Loomis Sayles Full Discretion Institutional Securitized Fund

Fund Profile

Fund profile

Fund manager

Advisors' Inner Circle Fund

Total assets

$382.52 mm

Liabilities

$8.52 mm

Net assets

$374.00 mm

Number of holdings

252.00

Top 200 of 252 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FIRST AMERICAN TREASURY OBLIGATIONS FUND CLASS X	18.06 mm	18.06 mm principal	4.83	Short-term investment vehicle	Long	USA
FREDDIE MAC POOL FR WN2326	6.72 mm	6.92 mm principal	1.80	Debt	Long	USA
HARBOUR AIRCRAFT INVESTMENTS LTD HAIL 2017-1 C	6.14 mm	8.12 mm principal	1.64	ABS-mortgage backed security	Long	USA
HARBOUR AIRCRAFT INVESTMENTS LTD HAIL 2017-1 A	5.74 mm	5.82 mm principal	1.54	ABS-mortgage backed security	Long	USA
FORTIVA RETAIL CREDIT MASTER NOTE BUSINESS TRUST FRCMT 2024-ONE C	5.33 mm	5.27 mm principal	1.43	ABS-mortgage backed security	Long	USA
AIM AVIATION FINANCE LTD DCAL 2015-1A B1	5.15 mm	8.88 mm principal	1.38	ABS-mortgage backed security	Long	Cayman Islands
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2021-1A D	4.72 mm	5.00 mm principal	1.26	ABS-mortgage backed security	Long	USA
AASET 2020-1 TRUST AASET 2020-1A B	4.65 mm	5.61 mm principal	1.24	ABS-mortgage backed security	Long	USA
PALMER SQUARE CLO 2024-2 LTD PLMRS 2024-2A E	3.97 mm	4.00 mm principal	1.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 D	3.95 mm	4.79 mm principal	1.06	ABS-mortgage backed security	Long	USA
FRONTIER ISSUER LLC FYBR 2024-1 C	3.92 mm	3.50 mm principal	1.05	ABS-mortgage backed security	Long	USA
ROC MORTGAGE TRUST 2024-RTL1 ROC 2024-RTL1 M1	3.72 mm	3.74 mm principal	1.00	ABS-mortgage backed security	Long	USA
BMO 2024-C9 MORTGAGE TRUST BMO 2024-C9 A5	3.72 mm	3.56 mm principal	0.99	ABS-mortgage backed security	Long	USA
720 EAST CLO VI LTD NWML 2024-3A E	3.72 mm	3.72 mm principal	0.99	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PRPM 2024-5 LLC PRPM 2024-5 A2	3.68 mm	3.73 mm principal	0.98	ABS-mortgage backed security	Long	USA
SCF EQUIPMENT LEASING 2022-2 LLC SCFET 2022-2A E	3.66 mm	3.75 mm principal	0.98	ABS-mortgage backed security	Long	USA
AVENTURA MALL TRUST AVMT 2018-AVM A	3.61 mm	3.76 mm principal	0.96	ABS-mortgage backed security	Long	USA
TVC MORTGAGE TRUST 2024-RRTL1 TVC 2024-RRTL1 M1	3.58 mm	3.61 mm principal	0.96	ABS-mortgage backed security	Long	USA
FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020-SFR1 F1	3.55 mm	3.62 mm principal	0.95	ABS-mortgage backed security	Long	USA
OCP CLO 2019-17 LTD OCP 2019-17A ER2	3.49 mm	3.50 mm principal	0.93	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KDAC AVIATION FINANCE LTD KDAC 2017-1A C	3.47 mm	14.05 mm principal	0.93	ABS-mortgage backed security	Long	Cayman Islands
GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP GSMS 2023-SHIP B	3.40 mm	3.44 mm principal	0.91	ABS-mortgage backed security	Long	USA
HUDSONS BAY SIMON JV TRUST 2015-HBS HBCT 2015-HB10 A10	3.25 mm	3.38 mm principal	0.87	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 5365 LY	3.24 mm	3.11 mm principal	0.87	Debt	Long	USA
GS MORTGAGE SECURITIES CORP TRUST 2012-BWTR GSMS 2012-BWTR A	3.23 mm	3.88 mm principal	0.86	ABS-mortgage backed security	Long	USA
FRONTIER ISSUER LLC FYBR 2023-1 C	3.20 mm	3.00 mm principal	0.86	ABS-mortgage backed security	Long	USA
CLSEC HOLDINGS 22T LLC CLAF 2021-1 C	3.19 mm	3.73 mm principal	0.85	ABS-mortgage backed security	Long	USA
VSTRONG AUTO RECEIVABLES TRUST 2023-A VSTRG 2023-A C	3.04 mm	2.85 mm principal	0.81	ABS-mortgage backed security	Long	USA
TREASURY BILL 0.000000% 11/07/2024	3.00 mm	3.00 mm principal	0.80	Debt	Long	USA
FORA FINANCIAL ASSET SECURITIZATION 2024 LLC FORA 2024-1A D	2.99 mm	3.00 mm principal	0.80	ABS-mortgage backed security	Long	USA
BPR TRUST 2022-SSP BPR 2022-SSP A	2.93 mm	2.92 mm principal	0.78	ABS-mortgage backed security	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2024-1A A	2.90 mm	2.87 mm principal	0.78	ABS-mortgage backed security	Long	USA
BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A	2.88 mm	2.89 mm principal	0.77	ABS-mortgage backed security	Long	USA
PG&E WILDFIRE RECOVERY FUNDING LLC 4.263000% 06/01/2036	2.84 mm	3.00 mm principal	0.76	Debt	Long	USA
AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A E	2.80 mm	2.75 mm principal	0.75	ABS-mortgage backed security	Long	USA
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-2 D	2.79 mm	2.75 mm principal	0.75	ABS-mortgage backed security	Long	USA
BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-2 A3	2.77 mm	2.74 mm principal	0.74	ABS-mortgage backed security	Long	USA
CSMC 2014-USA OA LLC CSMC 2014-USA E	2.76 mm	5.48 mm principal	0.74	ABS-mortgage backed security	Long	USA
PRESTIGE AUTO RECEIVABLES TRUST 2020-1 PART 2020-1A E	2.73 mm	2.74 mm principal	0.73	ABS-mortgage backed security	Long	USA
LABRADOR AVIATION FINANCE LTD 2016-1A LAFL 2016-1A A1	2.72 mm	2.80 mm principal	0.73	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST 2011-GC5 GSMS 2011-GC5 D	2.71 mm	4.97 mm principal	0.73	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 C	2.70 mm	2.90 mm principal	0.72	ABS-mortgage backed security	Long	USA
CIG AUTO RECEIVABLES TRUST 2021-1 CIGAR 2021-1A D	2.65 mm	2.67 mm principal	0.71	ABS-mortgage backed security	Long	USA
EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH F	2.65 mm	2.64 mm principal	0.71	ABS-mortgage backed security	Long	USA
BHG SECURITIZATION TRUST 2023-B BHG 2023-B E	2.63 mm	2.50 mm principal	0.70	ABS-mortgage backed security	Long	USA
AASET 2020-1 TRUST AASET 2020-1A C	2.59 mm	7.67 mm principal	0.69	ABS-mortgage backed security	Long	USA
SUNNOVA HELIOS XIII ISSUER LLC SNVA 2024-A A	2.57 mm	2.71 mm principal	0.69	ABS-mortgage backed security	Long	USA
CIG AUTO RECEIVABLES TRUST 2021-1 CIGAR 2021-1A E	2.53 mm	2.55 mm principal	0.68	ABS-mortgage backed security	Long	USA
BHG SECURITIZATION TRUST 2024-1CON BHG 2024-1CON E	2.51 mm	2.50 mm principal	0.67	ABS-mortgage backed security	Long	USA
RFS ASSET SECURITIZATION II LLC RAPID 2024-1 E	2.50 mm	2.50 mm principal	0.67	ABS-mortgage backed security	Long	USA
PLANET FITNESS MASTER ISSUER LLC PLNT 2022-1A A2I	2.50 mm	2.61 mm principal	0.67	ABS-mortgage backed security	Long	USA
CLOVER CLO 2021-2 LLC CLVR 2021-2A E	2.49 mm	2.50 mm principal	0.67	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GS MORTGAGE SECURITIES TRUST 2014-GC22 GSMS 2014-GC22 B	2.49 mm	3.07 mm principal	0.66	ABS-mortgage backed security	Long	USA
OHA CREDIT FUNDING 3 LTD OAKC 2019-3A ER	2.42 mm	2.42 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BPR TRUST 2021-NRD BPR 2021-NRD F	2.41 mm	2.55 mm principal	0.64	ABS-mortgage backed security	Long	USA
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 F1	2.38 mm	2.45 mm principal	0.64	ABS-mortgage backed security	Long	USA
CARVANA AUTO RECEIVABLES TRUST 2022-P2 CRVNA 2022-P2 B	2.38 mm	2.38 mm principal	0.64	ABS-mortgage backed security	Long	USA
OHA CREDIT FUNDING 4 LTD OAKC 2019-4A ER	2.35 mm	2.36 mm principal	0.63	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MORGAN STANLEY CAPITAL I TRUST 2011-C2 MSC 2011-C2 E	2.35 mm	2.93 mm principal	0.63	ABS-mortgage backed security	Long	USA
AGL CLO 7 LTD AGL 2020-7A ER	2.34 mm	2.35 mm principal	0.63	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA CREDIT FUNDING 2 LTD OAKC 2019-2A AR	2.30 mm	2.30 mm principal	0.62	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020-SFR1 F2	2.27 mm	2.31 mm principal	0.61	ABS-mortgage backed security	Long	USA
522 FUNDING CLO 2020-6 LTD MORGN 2020-6A A1R	2.27 mm	2.27 mm principal	0.61	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2011-C3 C	2.26 mm	2.49 mm principal	0.60	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA3 STACR 2021-DNA3 B1	2.24 mm	2.00 mm principal	0.60	Debt	Long	USA
BPR TRUST 2022-SSP BPR 2022-SSP D	2.17 mm	2.17 mm principal	0.58	ABS-mortgage backed security	Long	USA
SUNNOVA HELIOS X ISSUER LLC SNVA 2022-C C	2.17 mm	2.71 mm principal	0.58	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2020-DNA6 STACR 2020-DNA6 B1	2.16 mm	2.00 mm principal	0.58	Debt	Long	USA
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 D	2.13 mm	2.09 mm principal	0.57	ABS-mortgage backed security	Long	USA
AGL CLO 3 LTD AGL 2020-3A D	2.10 mm	2.10 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MORGAN STANLEY CAPITAL I TRUST 2013-ALTM MSC 2013-ALTM E	2.09 mm	2.50 mm principal	0.56	ABS-mortgage backed security	Long	USA
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2013-C11 B	2.03 mm	3.33 mm principal	0.54	ABS-mortgage backed security	Long	USA
STREAM INNOVATIONS 2024-1 ISSUER TRUST STRE 2024-1A C	2.03 mm	2.00 mm principal	0.54	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1B	2.02 mm	1.85 mm principal	0.54	Debt	Long	USA
LABRADOR AVIATION FINANCE LTD 2016-1A LAFL 2016-1A B1	2.02 mm	2.50 mm principal	0.54	ABS-mortgage backed security	Long	USA
MARINER FINANCE ISSUANCE TRUST 2023-A MFIT 2023-AA E	2.00 mm	1.94 mm principal	0.53	ABS-mortgage backed security	Long	USA
PIKES PEAK CLO 4 PIPK 2019-4A ER	1.97 mm	1.99 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BPR TRUST 2021-NRD BPR 2021-NRD E	1.94 mm	2.03 mm principal	0.52	ABS-mortgage backed security	Long	USA
BHG SECURITIZATION TRUST 2022-C BHG 2022-C E	1.91 mm	1.89 mm principal	0.51	ABS-mortgage backed security	Long	USA
PALMER SQUARE CLO 2021-4 LTD PLMRS 2021-4A E	1.88 mm	1.88 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA CREDIT FUNDING 8 LTD OAKC 2021-8A D	1.88 mm	1.88 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCTANE RECEIVABLES TRUST 2024-1 OCTL 2024-1A E	1.86 mm	1.87 mm principal	0.50	ABS-mortgage backed security	Long	USA
CARVAL CLO IV LTD CARVL 2021-1A A1A	1.85 mm	1.85 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RAPTOR AIRCRAFT FINANCE I LLC RPTOR 2019-1 A	1.82 mm	2.15 mm principal	0.49	ABS-mortgage backed security	Long	Cayman Islands
TOWD POINT MORTGAGE TRUST 2020-4 TPMT 2020-4 M1	1.81 mm	2.30 mm principal	0.49	ABS-mortgage backed security	Long	USA
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 WFRBS 2012-C10 C	1.73 mm	2.13 mm principal	0.46	ABS-mortgage backed security	Long	USA
VOLT XCIV LLC VOLT 2021-NPL3 A2	1.68 mm	1.70 mm principal	0.45	ABS-mortgage backed security	Long	USA
AASET 2024-1 AASET 2024-1A A2	1.64 mm	1.63 mm principal	0.44	ABS-mortgage backed security	Long	USA
UBS COMMERCIAL MORTGAGE TRUST 2018-C14 UBSCM 2018-C14 C	1.63 mm	1.89 mm principal	0.43	ABS-mortgage backed security	Long	USA
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2024-B A	1.62 mm	1.62 mm principal	0.43	ABS-mortgage backed security	Long	USA
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2005-14 A1	1.58 mm	2.67 mm principal	0.42	ABS-mortgage backed security	Long	USA
AFFIRM ASSET SECURITIZATION TRUST 2023-A AFFRM 2023-A D	1.58 mm	1.57 mm principal	0.42	ABS-mortgage backed security	Long	USA
DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC C	1.56 mm	1.51 mm principal	0.42	ABS-mortgage backed security	Long	USA
BIZ2CREDIT ASSET SECURITIZATION LLC BZTC 2024-1A B	1.53 mm	1.52 mm principal	0.41	ABS-mortgage backed security	Long	USA
BPR TRUST 2022-STAR BPR 2022-STAR A	1.52 mm	1.53 mm principal	0.41	ABS-mortgage backed security	Long	USA
EWC MASTER ISSUER LLC WAX 2022-1A A2	1.52 mm	1.56 mm principal	0.41	ABS-mortgage backed security	Long	USA
MASTR ALTERNATIVE LOAN TRUST 2004-2 MALT 2004-2 8A4	1.52 mm	1.69 mm principal	0.41	ABS-mortgage backed security	Long	USA
COMPASS DATACENTERS ISSUER II LLC CMPDC 2024-2A A1	1.51 mm	1.53 mm principal	0.40	ABS-mortgage backed security	Long	USA
FALCON 2019-1 AEROSPACE LTD FLCON 2019-1 C	1.47 mm	1.96 mm principal	0.39	ABS-mortgage backed security	Long	Cayman Islands
SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A E	1.46 mm	1.50 mm principal	0.39	ABS-mortgage backed security	Long	USA
WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 WFRBS 2011-C4 E	1.45 mm	1.68 mm principal	0.39	ABS-mortgage backed security	Long	USA
MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2024-2A A	1.44 mm	1.43 mm principal	0.39	ABS-mortgage backed security	Long	USA
CARVANA AUTO RECEIVABLES TRUST 2022-P1 CRVNA 2022-P1 A3	1.42 mm	1.43 mm principal	0.38	ABS-mortgage backed security	Long	USA
PRPM 2020-4 LLC PRPM 2020-4 A2	1.41 mm	1.41 mm principal	0.38	ABS-mortgage backed security	Long	USA
DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC D	1.38 mm	1.37 mm principal	0.37	ABS-mortgage backed security	Long	USA
RBS COMMERCIAL FUNDING INC 2013-SMV TRUST RBSCF 2013-SMV F	1.38 mm	2.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2024-1 E	1.32 mm	1.25 mm principal	0.35	ABS-mortgage backed security	Long	USA
FOUNDATION FINANCE TRUST 2024-2 FFIN 2024-2A E	1.29 mm	1.29 mm principal	0.35	ABS-mortgage backed security	Long	USA
OCTANE RECEIVABLES TRUST 2024-2 OCTL 2024-2A E	1.29 mm	1.25 mm principal	0.35	ABS-mortgage backed security	Long	USA
ELMWOOD CLO XI LTD ELM11 2021-4A E	1.26 mm	1.25 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARVANA AUTO RECEIVABLES TRUST 2024-N3 CRVNA 2024-N3 E	1.23 mm	1.25 mm principal	0.33	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE BANK NA - CACLN CACLN 2021-2 F	1.20 mm	1.20 mm principal	0.32	ABS-mortgage backed security	Long	USA
MVW 2022-1 LLC MVWOT 2022-1A A	1.19 mm	1.21 mm principal	0.32	ABS-mortgage backed security	Long	USA
KESTREL AIRCRAFT FUNDING LTD KSTRL 2018-1A A	1.19 mm	1.22 mm principal	0.32	ABS-mortgage backed security	Long	Cayman Islands
TIC HOME IMPROVEMENT TRUST 2024-A TIC 2024-A C	1.17 mm	1.15 mm principal	0.31	ABS-mortgage backed security	Long	USA
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2023-B A	1.17 mm	1.16 mm principal	0.31	ABS-mortgage backed security	Long	USA
MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2023-1A B	1.16 mm	1.16 mm principal	0.31	ABS-mortgage backed security	Long	USA
WILLIS ENGINE STRUCTURED TRUST VI WESTF 2021-A A	1.16 mm	1.29 mm principal	0.31	ABS-mortgage backed security	Long	USA
APL FINANCE 2023-1 DAC ASHPL 2023-1A A	1.14 mm	1.14 mm principal	0.31	ABS-mortgage backed security	Long	USA
PRPM 2024-2 LLC PRPM 2024-2 A1	1.13 mm	1.13 mm principal	0.30	ABS-mortgage backed security	Long	USA
COREVEST AMERICAN FINANCE 2020-2 TRUST CAFL 2020-2 D	1.11 mm	1.21 mm principal	0.30	ABS-mortgage backed security	Long	USA
AASET 2020−1A E 0% 01/16/2040	1.11 mm	17.03 mm principal	0.30	ABS-mortgage backed security	Long	USA
WAVE 2017-1 TRUST WAAV 2017-1A A	1.10 mm	1.19 mm principal	0.29	ABS-mortgage backed security	Long	USA
SEB FUNDING LLC SEB4P 2024-1A A2	1.10 mm	1.08 mm principal	0.29	ABS-mortgage backed security	Long	USA
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 E	1.06 mm	1.00 mm principal	0.28	ABS-mortgage backed security	Long	USA
ZIPLY FIBER ISSUER LLC ZIPLY 2024-1A C	1.06 mm	1.00 mm principal	0.28	ABS-mortgage backed security	Long	USA
WAVE 2019-1 LLC WAAV 2019-1 C	1.06 mm	2.85 mm principal	0.28	ABS-mortgage backed security	Long	USA
AFFIRM ASSET SECURITIZATION TRUST 2023-X1 AFFRM 2023-X1 D	1.02 mm	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
EVERBRIGHT SOLAR TRUST 2024-A EVBRT 2024-A A	1.02 mm	1.03 mm principal	0.27	ABS-mortgage backed security	Long	USA
COMM 2012-LC4 MORTGAGE TRUST COMM 2012-LC4 D	1.02 mm	1.61 mm principal	0.27	ABS-mortgage backed security	Long	USA
37 CAPITAL CLO 1 LTD PUTNM 2021-1A E	1.00 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BB-UBS TRUST BBUBS 2012-TFT C	1.00 mm	2.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
FALCON 2019-1 AEROSPACE LTD FLCON 2019-1 E	1.00 mm	5.00 mm principal	0.27	ABS-mortgage backed security	Long	Cayman Islands
PALMER SQUARE CLO 2019-1 LTD PLMRS 2019-1A CR	999.32 k	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COLLEGE AVE STUDENT LOANS 2023-A LLC CASL 2023-A E	996.25 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
STREAM INNOVATIONS 2024-2 ISSUER TRUST STRE 2024-2A C	991.37 k	1.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
NYMT LOAN TRUST SERIES 2024-BPL3 NYMT 2024-BPL3 M1	988.24 k	1.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST 2014-GC22 GSMS 2014-GC22 D	967.29 k	3.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 NRZT 2024-RPL1 B2	921.66 k	1.20 mm principal	0.25	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST 2018-4 TPMT 2018-4 A2	917.85 k	1.10 mm principal	0.25	ABS-mortgage backed security	Long	USA
AASET 2019-2 TRUST AASET 2019-2 C	904.02 k	2.44 mm principal	0.24	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 WFCM 2014-LC16 C	900.93 k	1.49 mm principal	0.24	ABS-mortgage backed security	Long	USA
CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 CGCC 2014-FL2 COL2	896.34 k	2.25 mm principal	0.24	ABS-mortgage backed security	Long	USA
RFMSI SERIES 2005-SA1 TRUST RFMSI 2005-SA1 1A1	889.43 k	1.51 mm principal	0.24	ABS-mortgage backed security	Long	USA
WILLIS ENGINE STRUCTURED TRUST V WESTF 2020-A A	872.03 k	942.31 k principal	0.23	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST 2019-RP1 CMLTI 2019-RP1 M3	864.03 k	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
KKR CLO 24 LTD KKR 24 E	861.61 k	860.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BENCHMARK 2021-B31 MORTGAGE TRUST BMARK 2021-B31 A5	855.29 k	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB GSMS 2013-PEMB A	845.39 k	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
BANK 2021-BNK34 BANK 2021-BN34 A5	825.79 k	1.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
CSMC 2014-USA OA LLC CSMC 2014-USA C	806.15 k	985.00 k principal	0.22	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST 2004-S1 JPMMT 2004-S1 2A1	801.20 k	791.79 k principal	0.21	ABS-mortgage backed security	Long	USA
KKR CLO 23 LTD KKR 23 F	798.62 k	840.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIRST INVESTORS AUTO OWNER TRUST 2022-2 FIAOT 2022-2A D	787.97 k	750.00 k principal	0.21	ABS-mortgage backed security	Long	USA
REDWOOD FUNDING TRUST 2023-1 RFT 2023-1 A	782.75 k	794.11 k principal	0.21	ABS-mortgage backed security	Long	USA
CARVANA AUTO RECEIVABLES TRUST 2024-N3 CRVNA 2024-N3 D	773.40 k	785.00 k principal	0.21	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST 2019-2 TPMT 2019-2 M1	762.22 k	890.00 k principal	0.20	ABS-mortgage backed security	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 BX 2024-VLT5 A	761.25 k	750.00 k principal	0.20	ABS-mortgage backed security	Long	USA
CIM TRUST 2022-R2 CIM 2022-R2 A1	749.59 k	808.44 k principal	0.20	ABS-mortgage backed security	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1B1	749.36 k	730.00 k principal	0.20	ABS-mortgage backed security	Long	USA
SCF EQUIPMENT LEASING 2021-1 LLC SCFET 2021-1A E	743.58 k	755.00 k principal	0.20	ABS-mortgage backed security	Long	USA
SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC SRFC 2024-1A D	741.23 k	736.07 k principal	0.20	ABS-mortgage backed security	Long	USA
REDWOOD FUNDING TRUST 2024-1 RFT 2024-1 A	727.98 k	727.19 k principal	0.19	ABS-mortgage backed security	Long	USA
COMM 2014-UBS4 MORTGAGE TRUST COMM 2014-UBS4 AM	721.05 k	762.00 k principal	0.19	ABS-mortgage backed security	Long	USA
COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012-CR3 D	699.08 k	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
SANTANDER BANK NA - SBCLN SBCLN 2021-1A E	699.06 k	700.00 k principal	0.19	ABS-mortgage backed security	Long	USA
DEUTSCHE MORTGAGE SEC INC MORT LOAN TR SER 2004-1 DMSI 2004-1 3A5	677.89 k	707.78 k principal	0.18	ABS-mortgage backed security	Long	USA
AIMCO CLO SERIES 2017-A AIMCO 2017-AA DR	664.88 k	665.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIRST INVESTORS AUTO OWNER TRUST 2021-1 FIAOT 2021-1A E	653.77 k	660.00 k principal	0.17	ABS-mortgage backed security	Long	USA
VOLT XCVI LLC VOLT 2021-NPL5 A2	652.57 k	663.54 k principal	0.17	ABS-mortgage backed security	Long	USA
OCP CLO 2018-15 LTD OCP 2018-15A D	644.43 k	645.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HARDEE'S FUNDING LLC HNGRY 2024-1A A2	628.27 k	616.90 k principal	0.17	ABS-mortgage backed security	Long	USA
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2013-LC11 C	624.65 k	945.00 k principal	0.17	ABS-mortgage backed security	Long	USA
CAL FUNDING IV LTD CAI 2020-1A B	622.61 k	672.29 k principal	0.17	ABS-mortgage backed security	Long	Bermuda
INDYMAC INDX MORTGAGE LOAN TRUST 2005-AR11 INDX 2005-AR11 A3	607.41 k	841.83 k principal	0.16	ABS-mortgage backed security	Long	USA
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-2 MARM 2005-2 3A1	606.84 k	665.23 k principal	0.16	ABS-mortgage backed security	Long	USA
AASET 2018-2 US LTD AASET 2018-2A C	605.79 k	1.55 mm principal	0.16	ABS-mortgage backed security	Long	USA
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2023-A A	594.59 k	590.00 k principal	0.16	ABS-mortgage backed security	Long	USA
MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 M3	593.84 k	730.00 k principal	0.16	ABS-mortgage backed security	Long	USA
KAPITUS ASSET SECURITIZATION IV LLC KAPT 2024-1A D	591.58 k	600.00 k principal	0.16	ABS-mortgage backed security	Long	USA
SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC SRFC 2023-1A D	570.98 k	552.26 k principal	0.15	ABS-mortgage backed security	Long	USA
PRPM 2021-4 LLC PRPM 2021-4 A2	568.16 k	574.87 k principal	0.15	ABS-mortgage backed security	Long	USA
COREVEST AMERICAN FINANCE 2019-1 TRUST CAFL 2019-1 E	551.72 k	575.00 k principal	0.15	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR6 INDX 2004-AR6 4A	546.03 k	575.25 k principal	0.15	ABS-mortgage backed security	Long	USA
MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012-CK MSBAM 2012-CKSV C	544.46 k	830.00 k principal	0.15	ABS-mortgage backed security	Long	USA
CLI FUNDING VI LLC CLIF 2020-3A B	541.02 k	584.50 k principal	0.14	ABS-mortgage backed security	Long	USA
CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-1 CAALT 2023-1A C	513.93 k	495.00 k principal	0.14	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST 2013-GC13 GSMS 2013-GC13 C	509.35 k	610.00 k principal	0.14	ABS-mortgage backed security	Long	USA
CSMC 2014-USA OA LLC CSMC 2014-USA D	487.36 k	660.00 k principal	0.13	ABS-mortgage backed security	Long	USA
WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 WFRBS 2011-C4 D	487.29 k	529.93 k principal	0.13	ABS-mortgage backed security	Long	USA
MASTR ALTERNATIVE LOAN TRUST 2004-8 MALT 2004-8 2A1	483.04 k	493.90 k principal	0.13	ABS-mortgage backed security	Long	USA
CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 CLAST 2018-1 B	474.04 k	592.54 k principal	0.13	ABS-mortgage backed security	Long	USA
AASET 2018-2 US LTD AASET 2018-2A A	451.76 k	462.58 k principal	0.12	ABS-mortgage backed security	Long	USA
OHA CREDIT FUNDING 2 LTD OAKC 2019-2A ER	445.63 k	445.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TEXTAINER MARINE CONTAINERS VII LTD TMCL 2021-1A B	444.72 k	492.64 k principal	0.12	ABS-mortgage backed security	Long	Bermuda
CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 CGCC 2014-FL2 COL1	434.06 k	923.04 k principal	0.12	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL I TRUST 2012-C4 MSC 2012-C4 D	421.72 k	453.73 k principal	0.11	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 M1	417.64 k	505.00 k principal	0.11	ABS-mortgage backed security	Long	USA
HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 20 HACLN 2024-1 C	416.67 k	414.74 k principal	0.11	ABS-mortgage backed security	Long	USA
ONDECK ASSET SECURITIZATION TRUST IV LLC ONDK 2024-2A C	415.58 k	420.00 k principal	0.11	ABS-mortgage backed security	Long	USA