Frost Family of Funds
Frost Total Return Bond Fund
$2.94B
Avg Monthly Net Assets
$3.39B
Total Assets
$15.67M
Total Liabilities
$3.37B
Net Assets
Frost Total Return Bond Fund is a Mutual Fund in Frost Family of Funds
,
based in Pennsylvania,
United States of America.
The fund has three share classes
and monthly net assets of $2.94B.
On September 26th, 2024 it reported 393 holdings, the largest
being United States of America (4.9%), United States of America (3.2%) and Freddie Mac (2.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| A Class Shares | C000210585 | FAJEX | |
| Institutional Class Shares | C000210586 | FIJEX | |
| Investor Class Shares | C000210587 | FATRX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P F (280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES) | Long | ABS-mortgage backed security | US | $11M | – | 0.33 |
| 510 ASSET BACKED 2021-NPL1 TRUST FTAB 2021-NPL1 A2 | Long | ABS-mortgage backed security | US | $20M | – | 0.59 |
| 510 ASSET BACKED 2021-NPL2 TRUST FTAB 2021-NPL2 A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| ACC AUTO TRUST 2021-A AUTOC 2021-A D | Long | ABS-mortgage backed security | US | $13M | – | 0.38 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $4M | – | 0.11 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 D | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-4 D | Long | ABS-mortgage backed security | US | $16M | – | 0.46 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 C | Long | ABS-mortgage backed security | US | $10M | – | 0.30 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-2 C | Long | ABS-mortgage backed security | US | $12M | – | 0.36 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-3 B | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-3 C | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-3 D | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| AMMC CLO 26 LTD AMMC 2023-26A B1 (AMMC CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.22 |
| AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC AXIS 2021-1A D (AMUR EQUIPMENT FINANCE RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A E (AMUR EQUIPMENT FINANCE RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| ANGEL OAK MORTGAGE TRUST 2021-4 AOMT 2021-4 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| APACHE CORP 7.750000% 12/15/2029 (APACHE CORPORATION) | Long | Debt | US | $5M | – | 0.14 |
| APPLE INC 3.850000% 05/04/2043 (APPLE INC.) | Long | Debt | US | $9M | – | 0.26 |
| APPLE INC 4.850000% 05/10/2053 (APPLE INC.) | Long | Debt | US | $7M | – | 0.21 |
| ARMADA FDG CO LLC DISC COML PA 0% CP 08/02/2024 (ARMADA FUNDING COMPANY, LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| AT&T INC 0% CP 09/04/2024 (AT&T INC.) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| AVANGRID CP 08/06/2024 (AVANGRID, INC.) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| AVID AUTOMOBILE RECEIVABLES TRUST 2023-1 AVID 2023-1 E | Long | ABS-mortgage backed security | US | $6M | – | 0.17 |
| AVNET INC 3.000000% 05/15/2031 (AVNET, INC.) | Long | Debt | US | $6M | – | 0.18 |
| BAC CAPITAL TRUST XIV MATURITY: PERPETUAL | Long | Debt | US | $8M | – | 0.25 |
| BACARDI MARTINI B V DISC COML 0% CP 09/05/2024 (Bacardi-Martini B.V.) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| BANCO DE CREDITO E INVERSIONES MIAM 0% CP 09/03/2024 (BANCO DE CREDITO E INVERSIONES, S.A.) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| BANCO SANTANDER SA 9.625000% MATURITY: PERPETUAL (Banco Santander, S.A.) | Long | Debt | ES | $6M | – | 0.17 |
| BARCLAYS PLC 6.692000% 09/13/2034 | Long | Debt | GB | $2M | – | 0.06 |
| BARCLAYS PLC 8.000000% MATURITY: PERPETUAL | Long | Debt | GB | $31M | – | 0.92 |
| BARCLAYS PLC 9.625000% MATURITY: PERPETUAL | Long | Debt | GB | $5M | – | 0.16 |
| BARTON CAPITAL COMMERICAL PAPER (BARTON CAPITAL CORP) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| BASF SE COMMERCIAL PAPER | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST BSCMS 2007-T26 AJ (BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| BENCHMARK 2020-B18 MORTGAGE TRUST BMARK 2020-B18 E (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| BENCHMARK 2020-B21 MORTGAGE TRUST BMARK 2020-B21 D (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| BENCHMARK 2020-IG3 MORTGAGE TRUST BMARK 2020-IG3 A4 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| BHG SECURITIZATION TRUST 2022-B BHG 2022-B D | Long | ABS-mortgage backed security | US | $6M | – | 0.17 |
| BLUEMOUNTAIN CLO 2016-2 LTD BLUEM 2016-2A A2R2 (BLUEMOUNTAIN CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.30 |
| BOEING CO/THE 144A 7.008000% 05/01/2064 (THE BOEING COMPANY) | Long | Debt | US | $7M | – | 0.22 |
| BOEING CO/THE 2.950000% 02/01/2030 (THE BOEING COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| BOEING CO/THE 5.875000% 02/15/2040 (THE BOEING COMPANY) | Long | Debt | US | $15M | – | 0.44 |
| BREAN ASSET BACKED SECURITIES TRUST 2023-RM7 BABS 2023-RM7 A1 | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| BRIGHTLINE EAST LLC 144A 11.000000% 01/31/2030 (BLH ESCROW 1 LLC) | Long | Debt | US | $2M | – | 0.05 |
| BROOKFIELD RENEWABLE PART 0% CP 08/09/2024 (Brookfield Renewable Partners L.P.) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| BROWN BROTHERS HARRIMAN SWEEP INTEREST | Long | Short-term investment vehicle | US | $58M | – | 1.71 |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 144A 6.000000% 02/01/2026 (BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS, INC.) | Long | Debt | US | $13M | – | 0.39 |
| BURLINGTON NORTHERN SANTA FE LLC 7.290000% 06/01/2036 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $6M | – | 0.18 |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIV3 BX 2020-VIV3 B | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| BXMT 2020-FL2 LTD BXMT 2020-FL2 A (BLACKSTONE MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.19 |
| CAFL 2021-RTL1 ISSUER LLC CAFL 2021-RTL1 A1 (COREVEST AMERICAN FINANCE) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| CAFL 2022-RTL1 ISSUER LLC CAFL 2022-RTL1 A1 (COREVEST AMERICAN FINANCE) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| CAFL 2023-RTL1 ISSUER LLC CAFL 2023-RTL1 A2 (COREVEST AMERICAN FINANCE) | Long | ABS-mortgage backed security | US | $15M | – | 0.45 |
| CAL FUNDING IV LTD CAI 2020-1A B (CAL FUNDING LIMITED) | Long | ABS-mortgage backed security | BM | $1M | – | 0.03 |
| CANADIAN NATIONAL RAILWAY COMPANY 0% CP 08/19/2024 (Compagnie des chemins de fer nationaux du Canada) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| CANTOR FITZGERALD LP 144A 7.200000% 12/12/2028 (CANTOR FITZGERALD, L.P.) | Long | Debt | US | $1M | – | 0.03 |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2023-A1 A | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2012-3 LTD CGMS 2012-3A A1A2 (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.57 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3-R LTD CGMS 2014-3RA A1A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.25 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-5 LTD CGMS 2014-5A A1RR (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.32 |
| CARNOW AUTO RECEIVABLES TRUST 2021-2 CNART 2021-2A E | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| CARNOW AUTO RECEIVABLES TRUST 2023-1 CNART 2023-1A E | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| CARRINGTON MORT M8 (CARRINGTON MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| CATHOLIC HEALTH INI 0% CP 08/22/2024 (CommonSpirit Health) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| CENTERLINE LOGISTICS CORP CLC 2023-1 A2 (HARLEY MARINE FINANCING LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.34 |
| CF HIPPOLYTA ISSUER LLC SORT 2020-1 A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-2 CHASE 2024-2 A6 | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| CHASE ISSUANCE TRUST CHAIT 2023-A2 A | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| CHOICE HOTELS INTERNATIONAL INC 3.700000% 01/15/2031 (CHOICE HOTELS INTERNATIONAL, INC.) | Long | Debt | US | $3M | – | 0.08 |
| CHOICE HOTELS INTERNATIONAL INC 3.700000% 12/01/2029 (CHOICE HOTELS INTERNATIONAL, INC.) | Long | Debt | US | $7M | – | 0.22 |
| CIFC FUNDING 2018-I LTD CIFC 2018-1A A (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.20 |
| CIFC FUNDING 2022-II LTD CIFC 2022-2A A1 (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.13 |
| CIFC FUNDING 2022-II LTD CIFC 2022-2A B (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.27 |
| CIG AUTO RECEIVABLES TRUST 2021-1 CIGAR 2021-1A E | Long | ABS-mortgage backed security | US | $7M | – | 0.20 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31 CGCMT 2015-GC31 C | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| CITIGROUP INC 6.174000% 05/25/2034 (CITIGROUP INC.) | Long | Debt | US | $5M | – | 0.15 |
| COLUMBIA FDG CO LLC 0% CP 08/23/2024 (COLUMBIA FUNDING COMPANY, LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| COMERICA BANK 7.875000% 09/15/2026 | Long | Debt | US | $26M | – | 0.76 |
| COMERICA INC 4.000000% 02/01/2029 (COMERICA INCORPORATED) | Long | Debt | US | $12M | – | 0.37 |
| COMERICA INC 5.982000% 01/30/2030 (COMERICA INCORPORATED) | Long | Debt | US | $10M | – | 0.30 |
| COMM 2014-LC15 MORTGAGE TRUST COMM 2014-LC15 D (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| COMM 2014-UBS6 MORTGAGE TRUST COMM 2014-UBS6 C (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 D (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| COMMERCIAL PAPER (ISITC) UNITED HEALTHCARE CORP 0% CP 13/08/2024 (UNITEDHEALTH GROUP INCORPORATED) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| COMMONBOND STUDENT LOAN TRUST 2017-A-GS CBSLT 2017-AGS A1 | Long | ABS-mortgage backed security | US | $890K | – | 0.03 |
| CONCENTRIX CORP 6.850000% 08/02/2033 (CONCENTRIX CORPORATION) | Long | Debt | US | $12M | – | 0.36 |
| CORNELL UNIVERSITY 4.835000% 06/15/2034 | Long | Debt | US | $2M | – | 0.06 |
| CORP NACIONAL DEL COBRE DE CHILE 144A 3.150000% 01/15/2051 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $317K | – | 0.01 |
| CP EF ASSET SECURITIZATION I LLC CPEF 2022-1A A (CP EF ASSET SECURITIZATION I, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR CSFB 2005-C2 AMFL (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR CSFB 2005-C2 AMFX (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CREDIT SUISSE GROUP AG 5.100000% MATURITY: PERPETUAL | Long | Debt | CH | $1M | – | 0.03 |
| CRUISE YACHT UPPER HOLDCO LTD 11.875000% 07/05/2028 | Long | Debt | MT | $2M | – | 0.06 |
| CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| DANSKE BANK A/S 144A 5.705000% 03/01/2030 | Long | Debt | DK | $5M | – | 0.15 |
| DCAT LLC 0% CP 08/08/2024 (DCAT, LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| DEUTSCHE BANK AG 7.500000% MATURITY: PERPETUAL (Deutsche Bank Aktiengesellschaft) | Long | Debt | DE | $4M | – | 0.12 |
| DEUTSCHE BANK AG/NEW YORK NY 3.742000% 01/07/2033 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.05 |
| DEUTSCHE BANK AG/NEW YORK NY 7.079000% 02/10/2034 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $10M | – | 0.31 |
| DEUTSCHE BANK AG/NEW YORK NY 7.146000% 07/13/2027 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $4M | – | 0.12 |
| DROP MORTGAGE TRUST 2021-FILE DROP 2021-FILE D | Long | ABS-mortgage backed security | US | $12M | – | 0.36 |
| DT AUTO OWNER TRUST 2021-3 DTAOT 2021-3A D | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-1 ENFIN 2024-1A A | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-1 ENFIN 2024-1A B | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| ENOVA INTERNATIONAL INC 144A 8.500000% 09/15/2025 (ENOVA INTERNATIONAL, INC.) | Long | Debt | US | $3M | – | 0.09 |
| EVERBRIGHT SOLAR TRUST 2024-A EVBRT 2024-A B | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| F&G ANNUITIES & LIFE INC 7.400000% 01/13/2028 (F&G ANNUITIES & LIFE, INC.) | Long | Debt | US | $7M | – | 0.22 |
| FANNIE MAE INTEREST STRIP FNS 410 C5 (Federal National Mortgage Association) | Long | Debt | US | $22K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 421 C1 (Federal National Mortgage Association) | Long | Debt | US | $81K | – | 0.00 |
| FANNIE MAE POOL FN AI8800 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN BC9003 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.09 |
| FANNIE MAE POOL FN BL3864 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.22 |
| FANNIE MAE POOL FN BL5311 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.14 |
| FANNIE MAE POOL FN BM3279 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.09 |
| FANNIE MAE POOL FN CB7449 (Federal National Mortgage Association) | Long | Debt | US | $44M | – | 1.32 |
| FANNIE MAE POOL FN FS6356 (Federal National Mortgage Association) | Long | Debt | US | $19M | – | 0.57 |
| FANNIE MAE POOL FN MA5152 (Federal National Mortgage Association) | Long | Debt | US | $19M | – | 0.57 |
| FANNIE MAE POOL FN MA5246 (Federal National Mortgage Association) | Long | Debt | US | $19M | – | 0.57 |
| FANNIE MAE REMICS FNR 2011-103 GI (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE REMICS FNR 2011-146 AY (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE REMICS FNR 2012-61 KI (Federal National Mortgage Association) | Long | Debt | US | $120K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-68 GY (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.14 |
| FANNIE MAE REMICS FNR 2013-104 TI (Federal National Mortgage Association) | Long | Debt | US | $24K | – | 0.00 |
| FANNIE MAE REMICS FNR 2014-40 GI (Federal National Mortgage Association) | Long | Debt | US | $301K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-52 DI (Federal National Mortgage Association) | Long | Debt | US | $885K | – | 0.03 |
| FANNIE MAE REMICS FNR 2019-44 CI (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE REMICS FNR 2019-44 PI (Federal National Mortgage Association) | Long | Debt | US | $766K | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-44 MI (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE REMICS FNR 2024-25 A (Federal National Mortgage Association) | Long | Debt | US | $20M | – | 0.59 |
| FARMERS EXCHANGE CAPITAL 144A 7.050000% 07/15/2028 | Long | Debt | US | $12M | – | 0.34 |
| FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048 | Long | Debt | US | $3M | – | 0.08 |
| FEDERAL FARM CREDIT BANK 5.360000% 06/16/2033 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL FARM CREDIT BANK 5.490000% 09/22/2042 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $983K | – | 0.03 |
| FEDERAL FARM CREDIT BANK 5.930000% 03/28/2033 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| FEDERAL FARM CREDIT BANK 5.940000% 01/08/2044 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $7M | – | 0.22 |
| FEDERAL FARM CREDIT BANK 5.980000% 12/27/2033 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $3M | – | 0.07 |
| FEDERAL FARM CREDIT BANK 6.010000% 03/28/2044 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL FARM CREDIT BANK 6.030000% 07/29/2039 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $3M | – | 0.07 |
| FEDERAL FARM CREDIT BANK 6.050000% 08/22/2031 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| FEDERAL FARM CREDIT BANK 6.080000% 04/28/2033 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $5M | – | 0.15 |
| FEDERAL FARM CREDIT BANK 6.250000% 07/26/2038 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL FARM CREDIT BANK 6.490000% 11/15/2038 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN BANK 2.150000% 09/23/2036 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $1M | – | 0.03 |
| FEDERAL HOME LOAN BANK 5.625000% 02/14/2034 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $5M | – | 0.15 |
| FEDERAL HOME LOAN BANK 5.625000% 02/23/2039 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN BANK 5.940000% 04/20/2043 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN BANK 6.000000% 04/12/2038 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $3M | – | 0.09 |
| FEDERAL HOME LOAN BANK 6.000000% 07/15/2039 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $15M | – | 0.45 |
| FEDERAL HOME LOAN BANK 6.050000% 07/19/2038 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN BANK 6.110000% 12/21/2032 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $12M | – | 0.36 |
| FEDERAL HOME LOAN BANK 6.230000% 12/28/2037 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN BANK 6.360000% 04/29/2044 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN BANK 6.500000% 09/13/2038 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $2M | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORP MTN 7.000000% 10/30/2043 (Freddie Mac) | Long | Debt | US | $1M | – | 0.03 |
| FIRST INVESTORS AUTO OWNER TRUST 2022-1 FIAOT 2022-1A E | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A D | Long | ABS-mortgage backed security | US | $9M | – | 0.28 |
| FIRSTKEY MORTGAGE TRUST 2015-1 FKMT 2015-1 A3 | Long | ABS-mortgage backed security | US | $675K | – | 0.02 |
| FLAGSHIP CREDIT AUTO TRUST 2020-1 FCAT 2020-1 E | Long | ABS-mortgage backed security | US | $8M | – | 0.23 |
| FLAGSHIP CREDIT AUTO TRUST 2020-2 FCAT 2020-2 E | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| FLOWSERVE CORP 3.500000% 10/01/2030 (FLOWSERVE CORPORATION) | Long | Debt | US | $4M | – | 0.11 |
| FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU FMBT 2019-FBLU A | Long | ABS-mortgage backed security | US | $10M | – | 0.29 |
| FORD CREDIT AUTO LEASE TRUST 2023-B FORDL 2023-B C | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-1 E | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATIO FMMHR 2015-R1 C3 (FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATION TRUST) | Long | Debt | US | $28M | – | 0.83 |
| FREDDIE MAC POOL FR SD3586 | Long | Debt | US | $39M | – | 1.17 |
| FREDDIE MAC POOL FR SE9080 | Long | Debt | US | $9M | – | 0.27 |
| FREDDIE MAC REMICS FHR 3996 QL | Long | Debt | US | $5M | – | 0.14 |
| FREDDIE MAC REMICS FHR 4029 LI | Long | Debt | US | $1K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4106 YI | Long | Debt | US | $17K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4116 MI | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC REMICS FHR 4116 PI | Long | Debt | US | $622K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4134 BI | Long | Debt | US | $48K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4136 PI | Long | Debt | US | $532K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4148 LI | Long | Debt | US | $39K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4213 IG | Long | Debt | US | $869K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4349 KI | Long | Debt | US | $133K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4457 EI | Long | Debt | US | $35K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4675 VE | Long | Debt | US | $4M | – | 0.13 |
| FREDDIE MAC REMICS FHR 4908 AS | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC REMICS FHR 5085 IG | Long | Debt | US | $2M | – | 0.07 |
| FREDDIE MAC REMICS FHR 5202 KI | Long | Debt | US | $3M | – | 0.08 |
| FREDDIE MAC REMICS FHR 5406 PO | Long | Debt | US | $44M | – | 1.29 |
| FREDDIE MAC REMICS FHR 5417 JA | Long | Debt | US | $99M | – | 2.93 |
| FREDDIE MAC REMICS FHR 5425 A | Long | Debt | US | $89M | – | 2.64 |
| FREDDIE MAC REMICS FHR 5429 DV | Long | Debt | US | $14M | – | 0.43 |
| FREDDIE MAC STRIPS FHS 293 IO | Long | Debt | US | $34K | – | 0.00 |
| FREMF 2016-K54 MORTGAGE TRUST FREMF 2016-K54 C (FREMF MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| FREMF 2016-K57 MORTGAGE TRUST FREMF 2016-K57 C (FREMF MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.25 |
| GALTON FUNDING MORTGAGE TRUST 2019-1 GFMT 2019-1 A22 | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| GALTON FUNDING MORTGAGE TRUST 2019-2 GFMT 2019-2 A21 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GARTNER INC 144A 3.625000% 06/15/2029 (GARTNER, INC.) | Long | Debt | US | $3M | – | 0.08 |
| GDB DEBT RECOVERY AUTH OF CMWL GDB DEBT RECOVERY AUTHORITY OF PUERTO RICO (GDB DEBT RECOVERY AUTH OF COMWLTH PUERTO RICO) | Long | Debt | PR | $5M | – | 0.14 |
| GINNIE MAE II POOL G2 CZ5436 (Government National Mortgage Association 2) | Long | Debt | US | $18M | – | 0.53 |
| GLOBAL SC FINANCE VII SRL SEACO 2020-1A A (GLOBAL SC FUNDING LIMITED) | Long | ABS-mortgage backed security | BB | $2M | – | 0.06 |
| GLP CAPITAL LP / GLP FINANCING II INC 3.250000% 01/15/2032 (GLP Capital, L.P.) | Long | Debt | US | $643K | – | 0.02 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2020-1 GCAR 2020-1A D (GLS AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2022-1 GCAR 2022-1A E (GLS AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 GCAR 2022-3A E (GLS AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GOLUB CAPITAL PARTNERS CLO 19B-R LTD GOCAP 2017-19RA B1R2 (GOLUB CAPITAL PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.59 |
| GOLUB CAPITAL PARTNERS CLO 21M LTD GOCAP 2014-21A AR (GOLUB CAPITAL PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.15 |
| GOLUB CAPITAL PARTNERS CLO 24M-R LTD GOCAP 2015-24A AR (GOLUB CAPITAL PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-170 QI | Long | Debt | US | $687K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-42 MI | Long | Debt | US | $349.66 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-62 NI | Long | Debt | US | $72K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-32 CI | Long | Debt | US | $110K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-44 IO | Long | Debt | US | $10K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-103 CI | Long | Debt | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-17 JI | Long | Debt | US | $11K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 ID | Long | Debt | US | $3M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-137 DI | Long | Debt | US | $12K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-189 IJ | Long | Debt | US | $2M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-191 CT | Long | Debt | US | $3M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 IG | Long | Debt | US | $3M | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-182 PO | Long | Debt | US | $23M | – | 0.68 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-201 PO | Long | Debt | US | $14M | – | 0.42 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-122 G | Long | Debt | US | $9M | – | 0.27 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-151 PO | Long | Debt | US | $27M | – | 0.81 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-163 B | Long | Debt | US | $21M | – | 0.61 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-163 LB | Long | Debt | US | $10M | – | 0.30 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-59 G | Long | Debt | US | $9M | – | 0.28 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-93 B | Long | Debt | US | $9M | – | 0.28 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-1 TA | Long | Debt | US | $9M | – | 0.28 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-19 H | Long | Debt | US | $3M | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 NP | Long | Debt | US | $6M | – | 0.17 |
| GREYSTONE CRE NOTES 2024-HC3 GSTNE 2024-HC3 AS (GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.53 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ5 GSMBS 2024-PJ5 A4 | Long | ABS-mortgage backed security | US | $20M | – | 0.59 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL2 GSMBS 2024-RPL2 A2 | Long | ABS-mortgage backed security | US | $14M | – | 0.42 |
| HARLEY-DAVIDSON FDG CORP 0% CP 08/12/2024 (HARLEY-DAVIDSON FINANCIAL SERVICES, INC.) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| HAWAIIAN AIRLINES 2013-1 CLASS A PASS THROUGH CERT 3.900000% 01/15/2026 (Hawaiian Airlines Pass Through Trust) | Long | Debt | US | $1M | – | 0.04 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A D (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| HORACE MANN EDUCATORS CORP 7.250000% 09/15/2028 (HORACE MANN EDUCATORS CORPORATION) | Long | Debt | US | $5M | – | 0.16 |
| HOUSTON TX CITY OF HOUSTON TX (HOUSTON TEX) | Long | Debt | US | $10M | – | 0.31 |
| HUDSON YARDS 2019-30HY MORTGAGE TRUST HY 2019-30HY B (HUDSON YARDS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| HYUNDAI CAPITAL AMERICA 144A 5.300000% 01/08/2029 | Long | Debt | US | $5M | – | 0.15 |
| ILLINOIS ST STATE OF ILLINOIS | Long | Debt | US | $5M | – | 0.15 |
| INTESA FDG LLC 0% CP 08/21/2024 COMMERCIAL PAPER (ISITC) (INTESA SANPAOLO FUNDING LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| INTESA SANPAOLO SPA MTN 4.000000% 09/23/2029 | Long | Debt | IT | $5M | – | 0.14 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031 | Long | Debt | US | $2M | – | 0.05 |
| IONIC FDG LLC MCP SER 1 CL A D 0% CP 09/05/2024 (IONIC FUNDING LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| J M SMUCKER CO/THE 6.200000% 11/15/2033 (THE J. M. SMUCKER COMPANY) | Long | Debt | US | $5M | – | 0.16 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $5M | – | 0.15 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.750000% 03/15/2034 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $11M | – | 0.32 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 7.250000% 11/15/2053 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $5M | – | 0.16 |
| JGWPT XXVI LLC HENDR 2012-2A B (JGWPT LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2007-LD12 AJ (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $444K | – | 0.01 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SERIES 2007-LD12 CLASS J (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $0.09 | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2024-2 JPMMT 2024-2 A3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| JP MORGAN MORTGAGE TRUST 2024-2 JPMMT 2024-2 B2 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| JP MORGAN MORTGAGE TRUST SERIES 2024-3 JPMMT 2024-3 A3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2 JPMDB 2016-C2 C | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| JPMORGAN CHASE & CO 4.979000% 07/22/2028 (JPMORGAN CHASE & CO.) | Long | Debt | US | $10M | – | 0.30 |
| KAPITUS ASSET SECURITIZATION LLC KAPT 2022-1A A | Long | ABS-mortgage backed security | US | $8M | – | 0.23 |
| KEYBANK NA/CLEVELAND OH MTN 4.700000% 01/26/2026 (KEYBANK NATIONAL ASSOCIATION) | Long | Debt | US | $21M | – | 0.61 |
| KEYBANK NA/CLEVELAND OH MTN 5.000000% 01/26/2033 (KEYBANK NATIONAL ASSOCIATION) | Long | Debt | US | $5M | – | 0.14 |
| KEYCORP 6.401000% 03/06/2035 | Long | Debt | US | $5M | – | 0.15 |
| KEYCORP MTN 4.100000% 04/30/2028 | Long | Debt | US | $7M | – | 0.20 |
| KYNDRYL HOLDINGS INC 4.100000% 10/15/2041 (KYNDRYL HOLDINGS, INC.) | Long | Debt | US | $21M | – | 0.62 |
| LCM LOAN INCOME FUND I INCOME NOTE ISSUER LTD LCM 27A A1 (LCM LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.21 |
| LEIDOS INC 2.300000% 02/15/2031 (LEIDOS, INC.) | Long | Debt | US | $3M | – | 0.08 |
| LIBRA SOLUTIONS 2023-1 LLC OASIS 2023-1A A (LIBRA SOLUTIONS LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| LIBRA SOLUTIONS 2023-1 LLC OASIS 2023-1A B (LIBRA SOLUTIONS LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 AS | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| MARLETTE FUNDING TRUST 2020-1 MFT 2020-1A D | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| MFA 2022-INV1 TRUST MFRA 2022-INV1 A3 (MFA TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| MISSION TX ECON DEV CORP PWR P MISSION ECONOMIC DEVELOPMENT CORP (MISSION TEX ECONOMIC DEV CORP PWR PUR AGREEMENT REV) | Long | Debt | US | $33K | – | 0.00 |
| MISSION TX ECON DEV CORP PWR P MISSION ECONOMIC DEVELOPMENT CORP (MISSION TEX ECONOMIC DEV CORP PWR PUR AGREEMENT REV) | Long | Debt | US | $30K | – | 0.00 |
| MISSION TX ECON DEV CORP PWR P MISSION ECONOMIC DEVELOPMENT CORP (MISSION TEX ECONOMIC DEV CORP PWR PUR AGREEMENT REV) | Long | Debt | US | $21K | – | 0.00 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2016-C29 C | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| MOSAIC SOLAR LOAN TRUST 2020-2 MSAIC 2020-2A B | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MOTOROLA SOLUTIONS INC 4.600000% 05/23/2029 (MOTOROLA SOLUTIONS, INC.) | Long | Debt | US | $21M | – | 0.63 |
| N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY (NORTH TEX TWY AUTH REV) | Long | Debt | US | $2M | – | 0.05 |
| NES FIRCROFT BONDCO AS 144A 11.750000% 09/29/2026 | Long | Debt | GB | $3M | – | 0.09 |
| NEW ENGLAND POWER CO 144A 2.807000% 10/06/2050 (NEW ENGLAND POWER COMPANY) | Long | Debt | GB | $3M | – | 0.09 |
| NISSAN MOTOR ACCEPTANCE CO LLC 144A 7.050000% 09/15/2028 (NISSAN MOTOR ACCEPTANCE COMPANY LLC) | Long | Debt | US | $2M | – | 0.06 |
| NORTHWEST TX INDEP SCH DIST NORTHWEST INDEPENDENT SCHOOL DISTRICT (NORTHWEST TEX INDPT SCH DIST) | Long | Debt | US | $2M | – | 0.05 |
| NORTHWEST TX INDEP SCH DIST NORTHWEST INDEPENDENT SCHOOL DISTRICT (NORTHWEST TEX INDPT SCH DIST) | Long | Debt | US | $2M | – | 0.05 |
| NVENT FINANCE SARL 5.650000% 05/15/2033 (nVent Finance S.a r.l.) | Long | Debt | GB | $3M | – | 0.09 |
| OAKTREE CLO 2019-3 LTD OAKCL 2019-3A BR (OAKTREE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.40 |
| OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A B | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| OHA CREDIT FUNDING 7 LTD OAKC 2020-7A AR (OHA CREDIT FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.74 |
| OPORTUN ISSUANCE TRUST 2022-3 OPTN 2022-A C (OPORTUN FUNDING LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| PACIFIC GAS AND ELECTRIC CO 3.750000% 08/15/2042 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $4M | – | 0.11 |
| PACIFIC GAS AND ELECTRIC CO 4.500000% 07/01/2040 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $9M | – | 0.28 |
| PARATUS ENERGY SERVICES LTD 144A 9.000000% 07/15/2026 (Paratus Energy Services Ltd.) | Long | Debt | GB | $4M | – | 0.13 |
| PARATUS ENERGY SERVICES LTD 9.000000% 07/15/2026 (Paratus Energy Services Ltd.) | Long | Debt | GB | $2M | – | 0.05 |
| PARATUS ENERGY SERVICES LTD 9.500000% 06/27/2029 (Paratus Energy Services Ltd.) | Long | Debt | GB | $38M | – | 1.12 |
| PARATUS ENERGY SERVICES LTD COMMON STOCK (Paratus Energy Services Ltd.) | Long | Equity-common | NO | $70M | 13M | 2.07 |
| PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021-1 LLC PWNE 2021-1 C (PAWNEE EQUIPMENT RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022-1 LLC PWNE 2022-1 C (PAWNEE EQUIPMENT RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| PETROLEOS MEXICANOS 10.000000% 02/07/2033 | Long | Debt | MX | $5M | – | 0.15 |
| PHILIP MORRIS INTERNATIONAL INC 5.125000% 02/15/2030 (Philip Morris International Inc.) | Long | Debt | US | $3M | – | 0.08 |
| PRET 2021-NPL3 LLC PRET 2021-NPL3 A2 (PRETIUM MORTGAGE CREDIT PARTNERS LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| PRET 2021-NPL5 LLC PRET 2021-NPL5 A2 (PRET LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| PRET 2021-RN3 LLC PRET 2021-RN3 A1 (PRET LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.17 |
| PRET 2021-RN4 LLC PRET 2021-RN4 A2 (PRET LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| PRET 2024-NPL3 LLC PRET 2024-NPL3 A1 (PRET LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| PRET 2024-RN2 LLC PRET 2024-RN2 A1 (PRET LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL2 LLC PRET 2021-NPL2 A2 (PRETIUM MORTGAGE CREDIT PARTNERS LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| PROTECTIVE LIF DISC 08/26/24 (PROTECTIVE LIFE SHORT TERM FUNDING, LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.375000% 09/01/2037 | Long | Debt | AR | $145K | – | 0.00 |
| PRPM 2021-10 LLC PRPM 2021-10 A2 (PRPM LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| PRPM 2021-5 LLC PRPM 2021-5 A2 (PRPM LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| PRPM 2024-2 LLC PRPM 2024-2 A1 (PRPM LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| PRPM 2024-3 PRPM 2024-3 A1 (PRPM LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| PSMC 2020-2 TRUST PSMC 2020-2 A2 (PEARL STREET MORTGAGE COMPANY TRUST (PSMC)) | Long | ABS-mortgage backed security | US | $461K | – | 0.01 |
| PUFFIN FINANCE SARL 15.000000% 09/11/2025 (PUFFIN FINANCE S.A R.L.) | Long | Debt | VG | $14M | – | 0.42 |
| RCO VI MORTGAGE LLC 2022-1 RCO 2022-1 A2 (RCO MORTGAGE LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| REGAL REXNORD CORP 6.300000% 02/15/2030 (Regal Rexnord Corporation) | Long | Debt | US | $5M | – | 0.14 |
| REPUBLIC OF COLOMBIA 3.250000% 04/22/2032 (Republica de Colombia) | Long | Debt | CO | $4M | – | 0.12 |
| REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 7.250000% 02/28/2028 | Long | Debt | KE | $3M | – | 0.08 |
| RHODE ISLAND ST HLTH & EDUCTNL RHODE ISLAND HEALTH AND EDUCATIONAL BUILDING CORP (RHODE ISLAND ST HEALTH & EDL BLDG CORP) | Long | Debt | US | $5M | – | 0.15 |
| RJ OBRIEN FUTURES COLLATERAL | Long | Short-term investment vehicle | US | $42K | – | 0.00 |
| ROYAL BANK OF CANADA MTN 5.200000% 01/31/2033 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $3M | – | 0.09 |
| ROYAL BANK OF CANADA MTN 5.500000% 04/28/2033 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $10M | – | 0.30 |
| SABRA HEALTH CARE LP 3.200000% 12/01/2031 (SABRA HEALTH CARE LIMITED PARTNERSHIP) | Long | Debt | US | $3M | – | 0.10 |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A SCART 2020-AA F | Long | ABS-mortgage backed security | US | $8M | – | 0.23 |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B SCART 2020-BA F | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| SAPPHIRE AVIATION FINANCE I LTD SAPA 2018-1A B | Long | ABS-mortgage backed security | KY | $587K | – | 0.02 |
| SBL HOLDINGS INC 144A 6.500000% MATURITY: PERPETUAL (SBL HOLDINGS, INC.) | Long | Debt | US | $12M | – | 0.36 |
| SBL HOLDINGS INC 144A 7.000000% MATURITY: PERPETUAL (SBL HOLDINGS, INC.) | Long | Debt | US | $2M | – | 0.07 |
| SEMPRA 6.000000% 10/15/2039 | Long | Debt | US | $6M | – | 0.19 |
| SEQUOIA MORTGAGE TRUST 2013-4 SEMT 2013-4 AIO1 | Long | Debt | US | $1M | – | 0.03 |
| SEQUOIA MORTGAGE TRUST 2024-5 SEMT 2024-5 A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| SHEFFIELD RECEIVABLES CORP 0% CP 08/20/2024 (SHEFFIELD RECEIVABLES COMPANY LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| STL HOLDING CO LLC 144A 8.750000% 02/15/2029 (STL HOLDING COMPANY LLC) | Long | Debt | US | $8M | – | 0.25 |
| SYNCHRONY BANK 5.400000% 08/22/2025 | Long | Debt | US | $8M | – | 0.24 |
| SYNOVUS BANK/COLUMBUS GA 5.625000% 02/15/2028 | Long | Debt | US | $8M | – | 0.23 |
| TENN VALLEY AUTHORITY 4.250000% 09/15/2052 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $7M | – | 0.20 |
| TEXAS DEBT CAPITAL CLO 2023-I LTD TCIFC 2023-1A A (TEXAS DEBT CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.12 |
| TEXAS TRANSPRTN COMMISSION ST TEXAS DEPARTMENT OF TRANSPORTATION STATE HIGHWAY F (TEXAS TRANSN COMMN ST HWY FD REV) | Long | Debt | US | $4M | – | 0.12 |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL 2020-2A B (TEXTAINER MARINE CONTAINERS LIMITED) | Long | ABS-mortgage backed security | BM | $1M | – | 0.03 |
| TOORAK MORTGAGE TRUST 2024-RRTL1 TRK 2024-RRTL1 M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| TRANSJAMAICAN HIGHWAY LTD 144A 5.750000% 10/10/2036 (Transjamaican Highway Limited) | Long | Debt | JM | $1M | – | 0.04 |
| TREASURY BILL 0.000000% 08/06/2024 (United States of America) | Long | Debt | US | $2M | – | 0.06 |
| TREASURY BILL 0.000000% 08/15/2024 (United States of America) | Long | Debt | US | $2M | – | 0.06 |
| TRICOLOR AUTO SECURITIZATION TRUST 2022-1 TAST 2022-1A F | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| TRICOLOR AUTO SECURITIZATION TRUST 2023-1 TAST 2023-1A F | Long | ABS-mortgage backed security | US | $13M | – | 0.37 |
| TRITON CONTAINER FINANCE VIII LLC TCF 2020-1A B (TRITON CONTAINER FINANCE LLC) | Long | ABS-mortgage backed security | US | $627K | – | 0.02 |
| TRTX 2021-FL4 ISSUER LTD TRTX 2021-FL4 C (TPG REAL ESTATE FINANCE ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.28 |
| TWMA FINANCE AS 13.000000% 02/08/2027 | Long | Debt | NO | $4M | – | 0.10 |
| UKRAINE GOVERNMENT 7.750000% 09/01/2022 | Long | Debt | UA | $2M | – | 0.05 |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2 UACST 2022-2 D | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| UNIV OF TEXAS TX BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM (UNIVERSITY TEX UNIV REVS) | Long | Debt | US | $3M | – | 0.09 |
| US BANCORP 3.700000% MATURITY: PERPETUAL (U.S. BANCORP) | Long | Debt | US | $3M | – | 0.09 |
| US BANCORP 5.836000% 06/12/2034 (U.S. BANCORP) | Long | Debt | US | $4M | – | 0.12 |
| US TREASURY N/B 3.250000% 05/15/2042 (United States of America) | Long | Debt | US | $107M | – | 3.18 |
| US TREASURY N/B 3.625000% 02/15/2053 (United States of America) | Long | Debt | US | $22M | – | 0.65 |
| US TREASURY N/B 3.750000% 12/31/2030 (United States of America) | Long | Structured note | US | $40M | – | 1.17 |
| US TREASURY N/B 3.875000% 05/15/2043 (United States of America) | Long | Debt | US | $79M | – | 2.35 |
| US TREASURY N/B 3.875000% 08/15/2033 (United States of America) | Long | Structured note | US | $69M | – | 2.05 |
| US TREASURY N/B 4.000000% 01/31/2031 (United States of America) | Long | Structured note | US | $30M | – | 0.89 |
| US TREASURY N/B 4.000000% 02/15/2034 (United States of America) | Long | Structured note | US | $10M | – | 0.30 |
| US TREASURY N/B 4.000000% 11/15/2042 (United States of America) | Long | Debt | US | $76M | – | 2.26 |
| US TREASURY N/B 4.000000% 11/15/2052 (United States of America) | Long | Debt | US | $52M | – | 1.53 |
| US TREASURY N/B 4.125000% 08/15/2053 (United States of America) | Long | Debt | US | $5M | – | 0.14 |
| US TREASURY N/B 4.125000% 09/30/2027 (United States of America) | Long | Structured note | US | $75M | – | 2.23 |
| US TREASURY N/B 4.250000% 02/15/2054 (United States of America) | Long | Debt | US | $10M | – | 0.29 |
| US TREASURY N/B 4.375000% 08/15/2043 (United States of America) | Long | Debt | US | $164M | – | 4.87 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $35M | – | 1.05 |
| US TREASURY N/B 4.500000% 03/31/2026 (United States of America) | Long | Structured note | US | $10M | – | 0.30 |
| US TREASURY N/B 4.625000% 05/15/2044 (United States of America) | Long | Debt | US | $26M | – | 0.76 |
| US TREASURY N/B 4.750000% 11/15/2043 (United States of America) | Long | Debt | US | $26M | – | 0.77 |
| US TREASURY N/B 4.875000% 04/30/2026 (United States of America) | Long | Structured note | US | $50M | – | 1.50 |
| USAFA VISITORS CTR BUSINESS IM USAFA VISITOR'S CENTER BUSINESS IMPROVEMENT DISTRI (USAFA VISITORS CTR BUSINESS IMPT DIST COLO SPL REV) | Long | Debt | US | $11M | – | 0.33 |
| VAREL ENERGY SOLUTIONS 12.250000% 04/07/2028 (VAREL OIL AND GAS INC.) | Long | Debt | US | $875K | – | 0.03 |
| VENTURE XIX CLO LTD VENTR 2014-19A ARR (VENTURE CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.56 |
| VEROS AUTO RECEIVABLES TRUST 2021-1 VEROS 2021-1 C | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| VFI ABS 2023-1 LLC VFI 2023-1A B (VFI ABS LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.30 |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 6.375000% 02/01/2030 (VISTAJET MALTA FINANCE P.L.C.) | Long | Debt | CH | $2M | – | 0.05 |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 7.875000% 05/01/2027 (VISTAJET MALTA FINANCE P.L.C.) | Long | Debt | CH | $13M | – | 0.40 |
| VOLKSWAGEN GROUP AMER FIN LLC 0% CP 08/16/2024 (VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| VOLT CIII LLC VOLT 2021-CF1 A2 (VOLT LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| VOLT CV LLC VOLT 2021-CF2 A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| VR FUNDING LLC VINE 2020-1A A (VINE) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| VR FUNDING LLC VINE 2020-1A C (VINE) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| VW CREDIT INC 0% CP 08/07/2024 (VW CREDIT, INC.) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.07 |
| VW CREDIT INC COMMERCIAL PAPER (ISITC) (VW CREDIT, INC.) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| WALDORF ENERGY FINANCE PLC 0.000000% MATURITY: PERPETUAL | Long | Debt | GB | $1M | – | 0.04 |
| WALDORF ENERGY FINANCE PLC 12.000000% 03/02/2026 | Long | Debt | GB | $5M | – | 0.15 |
| WALDORF PRODUCTION UK PLC 13.000000% 09/02/2025 | Long | Debt | US | $11M | – | 0.32 |
| WALDORF PRODUCTION UK PLC 13.000000% 09/02/2025 | Long | Debt | US | $11M | – | 0.31 |
| WALGREENS BOOTS ALLIANCE INC 0% CP 08/15/2024 (WALGREENS BOOTS ALLIANCE, INC.) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| WARNERMEDIA HOLDINGS INC 4.279000% 03/15/2032 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $4M | – | 0.13 |
| WASHINGTON GAS LT CO 0% CP 08/05/2024 (WASHINGTON GAS LIGHT COMPANY) | Long | ABS-asset backed commercial paper | US | $1M | – | 0.04 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 C | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 D | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 B | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-AUS WFCM 2018-AUS A | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C25 WFRBS 2014-C25 D | Long | ABS-mortgage backed security | US | $7M | – | 0.20 |
| WHIRLPOOL CORP 0% CP 08/12/2024 (WHIRLPOOL CORPORATION) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.06 |
| WILLIAM MARSH RICE UNIVERSITY 2.598000% 05/15/2050 (RICE UNIVERSITY) | Long | Debt | US | $1M | – | 0.04 |
| WIND RIVER 2024-1 CLO LTD WINDR 2024-1A D (WIND RIVER CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.30 |
Address
Frost Family of Funds
1 Freedom Valley Drive
Oaks
Pennsylvania
19456
United States of America
Websites
Directors
Bruce Speca
Mace McCain
Robert Mulhall
Joseph T. Grause, Jr.
Robert A. Nesher
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
LSEG WM
LSEG Refinitiv Evaluated Pricing Services
SIX Financial Information AG
Pricing Direct
Bloomberg
Intercontinental Exchange, Inc.
S&P
Custodians
BROWN BROTHERS HARRIMAN & CO.
Shareholder Servicing Agents
MSI Financial Securities
TD Ameritrade Inc
Hand Securities Inc.
Pershing
Ascensus Financial
Charles Schwab
Oppenheimer
Fidelity Investments
Wells Fargo Advisors
DST SYSTEMS, INC.
RBC Capital
Intervest International
MML Distributors
Planmember
SEI Investments Distribution Co.
National Financial Services
UBS Financial Services
GWFS Equities
MG Trust
TD Ameritrade Trust Co
Nationwide
Folio (FN) Investments
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
Fearnley Securities