Frost Family Of Funds · net assets $4.16B · 330 holdings as of July 31, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 73.1% · ABS-MBS: 15.0% · SN: 6.0% · ABS-CBDO: 2.4% · EC: 1.4%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $129M | $77.4M | $106M |
| Reinvestment | $14.9M | $17.3M | $13.7M |
| Redemptions | $89.2M | $57.4M | $79.1M |
| Net realized gain (non-derivative) | $-6.41M | $167K | $541K |
| Net unrealized appreciation (non-derivative) | $-60.1M | $-7.12M | $-9.62M |
The three months of the reporting period, as filed; month 3 ends July 31, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-4.92K | $-8.79K |
| 1 year | $-96.3K | $-104K |
| 5 years | $-222K | $-247K |
| 10 years | $-294K | $-220K |
| 30 years | $-160K | $-42.6K |
| Holding | Value | % of net assets |
|---|---|---|
| United States Of America DBT | $231M | 5.57% |
| United States Of America DBT | $99.9M | 2.40% |
| United States Of America SN | $99.5M | 2.40% |
| United States Of America SN | $97M | 2.33% |
| United States Of America DBT | $94.6M | 2.28% |
| Government National Mortgage Association DBT | $94.1M | 2.26% |
| Government National Mortgage Association DBT | $91.7M | 2.21% |
| Government National Mortgage Association 2 DBT | $82.2M | 1.98% |
| United States Of America DBT | $71.5M | 1.72% |
| Freddie Mac DBT | $59.4M | 1.43% |
| Paratus Energy Services Ltd. EC | $57.7M | 1.39% |
| United States Of America DBT | $55.3M | 1.33% |
| Freddie Mac DBT | $53.5M | 1.29% |
| Government National Mortgage Association DBT | $47.9M | 1.15% |
| Government National Mortgage Association DBT | $47.5M | 1.14% |
| Government National Mortgage Association DBT | $47.1M | 1.13% |
| Government National Mortgage Association DBT | $47.1M | 1.13% |
| Government National Mortgage Association DBT | $47M | 1.13% |
| Sbl Holdings, Inc. DBT | $45.4M | 1.09% |
| Government National Mortgage Association DBT | $44.7M | 1.08% |
| Freddie Mac DBT | $44.3M | 1.06% |
| Freddie Mac DBT | $43.4M | 1.04% |
| Government National Mortgage Association DBT | $42.1M | 1.01% |
| The Boeing Company DBT | $41.7M | 1.00% |
| Government National Mortgage Association DBT | $41M | 0.99% |
| Freddie Mac DBT | $40.9M | 0.98% |
| Phillips 66 Company DBT | $40.5M | 0.97% |
| Royaume De Belgique DBT | $38.5M | 0.93% |
| Undisclosed RA | $35.9M | 0.86% |
| Government National Mortgage Association DBT | $35.7M | 0.86% |
| Topaz Solar Farms LLC DBT | $34.9M | 0.84% |
| Ot Midco Inc. DBT | $34.5M | 0.83% |
| Government National Mortgage Association DBT | $33.6M | 0.81% |
| Barclays PLC DBT | $31.8M | 0.77% |
| Government National Mortgage Association DBT | $31.3M | 0.75% |
| Government National Mortgage Association DBT | $29.5M | 0.71% |
| Oracle Corporation DBT | $29.4M | 0.71% |
| The Boeing Company DBT | $28.9M | 0.70% |
| Freddie Mac DBT | $28.2M | 0.68% |
| Freddie Mac DBT | $27.4M | 0.66% |
| Sycamore Tree Clo Ltd ABS-CBDO | $27.1M | 0.65% |
| Freddie Mac DBT | $26.9M | 0.65% |
| Kyndryl Holdings, Inc. DBT | $26.5M | 0.64% |
| Freddie Mac DBT | $26.3M | 0.63% |
| Freddie Mac Military Housing Bonds Resecuritization Trust DBT | $25.2M | 0.61% |
| American Credit Acceptance Receivables Trust ABS-MBS | $24.7M | 0.60% |
| United States Of America SN | $24.4M | 0.59% |
| Amazon.com, Inc. DBT | $24.3M | 0.58% |
| United States Of America DBT | $24.2M | 0.58% |
| United States Of America DBT | $24M | 0.58% |
| Blue Owl Technology Finance Corp. DBT | $24M | 0.58% |
| United States Of America SN | $23.9M | 0.57% |
| Government National Mortgage Association DBT | $23.7M | 0.57% |
| Government National Mortgage Association DBT | $23.4M | 0.56% |
| Kyndryl Holdings, Inc. DBT | $21M | 0.50% |
| American Credit Acceptance Receivables Trust ABS-MBS | $19.9M | 0.48% |
| Citizens Financial Group, Inc. DBT | $19.8M | 0.48% |
| Gs Mortgage-backed Securities Trust ABS-MBS | $19.8M | 0.48% |
| Government National Mortgage Association 2 DBT | $19.4M | 0.47% |
| Sequoia Mortgage Trust ABS-MBS | $19M | 0.46% |
Showing top 60 of 330 holdings.
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