0001752724-24-148869.txt : 20240627
0001752724-24-148869.hdr.sgml : 20240627
20240627154709
ACCESSION NUMBER: 0001752724-24-148869
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240627
DATE AS OF CHANGE: 20240627
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ADVISORS' INNER CIRCLE FUND
CENTRAL INDEX KEY: 0000878719
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06400
FILM NUMBER: 241078612
BUSINESS ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19087
BUSINESS PHONE: 8009327781
MAIL ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19087
FORMER COMPANY:
FORMER CONFORMED NAME: ADVISORS INNER CIRCLE FUND
DATE OF NAME CHANGE: 19920929
0000878719
S000032046
LOOMIS SAYLES FULL DISCRETION INSTITUTIONAL SECURITIZED FUND
C000099791
INSTITUTIONAL CLASS SHARES
NPORT-P
1
primary_doc.xml
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2024-04-30
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SIERRA TIMESHARE RECEIVABLES FUNDING LLC
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PA
USD
715923.03000000
0.209678733363
Long
ABS-MBS
US
Y
2
2040-01-20
Fixed
9.80000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA - CACLN CACLN 2021-2 F
48128U2R9
1200000.00000000
PA
USD
1180775.88000000
0.345824314248
Long
ABS-MBS
US
Y
2
2028-12-26
Fixed
4.39300000
N
N
N
N
N
N
KKR FINANCIAL CLO, LTD.
N/A
KKR CLO 23 LTD KKR 23 F
48252XAE1
840000.00000000
PA
USD
789683.16000000
0.231281517438
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
13.43616840
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
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379928AL8
1000000.00000000
PA
USD
1028803.60000000
0.301314843479
Long
ABS-MBS
US
Y
2
2030-01-15
Fixed
9.37000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST
N/A
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645000.00000000
PA
USD
604534.57000000
0.177055406238
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ABS-MBS
US
Y
2
2027-10-17
Fixed
2.79600000
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST
N/A
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43283YAD5
450000.00000000
PA
USD
453742.65000000
0.132891637980
Long
ABS-MBS
US
Y
2
2039-09-15
Fixed
8.85000000
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MORTGAGE TRUST
N/A
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576438AA3
346728.06000000
PA
USD
324518.26000000
0.095044543699
Long
ABS-MBS
US
N
2
2036-04-25
Floating
5.90065560
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS, LTD.
N/A
OCTAGON INVESTMENT PARTNERS 39 LTD OCT39 2018-3A E
67592AAA8
280000.00000000
PA
USD
265195.56000000
0.077670177916
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
11.33616960
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2012-LC4 MORTGAGE TRUST COMM 2012-LC4 C
126192AG8
17000.00000000
PA
USD
14372.92000000
0.004209524675
Long
ABS-MBS
US
N
2
2044-12-10
Floating
5.46833520
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY FUNDING LLC
N/A
PG&E WILDFIRE RECOVERY FUNDING LLC 4.263000% 06/01/2036
693342AB3
3000000.00000000
PA
USD
2732390.67000000
0.800259512171
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
4.26300000
N
N
N
N
N
N
DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST
N/A
DEUTSCHE MORTGAGE SECURITIES INC MORTGAGE LOAN TRU DMSI 2004-4 7AR1
251563FD9
75873.06000000
PA
USD
66152.34000000
0.019374623079
Long
ABS-MBS
US
N
2
2034-06-25
Floating
5.78133000
N
N
N
N
N
N
OHA CREDIT FUNDING LTD
N/A
OHA CREDIT FUNDING 8 LTD OAKC 2021-8A D
67707GAL3
1880000.00000000
PA
USD
1872500.68000000
0.548415897173
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-18
Floating
8.43854040
N
N
N
N
N
N
CIG AUTO RECEIVABLES TRUST
N/A
CIG AUTO RECEIVABLES TRUST 2021-1 CIGAR 2021-1A D
12598NAD4
3745000.00000000
PA
USD
3635739.63000000
1.064831341516
Long
ABS-MBS
US
Y
2
2027-04-12
Fixed
2.11000000
N
N
N
N
N
N
OHA CREDIT FUNDING LTD
N/A
OHA CREDIT FUNDING 2 LTD OAKC 2019-2A AR
67707EAU8
2300000.00000000
PA
USD
2302097.60000000
0.674235760857
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-21
Floating
6.73616880
N
N
N
N
N
N
ROCKFORD TOWER CLO
N/A
ROCKFORD TOWER CLO 2017-3 LTD ROCKT 2017-3A D
77341DAJ6
250000.00000000
PA
USD
248056.25000000
0.072650436043
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
8.23617000
N
N
N
N
N
N
FRONTIER ISSUER LLC
N/A
FRONTIER ISSUER LLC FYBR 2023-1 C
35910EAC8
3000000.00000000
PA
USD
3007742.10000000
0.880904129892
Long
ABS-MBS
US
N
2
2053-08-20
Fixed
11.50000000
N
N
N
N
N
N
AASET TRUST
N/A
AASET 2020-1 TRUST AASET 2020-1A C
00255UAC9
7431667.85000000
PA
USD
2118738.78000000
0.620533835485
Long
ABS-MBS
US
N
2
2040-01-16
Fixed
6.41300000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2016-C31 A5
61766RAZ9
305000.00000000
PA
USD
281460.01000000
0.082433691774
Long
ABS-MBS
US
N
2
2049-11-15
Fixed
3.10200000
N
N
N
N
N
N
STARWOOD RETAIL PROPERTY TRUST
N/A
STARWOOD RETAIL PROPERTY TRUST 2014-STAR SRPT 2014-STAR A
85571XAA5
342669.67000000
PA
USD
212455.20000000
0.062223640483
Long
ABS-MBS
US
N
2
2027-11-15
Floating
8.49999960
N
N
N
N
N
N
HARDEES FUNDING LLC
N/A
HARDEE'S FUNDING LLC HNGRY 2024-1A A2
411707AM4
620000.00000000
PA
USD
609374.07000000
0.178472793565
Long
ABS-MBS
US
Y
2
2054-03-20
Fixed
7.25300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 07/25/2024
912797JT5
1000000.00000000
PA
USD
987610.07000000
0.289250128655
Long
DBT
UST
US
N
2
2024-07-25
None
0.00000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 WFCM 2016-C36 C
95000MBV2
500000.00000000
PA
USD
418928.40000000
0.122695279521
Long
ABS-MBS
US
N
2
2059-11-15
Floating
4.25411280
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2013-LC11 C
46639YAW7
945000.00000000
PA
USD
668783.30000000
0.195872502158
Long
ABS-MBS
US
N
2
2046-04-15
Floating
3.95820000
N
N
N
N
N
N
BANK OF AMERICA ALTERNATIVE LOAN TRUST
N/A
BANC OF AMERICA ALTERNATIVE LOAN TRUST 2003-8 BOAA 2003-8 1CB1
05948XTV3
281583.02000000
PA
USD
266987.76000000
0.078195075440
Long
ABS-MBS
US
N
2
2033-10-25
Fixed
5.50000000
N
N
N
N
N
N
WILLIS ENGINE STRUCTURED TRUST
N/A
WILLIS ENGINE STRUCTURED TRUST VII WESTF 2023-A A
97064YAA2
2147565.78000000
PA
USD
2251572.39000000
0.659437994069
Long
ABS-MBS
US
Y
2
2048-10-15
Fixed
8.00000000
N
N
N
N
N
N
OCP CLO LTD
N/A
OCP CLO 2019-17 LTD OCP 2019-17A ER
67113MAE4
1000000.00000000
PA
USD
1004172.00000000
0.294100768121
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
12.08616840
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 WFRBS 2011-C4 E
92936CAY5
1680000.00000000
PA
USD
1327200.00000000
0.388708846145
Long
ABS-MBS
US
N
2
2044-06-15
Floating
5.14434960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 05/16/2024
912797FH5
4865000.00000000
PA
USD
4854301.72000000
1.421722438533
Long
DBT
UST
US
N
2
2024-05-16
None
0.00000000
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 WFRBS 2011-C3 D
92935VAS7
854828.03000000
PA
USD
341931.21000000
0.100144428948
Long
ABS-MBS
US
N
2
2044-03-15
Floating
6.04965960
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST
N/A
EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH F
30227FAN0
2715339.52000000
PA
USD
2711945.35000000
0.794271509800
Long
ABS-MBS
US
Y
2
2038-07-15
Floating
9.13547880
N
N
N
N
N
N
AIM AVIATION FINANCE LIMITED
N/A
AIM AVIATION FINANCE LTD DCAL 2015-1A B1
001406AB3
8883377.51000000
PA
USD
1866042.28000000
0.546524368231
Long
ABS-MBS
KY
N
2
2040-02-15
Fixed
5.07200000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA3 STACR 2021-DNA3 B1
35564KFG9
2000000.00000000
PA
USD
2216260.00000000
0.649095740926
Long
DBT
USGA
US
N
2
2033-10-25
Floating
8.83001880
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO
N/A
BAIN CAPITAL CREDIT CLO 2019-2 BCC 2019-2A AR
05682LAJ6
2220000.00000000
PA
USD
2220659.34000000
0.650384214687
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-17
Floating
6.67868040
N
N
N
N
N
N
RBSCF TRUST
N/A
RBS COMMERCIAL FUNDING INC 2013-SMV TRUST RBSCF 2013-SMV F
74932BAQ6
2000000.00000000
PA
USD
1357336.20000000
0.397535102571
Long
ABS-MBS
US
N
2
2031-03-11
Floating
3.70388160
N
N
N
N
N
N
PRESTIGE AUTO RECEIVABLES TRUST
N/A
PRESTIGE AUTO RECEIVABLES TRUST 2023-1 PART 2023-1A E
74113GAN3
2500000.00000000
PA
USD
2508117.75000000
0.734574711120
Long
ABS-MBS
US
Y
2
2030-05-15
Fixed
9.88000000
N
N
N
N
N
N
FALCON AEROSPACE LIMITED
N/A
FALCON AEROSPACE LTD 2017-1 FLCON 2017-1 A
30605YAB7
285851.25000000
PA
USD
270081.12000000
0.079101055244
Long
ABS-MBS
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 E
35104AAF5
1000000.00000000
PA
USD
1005390.20000000
0.294457553170
Long
ABS-MBS
US
Y
2
2030-07-15
Fixed
10.98000000
N
N
N
N
N
N
AIG CLO
N/A
CLOVER CLO 2021-2 LLC CLVR 2021-2A E
00142DAJ9
2500000.00000000
PA
USD
2482740.00000000
0.727142104187
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
12.08616840
N
N
N
N
N
N
FIRSTKEY HOMES TRUST
N/A
FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020-SFR1 F2
33767MAN5
2305000.00000000
PA
USD
2209545.80000000
0.647129293567
Long
ABS-MBS
US
N
2
2037-08-17
Fixed
4.28400000
N
N
N
N
N
N
CIG AUTO RECEIVABLES TRUST
N/A
CIG AUTO RECEIVABLES TRUST 2021-1 CIGAR 2021-1A E
12598NAE2
2550000.00000000
PA
USD
2461139.90000000
0.720815891147
Long
ABS-MBS
US
Y
2
2028-05-12
Fixed
4.45000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM 2021-4 LLC PRPM 2021-4 A2
693583AB2
556606.72000000
PA
USD
508564.55000000
0.148947814512
Long
ABS-MBS
US
Y
2
2026-04-25
Fixed
6.47400000
N
N
N
N
N
N
BUSINESS JET SECURITIES LLC
N/A
BUSINESS JET SECURITIES 2021-1 LLC BJETS 2021-1A C
12327BAC0
347362.76000000
PA
USD
335987.98000000
0.098403782417
Long
ABS-MBS
US
Y
2
2036-04-15
Fixed
5.06700000
N
N
N
N
N
N
MED TRUST
N/A
MED TRUST 2021-MDLN MED 2021-MDLN D
58403YAR7
895701.32000000
PA
USD
891782.63000000
0.261184295599
Long
ABS-MBS
US
Y
2
2038-11-15
Floating
7.43547960
N
N
N
N
N
N
MERCURY FINANCIAL CREDIT CARD MASTER TRUST
N/A
MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2023-1A B
58940BAS5
1160000.00000000
PA
USD
1162184.86000000
0.340379397180
Long
ABS-MBS
US
Y
2
2027-09-20
Fixed
9.59000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MORGAN STANLEY CAPITAL I TRUST 2013-ALTM MSC 2013-ALTM E
61690LAQ3
2500000.00000000
PA
USD
1874070.00000000
0.548875517853
Long
ABS-MBS
US
N
2
2035-02-05
Floating
3.82824360
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST 2010-9 CMLTI 2010-9 2A2
17317JAD2
238081.59000000
PA
USD
221289.70000000
0.064811078926
Long
ABS-MBS
US
N
2
2035-11-25
Floating
7.85999880
N
N
N
N
N
N
N/A
N/A
CLSEC HOLDINGS 22T LLC CLAF 2021-1 C
12567UAC7
3816497.63000000
PA
USD
3335008.29000000
0.976753484245
Long
ABS-MBS
US
N
2
2037-05-11
Fixed
6.17100000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST 2009-10 CMLTI 2009-10 6A2
17316AAZ3
136719.82000000
PA
USD
119502.39000000
0.034999725835
Long
ABS-MBS
US
N
2
2034-09-25
Floating
5.87818080
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1B1
20754RAF3
730000.00000000
PA
USD
749303.83000000
0.219455264595
Long
ABS-MBS
US
Y
2
2041-10-25
Floating
8.43001920
N
N
N
N
N
N
MED TRUST
N/A
MED TRUST 2021-MDLN MED 2021-MDLN C
58403YAN6
2980694.94000000
PA
USD
2965758.08000000
0.868607897244
Long
ABS-MBS
US
Y
2
2038-11-15
Floating
7.23548160
N
N
N
N
N
N
BB-UBS TRUST
N/A
BB-UBS TRUST BBUBS 2012-TFT C
05490AAE3
2000000.00000000
PA
USD
900000.00000000
0.263590989700
Long
ABS-MBS
US
N
2
2030-06-05
Floating
3.67790040
N
N
N
N
N
N
MAGNETITE CLO, LIMITED
N/A
MAGNETITE XXIX LTD MAGNE 2021-29A E
55955JAA5
850000.00000000
PA
USD
852834.75000000
0.249777284226
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-15
Floating
11.34016920
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST
N/A
HILTON GRAND VACATIONS TRUST 2022-2 HGVT 2022-2A C
43283GAC6
439005.18000000
PA
USD
428037.47000000
0.125363133718
Long
ABS-MBS
US
Y
2
2037-01-25
Fixed
5.57000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012-CR3 D
12624PAS4
1005000.00000000
PA
USD
663249.75000000
0.194251842245
Long
ABS-MBS
US
N
2
2045-10-15
Floating
4.43499480
N
N
N
N
N
N
N/A
N/A
REDWOOD FUNDING TRUST 2023-1 RFT 2023-1 A
75806CAA9
887327.33000000
PA
USD
866086.49000000
0.253658438961
Long
ABS-MBS
US
N
2
2059-07-25
Fixed
7.50000000
N
N
N
N
N
N
LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES
N/A
LEHMAN XS TRUST SERIES 2006-2N LXS 2006-2N 1A1
525221HA8
444471.55000000
PA
USD
378859.50000000
0.110959945069
Long
ABS-MBS
US
N
2
2046-02-25
Floating
5.95132920
N
N
N
N
N
N
EWC MASTER ISSUER LLC
N/A
EWC MASTER ISSUER LLC WAX 2022-1A A2
26929HAB1
550200.00000000
PA
USD
517978.58000000
0.151704985050
Long
ABS-MBS
US
Y
2
2052-03-15
Fixed
5.50000000
N
N
N
N
N
N
WAVE LLC
N/A
WAVE 2017-1 TRUST WAAV 2017-1A A
94353WAA3
1410750.11000000
PA
USD
1245104.35000000
0.364664764329
Long
ABS-MBS
US
N
2
2042-11-15
Fixed
3.84400000
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 WFRBS 2012-C7 E
92936TAK8
0.04000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
US
Y
2
2045-06-15
Floating
4.80603240
N
N
N
N
N
N
ELMWOOD CLO
N/A
ELMWOOD CLO XI LTD ELM11 2021-4A E
29002MAA6
1250000.00000000
PA
USD
1250483.75000000
0.366240276963
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
11.58617160
N
N
N
N
N
N
SCF EQUIPMENT LEASING LLC
N/A
SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A E
784024AG6
1500000.00000000
PA
USD
1413241.50000000
0.413908584078
Long
ABS-MBS
US
Y
2
2036-07-21
Fixed
7.00000000
N
N
N
N
N
N
WILLIS ENGINE STRUCTURED TRUST
N/A
WILLIS ENGINE STRUCTURED TRUST IV WESTF 2018-A B
97064EAC2
2547738.60000000
PA
USD
2337804.94000000
0.684693686512
Long
ABS-MBS
US
N
2
2043-09-15
Fixed
5.43800000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I INC.
3IFG42XD94UUZ7FL2766
MORGAN STANLEY CAPITAL I TRUST 2011-C2 MSC 2011-C2 E
617459AK8
2930000.00000000
PA
USD
2314700.00000000
0.677926737622
Long
ABS-MBS
US
N
2
2044-06-15
Floating
5.38500960
N
N
N
N
N
N
TRESTLES CLO LTD
N/A
TRESTLES CLO II LTD TREST 2018-2A D
89531VAA0
415000.00000000
PA
USD
411887.50000000
0.120633148633
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
11.33516160
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST
N/A
FREDDIE MAC STACR REMIC TRUST 2020-DNA6 STACR 2020-DNA6 B1
35566CBD6
2000000.00000000
PA
USD
2153498.80000000
0.630714311123
Long
DBT
USGA
US
Y
2
2050-12-25
Floating
8.33001840
N
N
N
N
N
N
DC COMMERCIAL MORTGAGE TRUST
N/A
DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC D
24023AAG5
1370000.00000000
PA
USD
1338982.52000000
0.392159697376
Long
ABS-MBS
US
Y
2
2040-09-12
Floating
7.14048840
N
N
N
N
N
N
CSMC TRUST
N/A
CSMC 2014-USA OA LLC CSMC 2014-USA E
12649AAQ2
5475000.00000000
PA
USD
2888555.80000000
0.845996980141
Long
ABS-MBS
US
N
2
2037-09-15
Fixed
4.37330000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2022-P1 CRVNA 2022-P1 A3
14688DAC5
2380297.44000000
PA
USD
2344562.99000000
0.686672976610
Long
ABS-MBS
US
N
2
2027-02-10
Fixed
3.35000000
N
N
N
N
N
N
STARWOOD RETAIL PROPERTY TRUST
N/A
STARWOOD RETAIL PROPERTY TRUST 2014-STAR SRPT 2014-STAR E
85571XAS6
3185000.00000000
PA
USD
159250.00000000
0.046640961233
Long
ABS-MBS
US
N
2
2027-11-15
Floating
8.49999960
N
N
N
N
N
N
RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED
N/A
RFMSI SERIES 2005-SA1 TRUST RFMSI 2005-SA1 1A1
76111XTB9
1547351.73000000
PA
USD
888871.71000000
0.260331748617
Long
ABS-MBS
US
N
2
2035-03-25
Floating
5.11535160
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5365 LY
3137HB4W1
3110000.00000000
PA
USD
3116885.85000000
0.912870028872
Long
DBT
USGA
US
N
2
2053-12-25
Fixed
6.50000000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST 2024-1 OCTL 2024-1A E
67571FAF1
1872000.00000000
PA
USD
1754008.96000000
0.513712175233
Long
ABS-MBS
US
Y
2
2031-08-20
Fixed
7.82000000
N
N
N
N
N
N
VOLT LLC
N/A
VOLT XCVI LLC VOLT 2021-NPL5 A2
92873FAB3
647753.00000000
PA
USD
574549.66000000
0.168273459457
Long
ABS-MBS
US
Y
2
2051-03-27
Fixed
4.82620000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2021-1A D
05377REL4
5000000.00000000
PA
USD
4487930.50000000
1.314420046891
Long
ABS-MBS
US
Y
2
2027-08-20
Fixed
3.71000000
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORPORATION
N/A
BANC OF AMERICA FUNDING 2007-4 TRUST BAFC 2007-4 5A1
05953YBT7
59626.18000000
PA
USD
49175.20000000
0.014402377374
Long
ABS-MBS
US
N
2
2034-11-25
Fixed
5.50000000
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRUST
N/A
INDYMAC INDX MORTGAGE LOAN TRUST 2005-AR11 INDX 2005-AR11 A3
45660LQH5
905646.49000000
PA
USD
647697.90000000
0.189697033875
Long
ABS-MBS
US
N
2
2035-08-25
Floating
3.74137560
N
N
N
N
N
N
522 FUNDING CLO LTD
N/A
522 FUNDING CLO 2020-6 LTD MORGN 2020-6A A1R
33835AAJ8
2265000.00000000
PA
USD
2262171.02000000
0.662542108926
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-23
Floating
6.73800840
N
N
N
N
N
N
SEB FUNDING LLC
N/A
SEB FUNDING LLC SEB4P 2024-1A A2
78433DAC8
1075000.00000000
PA
USD
1065795.64000000
0.312149030629
Long
ABS-MBS
US
Y
2
2054-04-30
Fixed
7.38600000
N
N
N
N
N
N
PIKES PEAK CLO
N/A
PIKES PEAK CLO 4 PIPK 2019-4A ER
72132XAE7
1990000.00000000
PA
USD
1924266.32000000
0.563576959706
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
12.20016960
N
N
N
N
N
N
Shenton Aircraft Investment I
N/A
SHENTON AIRCRAFT INVESTMENT I LTD SHNTN 2015-1A A
82321UAA1
617757.51000000
PA
USD
577615.63000000
0.169171417309
Long
ABS-MBS
KY
N
2
2042-10-15
Fixed
4.75000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM 2021-2 LLC PRPM 2021-2 A2
69359UAB1
988625.03000000
PA
USD
942438.35000000
0.276020286009
Long
ABS-MBS
US
Y
2
2026-03-25
Floating
6.77000160
N
N
N
N
N
N
DC COMMERCIAL MORTGAGE TRUST
N/A
DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC C
24023AAE0
1510000.00000000
PA
USD
1518074.27000000
0.444611888075
Long
ABS-MBS
US
Y
2
2040-09-12
Floating
7.37849880
N
N
N
N
N
N
FIRSTKEY HOMES TRUST
N/A
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 F1
33767JAL6
2450000.00000000
PA
USD
2309899.20000000
0.676520684707
Long
ABS-MBS
US
Y
2
2037-10-19
Fixed
3.01700000
N
N
N
N
N
N
MADISON PARK FUNDING, LTD.
N/A
MADISON PARK FUNDING XLVI LTD MDPK 2020-46A ER
55821VAE2
2140000.00000000
PA
USD
2155722.58000000
0.631365609313
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
11.84016960
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2022-P2 CRVNA 2022-P2 B
14686JAE0
2382000.00000000
PA
USD
2318547.57000000
0.679053609604
Long
ABS-MBS
US
N
2
2028-04-10
Fixed
5.08000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC
N/A
SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SRFC 2021-1A D
82652QAD3
304764.12000000
PA
USD
287262.03000000
0.084132980878
Long
ABS-MBS
US
Y
2
2037-11-20
Fixed
3.17000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR WN2326
3132XGSQ0
6920000.00000000
PA
USD
6516754.16000000
1.908619642966
Long
DBT
USGA
US
N
2
2032-12-01
Fixed
4.45000000
N
N
N
N
N
N
WELK RESORTS
N/A
WELK RESORTS 2019-A LLC WLKRG 2019-AA D
94946DAD3
151060.46000000
PA
USD
142957.68000000
0.041869284840
Long
ABS-MBS
US
N
2
2038-06-15
Fixed
4.03000000
N
N
N
N
N
N
PRESTIGE AUTO RECEIVABLES TRUST
N/A
PRESTIGE AUTO RECEIVABLES TRUST 2020-1 PART 2020-1A E
74114BAL7
2740000.00000000
PA
USD
2699223.32000000
0.790545495935
Long
ABS-MBS
US
Y
2
2028-02-15
Fixed
3.67000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2014-GC22 GSMS 2014-GC22 D
36253BAE3
3000000.00000000
PA
USD
832129.20000000
0.243713065985
Long
ABS-MBS
US
N
2
2047-06-10
Floating
4.83243480
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2014-GC20 GSMS 2014-GC20 C
36252WBE7
2625000.00000000
PA
USD
2369863.13000000
0.694082853212
Long
ABS-MBS
US
N
2
2047-04-10
Floating
5.10510600
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC
N/A
PLANET FITNESS MASTER ISSUER LLC PLNT 2022-1A A2I
72703PAD5
2626400.00000000
PA
USD
2433890.66000000
0.712835164324
Long
ABS-MBS
US
Y
2
2051-12-05
Fixed
3.25100000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA - CACLN CACLN 2021-1 F
46591HBV1
1000000.00000000
PA
USD
990187.60000000
0.290005032748
Long
ABS-MBS
US
Y
2
2028-09-25
Fixed
4.28000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2024-1A A
05377RHY3
2870000.00000000
PA
USD
2822301.17000000
0.826592398481
Long
ABS-MBS
US
Y
2
2030-06-20
Fixed
5.36000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST
N/A
FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1B
35564KL49
1845000.00000000
PA
USD
2027193.75000000
0.593722229863
Long
DBT
USGA
US
N
2
2052-03-25
Floating
10.33002000
N
N
N
N
N
N
LABRADOR AVIATION FIN LTD SER 2016
N/A
LABRADOR AVIATION FINANCE LTD 2016-1A LAFL 2016-1A B1
50543LAB8
1363675.44000000
PA
USD
896616.60000000
0.262600063306
Long
ABS-MBS
US
N
2
2042-01-15
Fixed
5.68200000
N
N
N
N
N
N
PALMER SQUARE CLO
N/A
PALMER SQUARE CLO 2021-4 LTD PLMRS 2021-4A E
69702GAA8
1875000.00000000
PA
USD
1875783.75000000
0.549377439029
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
11.64017160
N
N
N
N
N
N
FRONTIER ISSUER LLC
N/A
FRONTIER ISSUER LLC FYBR 2023-1 A2
35910EAA2
2295000.00000000
PA
USD
2292587.73000000
0.671450520806
Long
ABS-MBS
US
N
2
2053-08-20
Fixed
6.60000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM 2020-4 LLC PRPM 2020-4 A2
69359XAB5
1349570.18000000
PA
USD
1349217.81000000
0.395157397621
Long
ABS-MBS
US
Y
2
2025-10-25
Fixed
5.19300000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST 2018-4 TPMT 2018-4 A2
89175TAB4
1100000.00000000
PA
USD
880047.63000000
0.257747361972
Long
ABS-MBS
US
N
2
2058-06-25
Floating
2.99999880
N
N
N
N
N
N
FIRST INVESTORS AUTO OWNER TRUST
N/A
FIRST INVESTORS AUTO OWNER TRUST 2022-2 FIAOT 2022-2A D
32058KAD1
750000.00000000
PA
USD
779375.10000000
0.228262504396
Long
ABS-MBS
US
Y
2
2028-10-16
Fixed
8.71000000
N
N
N
N
N
N
GALAXY CLO, LTD
N/A
GALAXY XXVI CLO LTD GALXY 2018-26A E
36321MAA5
400000.00000000
PA
USD
398582.40000000
0.116736365881
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
11.43735120
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014-UBS4 MORTGAGE TRUST COMM 2014-UBS4 AM
12591QAT9
762000.00000000
PA
USD
718876.21000000
0.210543657406
Long
ABS-MBS
US
N
2
2047-08-10
Fixed
3.96800000
N
N
N
N
N
N
N/A
N/A
AASET 2020−1A E 0% 01/16/2040
00258AAA4
17029000.00000000
PA
USD
1038769.00000000
0.304233498644
Long
ABS-MBS
US
N
2
2040-01-16
Fixed
0.00000000
N
N
N
N
N
N
SOLRR AIRCRAFT LIMITED
N/A
LUNAR 2021-1 STRUCTURED AIRCRAFT PORTFOLIO NOTES SOLRR 2021-1 B
83438LAB7
1283749.36000000
PA
USD
1112610.68000000
0.325860166991
Long
ABS-MBS
IE
Y
2
2046-10-15
Fixed
3.43200000
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST
N/A
GSR MORTGAGE LOAN TRUST 2005-AR4 GSR 2005-AR4 4A1
362341FP9
23365.61000000
PA
USD
22335.33000000
0.006541546377
Long
ABS-MBS
US
N
2
2035-07-25
Floating
5.37499080
N
N
N
N
N
N
TRICON AMERICAN HOMES TRUST
N/A
TRICON AMERICAN HOMES 2020-SFR1 TAH 2020-SFR1 F
89613GAF3
160000.00000000
PA
USD
152729.97000000
0.044731382165
Long
ABS-MBS
US
N
2
2038-07-17
Fixed
4.88200000
N
N
N
N
N
N
BHG SECURITIZATION TRUST
N/A
BHG SECURITIZATION TRUST 2022-C BHG 2022-C E
08860DAE3
1890000.00000000
PA
USD
1821922.39000000
0.533602584375
Long
ABS-MBS
US
Y
2
2035-10-17
Fixed
9.73000000
N
N
N
N
N
N
COREVEST AMERICAN FINANCE
N/A
COREVEST AMERICAN FINANCE 2019-1 TRUST CAFL 2019-1 E
21872FAG2
575000.00000000
PA
USD
534015.21000000
0.156401775243
Long
ABS-MBS
US
N
2
2052-03-15
Floating
5.70429720
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP II GSMS 2023-SHIP B
36270GAC5
3100000.00000000
PA
USD
2973673.14000000
0.870926051131
Long
ABS-MBS
US
Y
2
2038-09-10
Floating
5.10075000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING 2021-1 LTD PSTAT 2021-1A D
69701VAA6
750000.00000000
PA
USD
745407.00000000
0.218313965399
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-20
Floating
11.58617160
N
N
N
N
N
N
WILLIS ENGINE STRUCTURED TRUST
N/A
WILLIS ENGINE STRUCTURED TRUST VI WESTF 2021-A A
97064GAA1
1327124.90000000
PA
USD
1155140.00000000
0.338316106491
Long
ABS-MBS
US
Y
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTR ALTERNATIVE LOAN TRUST 2004-2 MALT 2004-2 8A4
576434MU5
1771009.25000000
PA
USD
1537998.80000000
0.450447362055
Long
ABS-MBS
US
N
2
2034-03-25
Fixed
5.50000000
N
N
N
N
N
N
COREVEST AMERICAN FINANCE
N/A
COREVEST AMERICAN FINANCE 2020-2 TRUST CAFL 2020-2 D
21872VAF9
1211000.00000000
PA
USD
1073213.87000000
0.314321673504
Long
ABS-MBS
US
N
2
2052-05-15
Floating
4.74303960
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2012-LC4 MORTGAGE TRUST COMM 2012-LC4 D
126192AK9
1605000.00000000
PA
USD
977445.00000000
0.286272994364
Long
ABS-MBS
US
N
2
2044-12-10
Floating
5.46833520
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST 2020-4 TPMT 2020-4 M1
89179JAC0
2300000.00000000
PA
USD
1714127.21000000
0.502031653062
Long
ABS-MBS
US
Y
2
2060-10-25
Fixed
2.87500000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-2 D
34660DAF8
2745000.00000000
PA
USD
2741416.40000000
0.802902957841
Long
ABS-MBS
US
Y
2
2029-10-15
Fixed
7.09000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 C
95000DBK6
2902000.00000000
PA
USD
2498948.48000000
0.731889225615
Long
ABS-MBS
US
N
2
2049-06-15
Floating
5.22933120
N
N
N
N
N
N
STELLAR JAY IRELAND DAC
N/A
STELLAR JAY IRELAND DAC STELR 2021-1 A
858558AA7
285383.99000000
PA
USD
262113.78000000
0.076767589649
Long
ABS-MBS
US
Y
2
2041-10-15
Fixed
3.96700000
N
N
N
N
N
N
ALLEGRO CLO LTD
N/A
ALLEGRO CLO VI LTD ALLEG 2017-2A D
01749BAD1
250000.00000000
PA
USD
244561.75000000
0.071626970806
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
8.32867920
N
N
N
N
N
N
VOLT LLC
N/A
VOLT XCIV LLC VOLT 2021-NPL3 A2
92873AAB4
1657054.72000000
PA
USD
1463307.24000000
0.428571781808
Long
ABS-MBS
US
Y
2
2051-02-27
Fixed
4.94870000
N
N
N
N
N
N
HUNDSON'S BAY SIMON JV TRUST
N/A
HUDSONS BAY SIMON JV TRUST 2015-HBS HBCT 2015-HB10 A10
44422PBN1
3375000.00000000
PA
USD
3178140.64000000
0.930810263005
Long
ABS-MBS
US
N
2
2034-08-05
Fixed
4.15450000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 M1
89176VAC6
505000.00000000
PA
USD
402422.03000000
0.117860912405
Long
ABS-MBS
US
N
2
2058-07-25
Floating
3.25000080
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C24 AS
46643GAJ9
230000.00000000
PA
USD
215071.07000000
0.062989773552
Long
ABS-MBS
US
N
2
2047-11-15
Floating
3.91420080
N
N
N
N
N
N
LEHMAN MORTGAGE TRUST
N/A
LEHMAN MORTGAGE TRUST 2007-9 LMT 2007-9 1A1
52522XAA5
65402.59000000
PA
USD
59318.47000000
0.017373126905
Long
ABS-MBS
US
N
2
2037-10-25
Fixed
6.00000000
N
N
N
N
N
N
CIM TRUST
N/A
CIM TRUST 2022-R2 CIM 2022-R2 A1
12567NAA7
854249.54000000
PA
USD
773398.15000000
0.226511981990
Long
ABS-MBS
US
Y
2
2061-12-25
Floating
3.75000120
N
N
N
N
N
N
OHA CREDIT FUNDING LTD
N/A
OHA CREDIT FUNDING 2 LTD OAKC 2019-2A ER
67707FAG6
445000.00000000
PA
USD
444191.44000000
0.130094290317
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-21
Floating
11.94617160
N
N
N
N
N
N
MISSION LANE CREDIT CARD MASTER TRUST
N/A
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2023-B A
60510MAT5
1155000.00000000
PA
USD
1168835.28000000
0.342327164724
Long
ABS-MBS
US
Y
2
2028-11-15
Fixed
7.69000000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2024-1 E
35105AAF4
1250000.00000000
PA
USD
1233643.38000000
0.361308088301
Long
ABS-MBS
US
N
2
2031-05-15
Fixed
10.25000000
N
N
N
N
N
N
AASET TRUST
N/A
AASET 2020-1 TRUST AASET 2020-1A B
00255UAB1
2669291.64000000
PA
USD
1601589.93000000
0.469071860825
Long
ABS-MBS
US
N
2
2040-01-16
Fixed
4.33500000
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST
N/A
HILTON GRAND VACATIONS TRUST 2018-A HGVT 2018-AA C
43284BAC6
78705.32000000
PA
USD
76789.07000000
0.022489896621
Long
ABS-MBS
US
N
2
2032-02-25
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT TRUST
N/A
AMERICAN HOMES 4 RENT 2015-SFR1 TRUST AH4R 2015-SFR1 F
02666AAF5
3966000.00000000
PA
USD
3934245.03000000
1.152257267980
Long
ABS-MBS
US
N
2
2052-04-17
Fixed
5.88500000
N
N
N
N
N
N
MVW OWNER TRUST
N/A
MVW 2022-1 LLC MVWOT 2022-1A A
55400UAA1
1487257.64000000
PA
USD
1425419.40000000
0.417475233760
Long
ABS-MBS
US
Y
2
2039-11-21
Fixed
4.15000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTR ALTERNATIVE LOAN TRUST 2004-8 MALT 2004-8 2A1
576434UQ5
520566.88000000
PA
USD
491556.52000000
0.143966521778
Long
ABS-MBS
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK NA - SBCLN SBCLN 2021-1A E
80290CAL8
700000.00000000
PA
USD
690162.76000000
0.202134094403
Long
ABS-MBS
US
Y
2
2031-12-15
Fixed
6.17100000
N
N
N
N
N
N
AUXILIOR TERM FUNDING LLC
N/A
AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A E
05335JAF0
2750000.00000000
PA
USD
2719527.80000000
0.796492249244
Long
ABS-MBS
US
Y
2
2032-12-15
Fixed
10.97000000
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS LLC
N/A
COLLEGE AVE STUDENT LOANS 2023-A LLC CASL 2023-A E
193938AF4
1000000.00000000
PA
USD
970538.70000000
0.284250284973
Long
ABS-MBS
US
Y
2
2055-05-25
Fixed
8.49000000
N
N
N
N
N
N
CGCCRE COMMERCIAL MORTGAGE TRUST
N/A
CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 CGCC 2014-FL2 COL2
12528PAP7
2273502.92000000
PA
USD
948041.62000000
0.277661365436
Long
ABS-MBS
US
N
2
2031-11-15
Floating
9.93546000
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST
N/A
ONEMAIN FINANCIAL ISSUANCE TRUST 2018-2 OMFIT 2018-2A A
68269CAA4
62946.47000000
PA
USD
62706.54000000
0.018365421043
Long
ABS-MBS
US
N
2
2033-03-14
Fixed
3.57000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2023-A AFFRM 2023-A D
00834JAD2
1570000.00000000
PA
USD
1594398.27000000
0.466965575517
Long
ABS-MBS
US
Y
2
2028-01-18
Fixed
9.09000000
N
N
N
N
N
N
ACCELERATED ASSETS LLC
N/A
ACCELERATED ASSETS 2018-1 LLC AALLC 2018-1 B
00436MAB1
262012.50000000
PA
USD
257411.35000000
0.075390347229
Long
ABS-MBS
US
N
2
2033-12-02
Fixed
4.51000000
N
N
N
N
N
N
CGCCRE COMMERCIAL MORTGAGE TRUST
N/A
CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 CGCC 2014-FL2 COL1
12528PAN2
933676.73000000
PA
USD
455383.09000000
0.133372088206
Long
ABS-MBS
US
N
2
2031-11-15
Floating
8.93545920
N
N
N
N
N
N
SCF EQUIPMENT LEASING LLC
N/A
SCF EQUIPMENT LEASING 2021-1 LLC SCFET 2021-1A E
783897AG6
755000.00000000
PA
USD
713444.12000000
0.208952712985
Long
ABS-MBS
US
Y
2
2032-08-20
Fixed
3.56000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2023-4 MFT 2023-4A B
57108UAB0
1375000.00000000
PA
USD
1398180.58000000
0.409497558735
Long
ABS-MBS
US
Y
2
2033-12-15
Fixed
8.15000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST
N/A
FREDDIE MAC STACR REMIC TRUST 2020-DNA4 STACR 2020-DNA4 B1
35565XBD1
1195733.35000000
PA
USD
1366506.31000000
0.400220834094
Long
DBT
USGA
US
N
2
2050-08-25
Floating
11.44450080
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2022-SSP BPR 2022-SSP D
05602HAL7
2170000.00000000
PA
USD
2161862.50000000
0.633163862190
Long
ABS-MBS
US
Y
2
2039-05-15
Floating
11.95197840
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2018-1 LTD MAPSL 2018-1A B
56564RAB6
265482.42000000
PA
USD
226360.93000000
0.066296335075
Long
ABS-MBS
BM
N
2
2043-05-15
Fixed
5.19300000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST 2018-C14 UBSCM 2018-C14 C
90278KBF7
1885000.00000000
PA
USD
1556898.79000000
0.455982769910
Long
ABS-MBS
US
N
2
2051-12-15
Floating
5.36850360
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 WFRBS 2011-C4 D
92936CAW9
722000.00000000
PA
USD
606841.00000000
0.177730910867
Long
ABS-MBS
US
N
2
2044-06-15
Floating
5.14434960
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
CHL MORTGAGE PASS-THROUGH TRUST 2004-12 CWHL 2004-12 8A1
12669FM83
199023.96000000
PA
USD
184048.70000000
0.053903976651
Long
ABS-MBS
US
N
2
2034-08-25
Floating
5.59711800
N
N
N
N
N
N
MERCHANTS FLEET FUNDING LLC
N/A
MERCHANTS FLEET FUNDING LLC MFF 2023-1A D
588926AD7
730000.00000000
PA
USD
729074.36000000
0.213530480130
Long
ABS-MBS
US
Y
2
2036-05-20
Fixed
8.20000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST 2005-3 CMLTI 2005-3 2A3
17307GTL2
459570.67000000
PA
USD
372981.08000000
0.109238280018
Long
ABS-MBS
US
N
2
2035-08-25
Floating
5.29748640
N
N
N
N
N
N
AIMCO CLO
N/A
AIMCO CLO SERIES 2017-A AIMCO 2017-AA DR
00900CAS3
665000.00000000
PA
USD
659306.94000000
0.193097076478
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
8.73617040
N
N
N
N
N
N
OHA CREDIT FUNDING LTD
N/A
OHA CREDIT FUNDING 3 LTD OAKC 2019-3A ER
67112TAG5
2415000.00000000
PA
USD
2399667.17000000
0.702811826991
Long
ABS-CBDO
CORP
KY
Y
2
2035-07-02
Floating
11.83617000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 05/30/2024
912797HS9
2500000.00000000
PA
USD
2489376.73000000
0.729085862220
Long
DBT
UST
US
N
2
2024-05-30
None
0.00000000
N
N
N
N
N
N
AASET TRUST
N/A
AASET 2018-2 US LTD AASET 2018-2A C
04546KAC2
1500276.49000000
PA
USD
420229.25000000
0.123076271009
Long
ABS-MBS
US
N
2
2038-11-18
Fixed
6.89200000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTR ALTERNATIVE LOAN TRUST 2003-9 MALT 2003-9 4A1
576434KX1
205977.16000000
PA
USD
194616.04000000
0.056998927328
Long
ABS-MBS
US
N
2
2033-11-25
Fixed
5.25000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC
N/A
SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC SRFC 2020-2A D
826525AD9
170077.83000000
PA
USD
166277.63000000
0.048699205618
Long
ABS-MBS
US
N
2
2037-07-20
Fixed
6.59000000
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORPORATION
N/A
BANC OF AMERICA FUNDING 2005-7 TRUST BAFC 2005-7 3A1
05946XS61
247864.74000000
PA
USD
235686.70000000
0.069027656124
Long
ABS-MBS
US
N
2
2035-11-25
Fixed
5.75000000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTR ALTERNATIVE LOAN TRUST 2004-5 MALT 2004-5 2A1
576434RG1
242858.64000000
PA
USD
235382.63000000
0.068938600444
Long
ABS-MBS
US
N
2
2034-06-25
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MORGAN STANLEY CAPITAL I TRUST 2012-C4 MSC 2012-C4 D
61760VAE3
453729.38000000
PA
USD
421514.59000000
0.123452719945
Long
ABS-MBS
US
N
2
2045-03-15
Floating
5.33592720
N
N
N
N
N
N
37 CAPITAL CLO LTD
N/A
37 CAPITAL CLO 1 LTD PUTNM 2021-1A E
88430QAA5
1000000.00000000
PA
USD
994028.00000000
0.291129804788
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
12.77560080
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO XVI LTD BATLN 2019-16A ER
07133NAD6
830000.00000000
PA
USD
787091.16000000
0.230522375387
Long
ABS-CBDO
CORP
KY
Y
2
2032-12-19
Floating
12.18616920
N
N
N
N
N
N
THAYER PARK CLO LTD
N/A
THAYER PARK CLO LTD THAYR 2017-1A DR
88330PAE0
650000.00000000
PA
USD
645119.80000000
0.188941962841
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
11.83617000
N
N
N
N
N
N
WILLIS ENGINE STRUCTURED TRUST
N/A
WILLIS ENGINE STRUCTURED TRUST V WESTF 2020-A A
97064FAA3
970455.39000000
PA
USD
888044.32000000
0.260089423563
Long
ABS-MBS
US
N
2
2045-03-15
Fixed
3.22800000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST
N/A
CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 CLAST 2018-1 B
14856CAB5
592539.60000000
PA
USD
456264.20000000
0.133630146714
Long
ABS-MBS
US
N
2
2043-06-15
Fixed
5.30000000
N
N
N
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO LTD
N/A
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD GLM 2017-2A D
38136MAQ1
250000.00000000
PA
USD
251099.75000000
0.073541812906
Long
ABS-CBDO
CORP
KY
N
2
2030-11-28
Floating
8.23617000
N
N
N
N
N
N
ECAF I BLOCKER LTD
N/A
ECAF I BLOCKER LTD ELEMENT COMM AVIATION
3616399A7
9000000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
0.00000000
N
N
N
N
N
N
KESTREL AIRCRAFT FUNDING LTD
N/A
KESTREL AIRCRAFT FUNDING LTD KSTRL 2018-1A A
49255PAA1
1300084.16000000
PA
USD
1209182.28000000
0.354143948792
Long
ABS-MBS
KY
N
2
2038-12-15
Fixed
4.25000000
N
N
N
N
N
N
MARINER FINANCE ISSUANCE TRUST
N/A
MARINER FINANCE ISSUANCE TRUST 2023-A MFIT 2023-AA E
56847FAE5
1940000.00000000
PA
USD
1920143.52000000
0.562369478671
Long
ABS-MBS
US
Y
2
2035-10-22
Fixed
11.12000000
N
N
N
N
N
N
CIFC FUNDING LTD
N/A
CIFC FUNDING 2017-V LTD CIFC 2017-5A C
12551MAG4
500000.00000000
PA
USD
497669.00000000
0.145756738059
Long
ABS-CBDO
CORP
KY
N
2
2030-11-16
Floating
8.42868000
N
N
N
N
N
N
STARWOOD RETAIL PROPERTY TRUST
N/A
STARWOOD RETAIL PROPERTY TRUST 2014-STAR SRPT 2014-STAR F
85571XAU1
3040405.44000000
PA
USD
30404.05000000
0.008904704033
Long
ABS-MBS
US
N
2
2027-11-15
Floating
8.49999960
N
N
N
N
N
N
CSMC TRUST
N/A
CSMC 2014-USA OA LLC CSMC 2014-USA D
12649AAN9
105000.00000000
PA
USD
69455.60000000
0.020342078160
Long
ABS-MBS
US
N
2
2037-09-15
Fixed
4.37330000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 05/09/2024
912797HQ3
5750000.00000000
PA
USD
5743251.40000000
1.682077022916
Long
DBT
UST
US
N
2
2024-05-09
None
0.00000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2012-BWTR GSMS 2012-BWTR A
36192RAA0
3895000.00000000
PA
USD
2918435.47000000
0.854748104349
Long
ABS-MBS
US
N
2
2034-11-05
Fixed
2.95400000
N
N
N
N
N
N
WILLIS ENGINE STRUCTURED TRUST
N/A
WILLIS ENGINE STRUCTURED TRUST IV WESTF 2018-A A
97064EAA6
1950078.22000000
PA
USD
1861544.67000000
0.545207113263
Long
ABS-MBS
US
N
2
2043-09-15
Fixed
4.75000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 GCAR 2021-4A E
36263DAE7
2550000.00000000
PA
USD
2363779.37000000
0.692301048413
Long
ABS-MBS
US
Y
2
2028-10-16
Fixed
4.43000000
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE LOAN TRUST
N/A
MORGAN STANLEY MORTGAGE LOAN TRUST 2005-7 MSM 2005-7 7A5
61748HPQ8
106334.39000000
PA
USD
93631.97000000
0.027422826266
Long
ABS-MBS
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
CSMC TRUST
N/A
CSMC 2014-USA OA LLC CSMC 2014-USA C
12649AAL3
985000.00000000
PA
USD
745269.62000000
0.218273729699
Long
ABS-MBS
US
N
2
2037-09-15
Fixed
4.33550000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2021-1 TRUST MAPSL 2021-1A C
55292RAC5
7426369.98000000
PA
USD
6200870.41000000
1.816103964863
Long
ABS-MBS
US
Y
2
2046-06-15
Fixed
5.43700000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2013-C11 B
61762TAH9
3330000.00000000
PA
USD
2011619.70000000
0.589160919582
Long
ABS-MBS
US
N
2
2046-08-15
Floating
4.21277040
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
ALTERNATIVE LOAN TRUST 2004-J10 CWALT 2004-J10 2CB1
12667FVB8
246550.85000000
PA
USD
237070.08000000
0.069432818906
Long
ABS-MBS
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-B F
80290CCF9
750000.00000000
PA
USD
767337.45000000
0.224736930977
Long
ABS-MBS
US
Y
2
2033-12-15
Fixed
12.24000000
N
N
N
N
N
N
GLS AUTO SELECT RECEIVABLES TRUST
N/A
GLS AUTO SELECT RECEIVABLES TRUST 2023-2 GSAR 2023-2A D
36269EAF6
1335000.00000000
PA
USD
1415499.70000000
0.414569963159
Long
ABS-MBS
US
Y
2
2031-02-18
Fixed
8.22000000
N
N
N
N
N
N
WAVE LLC
N/A
WAVE 2019-1 LLC WAAV 2019-1 C
94354KAC4
2763068.56000000
PA
USD
939498.57000000
0.275159286542
Long
ABS-MBS
US
N
2
2044-09-15
Fixed
6.41300000
N
N
N
N
N
N
DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST
N/A
DEUTSCHE MORTGAGE SEC INC MORT LOAN TR SER 2004-1 DMSI 2004-1 3A5
251563CA8
772172.48000000
PA
USD
720314.61000000
0.210964934384
Long
ABS-MBS
US
N
2
2033-12-25
Fixed
6.16000000
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2022-SSP BPR 2022-SSP A
05602HAA1
2920000.00000000
PA
USD
2950245.94000000
0.864064719094
Long
ABS-MBS
US
Y
2
2039-05-15
Floating
8.32097880
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 D
17322MAA4
4790000.00000000
PA
USD
3712681.10000000
1.087365872879
Long
ABS-MBS
US
N
2
2047-05-10
Floating
5.03356320
N
N
N
N
N
N
OAKTREE CLO LTD
N/A
OAKTREE CLO 2019-4 LTD OAKCL 2019-4A E
67400JAA1
265000.00000000
PA
USD
264627.15000000
0.077503702633
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
12.81616920
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK 2021-B31 MORTGAGE TRUST BMARK 2021-B31 A5
08163MAE7
1000000.00000000
PA
USD
811054.80000000
0.237540819370
Long
ABS-MBS
US
N
2
2054-12-15
Fixed
2.66900000
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
N/A
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2005-14 A1
863579TM0
2790096.53000000
PA
USD
1653927.93000000
0.484400555513
Long
ABS-MBS
US
N
2
2035-07-25
Floating
5.74133040
N
N
N
N
N
N
MISSION LANE CREDIT CARD MASTER TRUST
N/A
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2023-A A
60510MAN8
590000.00000000
PA
USD
592954.54000000
0.173663860051
Long
ABS-MBS
US
Y
2
2028-07-17
Fixed
7.23000000
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2011-C3 C
46635TAX0
2490000.00000000
PA
USD
2191628.53000000
0.641881703643
Long
ABS-MBS
US
N
2
2046-02-15
Floating
5.36000040
N
N
N
N
N
N
N/A
N/A
HARBOUR AIRCRAFT INVESTMENTS LTD HAIL 2017-1 C
G4301UAH7
3913241.93000000
PA
USD
1851843.91000000
0.542365965564
Long
ABS-MBS
US
N
2
2037-11-15
Fixed
8.00000000
N
N
N
N
N
N
AGL CLO LTD
N/A
AGL CLO 1 LTD AGL 2019-1A DR
00119HAN0
1000000.00000000
PA
USD
995039.00000000
0.291425905334
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
8.63616960
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2013-GC13 GSMS 2013-GC13 C
36198EAY1
610000.00000000
PA
USD
503945.46000000
0.147594980618
Long
ABS-MBS
US
N
2
2046-07-10
Floating
3.97069920
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST
N/A
MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 M3
59982HAL4
730000.00000000
PA
USD
568418.95000000
0.166477903994
Long
ABS-MBS
US
Y
2
2060-11-25
Floating
2.49999840
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 WFRBS 2012-C10 C
92890NAY5
2130000.00000000
PA
USD
1653001.41000000
0.484129197375
Long
ABS-MBS
US
N
2
2045-12-15
Floating
4.47936120
N
N
N
N
N
N
PRPM LLC
N/A
PRPM 2024-2 LLC PRPM 2024-2 A1
74448BAA8
1235000.00000000
PA
USD
1232304.24000000
0.360915882482
Long
ABS-MBS
US
Y
2
2029-03-25
Fixed
7.02600000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2004-S1 JPMMT 2004-S1 2A1
466247EV1
802109.22000000
PA
USD
767058.25000000
0.224655159194
Long
ABS-MBS
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2023-X1 AFFRM 2023-X1 D
00834KAD9
1000000.00000000
PA
USD
1025742.20000000
0.300418224084
Long
ABS-MBS
US
Y
2
2028-11-15
Fixed
9.55000000
N
N
N
N
N
N
CARVAL CLO LTD
N/A
CARVAL CLO IV LTD CARVL 2021-1A A1A
14687EAA8
1850000.00000000
PA
USD
1846050.25000000
0.540669124927
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
6.76617120
N
N
N
N
N
N
MED TRUST
N/A
MED TRUST 2021-MDLN MED 2021-MDLN A
58403YAD8
527468.55000000
PA
USD
525160.88000000
0.153808529012
Long
ABS-MBS
US
Y
2
2038-11-15
Floating
6.38547840
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
ALTERNATIVE LOAN TRUST 2004-J3 CWALT 2004-J3 1A1
12667FGT6
233471.46000000
PA
USD
220662.75000000
0.064627458513
Long
ABS-MBS
US
N
2
2034-04-25
Fixed
5.50000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-1 CAALT 2023-1A C
224927AE3
495000.00000000
PA
USD
504194.08000000
0.147667796164
Long
ABS-MBS
US
Y
2
2033-07-15
Fixed
7.71000000
N
N
N
N
N
N
BANK
N/A
BANK 2021-BNK34 BANK 2021-BN34 A5
06541JAL5
1000000.00000000
PA
USD
785265.20000000
0.229987590272
Long
ABS-MBS
US
N
2
2063-06-15
Fixed
2.43800000
N
N
N
N
N
N
OHA CREDIT FUNDING LTD
N/A
OHA CREDIT FUNDING 4 LTD OAKC 2019-4A ER
67098EAG6
2355000.00000000
PA
USD
2341079.60000000
0.685652765257
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-22
Floating
11.98617120
N
N
N
N
N
N
RAPTOR AIRCRAFT FINANCE LIMITED
N/A
RAPTOR AIRCRAFT FINANCE I LLC RPTOR 2019-1 A
75383HAA9
2194413.85000000
PA
USD
1805278.44000000
0.528727922983
Long
ABS-MBS
KY
N
2
2044-08-23
Fixed
4.21300000
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2021-NRD BPR 2021-NRD F
05592CAQ9
2545000.00000000
PA
USD
2419905.11000000
0.708739092140
Long
ABS-MBS
US
Y
2
2038-12-15
Floating
12.19100040
N
N
N
N
N
N
BRIDGECREST LENDING AUTO SECURITIZATION TRUST
N/A
BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-2 A3
10805MAC1
2740000.00000000
PA
USD
2740271.26000000
0.802567570523
Long
ABS-MBS
US
N
2
2028-06-15
Fixed
5.84000000
N
N
N
N
N
N
ROCKLAND PARK CLO
N/A
ROCKLAND PARK CLO LTD ROCKP 2021-1A E
77366PAA8
2450000.00000000
PA
USD
2460022.95000000
0.720488760085
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
11.83617000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014-CCRE21 MORTGAGE TRUST COMM 2014-CR21 AM
12592RBJ7
330000.00000000
PA
USD
315616.59000000
0.092437432582
Long
ABS-MBS
US
N
2
2047-12-10
Fixed
3.98700000
N
N
N
N
N
N
LABRADOR AVIATION FIN LTD SER 2016
N/A
LABRADOR AVIATION FINANCE LTD 2016-1A LAFL 2016-1A A1
50543LAA0
3059114.49000000
PA
USD
2699734.61000000
0.790695241976
Long
ABS-MBS
US
N
2
2042-01-15
Fixed
4.30000000
N
N
N
N
N
N
AGL CLO LTD
N/A
AGL CLO 3 LTD AGL 2020-3A D
00119MAJ8
2100000.00000000
PA
USD
2089859.10000000
0.612075587226
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
8.89017120
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
ALTERNATIVE LOAN TRUST 2004-28CB CWALT 2004-28CB 5A1
12667FYU3
110572.41000000
PA
USD
103301.43000000
0.030254806856
Long
ABS-MBS
US
N
2
2035-01-25
Fixed
5.75000000
N
N
N
N
N
N
KDAC AVIATION FINANCE (CAYMAN) LTD
N/A
KDAC AVIATION FINANCE LTD KDAC 2017-1A C
48244XAC6
3495319.52000000
PA
USD
687003.30000000
0.201208755305
Long
ABS-MBS
KY
N
2
2042-12-15
Fixed
7.38500000
N
N
N
N
N
N
TAILWIND 2019-1 LTD
N/A
GAIA AVIATION LTD TLWND 2019-1 C
87404LAC6
2400711.90000000
PA
USD
1302170.14000000
0.381378128845
Long
ABS-MBS
KY
N
2
2044-12-15
Fixed
7.00000000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
ALTERNATIVE LOAN TRUST 2005-J1 CWALT 2005-J1 2A1
12667FT88
240.74000000
PA
USD
238.19000000
0.000069760819
Long
ABS-MBS
US
N
2
2025-02-25
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 08/13/2024
912797KX4
4400000.00000000
PA
USD
4333266.65000000
1.269122272122
Long
DBT
UST
US
N
2
2024-08-13
None
0.00000000
N
N
N
N
N
N
ELMWOOD CLO
N/A
ELMWOOD CLO VIII LTD ELMW8 2021-1A ER
290021AL8
3250000.00000000
PA
USD
3248917.75000000
0.951539383531
Long
ABS-CBDO
CORP
KY
Y
2
2037-04-20
Floating
11.57748120
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2011-GC5 GSMS 2011-GC5 C
36191YAJ7
100000.00000000
PA
USD
77035.42000000
0.022562047333
Long
ABS-MBS
US
N
2
2044-08-10
Floating
5.29736040
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRUST
N/A
INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR6 INDX 2004-AR6 4A
45660NX75
617248.55000000
PA
USD
573990.91000000
0.168109813384
Long
ABS-MBS
US
N
2
2034-10-25
Floating
5.52379320
N
N
N
N
N
N
THUNDERBOLT AIRCRAFT LEASE LIMITED
N/A
THUNDERBOLT AIRCRAFT LEASE LTD TBOLT 2017-A C
88606WAC6
1705051.88000000
PA
USD
680576.57000000
0.199326501837
Long
ABS-MBS
KY
N
2
2032-05-17
Fixed
4.50000000
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MORTGAGE TRUST
N/A
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-2 MARM 2005-2 3A1
576433XW1
684344.28000000
PA
USD
610347.30000000
0.178757832075
Long
ABS-MBS
US
N
2
2035-03-25
Floating
4.34933640
N
N
N
N
N
N
FIRST INVESTORS AUTO OWNER TRUST
N/A
FIRST INVESTORS AUTO OWNER TRUST 2021-1 FIAOT 2021-1A E
32059FAJ8
660000.00000000
PA
USD
637223.14000000
0.186629197925
Long
ABS-MBS
US
Y
2
2027-04-15
Fixed
3.35000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST
N/A
TOWD POINT MORTGAGE TRUST 2019-2 TPMT 2019-2 M1
89177JAC2
890000.00000000
PA
USD
737470.11000000
0.215989417966
Long
ABS-MBS
US
N
2
2058-12-25
Floating
3.74915160
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012-CK MSBAM 2012-CKSV C
553514AL4
830000.00000000
PA
USD
512334.10000000
0.150051836084
Long
ABS-MBS
US
N
2
2030-10-15
Floating
4.42203120
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB GSMS 2013-PEMB A
36197VAA6
615000.00000000
PA
USD
497534.20000000
0.145717257986
Long
ABS-MBS
US
N
2
2033-03-05
Floating
3.66781680
N
N
N
N
N
N
CIFC FUNDING LTD
N/A
CIFC FUNDING 2018-I LTD CIFC 2018-1A D
12551RAG3
365000.00000000
PA
USD
362262.50000000
0.106099034340
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
8.23853880
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC
N/A
SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC SRFC 2024-1A D
826935AD0
994513.54000000
PA
USD
987440.66000000
0.289200512044
Long
ABS-MBS
US
Y
2
2043-01-20
Fixed
8.02000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST 2019-RP1 CMLTI 2019-RP1 M3
17327RAD2
1005000.00000000
PA
USD
828692.65000000
0.242706573078
Long
ABS-MBS
US
N
2
2066-01-25
Floating
3.99999960
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2022-STAR BPR 2022-STAR A
055980AA4
1530000.00000000
PA
USD
1533825.00000000
0.449224944197
Long
ABS-MBS
US
Y
2
2039-08-15
Floating
8.55298080
N
N
N
N
N
N
TIC HOME IMPROVEMENT TRUST
N/A
TIC HOME IMPROVEMENT TRUST 2024-A TIC 2024-A C
87252DAC7
1145000.00000000
PA
USD
1132411.30000000
0.331659350350
Long
ABS-MBS
US
Y
2
2046-10-15
Fixed
11.73000000
N
N
N
N
N
N
OCP CLO LTD
N/A
OCP CLO 2018-15 LTD OCP 2018-15A D
67112QAA4
645000.00000000
PA
USD
628156.47000000
0.183973761793
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
11.43617040
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
ALTERNATIVE LOAN TRUST 2004-14T2 CWALT 2004-14T2 A11
12667FMX0
168296.94000000
PA
USD
156978.45000000
0.045975672219
Long
ABS-MBS
US
N
2
2034-08-25
Fixed
5.50000000
N
N
N
N
N
N
AGL CLO LTD
N/A
AGL CLO 7 LTD AGL 2020-7A ER
008510AE9
2345000.00000000
PA
USD
2297197.18000000
0.672800531348
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
11.94017040
N
N
N
N
N
N
SEACUBE CONTAINER CLIF
N/A
CLI FUNDING VI LLC CLIF 2020-3A B
12563LAT4
636999.93000000
PA
USD
569219.06000000
0.166712239313
Long
ABS-MBS
US
Y
2
2045-10-18
Fixed
3.30000000
N
N
N
N
N
N
AASET TRUST
N/A
AASET 2017-1 TRUST AASET 2017-1A C
000366AC8
1231098.61000000
PA
USD
1147390.80000000
0.336046529494
Long
ABS-MBS
US
N
2
2042-05-16
Fixed
7.38500000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012-CK MSBAM 2012-CKSV D
553514AN0
400000.00000000
PA
USD
156874.40000000
0.045945198171
Long
ABS-MBS
US
N
2
2030-10-15
Floating
4.42203120
N
N
N
N
N
N
SUNNOVA HELIOS ISSUER LLC
N/A
SUNNOVA HELIOS X ISSUER LLC SNVA 2022-C C
86744WAC3
2761092.33000000
PA
USD
2366073.89000000
0.692973064855
Long
ABS-MBS
US
Y
2
2049-11-22
Fixed
6.00000000
N
N
N
N
N
N
BBCMS TRUST
N/A
BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A
05493BAA6
2885000.00000000
PA
USD
2870575.00000000
0.840730783621
Long
ABS-MBS
US
Y
2
2037-10-15
Floating
7.57548000
N
N
N
N
N
N
APL FINANCE DESIGNATED ACTIVITY COMPANY
N/A
APL FINANCE 2023-1 DAC ASHPL 2023-1A A
03790CAA9
1730798.63000000
PA
USD
1732494.81000000
0.507411135132
Long
ABS-MBS
US
Y
2
2031-07-21
Fixed
7.00000000
N
N
N
N
N
N
SCF EQUIPMENT LEASING LLC
N/A
SCF EQUIPMENT LEASING 2022-2 LLC SCFET 2022-2A E
78397WAG1
3750000.00000000
PA
USD
3498342.38000000
1.024590589172
Long
ABS-MBS
US
Y
2
2035-06-20
Fixed
6.50000000
N
N
N
N
N
N
BHG SECURITIZATION TRUST
N/A
BHG SECURITIZATION TRUST 2024-1CON BHG 2024-1CON E
08862HAE2
2500000.00000000
PA
USD
2373078.25000000
0.695024493949
Long
ABS-MBS
US
Y
2
2035-04-17
Fixed
10.45000000
N
N
N
N
N
N
CAL FUNDING LIMITED
N/A
CAL FUNDING IV LTD CAI 2020-1A B
12807CAC7
716279.11000000
PA
USD
642492.41000000
0.188172455807
Long
ABS-MBS
BM
N
2
2045-09-25
Fixed
3.50000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2011-GC5 GSMS 2011-GC5 D
36191YAL2
4972728.00000000
PA
USD
2363807.14000000
0.692309181659
Long
ABS-MBS
US
N
2
2044-08-10
Floating
5.29736040
N
N
N
N
N
N
SCF EQUIPMENT LEASING LLC
N/A
SCF EQUIPMENT LEASING 2022-2 LLC SCFET 2022-2A D
78397WAF3
1510000.00000000
PA
USD
1469529.28000000
0.430394085899
Long
ABS-MBS
US
Y
2
2032-10-20
Fixed
6.50000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS LIMITED
N/A
TEXTAINER MARINE CONTAINERS VII LTD TMCL 2021-1A B
88315LAN8
520524.43000000
PA
USD
450982.31000000
0.132083192700
Long
ABS-MBS
BM
Y
2
2046-02-20
Fixed
2.52000000
N
N
N
N
N
N
VSTRONG AUTO RECEIVABLES TRUST
N/A
VSTRONG AUTO RECEIVABLES TRUST 2023-A VSTRG 2023-A C
92920CAJ6
2845000.00000000
PA
USD
2938848.87000000
0.860726758026
Long
ABS-MBS
US
Y
2
2030-02-15
Fixed
8.04000000
N
N
N
N
N
N
PIKES PEAK CLO
N/A
PIKES PEAK CLO 1 PIPK 2018-1A D
721327AG9
510000.00000000
PA
USD
507640.23000000
0.148677100708
Long
ABS-CBDO
CORP
KY
N
2
2031-07-24
Floating
8.73455040
N
N
N
N
N
N
BHG SECURITIZATION TRUST
N/A
BHG SECURITIZATION TRUST 2023-B BHG 2023-B E
08862GAE4
2500000.00000000
PA
USD
2541448.75000000
0.744336656984
Long
ABS-MBS
US
Y
2
2036-12-17
Fixed
12.40000000
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 WFRBS 2012-C7 D
92936TAJ1
0.30000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
US
Y
2
2045-06-15
Floating
4.80603240
N
N
N
N
N
N
AASET TRUST
N/A
AASET 2018-2 US LTD AASET 2018-2A A
04546KAA6
590458.12000000
PA
USD
531413.96000000
0.155639924063
Long
ABS-MBS
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
MASTR ALTERNATIVE LOAN TR
N/A
MASTR ALTERNATIVE LOAN TRUST 2004-5 MALT 2004-5 1A1
576434RF3
172600.84000000
PA
USD
164679.93000000
0.048231273036
Long
ABS-MBS
US
N
2
2034-06-25
Fixed
5.50000000
N
N
N
N
N
N
EVERBRIGHT SOLAR TRUST
N/A
EVERBRIGHT SOLAR TRUST 2024-A EVBRT 2024-A A
29977FAA2
1067863.85000000
PA
USD
1040594.02000000
0.304768008453
Long
ABS-MBS
US
Y
2
2054-06-22
Fixed
6.43000000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-C E
80290CBJ2
205550.28000000
PA
USD
209997.69000000
0.061503887713
Long
ABS-MBS
US
Y
2
2032-12-15
Fixed
11.36600000
N
N
N
N
N
N
N/A
N/A
HARBOUR AIRCRAFT INVESTMENTS LTD HAIL 2017-1 A
G4301UAF1
6521835.45000000
PA
USD
5872104.12000000
1.719815262906
Long
ABS-MBS
US
N
2
2037-11-15
Fixed
4.00000000
N
N
N
N
N
N
PALMER SQUARE CLO
N/A
PALMER SQUARE CLO 2019-1 LTD PLMRS 2019-1A CR
69700GAQ5
1000000.00000000
PA
USD
992921.00000000
0.290805587871
Long
ABS-CBDO
CORP
KY
Y
2
2034-11-14
Floating
8.61814080
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 WFCM 2014-LC16 C
94988XBA3
1485000.00000000
PA
USD
1018145.25000000
0.298193237896
Long
ABS-MBS
US
N
2
2050-08-15
Fixed
4.45800000
N
N
N
N
N
N
KKR CLO LTD/LLC
N/A
KKR CLO 24 LTD KKR 24 E
48252TAA8
860000.00000000
PA
USD
859624.18000000
0.251765764863
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
11.96616960
N
N
N
N
N
N
2024-04-30
THE ADVISORS' INNER CIRCLE FUND
Andy Metzger
Andy Metzger
CFO