# EDGAR Filing Document

**Accession Number:** 0001762332
**File Stem:** 0001752724-23-073997
**Filing Date:** 2023-3
**Character Count:** 43510
**Document Hash:** 6957c44a690eda49e9e417dc0136dec0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073997.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073997

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23410
- **FILM NUMBER:** 23778861

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

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

## Series and Classes Contracts Data

### FROST LOW DURATION BOND FUND (Series ID: S000065043)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000210579 | Institutional Class Shares | FILDX           |
| C000210580 | Investor Class Shares      | FADLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8774463863

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

- **a. Name of Series:** Frost Low Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000065043

- **c. LEI of Series:** 549300JDGY7DZO78QS79

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $370434780.75

**Total Liabilities:** $1187305.52

**Net Assets:** $369247475.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1195.35136156 | **1-Year:** -26312.55374165 | **5-Year:** -23836.80734372 | **10-Year:** -7399.09028117 | **30-Year:** -905.15071535

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

- **3-Month:** -410.06487359 | **1-Year:** -4112.50910437 | **5-Year:** -2474.08938503 | **10-Year:** -126.42272429 | **30-Year:** -12.33214246

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210580 | 1.06%                | 0.34%                | 0.86%                |
| Class ID C000210579 | 1.08%                | 0.36%                | 0.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1262108.42             | $4145629.96                                |
| Month 2  | $3777.30                 | $534875.53                                 |
| Month 3  | $-927036.83              | $3570661.02                                |

### Schedule of Portfolio Investments

| Name                                               | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OCTANE RECEIVABLES TRUST                           | OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A A                          | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    931391 | PA      | $887809.43    | 0.24%             | 2028-09-20      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| AVANT CREDIT CARD MASTER TRUST                     | AVANT CREDIT CARD MASTER TRUST AVCCT 2021-1A A                          | CUSIP: 05351KAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1220000 | PA      | $1124902.22   | 0.30%             | 2027-04-15      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL CREDIT CARD ABS LLC                    | CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST CFCC 2021-A A          | CUSIP: 66981PAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4670881.50   | 1.26%             | 2029-12-17      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-4 A             | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4829000 | PA      | $4899778.17   | 1.33%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                             | KYNDRYL HOLDINGS INC 2.050000% 10/15/2026                               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6897313.52   | 1.87%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                | DT AUTO OWNER TRUST 2020-3 DTAOT 2020-3A C                              | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1410000 | PA      | $1373058.14   | 0.37%             | 2026-06-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                           | BHG SECURITIZATION TRUST 2021-B BHG 2021-B A                            | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1035186 | PA      | $979381.49    | 0.27%             | 2034-10-17      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | US TREASURY N/B 3.500000% 09/15/2025                                    | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10000000 | PA      | $9887890.60   | 2.68%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                        | DIAMOND RESORTS OWNER TRUST 2019-1 DROT 2019-1A A                       | CUSIP: 252722AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    401814 | PA      | $393805.24    | 0.11%             | 2032-02-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| GENESIS SALES FINANCE MASTER TRUST                 | GENESIS SALES FINANCE MASTER TRUST GSFMT 2021-AA A                      | CUSIP: 37186XAK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1886753.80   | 0.51%             | 2026-12-21      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                   | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022-1 LLC PWNE 2022-1 C           | CUSIP: 70410DAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4916235.50   | 1.33%             | 2028-07-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC           | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC SRFC 2021-2A B          | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2198297 | PA      | $2040089.44   | 0.55%             | 2038-09-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | US TREASURY N/B 4.250000% 09/30/2024                                    | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  40000000 | PA      | $39909375.20  | 10.81%            | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST                      | CARNOW AUTO RECEIVABLES TRUST 2021-2 CNART 2021-2A B                    | CUSIP: 14369HAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3978467 | PA      | $3917415.97   | 1.06%             | 2026-01-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                  | AVID AUTOMOBILE RECEIVABLES TRUST 2021-1 AVID 2021-1 D                  | CUSIP: 05369LAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1184896.70   | 0.32%             | 2028-04-17      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST       | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2022- ARIVO 2022-1A A      | CUSIP: 04047EAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    664310 | PA      | $645834.72    | 0.17%             | 2028-05-15      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-3 WLAKE 2022-3A D            | CUSIP: 96043PAN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7000000 | PA      | $6977992.70   | 1.89%             | 2028-04-17      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 CAALT 2021-3A A                | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2590000 | PA      | $2489086.35   | 0.67%             | 2030-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                           | HYATT HOTELS CORP 5.625000% 04/23/2025                                  | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6056193.06   | 1.64%             | 2025-04-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES, L.P.                  | CORPORATE OFFICE PROPERTIES LP 2.250000% 03/15/2026                     | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2715019.20   | 0.74%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                  | CP EF ASSET SECURITIZATION I LLC CPEF 2022-1A A                         | CUSIP: 12662AAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3113797 | PA      | $3070081.51   | 0.83%             | 2030-04-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| ACC AUTO TRUST                                     | ACC AUTO TRUST 2021-A AUTOC 2021-A A                                    | CUSIP: 00108XAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320489 | PA      | $316996.15    | 0.09%             | 2027-04-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                            | MOSAIC SOLAR LOANS 2017-1 LLC MSAIC 2017-1A A                           | CUSIP: 61946EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    208185 | PA      | $200801.20    | 0.05%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States of America                           | US TREASURY N/B 3.000000% 07/31/2024                                    | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  35000000 | PA      | $34248046.70  | 9.28%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2020-1 D        | CUSIP: 35105FAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2064675.48   | 0.56%             | 2026-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                    | HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A A                          | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11000000 | PA      | $9728816.90   | 2.63%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                         | FLAGSHIP CREDIT AUTO TRUST 2022-4 FCAT 2022-4 B                         | CUSIP: 33843XAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1537104.30   | 0.42%             | 2027-10-15      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-2 C        | CUSIP: 02530BAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1965384.00   | 0.53%             | 2028-06-13      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS LLC                                        | VFI ABS 2022-1 LLC VFI 2022-1A A                                        | CUSIP: 91824CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1645111 | PA      | $1599262.89   | 0.43%             | 2028-03-24      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                            | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 C                           | CUSIP: 14318UAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3500000 | PA      | $3631593.35   | 0.98%             | 2028-07-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 WLAKE 2020-3A C            | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $976174.30    | 0.26%             | 2025-11-17      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST            | UNITED AUTO CREDIT SECURITIZATION TRUST 2023-1 UACST 2023-1 C           | CUSIP: 90945CAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4326000 | PA      | $4316570.62   | 1.17%             | 2028-07-10      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| SEACUBE CONTAINER CLIF                             | CLI FUNDING VI LLC CLIF 2020-1A A                                       | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1895000 | PA      | $1679136.59   | 0.45%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC             | AMUR EQUIPMENT FINANCE RECEIVABLES VIII LLC AXIS 2020-1A B              | CUSIP: 03237PAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1384090 | PA      | $1374058.77   | 0.37%             | 2026-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                      | COMMONBOND STUDENT LOAN TRUST 2017-A-GS CBSLT 2017-AGS A1               | CUSIP: 20267VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    507973 | PA      | $475669.84    | 0.13%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST       | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2021- ARIVO 2021-1A A      | CUSIP: 04047AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    459788 | PA      | $445353.51    | 0.12%             | 2027-01-15      | Fixed         | 1.19%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A B               | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    174351 | PA      | $173394.25    | 0.05%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                    | VANTAGE DATA CENTERS ISSUER LLC VDC 2018-2A A2                          | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3833333 | PA      | $3751839.37   | 1.02%             | 2043-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACER AUTO RECEIVABLES TRUST              | CANADIAN PACER AUTO RECEIVABLES TRUST 2021-1 CPART 2021-1A C            | CUSIP: 13646CAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |   2000000 | PA      | $1847325.00   | 0.50%             | 2027-12-20      | Fixed         | 1.46%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                  | CAPITAL ONE FINANCIAL CORP 4.200000% 10/29/2025                         | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9785101.10   | 2.65%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   5970896 | PA      | $5970895.52   | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                           | OCTANE RECEIVABLES TRUST 2021-1 OCTL 2021-1A A                          | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    840653 | PA      | $814202.74    | 0.22%             | 2027-03-22      | Fixed         | 0.93%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A D            | CUSIP: 96043FAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11000000 | PA      | $10210477.20  | 2.77%             | 2026-04-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-1 C        | CUSIP: 02530UAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $999833.00    | 0.27%             | 2029-04-12      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORP MTN 1.319000% 06/19/2026                           | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4579581.50   | 1.24%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                | OPORTUN ISSUANCE TRUST 2021-B OPTN 2021-B A                             | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1579646.08   | 0.43%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                    | HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A A                             | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2790945.60   | 0.76%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC             | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC AXIS 2022-1A C                 | CUSIP: 03236VAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1826009.80   | 0.49%             | 2028-04-20      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                    | DANSKE BANK A/S 144A 3.875000% 09/12/2023                               | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |   4205000 | PA      | $4164450.05   | 1.13%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTGATE RESORTS LLC                               | WESTGATE RESORTS 2022-1 LLC WESTR 2022-1A C                             | CUSIP: 96034JAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2913050 | PA      | $2749092.38   | 0.74%             | 2036-08-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-1 D        | CUSIP: 35105JAF5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4780000 | PA      | $4310430.49   | 1.17%             | 2028-05-15      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                    | NELNET STUDENT LOAN TRUST 2015-3 NSLT 2015-3A B                         | CUSIP: 64033TAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2746164.90   | 0.74%             | 2054-06-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.750000% 10/29/2024 | CUSIP: 00774MBB0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $932590.03    | 0.25%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DRIVETIME AUTO OWNER TRUST                         | DT AUTO OWNER TRUST 2020-1 DTAOT 2020-1A D                              | CUSIP: 23344EAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5500000 | PA      | $5391040.60   | 1.46%             | 2025-11-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES, LLC                 | MOLEX ELECTRONIC TECHNOLOGIES LLC 144A 3.900000% 04/15/2025             | CUSIP: 60856BAC8<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   9675000 | PA      | $9271339.17   | 2.51%             | 2025-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2021-2 D        | CUSIP: 35105UAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5500000 | PA      | $5045641.15   | 1.37%             | 2027-09-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                              | DELTA AIR LINES INC 144A 7.000000% 05/01/2025                           | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5145576.80   | 1.39%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                   | PAWNEE EQUIPMENT RECEIVABLES SERIES 2020-1 LLC PWNE 2020-1 A            | CUSIP: 70410LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    450854 | PA      | $445727.84    | 0.12%             | 2025-11-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 CAALT 2021-3A C                | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1700000 | PA      | $1546409.08   | 0.42%             | 2030-09-16      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                 | AQUA FINANCE TRUST 2021-A AQFIT 2021-A B                                | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $831481.40    | 0.23%             | 2046-07-17      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                 | BOEING CO/THE 4.875000% 05/01/2025                                      | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4000137.32   | 1.08%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY           | SYNCHRONY CARD FUNDING LLC SYNIT 2022-A2 A                              | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5500000 | PA      | $5406495.05   | 1.46%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST            | UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2 UACST 2022-2 D           | CUSIP: 90944KAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2927117.10   | 0.79%             | 2028-01-10      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | FEDERAL HOME LOAN MORTGAGE CORP MTN 5.375000% 11/15/2024                | CUSIP: 3134GX6B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4990595.85   | 1.35%             | 2024-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG (New York Branch)                 | DEUTSCHE BANK AG/NEW YORK NY 2.222000% 09/18/2024                       | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   2000000 | PA      | $1957792.96   | 0.53%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC             | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC USRE 2021-1 A1                   | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1741736.00   | 0.47%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.750000% 01/30/2026 | CUSIP: 00774MAS4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   5000000 | PA      | $4494241.75   | 1.22%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                      | COMMONBOND STUDENT LOAN TRUST 2021-B-GS CBSLT 2021-BGS B                | CUSIP: 20268AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    829920 | PA      | $697696.71    | 0.19%             | 2051-09-25      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                      | TRILLIUM CREDIT CARD TRUST II TCCT 2021-1A B                            | CUSIP: 89621ABA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |   6500000 | PA      | $5817547.45   | 1.58%             | 2029-10-26      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                          | SCF EQUIPMENT LEASING 2021-1 LLC SCFET 2021-1A D                        | CUSIP: 783897AF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2600000 | PA      | $2334120.88   | 0.63%             | 2030-09-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                           | BENCHMARK 2020-B19 MORTGAGE TRUST BMARK 2020-B19 A2                     | CUSIP: 08162WAZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1305000 | PA      | $1198226.34   | 0.32%             | 2053-09-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                         | GLS AUTO RECEIVABLES ISSUER TRUST 2021-3 GCAR 2021-3A D                 | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2723952.90   | 0.74%             | 2027-07-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                         | GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 GCAR 2021-1A D                 | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6000000 | PA      | $5635270.20   | 1.53%             | 2027-01-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                            | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 D                           | CUSIP: 14318UAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1588098.75   | 0.43%             | 2029-04-16      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                        | MASTER CREDIT CARD TRUST II MCCT 2020-1A C                              | CUSIP: 576339CH6<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |   2519000 | PA      | $2506168.47   | 0.68%             | 2024-09-21      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                           | BHG SECURITIZATION TRUST 2022-B BHG 2022-B A                            | CUSIP: 05553DAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    682947 | PA      | $672304.85    | 0.18%             | 2035-06-18      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                         | GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 GCAR 2021-2A D                 | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1020000 | PA      | $940260.07    | 0.25%             | 2027-04-15      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                | DT AUTO OWNER TRUST 2022-2 DTAOT 2022-2A D                              | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $3908022.00   | 1.06%             | 2028-03-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | FEDERAL HOME LOAN MORTGAGE CORP MTN 5.000000% 07/26/2024                | CUSIP: 3134GYET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $5003306.15   | 1.36%             | 2024-07-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                | OPORTUN ISSUANCE TRUST 2022-3 OPTN 2022-A C                             | CUSIP: 68378NAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2030000 | PA      | $1865416.94   | 0.51%             | 2031-06-09      | Fixed         | 7.40%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC             | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC AXIS 2022-1A D                 | CUSIP: 03236VAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1821423.40   | 0.49%             | 2028-08-21      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                    | PRESTIGE AUTO RECEIVABLES TRUST 2021-1 PART 2021-1A D                   | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $3614162.80   | 0.98%             | 2028-02-15      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-4 A        | CUSIP: 02530TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22260 | PA      | $22223.42     | 0.01%             | 2025-09-15      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                   | FIRST INVESTORS AUTO OWNER TRUST 2022-1 FIAOT 2022-1A A                 | CUSIP: 32057KAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1356512 | PA      | $1318482.20   | 0.36%             | 2027-01-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION      | FEDERAL FARM CREDIT BANK 5.480000% 10/25/2027                           | CUSIP: 3133ENV23<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4991045.80   | 1.35%             | 2027-10-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                         | GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 GCAR 2021-4A A                 | CUSIP: 36263DAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    584380 | PA      | $576124.17    | 0.16%             | 2025-07-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST            | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2019-A3 A3                | CUSIP: 14041NFV8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4640452.00   | 1.26%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                     | CARDS II TRUST CARD2 2021-1A B                                          | CUSIP: 14161GBZ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |   7250000 | PA      | $6850830.95   | 1.86%             | 2027-04-15      | Fixed         | 0.93%                 | Yes           |                  2 | On Loan: No      |
| COLD STORAGE TRUST                                 | COLD STORAGE TRUST 2020-ICE5 COLD 2020-ICE5 A                           | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5406448 | PA      | $5325167.86   | 1.44%             | 2037-11-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 WLAKE 2020-2A D            | CUSIP: 96042PAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4500000 | PA      | $4396272.30   | 1.19%             | 2026-01-15      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                             | MARLETTE FUNDING TRUST 2021-2 MFT 2021-2A C                             | CUSIP: 57108TAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1862622.20   | 0.50%             | 2031-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                            | MOSAIC SOLAR LOAN TRUST 2021-3 MSAIC 2021-3A B                          | CUSIP: 61946TAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    801329 | PA      | $622896.55    | 0.17%             | 2052-06-20      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST       | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-4 B        | CUSIP: 02529XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2026273.80   | 0.55%             | 2026-10-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                     | AUTOZONE INC 4.500000% 02/01/2028                                       | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994173.82   | 0.54%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST             | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C            | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2896629.30   | 0.78%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC                            | SCF EQUIPMENT LEASING 2020-1 LLC SCFET 2020-1A B                        | CUSIP: 784054AD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1895999.60   | 0.51%             | 2028-03-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                   | PAWNEE EQUIPMENT RECEIVABLES SERIES 2019-1 LLC PWNE 2019-1 D            | CUSIP: 704102AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4920055.50   | 1.33%             | 2024-10-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Eric Olsen

**Name of Signer:** Eric Olsen

**Title:** CFO