# EDGAR Filing Document

**Accession Number:** 0001762332
**File Stem:** 0002048251-26-002529
**Filing Date:** 2026-3
**Character Count:** 163747
**Document Hash:** 704c90a934160ff1e5d78e6d6a823bdf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-002529.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0002048251-26-002529

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23410
- **FILM NUMBER:** 26818810

**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:** 549300NT5CDF9X050U77

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8774463863

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

- **a. Name of Series:** Frost 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:** 2026-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3987138208.14

**Total Liabilities:** $8747658.74

**Net Assets:** $3978390549.40

**Cash Not Reported:** $1353471.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7691.67766891 | **1-Year:** -91070.84758881 | **5-Year:** -179427.44043030 | **10-Year:** -257303.88728892 | **30-Year:** -142455.82042133

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

- **3-Month:** -9235.13800594 | **1-Year:** -103030.40447951 | **5-Year:** -219971.94453232 | **10-Year:** -215302.08623318 | **30-Year:** -41242.49499500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210586 | 0.44%                | -0.28%               | 0.41%                |
| Class ID C000210587 | 0.42%                | -0.31%               | 0.40%                |
| Class ID C000210585 | -2.02%               | -2.90%               | -2.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6161328.33             | $7038465.77                                |
| Month 2  | $-9202632.77             | $-26252052.61                              |
| Month 3  | $-850362.80              | $1690139.26                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANGEL OAK MORTGAGE TRUST                                                     | ANGEL OAK MORTGAGE TRUST 2021-4 AOMT 2021-4 A3                                    | CUSIP: 03464EAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1533578 | PA      | $1320049.43   | 0.03%             | 2065-01-20      | Floating      | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-177 CM                          | CUSIP: 38383BG97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  19694900 | PA      | $19698730.17  | 0.50%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.625000% 11/15/2045                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48632812.50  | 1.22%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA9953                                                      | CUSIP: 36180ABW2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2440701 | PA      | $2459553.75   | 0.06%             | 2054-10-20      | Fixed         | 6.00%                 | 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        |    116784 | PA      | $115616.27    | 0.00%             | 2047-12-10      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ8 GSMBS 2025-PJ8 A3                    | CUSIP: 36272XAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8628562 | PA      | $8601580.00   | 0.22%             | 2056-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM3279                                                         | CUSIP: 3140J7UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2297408 | PA      | $2393772.55   | 0.06%             | 2044-05-01      | Fixed         | 5.50%                 | 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        |   2853803 | PA      | $2803833.20   | 0.07%             | 2047-04-10      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-151 JA                          | CUSIP: 38384WER2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  14497919 | PA      | $14535282.98  | 0.37%             | 2053-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 5.930000% 05/01/2060                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  31000000 | PA      | $30505688.88  | 0.77%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2013-104 TI                                                 | CUSIP: 3136AGSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    307370 | PA      | $7652.45      | 0.00%             | 2032-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                        | AIR LEASE CORP 0% CP                                                              | CUSIP: 00913XBB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | ABS-APCP         |  | US        |   2500000 | PA      | $2496623.50   | 0.06%             | 2026-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |     24427 | PA      | $5520.50      | 0.00%             | 2174-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MB0191                                                      | CUSIP: 3618N5F95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  21746803 | PA      | $21593277.02  | 0.54%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-105 DF                          | CUSIP: 38381NCE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  24806821 | PA      | $25118201.38  | 0.63%             | 2055-06-20      | Floating      | 5.10%                 | No            |                  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      | $9048345.80   | 0.23%             | 2053-12-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| USAFA VISITORS CTR BUSINESS IMPT DIST COLO SPL REV                           | USAFA VISITORS CTR BUSINESS IM USAFA VISITOR'S CENTER BUSINESS IMPROVEMENT DISTRI | CUSIP: 917305AJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12870000 | PA      | $12973691.02  | 0.33%             | 2042-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ3 GSMBS 2024-PJ3 B2                    | CUSIP: 36269TBU9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4820874 | PA      | $4695261.37   | 0.12%             | 2054-08-25      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                 | US BANCORP 3.700000% MATURITY: PERPETUAL                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3227454.24   | 0.08%             | 2175-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-1 RCKT 2025-1 A1                                         | CUSIP: 749431AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3434877 | PA      | $3485425.13   | 0.09%             | 2055-03-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2025-NPL2 LLC PRET 2025-NPL2 A1                                              | CUSIP: 69392JAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4508835 | PA      | $4517300.79   | 0.11%             | 2055-03-25      | Fixed         | 5.84%                 | Yes           |                  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      | $1580929.50   | 0.04%             | 2029-04-16      | Fixed         | 12.04%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD6571                                                        | CUSIP: 3132DUJQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  21729760 | PA      | $22074156.89  | 0.55%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |    224563 | PA      | $50751.24     | 0.00%             | 2174-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3996 QL                                                    | CUSIP: 3137ALV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4474645 | PA      | $4375768.80   | 0.11%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                            | CHASE HOME LENDING MORTGAGE TRUST SERIES 2025-2 CHASE 2025-2 A5                   | CUSIP: 16159VAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  15000000 | PA      | $15212755.50  | 0.38%             | 2055-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC 8.000000% MATURITY: PERPETUAL                                        | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |  30250000 | PA      | $32338581.00  | 0.81%             | 2174-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                          | BREAN ASSET BACKED SECURITIES TRUST 2026-RM14 BABS 2026-RM14 A2                   | CUSIP: 10638QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2820654.00   | 0.07%             | 2066-01-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4134 BI                                                    | CUSIP: 3137AVZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    642284 | PA      | $10003.70     | 0.00%             | 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      | $4921560.50   | 0.12%             | 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        |    923667 | PA      | $890046.89    | 0.02%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4106 YI                                                    | CUSIP: 3137AU2M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    218993 | PA      | $3325.74      | 0.00%             | 2027-09-15      | Fixed         | 2.50%                 | 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      |
| United States of America                                                     | US TREASURY N/B 4.375000% 01/31/2032                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 100000000 | PA      | $102351562.00 | 2.57%             | 2032-01-31      | Fixed         | 4.38%                 | 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        |    372491 | PA      | $372101.94    | 0.01%             | 2028-09-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                        | GENUINE PARTS CO 0% CP                                                            | CUSIP: 37255GB98<br>LEI: 549300D46DQVEU651W04 | Long             | ABS-APCP         |  | US        |   2500000 | PA      | $2497178.50   | 0.06%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                                      | PBF HOLDING CO LLC / PBF FINANCE CORP 144A 9.875000% 03/15/2030                   | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $19088442.00  | 0.48%             | 2030-03-15      | Fixed         | 9.88%                 | 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      | $7615628.00   | 0.19%             | 2044-03-09      | Floating      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-9 SEMT 2025-9 A2                                      | CUSIP: 81750BAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9029941 | PA      | $9023944.73   | 0.23%             | 2055-10-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                             | DEUTSCHE BANK AG/NEW YORK NY 7.146000% 07/13/2027                                 | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   4000000 | PA      | $4054291.20   | 0.10%             | 2027-07-13      | Fixed         | 7.15%                 | 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        |   2000000 | PA      | $1608949.40   | 0.04%             | 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        |   1235623 | PA      | $1155307.21   | 0.03%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TWMA FINANCE AS                                                              | TWMA FINANCE AS 144A 12.250000% 02/10/2029                                        | CUSIP: N/A<br>LEI: 894500BICEAQTNG2A469       | Long             | DBT              | CORP              | NO        |   3500000 | PA      | $3562001.27   | 0.09%             | 2029-02-10      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                     | BHG SECURITIZATION TRUST 2022-B BHG 2022-B D                                      | CUSIP: 05553DAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5993367 | PA      | $6085833.99   | 0.15%             | 2035-06-18      | Fixed         | 6.69%                 | Yes           |                  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      | $8579471.00   | 0.22%             | 2048-09-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT 4.500000% 02/01/2029                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1682575 | PA      | $1306474.50   | 0.03%             | 2029-02-01      | Fixed         | 4.50%                 | 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      | $2873583.87   | 0.07%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX                                                                  | HOUSTON TX CITY OF HOUSTON TX                                                     | CUSIP: 4423313K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12000000 | PA      | $10266147.60  | 0.26%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                              | DANSKE BANK A/S 144A 5.705000% 03/01/2030                                         | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |   5000000 | PA      | $5199789.65   | 0.13%             | 2030-03-01      | Fixed         | 5.71%                 | 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      | $997147.43    | 0.03%             | 2042-09-22      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA5246                                                         | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  16226790 | PA      | $16486123.11  | 0.41%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                                 | KEYBANK NATIONAL ASSOCIATION MTN 5.000000% 01/26/2033                             | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5029704.70   | 0.13%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                               | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-NQM5 A1              | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2994720 | PA      | $3025937.06   | 0.08%             | 2069-10-25      | Floating      | 5.65%                 | 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        |    840464 | PA      | $35192.19     | 0.00%             | 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        |         0 | PA      | $0.01         | 0.00%             | 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        |   1117397 | PA      | $62070.72     | 0.00%             | 2043-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-3 D                  | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10000000 | PA      | $10077892.00  | 0.25%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  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        |  16145146 | PA      | $2139257.71   | 0.05%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6356                                                         | CUSIP: 3140XNB29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15241625 | PA      | $15354433.34  | 0.39%             | 2053-07-01      | Fixed         | 5.00%                 | 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      | $3624545.60   | 0.09%             | 2066-04-25      | Floating      | 4.25%                 | Yes           |                  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        |   1645796 | PA      | $1583010.00   | 0.04%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-3 C                  | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $5050929.50   | 0.13%             | 2032-07-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                   | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 GCAR 2024-3A C                           | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2250000 | PA      | $2281227.08   | 0.06%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE                                                    | CAFL 2023-RTL1 ISSUER LLC CAFL 2023-RTL1 A2                                       | CUSIP: 124762AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  15000000 | PA      | $15022606.50  | 0.38%             | 2030-12-28      | Fixed         | 9.30%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2025-1 JPMMT 2025-1 A4                                   | CUSIP: 46658UAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  14148924 | PA      | $14369153.17  | 0.36%             | 2055-06-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                               | JEFFERIES FINANCIAL GROUP INC MTN 6.000000% 09/16/2036                            | CUSIP: 47233WHA0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   4732000 | PA      | $4664467.97   | 0.12%             | 2036-09-16      | Fixed         | 6.00%                 | 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        |   1489830 | PA      | $1487761.69   | 0.04%             | 2027-05-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                          | BREAN ASSET BACKED SECURITIES TRUST 2023-RM7 BABS 2023-RM7 A1                     | CUSIP: 10638BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6820654 | PA      | $6764399.44   | 0.17%             | 2078-03-25      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA MTN 4.000000% 09/23/2029                                      | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |   5000000 | PA      | $4953286.65   | 0.12%             | 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      | $932980.50    | 0.02%             | 2048-06-10      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ2 GSMBS 2025-PJ2 A1                    | CUSIP: 362957AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  23690626 | PA      | $24055840.75  | 0.60%             | 2055-07-25      | Floating      | 6.00%                 | Yes           |                  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      | $3795095.90   | 0.10%             | 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        |   2249391 | PA      | $2237407.55   | 0.06%             | 2037-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RJ OBRIEN FUTURES COLLATERAL                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |     44153 | PA      | $44152.94     | 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        |  21490772 | PA      | $2555615.93   | 0.06%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2025-RPL3 TRUST PRET 2025-RPL3 M2                                            | CUSIP: 69382RAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5838200 | PA      | $5317986.02   | 0.13%             | 2065-04-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC 5.869000% 10/31/2035                                     | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4978800.20   | 0.13%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | 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      | $1804217.00   | 0.05%             | 2031-02-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2024-9 SEMT 2024-9 A5                                      | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5473912 | PA      | $5500845.26   | 0.14%             | 2054-10-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 CZ5436                                                      | CUSIP: 3618GHBD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2057752 | PA      | $2112857.92   | 0.05%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                             | DEUTSCHE BANK AG/NEW YORK NY 3.742000% 01/07/2033                                 | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   2000000 | PA      | $1861757.06   | 0.05%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  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        |    821160 | PA      | $17463.45     | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                      | ROYAL BANK OF CANADA MTN VARIABLE RATE 10/30/2030                                 | CUSIP: 78014RL99<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4927500.00   | 0.12%             | 2030-10-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                            | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-2 CHASE 2024-2 A6                   | CUSIP: 161929AH7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4554349 | PA      | $4606181.68   | 0.12%             | 2055-02-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BAC CAPITAL TRUST XIV                                                        | BAC CAPITAL TRUST XIV MATURITY: PERPETUAL                                         | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |  13488000 | PA      | $11086711.13  | 0.28%             | 2174-09-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD                                                        | SYCAMORE TREE CLO 2025-7 LTD STCP 2025-7A C                                       | CUSIP: 87122KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024000.00   | 0.13%             | 2038-08-28      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                        | GENUINE PARTS CO 0% CP                                                            | CUSIP: 37255GBJ6<br>LEI: 549300D46DQVEU651W04 | Long             | ABS-APCP         |  | US        |   2000000 | PA      | $1995670.00   | 0.05%             | 2026-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 6.174000% 05/25/2034                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5293910.50   | 0.13%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-28 FW                           | CUSIP: 38385C6D5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  23801970 | PA      | $23875518.56  | 0.60%             | 2054-04-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL2 GSMBS 2024-RPL2 A2                  | CUSIP: 36269MAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  15000000 | PA      | $14726692.50  | 0.37%             | 2061-07-25      | Floating      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                    | REGAL REXNORD CORP 6.300000% 02/15/2030                                           | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4771204.11   | 0.12%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                                            | NORTHWEST NATURAL HOLDING CO 7.000000% 09/15/2055                                 | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2090280.00   | 0.05%             | 2055-09-15      | Fixed         | 7.00%                 | 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        |    277195 | PA      | $277378.91    | 0.01%             | 2029-05-28      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026- ACAR 2026-1 D                  | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  15000000 | PA      | $15006591.00  | 0.38%             | 2033-01-12      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |     72359 | PA      | $16353.13     | 0.00%             | 2174-07-01      | Fixed         | 0.00%                 | No            |                  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      | $1183027.10   | 0.03%             | 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        |    144628 | PA      | $987.52       | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |     68715 | PA      | $15529.59     | 0.00%             | 2174-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                      | CANTOR FITZGERALD LP 144A 7.200000% 12/12/2028                                    | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1064567.94   | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4908 AS                                                    | CUSIP: 3137FNBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7472617 | PA      | $810489.80    | 0.02%             | 2045-01-25      | Floating      | 2.29%                 | 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      | $323309.50    | 0.01%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2024-7 JPMMT 2024-7 A4                                   | CUSIP: 465971AH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10431542 | PA      | $9472132.01   | 0.24%             | 2053-04-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4136 PI                                                    | CUSIP: 3137AWL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4489003 | PA      | $319438.37    | 0.01%             | 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        |   2003515 | PA      | $1933411.96   | 0.05%             | 2059-01-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE, INC.                                                   | F&G ANNUITIES & LIFE INC 7.400000% 01/13/2028                                     | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7308592.27   | 0.18%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HILLGROVE MINES PTY LTD                                                      | HILLGROVE MINES PTY LTD 12.000000% 08/01/2029                                     | CUSIP: Q46156AA5<br>LEI: 254900I859RDK4UJY156 | Long             | DBT              | NUSS              | AU        |   1000000 | PA      | $1035000.00   | 0.03%             | 2029-08-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                  | ELMWOOD CLO V LTD ELMW5 2020-2A D1RR                                              | CUSIP: 29003BAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9029421.00   | 0.23%             | 2037-10-20      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Paratus Energy Services Ltd.                                                 | PARATUS ENERGY SERVICES LTD 9.500000% 06/27/2029                                  | CUSIP: N/A<br>LEI: 549300XB7T5BX418QX67       | Long             | DBT              | NUSS              | GB        |  45000000 | PA      | $45298928.70  | 1.14%             | 2029-06-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST                                    | ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-1 ENFIN 2024-1A B                  | CUSIP: 29281LAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3218667 | PA      | $2888278.86   | 0.07%             | 2055-02-20      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-212 AE                          | CUSIP: 38384TFF4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  99917919 | PA      | $97173783.26  | 2.44%             | 2068-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD3586                                                        | CUSIP: 3132DQ6X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  29705521 | PA      | $30893701.00  | 0.78%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                            | AIRCASTLE LTD 144A 5.250000% MATURITY: PERPETUAL                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |   5571000 | PA      | $5563474.69   | 0.14%             | 2174-09-15      | Fixed         | 5.25%                 | 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      | $6008281.25   | 0.15%             | 2036-06-01      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD.                                                          | WIND RIVER 2024-1 CLO LTD WINDR 2024-1A D                                         | CUSIP: 97317AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10019070.00  | 0.25%             | 2037-04-20      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-142 AD                          | CUSIP: 38381MR85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9966951 | PA      | $9814233.32   | 0.25%             | 2067-05-16      | Floating      | 5.00%                 | 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        |     49030 | PA      | $120.95       | 0.00%             | 2028-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SE9080                                                        | CUSIP: 3133SKCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5794824 | PA      | $5809521.43   | 0.15%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC.                                                                | OT MIDCO INC 144A 10.000000% 02/15/2030                                           | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  92000000 | PA      | $42900234.80  | 1.08%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BL3864                                                         | CUSIP: 3140HVJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8000000 | PA      | $7686235.84   | 0.19%             | 2029-09-01      | Fixed         | 2.71%                 | No            |                  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        |    530362 | PA      | $510654.03    | 0.01%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RJ2837                                                        | CUSIP: 3142GTEK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  27948450 | PA      | $28349304.65  | 0.71%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST SERIES 2025-CES1 JPMMT 2025-CES1 M1                      | CUSIP: 46658XAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2339000 | PA      | $2374338.08   | 0.06%             | 2055-05-25      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                            | CHASE HOME LENDING MORTGAGE TRUST 2025-3 CHASE 2025-3 A2                          | CUSIP: 16160MAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7258281 | PA      | $7326043.99   | 0.18%             | 2056-02-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                                                     | LCM 42 LTD LCM 42A D1                                                             | CUSIP: 52113AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10044720.00  | 0.25%             | 2038-01-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.750000% 11/15/2043                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $99593750.00  | 2.50%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD6782                                                        | CUSIP: 3132DURB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  48431314 | PA      | $49460294.88  | 1.24%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-163 B                           | CUSIP: 38384DMU8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12495873 | PA      | $12841279.80  | 0.32%             | 2048-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD                                                        | SYCAMORE TREE CLO 2025-6 LTD STCP 2025-6A A1                                      | CUSIP: 87122HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  27000000 | PA      | $27019251.00  | 0.68%             | 2038-04-20      | Floating      | 4.87%                 | Yes           |                  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        |   4160882 | PA      | $4078231.07   | 0.10%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  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        |   3390070 | PA      | $3320539.64   | 0.08%             | 2047-11-15      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| STL HOLDING COMPANY LLC                                                      | STL HOLDING CO LLC 144A 8.750000% 02/15/2029                                      | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $9043579.40   | 0.23%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-151 DA                          | CUSIP: 38384WDJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9489408 | PA      | $9469152.89   | 0.24%             | 2052-08-20      | Fixed         | 4.50%                 | 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        |   3071365 | PA      | $3068794.02   | 0.08%             | 2027-06-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA9964                                                      | CUSIP: 36180AB93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  91273721 | PA      | $91362308.54  | 2.30%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2024-9 JPMMT 2024-9 A5                                   | CUSIP: 46593DAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10700000 | PA      | $10780682.28  | 0.27%             | 2055-02-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST                                                    | BXMT 2020-FL2 LTD BXMT 2020-FL2 A                                                 | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    364024 | PA      | $363591.94    | 0.01%             | 2038-02-15      | Floating      | 4.94%                 | 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        |   1474000 | PA      | $1576167.95   | 0.04%             | 2030-02-01      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                      | KEYCORP 6.401000% 03/06/2035                                                      | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5417612.20   | 0.14%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                            | BATTALION CLO XXIII LTD BATLN 2022-23A DR1                                        | CUSIP: 07135LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5040930.00   | 0.13%             | 2037-10-15      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD5771                                                        | CUSIP: 3132DTMU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  28627613 | PA      | $28680653.69  | 0.72%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                  | FEDERAL HOME LOAN BANK 5.625000% 02/23/2039                                       | CUSIP: 3130B02G3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2002202.02   | 0.05%             | 2039-02-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                          | PHILLIPS 66 CO 5.875000% 03/15/2056                                               | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16934155.60  | 0.43%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TWMA FINANCE AS                                                              | TWMA FINANCE AS 144A 12.250000% 02/10/2029                                        | CUSIP: N/A<br>LEI: 894500BICEAQTNG2A469       | Long             | DBT              | CORP              | NO        |   1200000 | PA      | $1218000.00   | 0.03%             | 2029-02-10      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| OLD NATIONAL BANCORP                                                         | OLD NATIONAL BANCORP/IN 5.768000% 02/15/2036                                      | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011305.58   | 0.05%             | 2036-02-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-71 HT                           | CUSIP: 38385F3J8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  47797596 | PA      | $48002035.74  | 1.21%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-12 SEMT 2025-12 A4                                    | CUSIP: 81749XAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4839983 | PA      | $4854587.23   | 0.12%             | 2055-12-25      | Floating      | 5.50%                 | Yes           |                  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        |   1779664 | PA      | $1479576.33   | 0.04%             | 2046-08-20      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD                                   | GREYSTONE CRE NOTES 2024-HC3 GSTNE 2024-HC3 AS                                    | CUSIP: 39808MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18000000 | PA      | $17976826.80  | 0.45%             | 2041-03-15      | Floating      | 6.51%                 | 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        |  39532921 | PA      | $894562.79    | 0.02%             | 2043-04-25      | Floating      | 0.84%                 | No            |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |   5336964 | PA      | $1206153.86   | 0.03%             | 2174-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST                                                        | TOORAK MORTGAGE TRUST 2024-RRTL1 TRK 2024-RRTL1 M1                                | CUSIP: 89054YAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1508043.00   | 0.04%             | 2039-02-25      | Floating      | 9.16%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-2 D                  | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  14000000 | PA      | $14211365.00  | 0.36%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2024-25 AD                                                  | CUSIP: 3136BRTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14882105 | PA      | $14913939.10  | 0.37%             | 2044-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 0% CP                                                                 | CUSIP: 6840C3CG6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $4974406.50   | 0.13%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                       | SEMPRA 6.000000% 10/15/2039                                                       | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6209021.64   | 0.16%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD                                                        | SYCAMORE TREE CLO 2025-6 LTD STCP 2025-6A C                                       | CUSIP: 87122HAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15000615.00  | 0.38%             | 2038-04-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |     64454 | PA      | $14566.60     | 0.00%             | 2174-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-145 AC                          | CUSIP: 38381MB41<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  49778862 | PA      | $48798930.26  | 1.23%             | 2066-11-16      | Fixed         | 4.75%                 | 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      | $2381584.50   | 0.06%             | 2039-07-10      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST                                                        | TOORAK MORTGAGE TRUST 2024-RRTL2 TRK 2024-RRTL2 A1                                | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7000000 | PA      | $7032612.30   | 0.18%             | 2039-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TEXAS TRANSN COMMN ST HWY FD REV                                             | TEXAS TRANSPRTN COMMISSION ST TEXAS DEPARTMENT OF TRANSPORTATION STATE HIGHWAY F  | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3980000 | PA      | $4062090.29   | 0.10%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-4 D                  | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $5051061.00   | 0.13%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2025-RPL2 TRUST PRET 2025-RPL2 A1                                            | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4600640 | PA      | $4505498.64   | 0.11%             | 2064-08-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Royaume de Belgique                                                          | BELGIUM KINGDOM 4.875000% 06/10/2055                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |  10000000 | PA      | $8914300.00   | 0.22%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027           | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   3662000 | PA      | $3758086.30   | 0.09%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT 4.500000% 02/01/2034                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    721103 | PA      | $454159.59    | 0.01%             | 2034-02-01      | Fixed         | 4.50%                 | 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      | $1665885.69   | 0.04%             | 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        |   1464540 | PA      | $1459423.69   | 0.04%             | 2028-02-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| WALDORF PRODUCTION UK PLC                                                    | WALDORF PRODUCTION UK PLC 0.000000% MATURITY: PERPETUAL                           | CUSIP: N/A<br>LEI: 254900FUKD3GJRFOPD65       | Long             | DBT              | NUSS              | US        |  10732998 | PA      | $6772521.74   | 0.17%             | 2174-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                           | SBL HOLDINGS INC 144A 6.500000% MATURITY: PERPETUAL                               | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |  42392000 | PA      | $40580034.50  | 1.02%             | 2174-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC STRIPS FHS 293 IO                                                     | CUSIP: 31283DAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    297015 | PA      | $21237.06     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-196 QA                          | CUSIP: 38384GUW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  13508377 | PA      | $13531241.52  | 0.34%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-3 D                  | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8000000 | PA      | $8154233.60   | 0.20%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-6 SEMT 2025-6 A2                                      | CUSIP: 81749YAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4879899 | PA      | $4919358.05   | 0.12%             | 2055-07-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                          | BREAN ASSET BACKED SECURITIES TRUST 2025-RM12 BABS 2025-RM12 A2                   | CUSIP: 10638KAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5010860 | PA      | $4794619.74   | 0.12%             | 2065-07-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC 9.625000% MATURITY: PERPETUAL                                        | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   5000000 | PA      | $5686265.00   | 0.14%             | 2174-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 5.705000% 05/01/2040                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5111208.05   | 0.13%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-107 B                           | CUSIP: 38381MUL2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  35000000 | PA      | $34237360.50  | 0.86%             | 2053-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-182 PO                          | CUSIP: 38383U5Q9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  22644512 | PA      | $16139065.43  | 0.41%             | 2052-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT 0.000000% 02/01/2030                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    131300 | PA      | $83312.04     | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                          | COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 D                                      | CUSIP: 12629NAX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9000000 | PA      | $6210000.00   | 0.16%             | 2048-02-10      | Floating      | 4.18%                 | No            |                  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        |    691032 | PA      | $650178.34    | 0.02%             | 2045-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                           | TRICOLOR AUTO SECURITIZATION TRUST 2025-1 TAST 2025-1A A                          | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5034591 | PA      | $3481419.64   | 0.09%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PANORO ENERGY ASA                                                            | PANORO ENERGY ASA 10.250000% 12/11/2029                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZXGWM030       | Long             | DBT              | NUSS              | NO        |   2500000 | PA      | $2568686.45   | 0.06%             | 2029-12-11      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-1 TA                            | CUSIP: 38384H4S4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2682404 | PA      | $2689011.55   | 0.07%             | 2048-08-20      | Fixed         | 5.50%                 | 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        |   8065084 | PA      | $1174481.02   | 0.03%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                         | DENTSPLY SIRONA INC 8.375000% 09/12/2055                                          | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4935523.80   | 0.12%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO LTD                                                               | AB BSL CLO 5 LTD ABBSL 2024-5A B                                                  | CUSIP: 00038GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4014740.00   | 0.10%             | 2038-01-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XXX APID XXXA BR                                                       | CUSIP: 03768CAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5170000 | PA      | $5175557.75   | 0.13%             | 2031-10-18      | Floating      | 5.52%                 | Yes           |                  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      | $2227319.65   | 0.06%             | 2049-05-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                             | DEUTSCHE BANK AG/NEW YORK NY 7.079000% 02/10/2034                                 | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |  10000000 | PA      | $10988230.60  | 0.28%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-163 LB                          | CUSIP: 38384DMQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10000000 | PA      | $10321408.00  | 0.26%             | 2048-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                           | CORNELL UNIVERSITY 4.835000% 06/15/2034                                           | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023052.06   | 0.05%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2024-25 A                                                   | CUSIP: 3136BRTN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11905684 | PA      | $12274346.90  | 0.31%             | 2044-03-25      | Fixed         | 6.00%                 | 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      | $1258476.00   | 0.03%             | 2029-07-16      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4457 EI                                                    | CUSIP: 3137BHW29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    222692 | PA      | $39206.42     | 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        |   5309883 | PA      | $493289.68    | 0.01%             | 2043-11-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                     | FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3058970.04   | 0.08%             | 2048-07-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-68 GY                                                  | CUSIP: 3136A7AL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3905399 | PA      | $3814210.26   | 0.10%             | 2032-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                          | BREAN ASSET BACKED SECURITIES TRUST 2025-RM11 BABS 2025-RM11 A2                   | CUSIP: 10638GAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8000000 | PA      | $7747484.80   | 0.19%             | 2065-05-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-167 A                           | CUSIP: 38381M3Q1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  24902716 | PA      | $24371234.55  | 0.61%             | 2060-04-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 NP                           | CUSIP: 38384JKL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    985258 | PA      | $934132.26    | 0.02%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6 GSMBS 2025-PJ6 A5                    | CUSIP: 36272KAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8189715 | PA      | $8250182.84   | 0.21%             | 2055-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                   | FLAGSHIP CREDIT AUTO TRUST 2024-3 FCAT 2024-3 C                                   | CUSIP: 33843YAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4500000 | PA      | $4462924.95   | 0.11%             | 2030-09-16      | Fixed         | 5.41%                 | Yes           |                  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      | $4018814.80   | 0.10%             | 2029-05-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| OVINTIV INC.                                                                 | OVINTIV INC 0% CP                                                                 | CUSIP: 69047KBR5<br>LEI: 2549003MEX7YMKLGI239 | Long             | ABS-APCP         |  | US        |   2000000 | PA      | $1993942.60   | 0.05%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                | FEDERAL FARM CREDIT BANK 5.280000% 07/28/2033                                     | CUSIP: 3133ETQZ3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $5014680.65   | 0.13%             | 2033-07-28      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4148 LI                                                    | CUSIP: 3137AWYU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    586076 | PA      | $10497.44     | 0.00%             | 2027-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2024-NPL7 LLC PRET 2024-NPL7 A2                                              | CUSIP: 74136TAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4250000 | PA      | $4255777.03   | 0.11%             | 2054-10-25      | Fixed         | 8.96%                 | Yes           |                  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      | $3173538.50   | 0.08%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                  | ELMWOOD CLO 24 LTD ELM24 2023-3A BR                                               | CUSIP: 290020AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4605842.00   | 0.12%             | 2038-01-17      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-1 C                  | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  15000000 | PA      | $15128367.00  | 0.38%             | 2031-08-12      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-61 KI                                                  | CUSIP: 3136A6QT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1228195 | PA      | $43630.53     | 0.00%             | 2041-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 125000000 | PA      | $125273437.50 | 3.15%             | 2035-05-15      | Fixed         | 4.25%                 | 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        |    446547 | PA      | $6949.47      | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 6.375000% 02/01/2030           | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |   2000000 | PA      | $1897533.78   | 0.05%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BL5311                                                         | CUSIP: 3140HW3V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4922360.90   | 0.12%             | 2027-01-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FIVE MORTGAGE TRUST                                                          | FIVE 2023-V1 MORTGAGE TRUST F1VE 2023-V1 E                                        | CUSIP: 337964AR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2772000 | PA      | $2604522.41   | 0.07%             | 2056-02-10      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| APA CORPORATION                                                              | APA CORP 6.000000% 01/15/2037                                                     | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252148.10    | 0.01%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 15.000000% MATURITY: PERPETUAL                         | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |   1832387 | PA      | $414119.46    | 0.01%             | 2174-09-02      | Fixed         | 15.00%                | 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      | $12281775.00  | 0.31%             | 2034-09-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                              | APA CORP 7.750000% 12/15/2029                                                     | CUSIP: 03743QAY4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   4138000 | PA      | $4599874.95   | 0.12%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 5.875000% 02/15/2040                                                | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  15355000 | PA      | $15853916.50  | 0.40%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-202 AN                          | CUSIP: 38384TEB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  24967520 | PA      | $23908809.31  | 0.60%             | 2067-09-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-151 PO                          | CUSIP: 38384DKS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  22641211 | PA      | $18874130.30  | 0.47%             | 2053-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2024-2 JPMMT 2024-2 B2                                   | CUSIP: 46657TBD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10031435 | PA      | $10750122.65  | 0.27%             | 2054-08-25      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-1 SEMT 2025-1 A4                                      | CUSIP: 81743EAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9141339 | PA      | $9253359.75   | 0.23%             | 2055-01-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-4 D                  | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  15000000 | PA      | $15578698.50  | 0.39%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                 | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 7.250000% 11/15/2053           | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   4863000 | PA      | $5508291.07   | 0.14%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST                                                        | TOORAK MORTGAGE TRUST 2024-2 TRK 2024-2 A1                                        | CUSIP: 89055KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $5037097.00   | 0.13%             | 2031-10-25      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT 0.000000% 02/01/2034                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    490651 | PA      | $239610.78    | 0.01%             | 2034-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                          | BREAN ASSET BACKED SECURITIES TRUST 2024-RM9 BABS 2024-RM9 A1                     | CUSIP: 10638DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4493002 | PA      | $4490815.81   | 0.11%             | 2064-09-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-201 PO                          | CUSIP: 38383LPH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  13498370 | PA      | $9955770.38   | 0.25%             | 2052-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |     68715 | PA      | $15529.59     | 0.00%             | 2174-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                               | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2025-NQM1 A2              | CUSIP: 617932AD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3259340 | PA      | $3304137.58   | 0.08%             | 2069-11-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-3 SEMT 2025-3 A2                                      | CUSIP: 817370AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10722641 | PA      | $10795940.81  | 0.27%             | 2055-04-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                                        | COMERICA INC 4.000000% 02/01/2029                                                 | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2301493.64   | 0.06%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2022-II LTD CIFC 2022-2A BR                                          | CUSIP: 12567MAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9125000 | PA      | $9120255.00   | 0.23%             | 2035-04-19      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Telford Finco                                                                | TELFORD FINCO 11.000000% 11/06/2029                                               | CUSIP: N/A<br>LEI: 254900ZUP0HIIEI95F15       | Long             | DBT              | NUSS              | AE        |  12805083 | PA      | $13392350.10  | 0.34%             | 2029-11-06      | Fixed         | 11.00%                | 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        |  26481000 | PA      | $20888095.49  | 0.53%             | 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        |   2512586 | PA      | $188582.89    | 0.00%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES TRUST                                            | AVID AUTOMOBILE RECEIVABLES TRUST 2023-1 AVID 2023-1 E                            | CUSIP: 05368QAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5595000 | PA      | $5848968.24   | 0.15%             | 2029-05-15      | Fixed         | 11.14%                | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2025-NPL4 LLC PRET 2025-NPL4 A1                                              | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3828091 | PA      | $3842868.96   | 0.10%             | 2055-04-25      | Fixed         | 6.37%                 | Yes           |                  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      | $2628920.06   | 0.07%             | 2029-10-22      | Fixed         | 9.32%                 | Yes           |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST                                    | ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-1 ENFIN 2024-1A A                  | CUSIP: 29281LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4023334 | PA      | $3726091.02   | 0.09%             | 2055-02-20      | Fixed         | 6.65%                 | Yes           |                  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        |  11075000 | PA      | $11590335.37  | 0.29%             | 2028-07-15      | Fixed         | 7.05%                 | Yes           |                  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        |  30404973 | PA      | $26439495.78  | 0.66%             | 2052-11-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Paratus Energy Services Ltd.                                                 | PARATUS ENERGY SERVICES LTD COMMON STOCK                                          | CUSIP: G6904D108<br>LEI: 549300XB7T5BX418QX67 | Long             | EC               |  | NO        |  12250000 | NS      | $59351539.38  | 1.49%             |  |  |  | No            |                  1 | 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      |
| Royaume de Belgique                                                          | KINGDOM OF BELGIUM GOVERNMENT INTERNATIONAL BOND 1 4.350000% 11/06/2034           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |  40000000 | PA      | $39819655.20  | 1.00%             | 2034-11-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-176 AH                          | CUSIP: 38381LZV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  31545064 | PA      | $30655433.55  | 0.77%             | 2065-05-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                | FEDERAL FARM CREDIT BANK 5.370000% 04/08/2038                                     | CUSIP: 3133ERWS6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1995231.44   | 0.05%             | 2038-04-08      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                   | TENN VALLEY AUTHORITY 4.250000% 09/15/2052                                        | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   7521000 | PA      | $6375554.33   | 0.16%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8475                                                        | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  48984831 | PA      | $49687402.42  | 1.25%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-122 G                           | CUSIP: 38384CR84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3367303 | PA      | $3391763.51   | 0.09%             | 2046-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                           | SBL HOLDINGS INC 144A 9.508000% MATURITY: PERPETUAL                               | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2525438.08   | 0.06%             | 2174-05-13      | Fixed         | 9.51%                 | No            |                  2 | On Loan: No      |
| Rice University                                                              | WILLIAM MARSH RICE UNIVERSITY 2.598000% 05/15/2050                                | CUSIP: 96926GAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1138596.25   | 0.03%             | 2050-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                 | US BANCORP 5.836000% 06/12/2034                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4239061.48   | 0.11%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-2 SEMT 2025-2 A4                                      | CUSIP: 816935AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  14401393 | PA      | $14611892.42  | 0.37%             | 2055-03-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |     68715 | PA      | $15529.59     | 0.00%             | 2174-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-19 H                            | CUSIP: 38384KAY7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1517229 | PA      | $1533817.24   | 0.04%             | 2051-12-20      | Fixed         | 5.50%                 | 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              | US        |   5000000 | PA      | $3043263.70   | 0.08%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5417 JA                                                    | CUSIP: 3137HDFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  72809378 | PA      | $74531327.07  | 1.87%             | 2044-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                        | TOPAZ SOLAR FARMS LLC 144A 5.750000% 09/30/2039                                   | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31203914 | PA      | $31412044.11  | 0.79%             | 2039-09-30      | Fixed         | 5.75%                 | 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        |   4795589 | PA      | $4797569.71   | 0.12%             | 2032-01-15      | Floating      | 5.19%                 | 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      | $12900150.00  | 0.32%             | 2043-10-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                                        | COMERICA INC 5.982000% 01/30/2030                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10453213.30  | 0.26%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                          | RATE MORTGAGE TRUST 205-J1 RATE 2025-J1 A1                                        | CUSIP: 75410CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  16077789 | PA      | $16325643.89  | 0.41%             | 2055-03-25      | Floating      | 6.00%                 | Yes           |                  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      | $4341380.80   | 0.11%             | 2053-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2024-5 SEMT 2024-5 A1                                      | CUSIP: 81743CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3987533 | PA      | $4063658.74   | 0.10%             | 2054-06-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT 0.000000% 02/01/2036                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    345528 | PA      | $194599.14    | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                            | CHASE HOME LENDING MORTGAGE TRUST 2025-5 CHASE 2025-5 A4A                         | CUSIP: 161935AE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5886753 | PA      | $5933276.71   | 0.15%             | 2056-04-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                          | SOCIETE GENERALE SA 144A 8.125000% MATURITY: PERPETUAL                            | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |   4000000 | PA      | $4267868.00   | 0.11%             | 2174-05-21      | Fixed         | 8.12%                 | 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      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ11 GSMBS 2025-PJ11 A5                  | CUSIP: 36273RAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9759248 | PA      | $9754017.31   | 0.25%             | 2056-05-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EVERBRIGHT SOLAR TRUST                                                       | EVERBRIGHT SOLAR TRUST 2024-A EVBRT 2024-A B                                      | CUSIP: 29977FAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5297006 | PA      | $2804144.56   | 0.07%             | 2054-06-22      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-93 B                            | CUSIP: 38384A4B6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2383354 | PA      | $2391513.22   | 0.06%             | 2044-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-130 AG                          | CUSIP: 38381MXT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  49718481 | PA      | $48005236.52  | 1.21%             | 2059-04-16      | Fixed         | 4.50%                 | 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        |    768149 | PA      | $724074.46    | 0.02%             | 2059-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5406 PO                                                    | CUSIP: 3137HC4A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  61770005 | PA      | $42559199.56  | 1.07%             | 2052-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-4 D                  | CUSIP: 024948AG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  20000000 | PA      | $20112742.00  | 0.51%             | 2031-09-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ5 GSMBS 2024-PJ5 A4                    | CUSIP: 36269XAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11261653 | PA      | $11476648.93  | 0.29%             | 2054-09-25      | Floating      | 6.50%                 | Yes           |                  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        |  12091287 | PA      | $2410497.16   | 0.06%             | 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        |     82343 | PA      | $199.93       | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2025-IV LTD CIFC 2025-4A C                                           | CUSIP: 12575MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004338.00   | 0.08%             | 2038-10-24      | Floating      | 5.96%                 | Yes           |                  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      | $4221750.00   | 0.11%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM2 GSMBS 2025-NQM2 A2                  | CUSIP: 36272EAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4097929 | PA      | $4147104.80   | 0.10%             | 2065-06-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| WALDORF PRODUCTION UK PLC                                                    | WALDORF PRODUCTION UK PLC 0.000000% MATURITY: PERPETUAL                           | CUSIP: N/A<br>LEI: 254900FUKD3GJRFOPD65       | Long             | DBT              | NUSS              | US        |  11021065 | PA      | $11021065.00  | 0.28%             | 2174-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |   1334241 | PA      | $301538.47    | 0.01%             | 2174-09-02      | Fixed         | 0.00%                 | No            |                  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      | $1850020.00   | 0.05%             | 2059-01-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA5152                                                         | CUSIP: 31418EWN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15261007 | PA      | $15504424.47  | 0.39%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC 6.692000% 09/13/2034                                                 | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   2000000 | PA      | $2209368.86   | 0.06%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250000000 | PA      | $243925780.00 | 6.13%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                     | SONOCO PRODUCTS COMPANY 0% CP                                                     | CUSIP: 83549SAW2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | ABS-APCP         |  | US        |  14000000 | PA      | $14000000.00  | 0.35%             | 2026-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                                  | VFI ABS 2023-1 LLC VFI 2023-1A B                                                  | CUSIP: 92555QAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9156996 | PA      | $9229531.94   | 0.23%             | 2029-08-24      | Fixed         | 7.78%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $75433593.75  | 1.90%             | 2045-08-15      | Fixed         | 4.88%                 | 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      | $2762739.42   | 0.07%             | 2049-06-15      | Floating      | 3.34%                 | 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        |     71885 | PA      | $68692.49     | 0.00%             | 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        |    270198 | PA      | $256578.95    | 0.01%             | 2029-03-28      | Fixed         | 4.24%                 | Yes           |                  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      | $2051113.50   | 0.05%             | 2029-10-15      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| nVent Finance S.a r.l.                                                       | NVENT FINANCE SARL 5.650000% 05/15/2033                                           | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | NUSS              | GB        |   3000000 | PA      | $3128174.34   | 0.08%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  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        |    220686 | PA      | $220287.21    | 0.01%             | 2051-02-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 6.100000% 09/26/2065                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10016000 | PA      | $8726245.69   | 0.22%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 3.800000% MATURITY: PERPETUAL                         | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4972420.00   | 0.12%             | 2174-11-10      | Fixed         | 3.80%                 | 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      | $9570568.70   | 0.24%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                 | DEXT ABS 2025-1 LLC DEXT 2025-1 D                                                 | CUSIP: 252154AF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6000000 | PA      | $6094234.20   | 0.15%             | 2036-02-15      | Fixed         | 5.65%                 | Yes           |                  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      | $5012875.50   | 0.13%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                             | FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A D                           | CUSIP: 320986AG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9000000 | PA      | $9402453.90   | 0.24%             | 2031-01-15      | Fixed         | 7.74%                 | Yes           |                  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      | $7807790.96   | 0.20%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                                     | UNIV OF TEXAS TX BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM               | CUSIP: 9151375R0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4670000 | PA      | $4443105.72   | 0.11%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WGL HOLDINGS, INC.                                                           | WGL HOLDINGS INC 0% CP                                                            | CUSIP: 9292E1B21<br>LEI: 549300FMXG4FL88R7K50 | Long             | ABS-APCP         |  | US        |   4000000 | PA      | $3998742.00   | 0.10%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                   | FLAGSHIP CREDIT AUTO TRUST 2024-3 FCAT 2024-3 D                                   | CUSIP: 33843YAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5886000 | PA      | $5777862.41   | 0.15%             | 2030-09-16      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-3 JPMMT 2024-3 A3                            | CUSIP: 46657QAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8484728 | PA      | $7446672.75   | 0.19%             | 2054-05-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 7.008000% 05/01/2064                                                | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  38598000 | PA      | $44073507.65  | 1.11%             | 2064-05-01      | Fixed         | 7.01%                 | 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        |   5136556 | PA      | $4313793.56   | 0.11%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| WALDORF ENERGY FINANCE PLC                                                   | WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL                          | CUSIP: N/A<br>LEI: 213800W5YHZI9F3LY484       | Long             | DBT              | NUSS              | GB        |    814237 | PA      | $184017.56    | 0.00%             | 2174-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN DC6605                                                         | CUSIP: 3140AUKT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9608369 | PA      | $9725321.56   | 0.24%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2024-9 JPMMT 2024-9 A4                                   | CUSIP: 46593DAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1718734 | PA      | $1725414.07   | 0.04%             | 2055-02-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                   | CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1                                            | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1395216 | PA      | $1352450.54   | 0.03%             | 2049-07-25      | Fixed         | 3.57%                 | 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      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT 0.000000% 02/01/2035                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    414634 | PA      | $234437.73    | 0.01%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                    | PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.625000% 09/01/2037               | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |    306708 | PA      | $247666.67    | 0.01%             | 2037-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5429 DV                                                    | CUSIP: 3137HDSN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  12461778 | PA      | $12789600.08  | 0.32%             | 2035-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                     | SGUS LLC 144A 11.000000% 12/15/2029                                               | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12245636 | PA      | $367369.08    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 6.700000% 12/15/2033                                             | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13679000 | PA      | $15261467.70  | 0.38%             | 2033-12-15      | Fixed         | 6.70%                 | 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      | $4917840.00   | 0.12%             | 2036-08-17      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5491 C                                                     | CUSIP: 3137HHVH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  38520869 | PA      | $38804663.80  | 0.98%             | 2050-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                 | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   5000000 | PA      | $5197207.35   | 0.13%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRUISE YACHT UPPER HOLDCO LTD                                                | CRUISE YACHT UPPER HOLDCO LTD 11.875000% 07/05/2028                               | CUSIP: N/A<br>LEI: 984500DE088QEE80G074       | Long             | DBT              | NUSS              | LU        |   4000000 | PA      | $3576177.40   | 0.09%             | 2028-07-05      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| SCMS MTG TR                                                                  | SCMS 2025-BNC1 MORTGAGE TRUST SCMS 2025-BNC1 A1                                   | CUSIP: 78398LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4961701 | PA      | $4968220.18   | 0.12%             | 2057-12-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                           | AQUA FINANCE TRUST 2024-A AQFIT 2024-A A                                          | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3697698 | PA      | $3732917.93   | 0.09%             | 2050-04-18      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                                | GARTNER INC 144A 3.625000% 06/15/2029                                             | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2896671.15   | 0.07%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                 | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.750000% 03/15/2034           | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |  10000000 | PA      | $11024930.00  | 0.28%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB7449                                                         | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  21825186 | PA      | $22632466.89  | 0.57%             | 2053-11-01      | Fixed         | 6.50%                 | 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      | $2400000.00   | 0.06%             | 2174-07-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ7 GSMBS 2025-PJ7 A5                    | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9642690 | PA      | $9679488.33   | 0.24%             | 2055-12-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-148 PT                          | CUSIP: 38381ME55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  44812555 | PA      | $42627655.91  | 1.07%             | 2064-12-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                          | NISSAN MOTOR ACCEPTANCE CO LLC 144A 7.050000% 09/15/2028                          | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2073757.88   | 0.05%             | 2028-09-15      | Fixed         | 7.05%                 | 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      | $3001576.80   | 0.08%             | 2042-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5425 A                                                     | CUSIP: 3137HCYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  65521270 | PA      | $67075382.01  | 1.69%             | 2044-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILLTOP SECURITIES INC.                                                      | HILLTOP SECURITIES INC 0% CP                                                      | CUSIP: 43276UC40<br>LEI: 549300IXU82PMU6XZT45 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $4981070.00   | 0.13%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2024-2 JPMMT 2024-2 A3                                   | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2795122 | PA      | $2824166.61   | 0.07%             | 2054-08-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                        | BANCO SANTANDER SA 9.625000% MATURITY: PERPETUAL                                  | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |   5000000 | PA      | $6034390.00   | 0.15%             | 2174-02-21      | Fixed         | 9.62%                 | 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      | $4029343.60   | 0.10%             | 2028-07-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                        | WHIRLPOOL CORP 0% CP                                                              | CUSIP: 96332VB23<br>LEI: WHENKOULSSK7WUM60H03 | Long             | ABS-APCP         |  | US        |   4000000 | PA      | $3998584.00   | 0.10%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.125000% 08/15/2044                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 125000000 | PA      | $114306640.00 | 2.87%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK                                                                | PINNACLE BANK/NASHVILLE TN 5.625000% 02/15/2028                                   | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8165084.72   | 0.21%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4349 KI                                                    | CUSIP: 3137BBG87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1643729 | PA      | $83136.84     | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                  | FEDERAL HOME LOAN BANK 6.000000% 07/28/2045                                       | CUSIP: 3130B72Q6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5000000 | PA      | $5036836.50   | 0.13%             | 2045-07-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                           | TRICOLOR AUTO SECURITIZATION TRUST 2023-1 TAST 2023-1A F                          | CUSIP: 89616KAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11910000 | PA      | $3597355.95   | 0.09%             | 2030-06-17      | Fixed         | 16.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-182 AC                          | CUSIP: 38381J8P5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  94901902 | PA      | $93360742.61  | 2.35%             | 2066-12-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-59 G                            | CUSIP: 38383XUL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    721462 | PA      | $720595.06    | 0.02%             | 2050-03-20      | Fixed         | 6.00%                 | 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        |     45322 | PA      | $44996.71     | 0.00%             | 2045-01-12      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                 | DEXT ABS 2025-1 LLC DEXT 2025-1 B                                                 | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $5070259.50   | 0.13%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Andrew Metzger

**Name of Signer:** Andrew Metzger

**Title:** CFO