Frost Total Return Bond Fund

Fund Profile

Fund profile

Tickers

FAJEX, FIJEX, FATRX

Fund manager

Frost Family of Funds

Total assets

$3.57 bn

Liabilities

$28.24 mm

Net assets

$3.54 bn

Number of holdings

393.00

Top 200 of 393 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US TREASURY N/B 4.125000% 08/15/2044	187.81 mm	200.00 mm principal	5.31	Debt	Long	USA
US TREASURY N/B 3.250000% 05/15/2042	105.20 mm	125.00 mm principal	2.97	Debt	Long	USA
US TREASURY N/B 3.375000% 09/15/2027	98.00 mm	100.00 mm principal	2.77	Structured note	Long	USA
US TREASURY N/B 3.625000% 09/30/2031	96.42 mm	100.00 mm principal	2.73	Structured note	Long	USA
FREDDIE MAC REMICS FHR 5417 JA	95.01 mm	94.58 mm principal	2.69	Debt	Long	USA
US TREASURY N/B 4.000000% 11/15/2042	88.59 mm	95.00 mm principal	2.50	Debt	Long	USA
FREDDIE MAC REMICS FHR 5425 A	85.52 mm	85.12 mm principal	2.42	Debt	Long	USA
US TREASURY N/B 4.125000% 09/30/2027	75.01 mm	75.00 mm principal	2.12	Structured note	Long	USA
PARATUS ENERGY SERVICES LTD COMMON STOCK	56.51 mm	12.80 mm shares	1.60	Common equity	Long	Norway
FREDDIE MAC POOL FR SD8475	49.54 mm	50.00 mm principal	1.40	Debt	Long	USA
US TREASURY N/B 4.000000% 02/15/2034	48.92 mm	50.00 mm principal	1.38	Structured note	Long	USA
US TREASURY N/B 3.875000% 08/15/2034	48.38 mm	50.00 mm principal	1.37	Structured note	Long	USA
TRI PARTY OVERNIGHT REPO REPURCHASE AGREEMENT BNY MELLON	44.00 mm	44.00 mm principal	1.24	Repurchase agreement	Long	USA
FREDDIE MAC REMICS FHR 5406 PO	43.22 mm	67.04 mm principal	1.22	Debt	Long	USA
FANNIE MAE POOL FN CB7449	42.17 mm	41.20 mm principal	1.19	Debt	Long	USA
US TREASURY N/B 3.750000% 08/15/2027	39.60 mm	40.00 mm principal	1.12	Structured note	Long	USA
US TREASURY N/B 3.750000% 12/31/2030	39.00 mm	40.00 mm principal	1.10	Structured note	Long	USA
FREDDIE MAC POOL FR SD3586	38.34 mm	37.79 mm principal	1.08	Debt	Long	USA
PARATUS ENERGY SERVICES LTD 9.500000% 06/27/2029	37.17 mm	37.50 mm principal	1.05	Debt	Long	UK
US TREASURY N/B 4.625000% 05/15/2044	35.17 mm	35.00 mm principal	0.99	Debt	Long	USA
US TREASURY N/B 4.500000% 02/15/2044	34.62 mm	35.00 mm principal	0.98	Debt	Long	USA
BCS Barclays PLC	31.27 mm	30.25 mm principal	0.88	Debt	Long	UK
FREDDIE MAC POOL FR SD5771	30.91 mm	31.75 mm principal	0.87	Debt	Long	USA
US TREASURY N/B 3.625000% 02/15/2053	30.04 mm	35.00 mm principal	0.85	Debt	Long	USA
US TREASURY N/B 4.000000% 01/31/2031	29.65 mm	30.00 mm principal	0.84	Structured note	Long	USA
FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATIO FMMHR 2015-R1 C3	27.31 mm	31.69 mm principal	0.77	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-196 QA	26.21 mm	26.70 mm principal	0.74	Debt	Long	USA
COMERICA BANK 7.875000% 09/15/2026	25.61 mm	24.79 mm principal	0.72	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-151 PO	25.61 mm	30.70 mm principal	0.72	Debt	Long	USA
US TREASURY N/B 4.750000% 11/15/2043	25.59 mm	25.00 mm principal	0.72	Debt	Long	USA
OHA CREDIT FUNDING 7 LTD OAKC 2020-7A AR	25.04 mm	25.00 mm principal	0.71	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE REMICS FNR 2024-25 AD	22.89 mm	23.06 mm principal	0.65	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-182 PO	21.38 mm	29.69 mm principal	0.60	Debt	Long	USA
MSI Motorola Solutions, Inc.	21.24 mm	21.44 mm principal	0.60	Debt	Long	USA
KD Kyndryl Holdings, Inc.	20.86 mm	26.48 mm principal	0.59	Debt	Long	USA
KEYBANK NA/CLEVELAND OH MTN 4.700000% 01/26/2026	20.67 mm	20.75 mm principal	0.58	Debt	Long	USA
GOLUB CAPITAL PARTNERS CLO 19B-R LTD GOCAP 2017-19RA B1R2	19.99 mm	20.00 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-163 B	19.25 mm	18.97 mm principal	0.54	Debt	Long	USA
US TREASURY N/B 4.250000% 02/15/2054	19.23 mm	20.00 mm principal	0.54	Debt	Long	USA
FANNIE MAE POOL FN MA5246	18.80 mm	18.98 mm principal	0.53	Debt	Long	USA
US TREASURY N/B 4.125000% 08/15/2053	18.79 mm	20.00 mm principal	0.53	Debt	Long	USA
FANNIE MAE REMICS FNR 2024-25 A	18.74 mm	18.45 mm principal	0.53	Debt	Long	USA
GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ5 GSMBS 2024-PJ5 A4	18.59 mm	18.51 mm principal	0.53	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN MA5152	18.48 mm	18.50 mm principal	0.52	Debt	Long	USA
FANNIE MAE POOL FN FS6356	18.19 mm	18.64 mm principal	0.51	Debt	Long	USA
GREYSTONE CRE NOTES 2024-HC3 GSTNE 2024-HC3 AS	17.99 mm	18.00 mm principal	0.51	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VENTURE XIX CLO LTD VENTR 2014-19A ARR	17.68 mm	17.66 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE GLOBAL MARKET STRATEGIES CLO 2012-3 LTD CGMS 2012-3A A1A2	17.57 mm	17.57 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-4 D	15.64 mm	15.00 mm principal	0.44	ABS-mortgage backed security	Long	USA
CAFL 2023-RTL1 ISSUER LLC CAFL 2023-RTL1 A2	15.24 mm	15.00 mm principal	0.43	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK 6.000000% 07/15/2039	15.18 mm	15.12 mm principal	0.43	Debt	Long	USA
BA The Boeing Company	14.84 mm	15.36 mm principal	0.42	Debt	Long	USA
VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 7.875000% 05/01/2027	14.47 mm	14.86 mm principal	0.41	Debt	Long	Switzerland
SEQUOIA MORTGAGE TRUST 2024-9 SEMT 2024-9 A5	14.26 mm	14.37 mm principal	0.40	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 5429 DV	14.14 mm	13.69 mm principal	0.40	Debt	Long	USA
GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL2 GSMBS 2024-RPL2 A2	14.07 mm	15.00 mm principal	0.40	ABS-mortgage backed security	Long	USA
OAKTREE CLO 2019-3 LTD OAKCL 2019-3A BR	13.49 mm	13.50 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-201 PO	13.36 mm	17.84 mm principal	0.38	Debt	Long	USA
BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 144A 6.000000% 02/01/2026	13.23 mm	13.29 mm principal	0.37	Debt	Long	USA
TELFORD FINCO 11.000000% 11/06/2029	13.01 mm	13.00 mm principal	0.37	Debt	Long	United Arab Emirates
TRICOLOR AUTO SECURITIZATION TRUST 2023-1 TAST 2023-1A F	12.67 mm	11.91 mm principal	0.36	ABS-mortgage backed security	Long	USA
CMA Comerica Incorporated	12.65 mm	13.30 mm principal	0.36	Debt	Long	USA
SBL HOLDINGS INC 144A 6.500000% MATURITY: PERPETUAL	12.46 mm	14.49 mm principal	0.35	Debt	Long	USA
DROP MORTGAGE TRUST 2021-FILE DROP 2021-FILE D	12.38 mm	15.00 mm principal	0.35	ABS-mortgage backed security	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-2 C	12.19 mm	12.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025	11.91 mm	10.00 mm principal	0.34	Debt	Long	USA
FARMERS EXCHANGE CAPITAL 144A 7.050000% 07/15/2028	11.54 mm	11.08 mm principal	0.33	Debt	Long	USA
280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P F	11.39 mm	12.50 mm principal	0.32	ABS-mortgage backed security	Long	USA
WARNERMEDIA HOLDINGS INC 5.391000% 03/15/2062	11.22 mm	15.00 mm principal	0.32	Debt	Long	USA
WALDORF PRODUCTION UK PLC 13.000000% 09/02/2025	11.02 mm	11.02 mm principal	0.31	Debt	Long	USA
USAFA VISITORS CTR BUSINESS IM USAFA VISITOR'S CENTER BUSINESS IMPROVEMENT DISTRI	10.95 mm	12.57 mm principal	0.31	Debt	Long	USA
CENTERLINE LOGISTICS CORP CLC 2023-1 A2	10.89 mm	10.76 mm principal	0.31	ABS-mortgage backed security	Long	USA
JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.750000% 03/15/2034	10.75 mm	10.00 mm principal	0.30	Debt	Long	USA
WALDORF PRODUCTION UK PLC 13.000000% 09/02/2025	10.62 mm	10.62 mm principal	0.30	Debt	Long	USA
DEUTSCHE BANK AG/NEW YORK NY 7.079000% 02/10/2034	10.49 mm	10.00 mm principal	0.30	Debt	Long	Germany
JP MORGAN MORTGAGE TRUST 2024-7 JPMMT 2024-7 A4	10.47 mm	11.86 mm principal	0.30	ABS-mortgage backed security	Long	USA
HOUSTON TX CITY OF HOUSTON TX	10.32 mm	12.00 mm principal	0.29	Debt	Long	USA
VFI ABS 2023-1 LLC VFI 2023-1A B	10.28 mm	10.00 mm principal	0.29	ABS-mortgage backed security	Long	USA
WIND RIVER 2024-1 CLO LTD WINDR 2024-1A D	10.14 mm	10.00 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-163 LB	10.13 mm	10.00 mm principal	0.29	Debt	Long	USA
CMA Comerica Incorporated	10.13 mm	10.00 mm principal	0.29	Debt	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 C	10.06 mm	10.00 mm principal	0.28	ABS-mortgage backed security	Long	USA
BLUEMOUNTAIN CLO 2016-2 LTD BLUEM 2016-2A A2R2	10.05 mm	10.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JPMORGAN CHASE & CO 4.979000% 07/22/2028	10.05 mm	10.00 mm principal	0.28	Debt	Long	USA
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU FMBT 2019-FBLU A	9.94 mm	10.00 mm principal	0.28	ABS-mortgage backed security	Long	USA
TRTX 2021-FL4 ISSUER LTD TRTX 2021-FL4 C	9.87 mm	10.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ROYAL BANK OF CANADA MTN 5.500000% 04/28/2033	9.73 mm	10.00 mm principal	0.28	Debt	Long	Canada
PCG+A Pacific Gas & Electric Co.	9.54 mm	11.00 mm principal	0.27	Debt	Long	USA
FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A D	9.51 mm	9.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-5 LTD CGMS 2014-5A A1RR	9.36 mm	9.35 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC FUNDING 2022-II LTD CIFC 2022-2A B	9.13 mm	9.13 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ELMWOOD CLO V LTD ELMW5 2020-2A D1RR	8.98 mm	9.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GINNIE MAE II POOL G2 CZ5436	8.82 mm	8.65 mm principal	0.25	Debt	Long	USA
FREMF 2016-K57 MORTGAGE TRUST FREMF 2016-K57 C	8.60 mm	8.84 mm principal	0.24	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR SE9080	8.59 mm	8.64 mm principal	0.24	Debt	Long	USA
AAPL Apple Inc.	8.53 mm	10.00 mm principal	0.24	Debt	Long	USA
STL HOLDING CO LLC 144A 8.750000% 02/15/2029	8.50 mm	8.00 mm principal	0.24	Debt	Long	USA
BAC CAPITAL TRUST XIV MATURITY: PERPETUAL	8.43 mm	9.87 mm principal	0.24	Debt	Long	USA
BENCHMARK 2020-IG3 MORTGAGE TRUST BMARK 2020-IG3 A4	8.30 mm	10.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
BENCHMARK 2020-B21 MORTGAGE TRUST BMARK 2020-B21 D	8.29 mm	13.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-59 G	8.22 mm	8.13 mm principal	0.23	Debt	Long	USA
FLAGSHIP CREDIT AUTO TRUST 2020-2 FCAT 2020-2 E	8.15 mm	8.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-3 D	8.09 mm	8.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-3 C	8.09 mm	8.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
PRPM 2021-10 LLC PRPM 2021-10 A2	8.00 mm	8.03 mm principal	0.23	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST SERIES 2024-3 JPMMT 2024-3 A3	7.98 mm	9.48 mm principal	0.23	ABS-mortgage backed security	Long	USA
SYNOVUS BANK/COLUMBUS GA 5.625000% 02/15/2028	7.96 mm	8.00 mm principal	0.22	Debt	Long	USA
KAPITUS ASSET SECURITIZATION LLC KAPT 2022-1A A	7.96 mm	8.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
FLAGSHIP CREDIT AUTO TRUST 2020-1 FCAT 2020-1 E	7.81 mm	7.93 mm principal	0.22	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-1 TA	7.68 mm	7.67 mm principal	0.22	Debt	Long	USA
BREAN ASSET BACKED SECURITIES TRUST 2023-RM7 BABS 2023-RM7 A1	7.61 mm	8.04 mm principal	0.22	ABS-mortgage backed security	Long	USA
BA The Boeing Company	7.53 mm	7.00 mm principal	0.21	Debt	Long	USA
AMMC CLO 26 LTD AMMC 2023-26A B1	7.51 mm	7.50 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-93 B	7.50 mm	7.40 mm principal	0.21	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-122 G	7.48 mm	7.47 mm principal	0.21	Debt	Long	USA
FEDERAL FARM CREDIT BANK 5.940000% 01/08/2044	7.48 mm	7.50 mm principal	0.21	Debt	Long	USA
CHH Choice Hotels International, Inc.	7.42 mm	8.00 mm principal	0.21	Debt	Long	USA
FANNIE MAE POOL FN BL3864	7.36 mm	8.00 mm principal	0.21	Debt	Long	USA
FG F&G Annuities & Life, Inc.	7.28 mm	7.00 mm principal	0.21	Debt	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2020-VIV3 BX 2020-VIV3 B	7.20 mm	8.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
CHASE ISSUANCE TRUST CHAIT 2023-A2 A	7.14 mm	7.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C25 WFRBS 2014-C25 D	7.13 mm	7.31 mm principal	0.20	ABS-mortgage backed security	Long	USA
CIG AUTO RECEIVABLES TRUST 2021-1 CIGAR 2021-1A E	6.93 mm	7.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
TOORAK MORTGAGE TRUST 2024-RRTL2 TRK 2024-RRTL2 A1	6.93 mm	7.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
KEYCORP MTN 4.100000% 04/30/2028	6.91 mm	7.11 mm principal	0.20	Debt	Long	USA
AAPL Apple Inc.	6.87 mm	7.00 mm principal	0.19	Debt	Long	USA
PRET 2021-NPL5 LLC PRET 2021-NPL5 A2	6.85 mm	7.03 mm principal	0.19	ABS-mortgage backed security	Long	USA
TEXTAINER MARINE CONTAINERS VII LTD TMCL 2024-1A A	6.82 mm	6.89 mm principal	0.19	ABS-mortgage backed security	Long	Bermuda
SEQUOIA MORTGAGE TRUST 2024-5 SEMT 2024-5 A1	6.68 mm	6.64 mm principal	0.19	ABS-mortgage backed security	Long	USA
TENN VALLEY AUTHORITY 4.250000% 09/15/2052	6.60 mm	7.52 mm principal	0.19	Debt	Long	USA
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B SCART 2020-BA F	6.29 mm	6.25 mm principal	0.18	ABS-mortgage backed security	Long	USA
LCM LOAN INCOME FUND I INCOME NOTE ISSUER LTD LCM 27A A1	6.22 mm	6.21 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SRE Sempra	6.15 mm	6.00 mm principal	0.17	Debt	Long	USA
JP MORGAN MORTGAGE TRUST 2024-2 JPMMT 2024-2 A3	6.12 mm	6.17 mm principal	0.17	ABS-mortgage backed security	Long	USA
EVERBRIGHT SOLAR TRUST 2024-A EVBRT 2024-A B	6.09 mm	6.11 mm principal	0.17	ABS-mortgage backed security	Long	USA
AVT Avnet, Inc.	6.01 mm	7.00 mm principal	0.17	Debt	Long	USA
BURLINGTON NORTHERN SANTA FE LLC 7.290000% 06/01/2036	5.98 mm	5.00 mm principal	0.17	Debt	Long	USA
PRET 2021-RN4 LLC PRET 2021-RN4 A2	5.96 mm	6.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
BHG SECURITIZATION TRUST 2022-B BHG 2022-B D	5.78 mm	5.99 mm principal	0.16	ABS-mortgage backed security	Long	USA
BANCO SANTANDER SA 9.625000% MATURITY: PERPETUAL	5.76 mm	5.00 mm principal	0.16	Debt	Long	Spain
PRET 2024-NPL3 LLC PRET 2024-NPL3 A1	5.70 mm	5.65 mm principal	0.16	ABS-mortgage backed security	Long	USA
AVID AUTOMOBILE RECEIVABLES TRUST 2023-1 AVID 2023-1 E	5.70 mm	5.60 mm principal	0.16	ABS-mortgage backed security	Long	USA
COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 D	5.58 mm	9.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 NP	5.55 mm	5.66 mm principal	0.16	Debt	Long	USA
PRET 2021-RN3 LLC PRET 2021-RN3 A1	5.51 mm	5.56 mm principal	0.16	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	5.50 mm	5.00 mm principal	0.16	Debt	Long	UK
HAWAIIAN AIRLINES 2013-1 CLASS A PASS THROUGH CERT 3.900000% 01/15/2026	5.48 mm	5.60 mm principal	0.15	Debt	Long	USA
JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 7.250000% 11/15/2053	5.46 mm	4.86 mm principal	0.15	Debt	Long	USA
AQUA FINANCE TRUST 2024-A AQFIT 2024-A A	5.43 mm	5.50 mm principal	0.15	ABS-mortgage backed security	Long	USA
UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2 UACST 2022-2 D	5.37 mm	5.39 mm principal	0.15	ABS-mortgage backed security	Long	USA
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A SCART 2020-AA F	5.35 mm	5.34 mm principal	0.15	ABS-mortgage backed security	Long	USA
HMN Horace Mann Educators Corporation	5.35 mm	5.00 mm principal	0.15	Debt	Long	USA
SJM The J. M. Smucker Company	5.34 mm	5.00 mm principal	0.15	Debt	Long	USA
DT AUTO OWNER TRUST 2021-3 DTAOT 2021-3A D	5.33 mm	5.50 mm principal	0.15	ABS-mortgage backed security	Long	USA
PETROLEOS MEXICANOS 10.000000% 02/07/2033	5.30 mm	5.00 mm principal	0.15	Debt	Long	Mexico
KEYCORP 6.401000% 03/06/2035	5.28 mm	5.00 mm principal	0.15	Debt	Long	USA
CITIGROUP INC 6.174000% 05/25/2034	5.18 mm	5.00 mm principal	0.15	Debt	Long	USA
APIDOS CLO XXX APID XXXA BR	5.16 mm	5.17 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052	5.14 mm	5.00 mm principal	0.15	Debt	Long	USA
WALDORF ENERGY FINANCE PLC 12.000000% 03/02/2026	5.13 mm	7.44 mm principal	0.15	Debt	Long	UK
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 D	5.12 mm	5.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
DANSKE BANK A/S 144A 5.705000% 03/01/2030	5.10 mm	5.00 mm principal	0.14	Debt	Long	Denmark
FORD CREDIT AUTO LEASE TRUST 2023-B FORDL 2023-B C	5.10 mm	5.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
PRPM 2021-5 LLC PRPM 2021-5 A2	5.06 mm	5.13 mm principal	0.14	ABS-mortgage backed security	Long	USA
HYUNDAI CAPITAL AMERICA 144A 5.300000% 01/08/2029	5.04 mm	5.00 mm principal	0.14	Debt	Long	USA
RHODE ISLAND ST HLTH & EDUCTNL RHODE ISLAND HEALTH AND EDUCATIONAL BUILDING CORP	5.01 mm	5.00 mm principal	0.14	Debt	Long	USA
BATTALION CLO XXIII LTD BATLN 2022-23A DR1	5.01 mm	5.00 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GINNIE MAE II POOL G2 MA9953	5.00 mm	5.00 mm principal	0.14	Debt	Long	USA
TOORAK MORTGAGE TRUST 2024-2 TRK 2024-2 A1	5.00 mm	5.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK 5.625000% 02/14/2034	5.00 mm	5.00 mm principal	0.14	Debt	Long	USA
PRET 2024-RN2 LLC PRET 2024-RN2 A1	4.98 mm	4.97 mm principal	0.14	ABS-mortgage backed security	Long	USA
RCO VI MORTGAGE LLC 2022-1 RCO 2022-1 A2	4.97 mm	5.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-4 D	4.96 mm	5.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-2 CHASE 2024-2 A6	4.93 mm	4.89 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREMF 2016-K54 MORTGAGE TRUST FREMF 2016-K54 C	4.90 mm	5.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
CARNOW AUTO RECEIVABLES TRUST 2023-1 CNART 2023-1A E	4.88 mm	5.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
KEYBANK NA/CLEVELAND OH MTN 5.000000% 01/26/2033	4.82 mm	5.00 mm principal	0.14	Debt	Long	USA
JP MORGAN MORTGAGE TRUST 2024-9 JPMMT 2024-9 A4	4.81 mm	4.88 mm principal	0.14	ABS-mortgage backed security	Long	USA
BA The Boeing Company	4.81 mm	5.00 mm principal	0.14	Debt	Long	USA
BREAN ASSET BACKED SECURITIES TRUST 2024-RM9 BABS 2024-RM9 A1	4.81 mm	5.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
GOLDMAN SACHS GROUP INC/THE 3.800000% MATURITY: PERPETUAL	4.79 mm	5.00 mm principal	0.14	Debt	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-AUS WFCM 2018-AUS A	4.78 mm	5.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE REMICS FNR 2012-68 GY	4.77 mm	5.00 mm principal	0.13	Debt	Long	USA
ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-1 ENFIN 2024-1A A	4.77 mm	4.66 mm principal	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN BL5311	4.76 mm	5.00 mm principal	0.13	Debt	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 B	4.74 mm	5.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
INTESA SANPAOLO SPA MTN 4.000000% 09/23/2029	4.71 mm	5.00 mm principal	0.13	Debt	Long	Italy
PRET 2021-NPL3 LLC PRET 2021-NPL3 A2	4.69 mm	4.81 mm principal	0.13	ABS-mortgage backed security	Long	USA
CF HIPPOLYTA ISSUER LLC SORT 2020-1 A2	4.69 mm	5.23 mm principal	0.13	ABS-mortgage backed security	Long	USA
VR FUNDING LLC VINE 2020-1A A	4.69 mm	5.11 mm principal	0.13	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 C	4.68 mm	5.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
BA The Boeing Company	4.66 mm	5.00 mm principal	0.13	Debt	Long	USA
RRX Regal Rexnord Corporation	4.66 mm	4.50 mm principal	0.13	Debt	Long	USA
PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021-1 LLC PWNE 2021-1 C	4.58 mm	4.70 mm principal	0.13	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 3996 QL	4.56 mm	4.79 mm principal	0.13	Debt	Long	USA
APACHE CORP 7.750000% 12/15/2029	4.54 mm	4.14 mm principal	0.13	Debt	Long	USA
PRPM 2024-3 PRPM 2024-3 A1	4.52 mm	4.52 mm principal	0.13	ABS-mortgage backed security	Long	USA
CAFL 2022-RTL1 ISSUER LLC CAFL 2022-RTL1 A1	4.52 mm	4.52 mm principal	0.13	ABS-mortgage backed security	Long	USA
CIFC FUNDING 2022-II LTD CIFC 2022-2A A1	4.50 mm	4.50 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FLAGSHIP CREDIT AUTO TRUST 2024-3 FCAT 2024-3 C	4.49 mm	4.50 mm principal	0.13	ABS-mortgage backed security	Long	USA