2022-3A B                                            | CUSIP: 46146VAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6001434.00   | 0.22%             | 2035-10-22      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2022-II LTD CIFC 2022-2A A1                                          | CUSIP: 12567MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4435749.00   | 0.16%             | 2035-04-19      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2019-44 PI                                                  | CUSIP: 3136B5UH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4888975 | PA      | $781828.78    | 0.03%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                           | SBL HOLDINGS INC 144A 7.000000% MATURITY: PERPETUAL                               | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2072316.10   | 0.08%             | 2171-05-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                             | PHILIP MORRIS INTL INC 0% CP 2/08//2023                                           | CUSIP: 71838MP87<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $998984.00    | 0.04%             | 2023-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL1438                                                         | CUSIP: 3138EHS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    487279 | PA      | $494001.85    | 0.02%             | 2042-02-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                                    | JGWPT XXVI LLC HENDR 2012-2A B                                                    | CUSIP: 46616YAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1414461 | PA      | $1453701.89   | 0.05%             | 2061-10-17      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2017-52 DI                                                  | CUSIP: 3136AW5M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7553517 | PA      | $1260052.81   | 0.05%             | 2047-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                  | HUMANA INC 0% CP 2/23/2023                                                        | CUSIP: 44486JPP8<br>LEI: 529900YLDW34GJAO4J06 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $996909.06    | 0.04%             | 2023-02-23      | None          | 0.00%                 | No            |                  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              | GB        |   5000000 | PA      | $3319850.45   | 0.12%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AVAYA INC.                                                                   | AVAYA INC 144A 6.125000% 09/15/2028                                               | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |   9325000 | PA      | $2844125.00   | 0.10%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                          | VENTURE XIX CLO LTD VENTR 2014-19A ARR                                            | CUSIP: 92330EAP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19250000 | PA      | $18938150.00  | 0.69%             | 2032-01-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| DROP MORTGAGE TRUST                                                          | DROP MORTGAGE TRUST 2021-FILE DROP 2021-FILE D                                    | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  15000000 | PA      | $13272291.00  | 0.48%             | 2043-10-15      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 24M-R LTD GOCAP 2015-24A DR                            | CUSIP: 38174YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2764812.00   | 0.10%             | 2029-11-05      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2020-B18 MORTGAGE TRUST BMARK 2020-B18 E                                | CUSIP: 08163AAV5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8000000 | PA      | $4468360.00   | 0.16%             | 2053-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                                 | VEROS AUTO RECEIVABLES TRUST 2021-1 VEROS 2021-1 C                                | CUSIP: 92512BAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4320000 | PA      | $4009868.93   | 0.15%             | 2028-08-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                             | PAWNEE EQUIPMENT RECEIVABLES SERIES 2019-1 LLC PWNE 2019-1 D                      | CUSIP: 704102AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5500000 | PA      | $5412061.05   | 0.20%             | 2024-10-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING LTD                                                             | OZLM FUNDING IV LTD OZLMF 2013-4A A2R                                             | CUSIP: 67108FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4912185.00   | 0.18%             | 2030-10-22      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST                                               | CARRINGTON MORT M8                                                                | CUSIP: 144527AM0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $0.01         | 0.00%             | 2037-02-25      | Floating      | 2.46%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2019-44 CI                                                  | CUSIP: 3136B5UB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5919815 | PA      | $1254098.56   | 0.05%             | 2059-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                          | DT AUTO OWNER TRUST 2020-3 DTAOT 2020-3A D                                        | CUSIP: 26253AAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1884553.20   | 0.07%             | 2026-06-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                 | WINWATER MORTGAGE LOAN TRUST 2014-2 WIN 2014-2 A1                                 | CUSIP: 97652QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    144837 | PA      | $138391.17    | 0.01%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                    | REGAL REXNORD CORP 144A 6.300000% 02/15/2030                                      | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4588483.50   | 0.17%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST                                                | GALTON FUNDING MORTGAGE TRUST 2019-2 GFMT 2019-2 A21                              | CUSIP: 36418AAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1477406 | PA      | $1396387.19   | 0.05%             | 2059-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 ID                           | CUSIP: 38379XN71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  15115085 | PA      | $3420927.59   | 0.12%             | 2044-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-44 IO                           | CUSIP: 38379AUY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2877662 | PA      | $96433.63     | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                        | REPUBLIC OF COLOMBIA 3.250000% 04/22/2032                                         | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5000000 | PA      | $3678467.20   | 0.13%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                                       | AMKOR TECHNOLOGY INC 144A 6.625000% 09/15/2027                                    | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |  10372000 | PA      | $10414732.64  | 0.38%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2021-NPL5 LLC PRET 2021-NPL5 A2                                              | CUSIP: 74143KAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7000000 | PA      | $6137341.00   | 0.22%             | 2051-10-25      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                  | ELMWOOD CLO 20 LTD ELM20 2022-7A B1                                               | CUSIP: 29002AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5625000 | PA      | $5637616.88   | 0.20%             | 2034-10-17      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-2 C                  | CUSIP: 02530BAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4913460.00   | 0.18%             | 2028-06-13      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 D                    | CUSIP: 94989YAJ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1617512.00   | 0.06%             | 2059-01-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2 JPMDB 2016-C2 C                | CUSIP: 46590LAZ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4328000 | PA      | $3606814.11   | 0.13%             | 2049-06-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| ZAIS MATRIX CDO                                                              | ZAIS CLO 6 LTD ZAIS6 2017-1A A2                                                   | CUSIP: 98887TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11250000 | PA      | $11084411.25  | 0.40%             | 2029-07-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST                                                | GALTON FUNDING MORTGAGE TRUST 2019-1 GFMT 2019-1 A22                              | CUSIP: 36418WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    141981 | PA      | $139394.71    | 0.01%             | 2059-02-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE                                                    | CAFL 2021-RTL1 ISSUER LLC CAFL 2021-RTL1 A1                                       | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1779287.00   | 0.06%             | 2029-03-28      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2018-CH4 SEMT 2018-CH4 A2                                  | CUSIP: 81747LAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40772 | PA      | $40316.59     | 0.00%             | 2048-10-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                   | GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 GCAR 2022-3A E                           | CUSIP: 38014QAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1990000 | PA      | $1889649.67   | 0.07%             | 2029-10-15      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                       | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2007-LD12 AJ             | CUSIP: 46632HAL5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1763153 | PA      | $1655798.13   | 0.06%             | 2051-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                              | BENEFIT STREET PARTNERS CLO III LTD BSP 2013-IIIA BR2                             | CUSIP: 08180EBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14644170.00  | 0.53%             | 2029-07-20      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL, INC.                                         | SCIENTIFIC GAMES INTERNATIONAL INC 144A 8.625000% 07/01/2025                      | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5857812.50   | 0.21%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                                     | CARLYLE GLOBAL MARKET STRATEGIES CLO 2012-3 LTD CGMS 2012-3A A1A2                 | CUSIP: 14312EAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24855641 | PA      | $24654733.10  | 0.89%             | 2032-01-14      | Floating      | 5.97%                 | No            |                  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        |  11000000 | PA      | $9055189.66   | 0.33%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCAT, LLC                                                                    | DCAT LLC 0% CP 02/03/23                                                           | CUSIP: 24023HP33<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $999633.58    | 0.04%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                                        | NOBLE FINANCE CO 11.000000% 02/15/2028                                            | CUSIP: 65505JAC5<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | NUSS              | US        |   1893334 | PA      | $2063734.23   | 0.07%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | 510 ASSET BACKED 2021-NPL1 TRUST FTAB 2021-NPL1 A2                                | CUSIP: 33835CAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  20000000 | PA      | $17439470.00  | 0.63%             | 2061-06-25      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST HEALTH & EDL BLDG CORP                                       | RHODE ISLAND ST HLTH & EDUCTNL RHODE ISLAND HEALTH AND EDUCATIONAL BUILDING CORP  | CUSIP: 762243Y31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5007997.50   | 0.18%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                            | CHOICE HOTELS INTERNATIONAL INC 3.700000% 12/01/2029                              | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7200700.96   | 0.26%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PEARL STREET MORTGAGE COMPANY TRUST (PSMC)                                   | PSMC 2020-2 TRUST PSMC 2020-2 A2                                                  | CUSIP: 693652AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625478 | PA      | $553114.19    | 0.02%             | 2050-05-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES, INC.                                                         | PPG INDS INC 0% CP 02/02/23                                                       | CUSIP: 69350BP26<br>LEI: 549300BKPEP01R3V6C59 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $999746.00    | 0.04%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MISSION TEX ECONOMIC DEV CORP PWR PUR AGREEMENT REV                          | MISSION TX ECON DEV CORP PWR P MISSION ECONOMIC DEVELOPMENT CORP                  | CUSIP: 605147AC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3315000 | PA      | $33150.00     | 0.00%             | 2028-12-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                      | CF HIPPOLYTA ISSUER LLC SORT 2020-1 A2                                            | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5294102 | PA      | $4500401.36   | 0.16%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE INTEREST STRIP FNS 397 2                                               | CUSIP: 3136FGRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1142453 | PA      | $212842.68    | 0.01%             | 2039-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5202 KI                                                    | CUSIP: 3137H62M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  16597916 | PA      | $2766570.56   | 0.10%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                   | CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1                                            | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2583554 | PA      | $2424977.40   | 0.09%             | 2049-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                       | JP MORGAN CHASE COMMERCIAL MORTGAGE SERIES  2007-LD12  CLASS J                    | CUSIP: 46632HAW1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $0.09         | 0.00%             | 2051-02-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE INTEREST STRIP FNS 407 2                                               | CUSIP: 3136FG3H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1552202 | PA      | $255711.76    | 0.01%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2018-I LTD CIFC 2018-1A C                                            | CUSIP: 12551RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1898604.00   | 0.07%             | 2031-04-18      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                                     | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3-R LTD CGMS 2014-3RA A1A               | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14877490 | PA      | $14753040.29  | 0.54%             | 2031-07-27      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                                        | BLUEMOUNTAIN CLO XXX LTD BLUEM 2020-30A DR                                        | CUSIP: 09630QAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1180240.00   | 0.04%             | 2035-04-15      | Floating      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                    | PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 5.250000% 09/01/2037               | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |    333959 | PA      | $131984.75    | 0.00%             | 2037-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                   | CPS AUTO RECEIVABLES TRUST 2019-D CPS 2019-D D                                    | CUSIP: 12655KAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1479159 | PA      | $1465436.55   | 0.05%             | 2025-09-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2022-II LTD CIFC 2022-2A B                                           | CUSIP: 12567MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9125000 | PA      | $8909650.00   | 0.32%             | 2035-04-19      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                                                    | ENOVA INTERNATIONAL INC 144A 8.500000% 09/15/2025                                 | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   7007000 | PA      | $6665408.75   | 0.24%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                    | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A SCART 2021-AA E                  | CUSIP: 80282YAH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $913315.30    | 0.03%             | 2027-03-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| TEXAS TRANSN COMMN ST HWY FD REV                                             | TEXAS ST TRANSPRTN COMMISSIONS TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND | CUSIP: 88283LKV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2886382.50   | 0.10%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-AUS WFCM 2018-AUS A                    | CUSIP: 94990EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4567785.00   | 0.17%             | 2036-08-17      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                           | TRTX 2021-FL4 ISSUER LTD TRTX 2021-FL4 C                                          | CUSIP: 87276WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9252190.00   | 0.34%             | 2038-03-15      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                             | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021-1 LLC PWNE 2021-1 C                     | CUSIP: 704100AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4700000 | PA      | $4230279.18   | 0.15%             | 2027-07-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Republiek Suriname                                                           | SURINAME GOVERNMENT INTERNATIONAL BOND 144A 12.875000% 12/30/2023                 | CUSIP: 86886PAB8<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |   8000000 | PA      | $6384000.00   | 0.23%             | 2023-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BCC MIDDLE MARKET CLO LLC                                                    | BCC MIDDLE MARKET CLO 2018-1 LLC BMMC 2018-1A A1A                                 | CUSIP: 055328AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17164778 | PA      | $16989679.91  | 0.62%             | 2030-10-20      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ORANGE LAKE TIMESHARE TRUST                                                  | ORANGE LAKE TIMESHARE TRUST 2019-A ONGLT 2019-A D                                 | CUSIP: 68504UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    223333 | PA      | $207922.41    | 0.01%             | 2038-04-09      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                       | GEN MTR FIN 0 02/06/23 CP 02/06/23                                                | CUSIP: 37046UP62<br>LEI: 5493008B6JBRUJ90QL97 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $999179.50    | 0.04%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                       | CREDIT SUISSE GROUP AG 5.100000% MATURITY: PERPETUAL                              | CUSIP: H3698DCV4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |  10000000 | PA      | $7025000.00   | 0.26%             | 2171-07-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-42 MI                           | CUSIP: 38378JGW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    441256 | PA      | $7299.38      | 0.00%             | 2041-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | TREASURY BILL 0.000000% 04/13/2023                                                | CUSIP: 912796YU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $495539.08    | 0.02%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                                            | CP EF ASSET SECURITIZATION I LLC CPEF 2022-1A A                                   | CUSIP: 12662AAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3892247 | PA      | $3837601.89   | 0.14%             | 2030-04-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                                        | NOBLE FINANCE CO 144A 11.000000% 02/15/2028                                       | CUSIP: 65505JAA9<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | NUSS              | US        |    869000 | PA      | $947210.08    | 0.03%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 144A 6.700000% 02/16/2032                                     | CUSIP: 71643VAA3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   6352000 | PA      | $5272575.67   | 0.19%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                   | APPLE INC 3.850000% 05/04/2043                                                    | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1817827.60   | 0.07%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                 | WINWATER MORTGAGE LOAN TRUST 2015-2 WIN 2015-2 A11                                | CUSIP: 97652UAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    448242 | PA      | $414021.51    | 0.02%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                    | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A SCART 2020-AA E                  | CUSIP: 80281MAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9006000 | PA      | $8976399.98   | 0.33%             | 2026-05-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XI APID 2012-11A ER3                                                   | CUSIP: 03764EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4575650.00   | 0.17%             | 2034-04-17      | Floating      | 11.36%                | Yes           |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                 | WINWATER MORTGAGE LOAN TRUST 2014-1 WIN 2014-1 A1                                 | CUSIP: 97652PAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    466990 | PA      | $442775.78    | 0.02%             | 2044-06-20      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                                     | UNIV OF TEXAS TX BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM               | CUSIP: 9151375F6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3233833.80   | 0.12%             | 2042-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                                        | BLUEMOUNTAIN CLO 2016-2 LTD BLUEM 2016-2A A2R2                                    | CUSIP: 09628WAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9728740.00   | 0.35%             | 2032-08-20      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                               | CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL                             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1720500.00   | 0.06%             | 2171-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | VOLT CIII LLC VOLT 2021-CF1 A2                                                    | CUSIP: 92873JAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3303000 | PA      | $2765070.12   | 0.10%             | 2051-08-25      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  46351226 | PA      | $46351225.89  | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                                     | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3-R LTD CGMS 2014-3RA A2                | CUSIP: 14315LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8835102.00   | 0.32%             | 2031-07-27      | Floating      | 6.36%                 | No            |                  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        |   4000000 | PA      | $3932988.40   | 0.14%             | 2028-07-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | FORD MOTOR CO 4.346000% 12/08/2026                                                | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  15033000 | PA      | $14628794.20  | 0.53%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST                                                | CARNOW AUTO RECEIVABLES TRUST 2021-2 CNART 2021-2A C                              | CUSIP: 14369HAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3330000 | PA      | $3181841.97   | 0.12%             | 2027-03-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4349 KI                                                    | CUSIP: 3137BBG87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4318254 | PA      | $258735.54    | 0.01%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                             | DEUTSCHE BANK AG MTN 4.296000% 05/24/2028                                         | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | NUSS              | DE        |  12000000 | PA      | $11731015.56  | 0.43%             | 2028-05-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.                             | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST BSCMS 2007-T26 AJ               | CUSIP: 07388VAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    125180 | PA      | $121488.99    | 0.00%             | 2045-01-12      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

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

**Signature:** Eric Olsen

**Name of Signer:** Eric Olsen

**Title:** CFO