0001752724-22-217425.txt : 20220927
0001752724-22-217425.hdr.sgml : 20220927
20220927111434
ACCESSION NUMBER: 0001752724-22-217425
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220731
FILED AS OF DATE: 20220927
DATE AS OF CHANGE: 20220927
PERIOD START: 20220731
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: 221268241
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
0001762332
S000065041
FROST CREDIT FUND
C000210574
Institutional Class Shares
FCFIX
C000210575
Investor Class Shares
FCFAX
C000210576
A Class Shares
FCFBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001762332
XXXXXXXX
S000065041
C000210575
C000210574
C000210576
Frost Family of Funds
811-23410
0001762332
00000000000000000000
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8774463863
Frost Credit Fund
S000065041
5493006QJQH6JIGJRN92
2022-07-31
2022-07-31
N
171153736.99
1164522.01
169989214.98
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK 2020-B21 MORTGAGE TRUST BMARK 2020-B21 D
08163LBC2
1000000.00000000
PA
USD
661866.60000000
0.389357995492
Long
ABS-MBS
US
Y
2
2053-12-17
Fixed
2.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL, INC.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 3.500000% 10/15/2032
571903BF9
2000000.00000000
PA
USD
1785132.72000000
1.050144693126
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM 2021-10 LLC PRPM 2021-10 A2
69360HAB7
1000000.00000000
PA
USD
906345.80000000
0.533178413763
Long
ABS-MBS
US
Y
2
2026-10-25
Fixed
4.82600000
N
N
N
N
N
N
CARLYLE US CLO LTD
N/A
CARLYLE US CLO 2018-1 LTD CGMS 2018-1A B
14311XAE2
2000000.00000000
PA
USD
1853484.00000000
1.090353879343
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
4.55986080
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV, LLC
N/A
MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029
56085RAA8
3000000.00000000
PA
USD
2261730.00000000
1.330513821283
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.37500000
N
N
N
N
N
N
CARNOW AUTO RECEIVABLES TRUST
N/A
CARNOW AUTO RECEIVABLES TRUST 2021-2 CNART 2021-2A E
14369HAJ7
1000000.00000000
PA
USD
942884.70000000
0.554673248012
Long
ABS-MBS
US
Y
2
2028-02-15
Fixed
4.45000000
N
N
N
N
N
N
JAY PARK CLO, LTD.
N/A
JAY PARK CLO LTD JPARK 2016-1A BR
47206VAN4
1000000.00000000
PA
USD
958321.00000000
0.563754000577
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
4.70985840
N
N
N
N
N
N
HARLEY MARINE FINANCING LLC
N/A
HARLEY MARINE FINANCING LLC BARGE 2018-1A A2
41284LAA2
1738945.40000000
PA
USD
1696974.21000000
0.998283455923
Long
ABS-MBS
US
N
2
2043-05-15
Fixed
5.68200000
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD.
N/A
BLUEMOUNTAIN CLO XXX LTD BLUEM 2020-30A ER
09630RAG4
2000000.00000000
PA
USD
1778528.00000000
1.046259317221
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-15
Floating
9.18082080
N
N
N
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
2472455.18000000
PA
USD
2472455.18000000
1.454477673945
Long
STIV
US
N
2
N
N
N
UNDER ARMOUR, INC.
549300D4549QKWETZ406
UNDER ARMOUR INC 3.250000% 06/15/2026
904311AA5
2000000.00000000
PA
USD
1834142.72000000
1.078975933982
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
APX GROUP, INC.
549300OMQVKPRU98OE64
APX GROUP INC 144A 5.750000% 07/15/2029
00213MAW4
2000000.00000000
PA
USD
1668155.90000000
0.981330433343
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
MISSION LANE CREDIT CARD MASTER TRUST
N/A
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2021-A B
60510MAB4
1000000.00000000
PA
USD
966089.30000000
0.568323878731
Long
ABS-MBS
US
Y
2
2026-09-15
Fixed
2.24000000
N
N
N
N
N
N
DILLARD'S, INC.
529900FGYKMWL6019P91
DILLARD'S INC 7.000000% 12/01/2028
254067AN1
500000.00000000
PA
USD
523223.37000000
0.307797980043
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
CARVANA CO.
5493003WEAK2PJ5WS063
CARVANA CO 144A 4.875000% 09/01/2029
146869AH5
1000000.00000000
PA
USD
596950.00000000
0.351169337460
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.87500000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2019-4 CRVNA 2019-4A E
14686YAH0
1000000.00000000
PA
USD
982226.80000000
0.577817128054
Long
ABS-MBS
US
N
2
2026-10-15
Fixed
4.70000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG MTN 4.296000% 05/24/2028
251525AM3
2500000.00000000
PA
USD
2337114.28000000
1.374860328800
Long
DBT
NUSS
DE
N
2
2028-05-24
Fixed
4.29600000
N
N
N
N
N
N
ACC AUTO TRUST
N/A
ACC AUTO TRUST 2021-A AUTOC 2021-A D
00108XAD0
1000000.00000000
PA
USD
952657.80000000
0.560422495104
Long
ABS-MBS
US
N
2
2029-06-15
Fixed
6.10000000
N
N
N
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP 5.750000% 08/15/2025
626717AJ1
2000000.00000000
PA
USD
2005000.00000000
1.179486592861
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
GLP Capital, L.P.
2549005PXW31DRW8EC44
GLP CAPITAL LP / GLP FINANCING II INC 3.250000% 01/15/2032
361841AR0
2500000.00000000
PA
USD
2118837.50000000
1.246454076659
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
SCF EQUIPMENT LEASING LLC
N/A
SCF EQUIPMENT LEASING 2021-1 LLC SCFET 2021-1A D
783897AF8
1500000.00000000
PA
USD
1367320.35000000
0.804357117691
Long
ABS-MBS
US
Y
2
2030-09-20
Fixed
1.93000000
N
N
N
N
N
N
N/A
N/A
CREDIBLY ASSET SECURITIZATION II LLC CRDBL 2021-1A B
22534NAB4
524000.00000000
PA
USD
480595.04000000
0.282720900885
Long
ABS-MBS
US
N
2
2026-04-15
Fixed
3.38000000
N
N
N
N
N
N
Avid Automobile Receivables Trust
N/A
AVID AUTOMOBILE RECEIVABLES TRUST 2021-1 AVID 2021-1 F
05369LAF4
2000000.00000000
PA
USD
1816384.20000000
1.068529082985
Long
ABS-MBS
US
N
2
2028-10-16
Fixed
5.16000000
N
N
N
N
N
N
DRIVETIME AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A E
23343JAJ5
2000000.00000000
PA
USD
1952212.20000000
1.148432975721
Long
ABS-MBS
US
N
2
2026-10-15
Fixed
3.93000000
N
N
N
N
N
N
MERCURY FINANCIAL CREDIT CARD MASTER TRUST
N/A
MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2022-1A C
58940BAG1
2000000.00000000
PA
USD
1815178.80000000
1.067819979175
Long
ABS-MBS
US
Y
2
2026-09-21
Fixed
5.20000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2019-1 CRVNA 2019-1A E
146868AG9
1584000.00000000
PA
USD
1594039.87000000
0.937730002569
Long
ABS-MBS
US
N
2
2026-01-15
Fixed
5.64000000
N
N
N
N
N
N
COLD STORAGE TRUST
N/A
COLD STORAGE TRUST 2020-ICE5 COLD 2020-ICE5 E
193051AQ2
982990.52000000
PA
USD
952142.70000000
0.560119475880
Long
ABS-MBS
US
Y
2
2037-11-15
Floating
4.76474040
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE
N/A
SAPPHIRE AVIATION FINANCE I LTD SAPA 2018-1A B
80306AAB6
285962.60500000
PA
USD
209662.49000000
0.123338701237
Long
ABS-MBS
KY
N
2
2040-03-15
Fixed
5.92600000
N
N
N
N
N
N
RACE POINT CLO LLC
N/A
RACE POINT IX CLO LTD RACEP 2015-9A DR
74983EAG0
2000000.00000000
PA
USD
1744930.00000000
1.026494533906
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
9.41199840
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2017-K70 MORTGAGE TRUST FREMF 2017-K70 B
35708VAS1
2000000.00000000
PA
USD
1957209.40000000
1.151372691632
Long
ABS-MBS
US
N
2
2049-12-25
Floating
3.80837520
N
N
N
N
N
N
TRICOLOR AUTO SECURITIZATION TRUST
N/A
TRICOLOR AUTO SECURITIZATION TRUST 2022-1 TAST 2022-1A F
89616BAF1
1000000.00000000
PA
USD
984683.30000000
0.579262219733
Long
ABS-MBS
US
Y
2
2029-07-16
Fixed
9.80000000
N
N
N
N
N
N
AMUR EQUIPMENT FINANCE RECEIVABLES LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES X LLC AXIS 2022-1A E
03236VAF8
1348000.00000000
PA
USD
1272862.88000000
0.748790374818
Long
ABS-MBS
US
Y
2
2028-12-20
Fixed
5.02000000
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021-1 LLC PWNE 2021-1 E
704100AF3
353000.00000000
PA
USD
320328.65000000
0.188440572560
Long
ABS-MBS
US
Y
2
2028-05-15
Fixed
5.21000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO III LTD BSP 2013-IIIA DR
08180GAG4
2500000.00000000
PA
USD
2249135.00000000
1.323104527698
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
9.30985920
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEE EQUIPMENT RECEIVABLES SERIES 2019-1 LLC PWNE 2019-1 E
704102AF9
1500000.00000000
PA
USD
1448270.85000000
0.851978080003
Long
ABS-MBS
US
N
2
2026-01-15
Fixed
3.80000000
N
N
N
N
N
N
BCC MIDDLE MARKET CLO LLC
N/A
BCC MIDDLE MARKET CLO 2018-1 LLC BMMC 2018-1A B
055328AE8
1000000.00000000
PA
USD
943355.00000000
0.554949912622
Long
ABS-CBDO
CORP
US
N
2
2030-10-20
Floating
5.70985920
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 17 LTD GOCAP 2013-17A BR
38175JAG2
1500000.00000000
PA
USD
1420075.50000000
0.835391527731
Long
ABS-CBDO
CORP
KY
N
2
2030-10-25
Floating
5.68299960
N
N
N
N
N
N
RCO MORTGAGE LLC
N/A
RCO VI MORTGAGE LLC 2022-1 RCO 2022-1 A2
74934VAB3
1000000.00000000
PA
USD
885439.20000000
0.520879633513
Long
ABS-MBS
US
Y
2
2027-01-25
Fixed
5.25000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP 3.500000% 10/01/2030
34354PAF2
2000000.00000000
PA
USD
1726760.08000000
1.015805667555
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
AIRSWIFT GLOBAL AS
254900CWKUHRNINY3J70
AIRSWIFT GLOBAL AS 144A VARIABLE RATE 05/12/2025
R0041HAA2
2000000.00000000
PA
USD
2010000.00000000
1.182427955936
Long
DBT
CORP
GB
N
2
2025-05-12
Floating
10.38899160
N
N
N
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP 4.600000% 05/15/2050
963320AX4
1000000.00000000
PA
USD
892868.10000000
0.525249851942
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.500000% 04/15/2031
87264ABW4
3000000.00000000
PA
USD
2774100.00000000
1.631927060976
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP 2.850000% 02/01/2029
958102AQ8
2000000.00000000
PA
USD
1687500.00000000
0.992710037633
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
TIGER HOLDCO PTE. LTD.
9845003DRSBC69D06X98
TIGER HOLDCO PTE LTD 144A 13.000000% 06/10/2023
N/A
2084434.00000000
PA
USD
2074011.83000000
1.220084362554
Long
DBT
CORP
IN
N
2
2023-06-10
Fixed
13.00000000
N
N
Y
N
N
N
LCPR Senior Secured Financing Designated Activity Company
549300LE5FM8IKMXSP90
LCPR SENIOR SECURED FINANCING DAC 144A 6.750000% 10/15/2027
50201DAA1
900000.00000000
PA
USD
873704.17000000
0.513976236729
Long
DBT
NUSS
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
CHOICE HOTELS INTERNATIONAL, INC.
5493003CYRY5RFGTIR97
CHOICE HOTELS INTERNATIONAL INC 3.700000% 12/01/2029
169905AF3
2000000.00000000
PA
USD
1808999.20000000
1.064184689724
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.70000000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2017-K71 MORTGAGE TRUST FREMF 2017-K71 B
35708WAS9
1250000.00000000
PA
USD
1216065.50000000
0.715378031566
Long
ABS-MBS
US
N
2
2050-11-25
Floating
3.75253560
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2019-B CPS 2019-B F
22412AAF0
500000.00000000
PA
USD
499634.15000000
0.293921087910
Long
ABS-MBS
US
N
2
2026-06-15
Fixed
7.48000000
N
N
N
N
N
N
ATHENE HOLDING LTD.
549300H316CT32FQXI76
ATHENE HOLDING LTD 6.150000% 04/03/2030
04686JAB7
500000.00000000
PA
USD
518310.18000000
0.304907684914
Long
DBT
NUSS
US
N
2
2030-04-03
Fixed
6.15000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 36M LTD GOCAP 2018-36A B
38175BAC8
2000000.00000000
PA
USD
1904706.00000000
1.120486379223
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
3.01329000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 23M LTD GOCAP 2015-23A BR
38175GAC7
1000000.00000000
PA
USD
971923.00000000
0.571755684685
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
4.25985840
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE 5.150000% 05/01/2030
097023CY9
2000000.00000000
PA
USD
2018852.50000000
1.187635639259
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
MINERAL RESOURCES LIMITED
5299007V1ACKFFX2P066
MINERAL RESOURCES LTD 144A 8.125000% 05/01/2027
603051AA1
420000.00000000
PA
USD
417106.10000000
0.245372096135
Long
DBT
NUSS
AU
N
2
2027-05-01
Fixed
8.12500000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014-UBS6 MORTGAGE TRUST COMM 2014-UBS6 C
12592PBL6
1000000.00000000
PA
USD
958297.30000000
0.563740058516
Long
ABS-MBS
US
N
2
2047-12-10
Floating
4.58800560
N
N
N
N
N
N
MCF CLO LLC
N/A
MCF CLO VIII LTD MCFCL 2018-1A B
55281GAE8
3000000.00000000
PA
USD
2874045.00000000
1.690721967471
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
4.49029080
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2019-D CPS 2019-D E
12655KAE8
2000000.00000000
PA
USD
1960023.00000000
1.153027855461
Long
ABS-MBS
US
N
2
2025-10-15
Fixed
3.86000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 D
12629NAX3
1517000.00000000
PA
USD
1258250.32000000
0.740194205937
Long
ABS-MBS
US
N
2
2048-02-10
Floating
4.44102120
N
N
N
N
N
N
DIEBOLD NIXDORF, INCORPORATED
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF INC 8.500000% 04/15/2024
253651AC7
500000.00000000
PA
USD
240139.94000000
0.141267750444
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
Avid Automobile Receivables Trust
N/A
AVID AUTOMOBILE RECEIVABLES TRUST 2019-1 AVID 2019-1 E
05369DAE5
1000000.00000000
PA
USD
995052.80000000
0.585362312613
Long
ABS-MBS
US
N
2
2027-05-17
Fixed
6.76000000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 144A 6.125000% 07/27/2027
45262BAF0
500000.00000000
PA
USD
513439.33000000
0.302042297248
Long
DBT
NUSS
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
N/A
N/A
PRET 2021-NPL3 LLC PRET 2021-NPL3 A2
74143EAB8
500000.00000000
PA
USD
441701.35000000
0.259840808166
Long
ABS-MBS
US
N
2
2051-07-25
Fixed
3.72100000
N
N
N
N
N
N
AMKOR TECHNOLOGY, INC.
529900VHLRTKPWZJBM84
AMKOR TECHNOLOGY INC 144A 6.625000% 09/15/2027
031652BK5
1000000.00000000
PA
USD
995146.11000000
0.585417204330
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.62500000
N
N
N
N
N
N
DIEBOLD NIXDORF, INCORPORATED
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF INC 144A 9.375000% 07/15/2025
253657AA8
500000.00000000
PA
USD
388750.00000000
0.228690979039
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
9.37500000
N
N
N
N
N
N
AUDAX SENIOR DEBT CLO
N/A
AUDAX SENIOR DEBT CLO 6 LLC AUDAX 2021-6A B
05071LAC0
1000000.00000000
PA
USD
919383.00000000
0.540847841498
Long
ABS-CBDO
CORP
US
Y
2
2033-10-20
Floating
4.65986160
N
N
N
N
N
N
STL HOLDING COMPANY LLC
984500BC2I63E7F48656
STL HOLDING CO LLC 144A 7.500000% 02/15/2026
861036AA9
1500000.00000000
PA
USD
1331250.00000000
0.783137918577
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.50000000
N
N
N
N
N
N
CIFC FUNDING LTD
N/A
CIFC FUNDING 2018-I LTD CIFC 2018-1A C
12551RAE8
500000.00000000
PA
USD
464008.50000000
0.272963493627
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
4.49029080
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 21M LTD GOCAP 2014-21A CR
38175CAE2
3000000.00000000
PA
USD
2727813.00000000
1.604697686450
Long
ABS-CBDO
CORP
KY
N
2
2031-01-25
Floating
5.23299960
N
N
N
N
N
N
PRET LLC
N/A
PRET 2021-RN4 LLC PRET 2021-RN4 A2
69359QAB0
1850000.00000000
PA
USD
1769504.65000000
1.040951127521
Long
ABS-MBS
US
Y
2
2051-10-25
Floating
5.19360120
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 4.500000% 07/01/2040
694308JQ1
1000000.00000000
PA
USD
816525.87000000
0.480339808673
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
CHENANGO PARK CLO LTD
N/A
CHENANGO PARK CLO LTD CHPRK 2018-1A B
16409TAG4
1000000.00000000
PA
USD
934449.00000000
0.549710756714
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
4.36200120
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-1 E
35105JAG3
1000000.00000000
PA
USD
930326.10000000
0.547285367550
Long
ABS-MBS
US
Y
2
2029-08-15
Fixed
4.69000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-1 F
02530WAL8
2600000.00000000
PA
USD
2472925.00000000
1.454754056185
Long
ABS-MBS
US
Y
2
2028-11-13
Fixed
4.87000000
N
N
N
N
N
N
MASCO CORPORATION
5GCSNMQXHEYA1JO8QN11
MASCO CORP 7.750000% 08/01/2029
574599AT3
1088000.00000000
PA
USD
1271053.06000000
0.747725707274
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.75000000
N
N
N
N
N
N
RENT-A-CENTER, INC.
529900QUHE15UQNCCJ63
RENT-A-CENTER INC/TX 144A 6.375000% 02/15/2029
76009NAL4
1000000.00000000
PA
USD
793183.95000000
0.466608396358
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD
N/A
CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A CR2
14310MBC0
1250000.00000000
PA
USD
1156490.00000000
0.680331396398
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
4.54029120
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 GCAR 2021-4A E
36263DAE7
1500000.00000000
PA
USD
1354697.85000000
0.796931646610
Long
ABS-MBS
US
Y
2
2028-10-16
Fixed
4.43000000
N
N
N
N
N
N
ERICKSON INCORPORATED
54930048K1C8M9G3EI51
ERICKSON INC COMMON STOCK
29482Y200
3761.00000000
NS
USD
35165.35000000
0.020686812398
Long
EC
US
N
3
N
N
N
N/A
N/A
CP EF ASSET SECURITIZATION I LLC CPEF 2022-1A A
12662AAA9
955800.10000000
PA
USD
954152.49000000
0.561301780299
Long
ABS-MBS
US
N
2
2030-04-15
Fixed
5.96000000
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022-1 LLC PWNE 2022-1 C
70410DAE8
1000000.00000000
PA
USD
999734.50000000
0.588116428514
Long
ABS-MBS
US
Y
2
2028-07-17
Fixed
6.01000000
N
N
N
N
N
N
EMPIRE RESORTS, INC.
549300WBFN23L9HI5N68
EMPIRE RESORTS INC 144A 7.750000% 11/01/2026
292052AF4
2000000.00000000
PA
USD
1770000.00000000
1.041242528361
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.75000000
N
N
N
N
N
N
MOSAIC SOLAR LOAN TRUST
N/A
MOSAIC SOLAR LOANS 2017-2 LLC MSAIC 2017-2A B
61946GAB9
225014.97500000
PA
USD
218987.75000000
0.128824496322
Long
ABS-MBS
US
N
2
2043-06-22
Fixed
4.77000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMOTIVE PLC
529900L73GEWN1O5NH84
JAGUAR LAND ROVER AUTOMOTIVE PLC 144A 4.500000% 10/01/2027
47010BAF1
2000000.00000000
PA
USD
1540000.00000000
0.905939826936
Long
DBT
NUSS
GB
N
2
2027-10-01
Fixed
4.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG 5.125000% 05/15/2024
N/A
1500000.00000000
PA
USD
1508625.00000000
0.887482773643
Long
DBT
NUSS
CH
N
2
2024-05-15
Fixed
5.12500000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 E
14686KAF4
2000000.00000000
PA
USD
1791623.60000000
1.053963100077
Long
ABS-MBS
US
Y
2
2028-03-10
Fixed
2.90000000
N
N
N
N
N
N
VERISIGN, INC.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC 4.750000% 07/15/2027
92343EAL6
1000000.00000000
PA
USD
993714.31000000
0.584574915600
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2016-K54 MORTGAGE TRUST FREMF 2016-K54 C
30288RAG5
1000000.00000000
PA
USD
971189.80000000
0.571324363204
Long
ABS-MBS
US
N
2
2048-04-25
Floating
4.05137160
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 6.500000% 09/15/2037
404280AH2
1500000.00000000
PA
USD
1663935.50000000
0.978847687599
Long
DBT
NUSS
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST 2020-3 DTAOT 2020-3A E
26253AAE6
1500000.00000000
PA
USD
1454437.65000000
0.855605839565
Long
ABS-MBS
US
Y
2
2027-10-15
Fixed
3.62000000
N
N
N
N
N
N
CIG AUTO RECEIVABLES TRUST
N/A
CIG AUTO RECEIVABLES TRUST 2021-1 CIGAR 2021-1A E
12598NAE2
1590000.00000000
PA
USD
1496203.04000000
0.880175274752
Long
ABS-MBS
US
Y
2
2028-05-12
Fixed
4.45000000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
BLOCK FINANCIAL LLC 3.875000% 08/15/2030
093662AH7
2000000.00000000
PA
USD
1871443.18000000
1.100918773123
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.87500000
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C25 WFRBS 2014-C25 D
92939LAU0
1000000.00000000
PA
USD
877155.40000000
0.516006500826
Long
ABS-MBS
US
N
2
2047-11-15
Floating
3.80300040
N
N
N
N
N
N
LCM LTD.
N/A
LCM XXII LTD LCM 22A BR
50189GAH5
1500000.00000000
PA
USD
1409733.00000000
0.829307318211
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
4.70985840
N
N
N
N
N
N
BEAZER HOMES USA, INC.
549300DUPYT2T0F60I45
BEAZER HOMES USA INC 144A 7.250000% 10/15/2029
07556QBS3
1000000.00000000
PA
USD
911890.00000000
0.536439914795
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
BHG SECURITIZATION TRUST
N/A
BHG SECURITIZATION TRUST 2022-B BHG 2022-B D
05553DAD3
1000000.00000000
PA
USD
959393.50000000
0.564384922956
Long
ABS-MBS
US
Y
2
2035-06-18
Fixed
6.69000000
N
N
N
N
N
N
N/A
N/A
VOLT CV LLC VOLT 2021-CF2 A2
91835GAB0
1000000.00000000
PA
USD
949223.10000000
0.558401955154
Long
ABS-MBS
US
N
2
2051-11-27
Fixed
5.31600000
N
N
N
N
N
N
RACE POINT CLO LLC
N/A
RACE POINT IX CLO LTD RACEP 2015-9A BR
74981HCG3
4000000.00000000
PA
USD
3746880.00000000
2.204186895292
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
4.66200000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 23M LTD GOCAP 2015-23A CR
38175GAE3
2000000.00000000
PA
USD
1862176.00000000
1.095467144912
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
4.50986040
N
N
N
N
N
N
NMEF FUNDING LLC
N/A
NMEF FUNDING 2021-A LLC NMEF 2021-A D
62919TAE6
1300000.00000000
PA
USD
1251176.29000000
0.736032747811
Long
ABS-MBS
US
Y
2
2027-12-15
Fixed
5.78000000
N
N
N
N
N
N
STACK INFRASTRUCTURE ISSUER, LLC
N/A
STACK INFRASTRUCTURE ISSUER LLC SIDC 2019-1A A2
85236KAA0
965833.31000000
PA
USD
960348.54000000
0.564946746835
Long
ABS-MBS
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS, INC.
N/A
BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 144A 6.000000% 02/01/2026
66981QAA4
2500000.00000000
PA
USD
2238776.88000000
1.317011129361
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
APIDOS CLO
N/A
APIDOS CLO XI APID 2012-11A ER3
03764EAN9
1000000.00000000
PA
USD
875050.00000000
0.514767951662
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Floating
9.31029120
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 EART 2022-2A E
30166QAG4
1443000.00000000
PA
USD
1401641.74000000
0.824547451533
Long
ABS-MBS
US
Y
2
2029-10-15
Fixed
6.34000000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTIONS, INC.
N/A
CONSENSUS CLOUD SOLUTIONS INC 144A 6.000000% 10/15/2026
20848VAA3
1000000.00000000
PA
USD
920000.00000000
0.541210805702
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
6.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL, INC.
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTERNATIONAL INC 144A 8.625000% 07/01/2025
80874YBG4
2000000.00000000
PA
USD
2077500.00000000
1.222136357441
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.62500000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 22B LTD GOCAP 2015-22A CR
38174BAQ8
1500000.00000000
PA
USD
1396357.50000000
0.821438877851
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
4.55986080
N
N
N
N
N
N
N/A
N/A
MYT Holding LLC PREFERRED STOCK
55406N202
64528.00000000
NS
USD
70012.88000000
0.041186659993
Long
EP
US
N
1
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 2.894000% 02/04/2030
961214EM1
1000000.00000000
PA
USD
950792.43000000
0.559325149017
Long
DBT
NUSS
AU
N
2
2030-02-04
Fixed
2.89400000
N
N
N
N
N
N
KAPITUS ASSET SECURITIZATION LLC
N/A
KAPITUS ASSET SECURITIZATION LLC KAPT 2022-1A A
48555HAA8
1500000.00000000
PA
USD
1419215.85000000
0.834885819177
Long
ABS-MBS
US
Y
2
2028-07-10
Fixed
3.38200000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE 2.196000% 02/04/2026
097023DG7
1000000.00000000
PA
USD
931150.00000000
0.547770045358
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
PRET LLC
N/A
PRET 2021-RN3 LLC PRET 2021-RN3 A1
74143JAA9
866742.08000000
PA
USD
812308.68000000
0.477858951284
Long
ABS-MBS
US
Y
2
2051-09-25
Fixed
1.84290000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 24M-R LTD GOCAP 2015-24A DR
38174YAG0
2000000.00000000
PA
USD
1830996.00000000
1.077124804779
Long
ABS-CBDO
CORP
KY
N
2
2029-11-05
Floating
4.21499880
N
N
N
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP 6.875000% 08/15/2024
626717AH5
38000.00000000
PA
USD
38068.94000000
0.022394914880
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.87500000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 36M LTD GOCAP 2018-36A C
38175BAE4
1500000.00000000
PA
USD
1387411.50000000
0.816176191038
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
3.46329000
N
N
N
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC 3.800000% 02/15/2028
30212PAP0
2000000.00000000
PA
USD
1865432.58000000
1.097382901744
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
VERICAST MERGER SUB, INC.
N/A
VERICAST CORP 144A 11.000000% 09/15/2026
92348BAA1
950000.00000000
PA
USD
938125.00000000
0.551873246847
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
11.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LIMITED PARTNERSHIP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 3.200000% 12/01/2031
78574MAA1
2000000.00000000
PA
USD
1635265.42000000
0.961981864668
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
VISTAJET MALTA FINANCE P.L.C.
5299001UK94VGT0CPQ36
VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 7.875000% 05/01/2027
92840JAD1
1500000.00000000
PA
USD
1379175.00000000
0.811330883645
Long
DBT
NUSS
CH
N
2
2027-05-01
Fixed
7.87500000
N
N
N
N
N
N
SHUTTERFLY, LLC
549300I1C8WJQ5FZE154
PHOTO HOLDINGS MERGER SUB INC 144A 8.500000% 10/01/2026
719245AD4
1500000.00000000
PA
USD
1102650.00000000
0.648658798812
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
CASTLE US HOLDING CORPORATION
N/A
CASTLE US HOLDING CORP 144A 9.500000% 02/15/2028
14852LAA1
1000000.00000000
PA
USD
824661.53000000
0.485125794655
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
ANGI GROUP, LLC
N/A
ANGI GROUP LLC 144A 3.875000% 08/15/2028
001846AA2
2000000.00000000
PA
USD
1629997.80000000
0.958883068076
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC
N/A
PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC PRET 2021-NPL1 A2
741389AB6
1000000.00000000
PA
USD
945651.40000000
0.556300821855
Long
ABS-MBS
US
Y
2
2060-09-27
Fixed
4.21280000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2016-K722 MORTGAGE TRUST FREMF 2016-K722 B
30295AAN8
1500000.00000000
PA
USD
1493898.90000000
0.878819812289
Long
ABS-MBS
US
N
2
2049-07-25
Floating
3.88679040
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO III LTD BSP 2013-IIIA CR
08180EAW4
2000000.00000000
PA
USD
1902330.00000000
1.119088643490
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.60985920
N
N
N
N
N
N
OZLM FUNDING LTD
N/A
OZLM FUNDING IV LTD OZLMF 2013-4A BR
67108FAS5
2000000.00000000
PA
USD
1904090.00000000
1.120124003292
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
4.95900000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 26B LTD GOCAP 2015-26A BR
38176DAC3
1000000.00000000
PA
USD
962377.00000000
0.566140034303
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
4.25985840
N
N
N
N
N
N
BLACKSTONE MORTGAGE TRUST
N/A
BXMT 2020-FL2 LTD BXMT 2020-FL2 A
12434LAA2
1000000.00000000
PA
USD
983795.00000000
0.578739657169
Long
ABS-MBS
KY
N
2
2038-02-15
Floating
2.97306000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
SPRINT CORP 7.875000% 09/15/2023
85207UAF2
1500000.00000000
PA
USD
1555215.00000000
0.914890394771
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
BLOOMIN' BRANDS, INC.
E1UJ2GO305B5FXGV7N04
BLOOMIN' BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125000% 04/15/2029
094234AA9
2500000.00000000
PA
USD
2193750.00000000
1.290523048922
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
2022-07-31
Frost Family of Funds
Eric Olsen
Eric Olsen
CFO