# EDGAR Filing Document

**Accession Number:** 0001762332
**File Stem:** 0001752724-23-073998
**Filing Date:** 2023-3
**Character Count:** 53296
**Document Hash:** 3ad0864822412f40affa56c18f475531
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073998.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073998

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23410
- **FILM NUMBER:** 23778863

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

- **d. LEI of Registrant:** 00000000000000000000

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8774463863

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $155748179.98

**Total Liabilities:** $141797.30

**Net Assets:** $155606382.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -72.98215249 | **1-Year:** -3029.94264005 | **5-Year:** -10753.30122192 | **10-Year:** -9915.33882526 | **30-Year:** -2157.11608637

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

- **3-Month:** -357.68840014 | **1-Year:** -9532.44370083 | **5-Year:** -19553.01386559 | **10-Year:** -3020.55232520 | **30-Year:** -2793.01642845

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210575 | 2.65%                | -0.04%               | 2.47%                |
| Class ID C000210574 | 2.67%                | -0.02%               | 2.37%                |
| Class ID C000210576 | 0.04%                | -2.58%               | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-716557.56              | $4040359.34                                |
| Month 2  | $-459.20                 | $-830717.59                                |
| Month 3  | $-211183.52              | $3178551.55                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BENCHMARK MORTGAGE TRUST                                  | BENCHMARK 2020-B21 MORTGAGE TRUST BMARK 2020-B21 D                      | CUSIP: 08163LBC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $582095.40    | 0.37%             | 2053-12-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC.                                                | APPLE INC 3.850000% 05/04/2043                                          | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1817827.60   | 1.17%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                  | PRPM 2021-10 LLC PRPM 2021-10 A2                                        | CUSIP: 69360HAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $892690.60    | 0.57%             | 2026-10-25      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO LTD                                        | CARLYLE US CLO 2018-1 LTD CGMS 2018-1A B                                | CUSIP: 14311XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1896780.00   | 1.22%             | 2031-04-20      | Floating      | 6.66%                 | 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        |   3000000 | PA      | $2370450.00   | 1.52%             | 2029-06-01      | Fixed         | 6.38%                 | 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        |   1000000 | PA      | $912456.30    | 0.59%             | 2028-02-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| JAY PARK CLO, LTD.                                        | JAY PARK CLO LTD JPARK 2016-1A BR                                       | CUSIP: 47206VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971605.00    | 0.62%             | 2027-10-20      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| HARLEY MARINE FINANCING LLC                               | HARLEY MARINE FINANCING LLC BARGE 2018-1A A2                            | CUSIP: 41284LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1708945 | PA      | $1659358.64   | 1.07%             | 2043-05-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                     | BLUEMOUNTAIN CLO XXX LTD BLUEM 2020-30A ER                              | CUSIP: 09630RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1822582.00   | 1.17%             | 2035-04-15      | Floating      | 11.36%                | Yes           |                  2 | On Loan: No      |
| N/A                                                       | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   2157699 | PA      | $2157698.67   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                 | REGAL REXNORD CORP 144A 6.300000% 02/15/2030                            | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509831.50    | 0.33%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| APX GROUP, INC.                                           | APX GROUP INC 144A 5.750000% 07/15/2029                                 | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2595196.44   | 1.67%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                     | MISSION LANE CREDIT CARD MASTER TRUST MLANE 2021-A B                    | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $972933.50    | 0.63%             | 2026-09-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| DILLARD'S, INC.                                           | DILLARD'S INC 7.000000% 12/01/2028                                      | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515053.10    | 0.33%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                          | DEUTSCHE BANK AG MTN 4.296000% 05/24/2028                               | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2443961.58   | 1.57%             | 2028-05-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ACC AUTO TRUST                                            | ACC AUTO TRUST 2021-A AUTOC 2021-A D                                    | CUSIP: 00108XAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $946967.40    | 0.61%             | 2029-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                    | MURPHY OIL CORP 5.750000% 08/15/2025                                    | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    424000 | PA      | $422277.50    | 0.27%             | 2025-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                         | GLP CAPITAL LP / GLP FINANCING II INC 3.250000% 01/15/2032              | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2072797.70   | 1.33%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                 | SCF EQUIPMENT LEASING 2021-1 LLC SCFET 2021-1A D                        | CUSIP: 783897AF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1346608.20   | 0.87%             | 2030-09-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                       | CREDIBLY ASSET SECURITIZATION II LLC CRDBL 2021-1A B                    | CUSIP: 22534NAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    524000 | PA      | $484786.51    | 0.31%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                         | AVID AUTOMOBILE RECEIVABLES TRUST 2021-1 AVID 2021-1 F                  | CUSIP: 05369LAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1799210.00   | 1.16%             | 2028-10-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DRIVETIME AUTO OWNER TRUST                                | DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A E                              | CUSIP: 23343JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1944880.60   | 1.25%             | 2026-10-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                | MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2022-1A C               | CUSIP: 58940BAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1769627.60   | 1.14%             | 2026-09-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| COLD STORAGE TRUST                                        | COLD STORAGE TRUST 2020-ICE5 COLD 2020-ICE5 E                           | CUSIP: 193051AQ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    982991 | PA      | $958362.09    | 0.62%             | 2037-11-15      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                 | SAPPHIRE AVIATION FINANCE I LTD SAPA 2018-1A B                          | CUSIP: 80306AAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |    285963 | PA      | $126962.76    | 0.08%             | 2040-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AIRSWIFT GLOBAL AS                                        | AIRSWIFT GLOBAL AS 144A VARIABLE RATE 05/12/2025                        | CUSIP: N/A<br>LEI: 254900CWKUHRNINY3J70       | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2000000.00   | 1.29%             | 2025-05-12      | Floating      | 13.15%                | No            |                  2 | On Loan: No      |
| RACE POINT CLO LLC                                        | RACE POINT IX CLO LTD RACEP 2015-9A DR                                  | CUSIP: 74983EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1685106.00   | 1.08%             | 2030-10-15      | Floating      | 11.69%                | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                        | TRICOLOR AUTO SECURITIZATION TRUST 2022-1 TAST 2022-1A F                | CUSIP: 89616BAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $963776.60    | 0.62%             | 2029-07-16      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                    | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC AXIS 2022-1A E                 | CUSIP: 03236VAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1348000 | PA      | $1238061.16   | 0.80%             | 2028-12-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                          | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021-1 LLC PWNE 2021-1 E           | CUSIP: 704100AF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    353000 | PA      | $317237.96    | 0.20%             | 2028-05-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                           | BENEFIT STREET PARTNERS CLO III LTD BSP 2013-IIIA DR                    | CUSIP: 08180GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2290425.00   | 1.47%             | 2029-07-20      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                          | PAWNEE EQUIPMENT RECEIVABLES SERIES 2019-1 LLC PWNE 2019-1 E            | CUSIP: 704102AF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1474485.60   | 0.95%             | 2026-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BCC MIDDLE MARKET CLO LLC                                 | BCC MIDDLE MARKET CLO 2018-1 LLC BMMC 2018-1A B                         | CUSIP: 055328AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $953579.00    | 0.61%             | 2030-10-20      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                            | GOLUB CAPITAL PARTNERS CLO 17 LTD GOCAP 2013-17A BR                     | CUSIP: 38175JAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1428963.00   | 0.92%             | 2030-10-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| COLONIAL PIPELINE COMPANY                                 | COLONIAL PIPELINE CO 144A 8.375000% 11/01/2030                          | CUSIP: 195869AD4<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1770812.48   | 1.14%             | 2030-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                          | RCO VI MORTGAGE LLC 2022-1 RCO 2022-1 A2                                | CUSIP: 74934VAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $920078.30    | 0.59%             | 2027-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                     | FLOWSERVE CORP 3.500000% 10/01/2030                                     | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1743959.34   | 1.12%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                        | T-MOBILE USA INC 3.500000% 04/15/2031                                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2684549.25   | 1.73%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIGER HOLDCO PTE. LTD.                                    | TIGER HOLDCO PTE LTD 144A 13.000000% 06/10/2023                         | CUSIP: N/A<br>LEI: 9845003DRSBC69D06X98       | Long             | DBT              | CORP              | IN        |   2084434 | PA      | $2068800.75   | 1.33%             | 2023-06-10      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing Designated Activity Company | LCPR SENIOR SECURED FINANCING DAC 144A 6.750000% 10/15/2027             | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | NUSS              | US        |    900000 | PA      | $876870.00    | 0.56%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                         | CHOICE HOTELS INTERNATIONAL INC 3.700000% 12/01/2029                    | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1800175.24   | 1.16%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                | CPS AUTO RECEIVABLES TRUST 2019-B CPS 2019-B F                          | CUSIP: 22412AAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $495385.75    | 0.32%             | 2026-06-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                       | ATHENE HOLDING LTD 6.150000% 04/03/2030                                 | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $515820.25    | 0.33%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                            | GOLUB CAPITAL PARTNERS CLO 36M LTD GOCAP 2018-36A B                     | CUSIP: 38175BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1922426.00   | 1.24%             | 2031-02-05      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                            | GOLUB CAPITAL PARTNERS CLO 23M LTD GOCAP 2015-23A BR                    | CUSIP: 38175GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $953895.00    | 0.61%             | 2031-01-20      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                        | BOEING CO/THE 5.150000% 05/01/2030                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015829.52   | 1.30%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                 | MINERAL RESOURCES LTD 144A 8.125000% 05/01/2027                         | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | NUSS              | AU        |    420000 | PA      | $423150.00    | 0.27%             | 2027-05-01      | Fixed         | 8.12%                 | 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        |   1000000 | PA      | $927009.80    | 0.60%             | 2047-12-10      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                               | MCF CLO VIII LTD MCFCL 2018-1A B                                        | CUSIP: 55281GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2889120.00   | 1.86%             | 2030-07-18      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                    | CREDIT SUISSE GROUP AG 144A 6.373000% 07/15/2026                        | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |   1000000 | PA      | $970942.05    | 0.62%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                       | COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 D                            | CUSIP: 12629NAX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1517000 | PA      | $1138869.85   | 0.73%             | 2048-02-10      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                         | AVID AUTOMOBILE RECEIVABLES TRUST 2019-1 AVID 2019-1 E                  | CUSIP: 05369DAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $994007.00    | 0.64%             | 2027-05-17      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                               | IMPERIAL BRANDS FINANCE PLC 144A 6.125000% 07/27/2027                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    500000 | PA      | $513423.00    | 0.33%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                      | PRET 2021-NPL3 LLC PRET 2021-NPL3 A2                                    | CUSIP: 74143EAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $420548.55    | 0.27%             | 2051-07-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                    | AMKOR TECHNOLOGY INC 144A 6.625000% 09/15/2027                          | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004120.00   | 0.65%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AUDAX SENIOR DEBT CLO                                     | AUDAX SENIOR DEBT CLO 6 LLC AUDAX 2021-6A B                             | CUSIP: 05071LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $928508.00    | 0.60%             | 2033-10-20      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| STL HOLDING COMPANY LLC                                   | STL HOLDING CO LLC 144A 7.500000% 02/15/2026                            | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1316020.41   | 0.85%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                          | CIFC FUNDING 2018-I LTD CIFC 2018-1A C                                  | CUSIP: 12551RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $474651.00    | 0.31%             | 2031-04-18      | Floating      | 6.54%                 | 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        |   3829000 | PA      | $2534944.34   | 1.63%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                            | GOLUB CAPITAL PARTNERS CLO 21M LTD GOCAP 2014-21A CR                    | CUSIP: 38175CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2850000.00   | 1.83%             | 2031-01-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                  | PRET 2021-RN4 LLC PRET 2021-RN4 A2                                      | CUSIP: 69359QAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1850000 | PA      | $1677722.08   | 1.08%             | 2051-10-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                          | PACIFIC GAS AND ELECTRIC CO 4.500000% 07/01/2040                        | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $823199.06    | 0.53%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENANGO PARK CLO LTD                                     | CHENANGO PARK CLO LTD CHPRK 2018-1A B                                   | CUSIP: 16409TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $953523.00    | 0.61%             | 2030-04-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST            | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-1 E        | CUSIP: 35105JAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $905447.60    | 0.58%             | 2029-08-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST              | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-1 F        | CUSIP: 02530WAL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2600000 | PA      | $2362982.96   | 1.52%             | 2028-11-13      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| MASCO CORPORATION                                         | MASCO CORP 7.750000% 08/01/2029                                         | CUSIP: 574599AT3<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1237294.57   | 0.80%             | 2029-08-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER, INC.                                       | RENT-A-CENTER INC/TX 144A 6.375000% 02/15/2029                          | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $850000.00    | 0.55%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                  | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A CR2        | CUSIP: 14310MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1184463.75   | 0.76%             | 2031-04-17      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                | GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 GCAR 2021-4A E                 | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1276384.95   | 0.82%             | 2028-10-16      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| ERICKSON INCORPORATED                                     | ERICKSON INC COMMON STOCK                                               | CUSIP: 29482Y200<br>LEI: 54930048K1C8M9G3EI51 | Long             | EC               |  | US        |      3761 | NS      | $6837.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                         | CP EF ASSET SECURITIZATION I LLC CPEF 2022-1A A                         | CUSIP: 12662AAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    778449 | PA      | $767520.39    | 0.49%             | 2030-04-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                          | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022-1 LLC PWNE 2022-1 C           | CUSIP: 70410DAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $983247.10    | 0.63%             | 2028-07-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| EMPIRE RESORTS, INC.                                      | EMPIRE RESORTS INC 144A 7.750000% 11/01/2026                            | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1621744.62   | 1.04%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                   | MOSAIC SOLAR LOANS 2017-2 LLC MSAIC 2017-2A B                           | CUSIP: 61946GAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205742 | PA      | $191569.02    | 0.12%             | 2043-06-22      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMOTIVE PLC                          | JAGUAR LAND ROVER AUTOMOTIVE PLC 144A 4.500000% 10/01/2027              | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | NUSS              | GB        |   2000000 | PA      | $1662860.00   | 1.07%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG 5.125000% 05/15/2024                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | NUSS              | CH        |   1500000 | PA      | $1485270.00   | 0.95%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                            | CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 E                  | CUSIP: 14686KAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1762130.00   | 1.13%             | 2028-03-10      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                               | LOCKHEED MARTIN CORP 5.250000% 01/15/2033                               | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1600682.07   | 1.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                      | FREMF 2016-K54 MORTGAGE TRUST FREMF 2016-K54 C                          | CUSIP: 30288RAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $953319.80    | 0.61%             | 2048-04-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                       | DT AUTO OWNER TRUST 2020-3 DTAOT 2020-3A E                              | CUSIP: 26253AAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1412595.75   | 0.91%             | 2027-10-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CIG AUTO RECEIVABLES TRUST                                | CIG AUTO RECEIVABLES TRUST 2021-1 CIGAR 2021-1A E                       | CUSIP: 12598NAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1590000 | PA      | $1475009.93   | 0.95%             | 2028-05-12      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                           | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C25 WFRBS 2014-C25 D               | CUSIP: 92939LAU0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $829850.00    | 0.53%             | 2047-11-15      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                  | LCM XXII LTD LCM 22A BR                                                 | CUSIP: 50189GAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1431612.00   | 0.92%             | 2028-10-20      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA, INC.                                    | BEAZER HOMES USA INC 144A 7.250000% 10/15/2029                          | CUSIP: 07556QBS3<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923750.00    | 0.59%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                  | BHG SECURITIZATION TRUST 2022-B BHG 2022-B D                            | CUSIP: 05553DAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    998895 | PA      | $926445.70    | 0.60%             | 2035-06-18      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                       | VOLT CV LLC VOLT 2021-CF2 A2                                            | CUSIP: 91835GAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $890195.40    | 0.57%             | 2051-11-27      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                   | ROYAL BANK OF CANADA MTN 5.200000% 01/31/2033                           | CUSIP: 78014RKL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $999844.35    | 0.64%             | 2033-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RACE POINT CLO LLC                                        | RACE POINT IX CLO LTD RACEP 2015-9A BR                                  | CUSIP: 74981HCG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3796568.00   | 2.44%             | 2030-10-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                            | GOLUB CAPITAL PARTNERS CLO 23M LTD GOCAP 2015-23A CR                    | CUSIP: 38175GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1903734.00   | 1.22%             | 2031-01-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                          | NMEF FUNDING 2021-A LLC NMEF 2021-A D                                   | CUSIP: 62919TAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1263422.68   | 0.81%             | 2027-12-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                          | STACK INFRASTRUCTURE ISSUER LLC SIDC 2019-1A A2                         | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    960833 | PA      | $939679.71    | 0.60%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS, INC.             | BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 144A 6.000000% 02/01/2026   | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2382725.00   | 1.53%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                | APIDOS CLO XI APID 2012-11A ER3                                         | CUSIP: 03764EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $915130.00    | 0.59%             | 2034-04-17      | Floating      | 11.36%                | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 EART 2022-2A E               | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1443000 | PA      | $1239756.34   | 0.80%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                           | CONSENSUS CLOUD SOLUTIONS INC 144A 6.000000% 10/15/2026                 | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955642.97    | 0.61%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL, INC.                      | SCIENTIFIC GAMES INTERNATIONAL INC 144A 8.625000% 07/01/2025            | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037500.00   | 1.31%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                            | GOLUB CAPITAL PARTNERS CLO 22B LTD GOCAP 2015-22A CR                    | CUSIP: 38174BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1427320.50   | 0.92%             | 2031-01-20      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                       | MYT Holding LLC PREFERRED STOCK                                         | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               |  | US        |     64528 | NS      | $60333.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP 2.894000% 02/04/2030                               | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |   1000000 | PA      | $933357.28    | 0.60%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION LLC                          | KAPITUS ASSET SECURITIZATION LLC KAPT 2022-1A A                         | CUSIP: 48555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1405834.20   | 0.90%             | 2028-07-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                        | BOEING CO/THE 2.196000% 02/04/2026                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924527.99    | 0.59%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                  | PRET 2021-RN3 LLC PRET 2021-RN3 A1                                      | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    804339 | PA      | $732587.97    | 0.47%             | 2051-09-25      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                            | GOLUB CAPITAL PARTNERS CLO 24M-R LTD GOCAP 2015-24A DR                  | CUSIP: 38174YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1843208.00   | 1.18%             | 2029-11-05      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                            | GOLUB CAPITAL PARTNERS CLO 36M LTD GOCAP 2018-36A C                     | CUSIP: 38175BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1404741.00   | 0.90%             | 2031-02-05      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| NES FIRCROFT BONDCO AS                                    | NES FIRCROFT BONDCO AS 144A 11.750000% 09/29/2026                       | CUSIP: N/A<br>LEI: 636700CUSS22I12S3R10       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $505256.19    | 0.32%             | 2026-09-29      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                     | SABRA HEALTH CARE LP 3.200000% 12/01/2031                               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1544867.32   | 0.99%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                             | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 7.875000% 05/01/2027 | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |   2500000 | PA      | $2425000.00   | 1.56%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY, LLC                                           | PHOTO HOLDINGS MERGER SUB INC 144A 8.500000% 10/01/2026                 | CUSIP: 719245AD4<br>LEI: 549300I1C8WJQ5FZE154 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $750000.00    | 0.48%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORPORATION                             | CASTLE US HOLDING CORP 144A 9.500000% 02/15/2028                        | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $380242.26    | 0.24%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP, LLC                                           | ANGI GROUP LLC 144A 3.875000% 08/15/2028                                | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1533060.00   | 0.99%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                      | PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC PRET 2021-NPL1 A2      | CUSIP: 741389AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $865174.40    | 0.56%             | 2060-09-27      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                           | BENEFIT STREET PARTNERS CLO III LTD BSP 2013-IIIA CR                    | CUSIP: 08180EAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1944528.00   | 1.25%             | 2029-07-20      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING LTD                                          | OZLM FUNDING IV LTD OZLMF 2013-4A BR                                    | CUSIP: 67108FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1937734.00   | 1.25%             | 2030-10-22      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                            | GOLUB CAPITAL PARTNERS CLO 26B LTD GOCAP 2015-26A BR                    | CUSIP: 38176DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $977316.00    | 0.63%             | 2031-04-20      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST                                 | BXMT 2020-FL2 LTD BXMT 2020-FL2 A                                       | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    768783 | PA      | $757310.83    | 0.49%             | 2038-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                | SPRINT LLC 7.875000% 09/15/2023                                         | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522309.50   | 0.98%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                     | BLOOMIN' BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125000% 04/15/2029  | CUSIP: 094234AA9<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2232875.00   | 1.43%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Eric Olsen

**Name of Signer:** Eric Olsen

**Title:** CFO