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Loomis Sayles Full Discretion Institutional Securitized Fund

ADVISORS' INNER CIRCLE FUND

Assets: $362M Net: $360M Series: S000032046 EDGAR ↗
+26
New
-37
Exited
286
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 United States of America 912797KU0 Jul 2024 9,000,000 New $8.9M 2.47% DBT
2 Freddie Mac 3132XGSQ0 Apr 2024 6,920,000 $6.9M +5.1% 1.91% DBT
3 N/A G4301UAF1 Apr 2024 6,203,664 -318,172 $5.6M -3.8% 1.57% ABS-MBS
4 FORTIVA PRIVATE LABEL CREDIT CARD 34962AAX0 Jul 2024 5,270,000 New $5.3M 1.48% ABS-MBS
5 United States of America 912797LA3 Jul 2024 5,000,000 New $5.0M 1.38% DBT
6 N/A G4301UAH7 Apr 2024 7,960,906 +4,047,664 $4.8M +157.9% 1.33% ABS-MBS
7 AVIS BUDGET RENTAL CAR FUNDING 05377REL4 Apr 2024 5,000,000 $4.6M +1.6% 1.27% ABS-MBS
8 United States of America 912797LK1 Jul 2024 4,500,000 New $4.5M 1.24% DBT
9 PALMER SQUARE CLO 69703MAA4 Jul 2024 4,000,000 New $4.0M 1.12% ABS-CBDO
10 CITIGROUP COMMERCIAL MORTGAGE TRUST 17322MAA4 Apr 2024 4,790,000 $3.8M +1.6% 1.05% ABS-MBS
11 BMO MORTGAGE TRUST 05593MAD5 Jul 2024 3,560,000 New $3.7M 1.04% ABS-MBS
12 SCF EQUIPMENT LEASING LLC 78397WAG1 Apr 2024 3,750,000 $3.7M +4.6% 1.02% ABS-MBS
13 AVENTURA MALL VENTURE 05359AAA1 Jul 2024 3,760,000 New $3.6M 1.00% ABS-MBS
14 FRONTIER ISSUER LLC 35910EAP9 Jul 2024 3,500,000 New $3.5M 0.98% ABS-MBS
15 FIRSTKEY HOMES TRUST 33767MAL9 Jul 2024 3,619,000 New $3.5M 0.98% ABS-MBS
16 CIG AUTO RECEIVABLES TRUST 12598NAD4 Apr 2024 3,559,118 -185,882 $3.5M -3.7% 0.97% ABS-MBS
17 OCP CLO LTD 67113MAG9 Jul 2024 3,500,000 New $3.5M 0.97% ABS-CBDO
18 N/A 12567UAC7 Apr 2024 3,771,227 -45,271 $3.3M -1.2% 0.92% ABS-MBS
19 ELMWOOD CLO 290021AL8 Apr 2024 3,250,000 $3.3M +0.4% 0.91% ABS-CBDO
20 Freddie Mac 3137HB4W1 Apr 2024 3,110,000 $3.3M +4.3% 0.90% DBT
21 HUNDSON'S BAY SIMON JV TRUST 44422PBN1 Apr 2024 3,375,000 $3.2M +0.1% 0.88% ABS-MBS
22 GS MORTGAGE SECURITIES CORPORATION TRUST 36192RAA0 Apr 2024 3,880,441 -14,559 $3.2M +8.2% 0.88% ABS-MBS
23 CSMC TRUST 12649AAQ2 Apr 2024 5,475,000 $3.1M +8.8% 0.87% ABS-MBS
24 AIM AVIATION FINANCE LIMITED 001406AB3 Apr 2024 8,883,378 $3.1M +66.6% 0.86% ABS-MBS
25 GS MORTGAGE SECURITIES CORPORATION TRUST 36270GAC5 Apr 2024 3,100,000 $3.1M +3.0% 0.85% ABS-MBS
26 FRONTIER ISSUER LLC 35910EAC8 Apr 2024 3,000,000 $3.1M +1.4% 0.85% ABS-MBS
27 VSTRONG AUTO RECEIVABLES TRUST 92920CAJ6 Apr 2024 2,845,000 $3.0M +3.0% 0.84% ABS-MBS
28 BPR TRUST 05602HAA1 Apr 2024 2,920,000 $2.9M -0.8% 0.81% ABS-MBS
29 AVIS BUDGET RENTAL CAR FUNDING 05377RHY3 Apr 2024 2,870,000 $2.9M +3.2% 0.81% ABS-MBS
30 BBCMS TRUST 05493BAA6 Apr 2024 2,885,000 $2.9M +0.0% 0.80% ABS-MBS
31 PG&E WILDFIRE RECOVERY FUNDING LLC 693342AB3 Apr 2024 3,000,000 $2.9M +4.9% 0.80% DBT
32 AUXILIOR TERM FUNDING LLC 05335JAF0 Apr 2024 2,750,000 $2.8M +3.3% 0.78% ABS-MBS
33 FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 34660DAF8 Apr 2024 2,745,000 $2.8M +1.4% 0.77% ABS-MBS
34 BRIDGECREST LENDING AUTO SECURITIZATION TRUST 10805MAC1 Apr 2024 2,740,000 $2.8M +0.6% 0.77% ABS-MBS
35 PRESTIGE AUTO RECEIVABLES TRUST 74114BAL7 Apr 2024 2,740,000 $2.7M +0.5% 0.75% ABS-MBS
36 LABRADOR AVIATION FIN LTD SER 2016 50543LAA0 Apr 2024 2,927,906 -131,209 $2.7M +0.3% 0.75% ABS-MBS
37 EXTENDED STAY AMERICA TRUST 30227FAN0 Apr 2024 2,692,058 -23,282 $2.7M -0.7% 0.75% ABS-MBS
38 WELLS FARGO COMMERCIAL MORTGAGE TRUST 95000DBK6 Apr 2024 2,902,000 $2.7M +6.4% 0.74% ABS-MBS
39 BHG SECURITIZATION TRUST 08862GAE4 Apr 2024 2,500,000 $2.6M +4.1% 0.74% ABS-MBS
40 PRESTIGE AUTO RECEIVABLES TRUST 74113GAN3 Apr 2024 2,500,000 $2.6M +3.6% 0.72% ABS-MBS
41 KDAC AVIATION FINANCE (CAYMAN) LTD 48244XAC6 Apr 2024 9,790,687 +6,295,367 $2.5M +270.7% 0.71% ABS-MBS
42 CIG AUTO RECEIVABLES TRUST 12598NAE2 Apr 2024 2,550,000 $2.5M +1.5% 0.69% ABS-MBS
43 RFS ASSET SECURITIZATION II LLC 74969DAQ8 Jul 2024 2,500,000 New $2.5M 0.69% ABS-MBS
44 AIG CLO 00142DAJ9 Apr 2024 2,500,000 $2.5M +0.4% 0.69% ABS-CBDO
45 PLANET FITNESS MASTER ISSUER LLC 72703PAD5 Apr 2024 2,619,700 -6,700 $2.5M +2.3% 0.69% ABS-MBS
46 BHG SECURITIZATION TRUST 08862HAE2 Apr 2024 2,500,000 $2.5M +4.1% 0.69% ABS-MBS
47 BPR TRUST 05592CAQ9 Apr 2024 2,545,000 $2.4M +0.0% 0.67% ABS-MBS
48 OHA CREDIT FUNDING LTD 67112TAG5 Apr 2024 2,415,000 $2.4M +0.4% 0.67% ABS-CBDO
49 CARVANA AUTO RECEIVABLES TRUST 14686JAE0 Apr 2024 2,382,000 $2.4M +1.9% 0.66% ABS-MBS
50 GS MORTGAGE SECURITIES TRUST 36191YAL2 Apr 2024 4,972,728 $2.4M -0.1% 0.66% ABS-MBS
51 GS MORTGAGE SECURITIES TRUST 36252WBE7 Apr 2024 2,625,000 $2.4M -0.5% 0.66% ABS-MBS
52 FIRSTKEY HOMES TRUST 33767JAL6 Apr 2024 2,450,000 $2.4M +1.9% 0.65% ABS-MBS
53 AGL CLO LTD 008510AE9 Apr 2024 2,345,000 $2.4M +2.3% 0.65% ABS-CBDO
54 OHA CREDIT FUNDING LTD 67098EAG6 Apr 2024 2,355,000 $2.4M +0.4% 0.65% ABS-CBDO
55 AASET TRUST 00255UAC9 Apr 2024 7,551,454 +119,786 $2.3M +10.5% 0.65% ABS-MBS
56 MORGAN STANLEY CAPITAL I INC. 617459AK8 Apr 2024 2,930,000 $2.3M -0.0% 0.64% ABS-MBS
57 OHA CREDIT FUNDING LTD 67707EAU8 Apr 2024 2,300,000 $2.3M +0.1% 0.64% ABS-CBDO
58 522 FUNDING CLO LTD 33835AAJ8 Apr 2024 2,265,000 $2.3M +0.2% 0.63% ABS-CBDO
59 FREDDIE MAC STACR REMIC TRUST 35564KFG9 Apr 2024 2,000,000 $2.3M +1.5% 0.63% DBT
60 FIRSTKEY HOMES TRUST 33767MAN5 Apr 2024 2,305,000 $2.2M +1.4% 0.62% ABS-MBS
61 SUNNOVA HELIOS ISSUER LLC 86744WAC3 Apr 2024 2,731,283 -29,809 $2.2M -7.5% 0.61% ABS-MBS
62 AASET TRUST 00255UAB1 Apr 2024 2,669,292 $2.2M +36.3% 0.61% ABS-MBS
63 J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 46635TAX0 Apr 2024 2,490,000 $2.2M -0.9% 0.60% ABS-MBS
64 BPR TRUST 05602HAL7 Apr 2024 2,170,000 $2.2M -0.1% 0.60% ABS-MBS
65 FREDDIE MAC STACR REMIC TRUST 35566CBD6 Apr 2024 2,000,000 $2.2M -0.0% 0.60% DBT
66 SANTANDER DRIVE AUTO RECEIVABLES TRUST 80287LAF6 Jul 2024 2,090,000 New $2.1M 0.59% ABS-MBS
67 AGL CLO LTD 00119MAJ8 Apr 2024 2,100,000 $2.1M +0.3% 0.58% ABS-CBDO
68 MORGAN STANLEY CAPITAL I TRUST 61690LAQ3 Apr 2024 2,500,000 $2.1M +9.7% 0.57% ABS-MBS
69 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 61762TAH9 Apr 2024 3,330,000 $2.0M +1.1% 0.57% ABS-MBS
70 FREDDIE MAC STACR REMIC TRUST 35564KL49 Apr 2024 1,845,000 $2.0M +0.3% 0.57% DBT
71 STREAM INNOVATIONS ISSUER TRUST 86324CAC5 Jul 2024 2,000,000 New $2.0M 0.57% ABS-MBS
72 MARINER FINANCE ISSUANCE TRUST 56847FAE5 Apr 2024 1,940,000 $2.0M +3.4% 0.55% ABS-MBS
73 LABRADOR AVIATION FIN LTD SER 2016 50543LAB8 Apr 2024 2,504,442 +1,140,767 $2.0M +121.4% 0.55% ABS-MBS
74 PIKES PEAK CLO 72132XAE7 Apr 2024 1,990,000 $2.0M +2.8% 0.55% ABS-CBDO
75 BHG SECURITIZATION TRUST 08860DAE3 Apr 2024 1,890,000 $1.9M +5.0% 0.53% ABS-MBS
76 PALMER SQUARE CLO 69702GAA8 Apr 2024 1,875,000 $1.9M +0.9% 0.53% ABS-CBDO
77 OHA CREDIT FUNDING LTD 67707GAL3 Apr 2024 1,880,000 $1.9M +0.3% 0.52% ABS-CBDO
78 CARVANA AUTO RECEIVABLES TRUST 14688DAC5 Apr 2024 1,898,334 -481,964 $1.9M -20.0% 0.52% ABS-MBS
79 CARVAL CLO LTD 14687EAA8 Apr 2024 1,850,000 $1.9M +0.2% 0.51% ABS-CBDO
80 RAPTOR AIRCRAFT FINANCE LIMITED 75383HAA9 Apr 2024 2,186,047 -8,367 $1.8M +2.1% 0.51% ABS-MBS
81 TOWD POINT MORTGAGE TRUST 89179JAC0 Apr 2024 2,300,000 $1.8M +7.3% 0.51% ABS-MBS
82 OCTANE RECEIVABLES TRUST 67571FAF1 Apr 2024 1,872,000 $1.8M +4.4% 0.51% ABS-MBS
83 United States of America 912797KX4 Apr 2024 1,800,000 -2,600,000 $1.8M -58.5% 0.50% DBT
84 AASET TRUST 00255JAB6 Jul 2024 1,646,244 New $1.7M 0.47% ABS-MBS
85 WELLS FARGO COMMERCIAL MORTGAGE TRUST 92890NAY5 Apr 2024 2,130,000 $1.7M +1.2% 0.47% ABS-MBS
86 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 863579TM0 Apr 2024 2,719,962 -70,134 $1.6M -2.1% 0.45% ABS-MBS
87 UBS COMMERCIAL MORTGAGE TRUST 90278KBF7 Apr 2024 1,885,000 $1.6M +3.8% 0.45% ABS-MBS
88 VOLT LLC 92873AAB4 Apr 2024 1,677,640 +20,585 $1.6M +10.0% 0.45% ABS-MBS
89 AFFIRM ASSET SECURITIZATION TRUST 00834JAD2 Apr 2024 1,570,000 $1.6M -0.5% 0.44% ABS-MBS
90 MASTR ALTERNATIVE LOAN TR 576434MU5 Apr 2024 1,740,434 -30,576 $1.6M +2.5% 0.44% ABS-MBS
91 DC COMMERCIAL MORTGAGE TRUST 24023AAE0 Apr 2024 1,510,000 $1.6M +2.7% 0.43% ABS-MBS
92 BIZ2CREDIT ASSET SECURITIZATION LLC 091954AB3 Jul 2024 1,520,000 New $1.5M 0.43% ABS-MBS
93 BPR TRUST 055980AA4 Apr 2024 1,530,000 $1.5M -0.4% 0.42% ABS-MBS
94 SCF EQUIPMENT LEASING LLC 784024AG6 Apr 2024 1,500,000 $1.5M +4.5% 0.41% ABS-MBS
95 MERCURY FINANCIAL CREDIT CARD MASTER TRUST 58940BAZ9 Jul 2024 1,430,000 New $1.4M 0.40% ABS-MBS
96 PRPM LLC 69359XAB5 Apr 2024 1,377,402 +27,832 $1.4M +2.2% 0.38% ABS-MBS
97 DC COMMERCIAL MORTGAGE TRUST 24023AAG5 Apr 2024 1,370,000 $1.4M +2.9% 0.38% ABS-MBS
98 RBSCF TRUST 74932BAQ6 Apr 2024 2,000,000 $1.4M +0.2% 0.38% ABS-MBS
99 WFRBS COMMERCIAL MORTGAGE TRUST 92936CAY5 Apr 2024 1,680,000 $1.4M +1.8% 0.38% ABS-MBS
100 MVW OWNER TRUST 55400UAA1 Apr 2024 1,342,066 -145,192 $1.3M -7.8% 0.37% ABS-MBS
101 FREDDIE MAC STACR REMIC TRUST 35565XBD1 Apr 2024 1,145,621 -50,112 $1.3M -3.9% 0.37% DBT
102 FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 35105AAF4 Apr 2024 1,250,000 $1.3M +6.4% 0.36% ABS-MBS
103 OCTANE RECEIVABLES TRUST 67578YAF3 Jul 2024 1,250,000 New $1.3M 0.35% ABS-MBS
104 ELMWOOD CLO 29002MAA6 Apr 2024 1,250,000 $1.3M +1.1% 0.35% ABS-CBDO
105 KESTREL AIRCRAFT FUNDING LTD 49255PAA1 Apr 2024 1,281,981 -18,103 $1.2M -0.3% 0.34% ABS-MBS
106 APL FINANCE DESIGNATED ACTIVITY COMPANY 03790CAA9 Apr 2024 1,190,942 -539,856 $1.2M -30.9% 0.33% ABS-MBS
107 CHASE AUTO CREDIT LINKED NOTES 48128U2R9 Apr 2024 1,200,000 $1.2M +1.0% 0.33% ABS-MBS
108 PRPM LLC 74448BAA8 Apr 2024 1,174,820 -60,180 $1.2M -3.7% 0.33% ABS-MBS
109 TIC HOME IMPROVEMENT TRUST 87252DAC7 Apr 2024 1,145,000 $1.2M +4.0% 0.33% ABS-MBS
110 MERCURY FINANCIAL CREDIT CARD MASTER TRUST 58940BAS5 Apr 2024 1,160,000 $1.2M +1.1% 0.33% ABS-MBS
111 WILLIS ENGINE STRUCTURED TRUST 97064GAA1 Apr 2024 1,301,130 -25,995 $1.2M +1.4% 0.33% ABS-MBS
112 MISSION LANE CREDIT CARD MASTER TRUST 60510MAT5 Apr 2024 1,155,000 $1.2M +0.1% 0.33% ABS-MBS
113 FALCON AEROSPACE LIMITED 30610GAC7 Jul 2024 1,916,264 New $1.1M 0.32% ABS-MBS
114 WAVE LLC 94353WAA3 Apr 2024 1,247,129 -163,622 $1.1M -9.8% 0.31% ABS-MBS
115 COREVEST AMERICAN FINANCE 21872VAF9 Apr 2024 1,211,000 $1.1M +4.2% 0.31% ABS-MBS
116 SEB FUNDING LLC 78433DAC8 Apr 2024 1,075,000 $1.1M +3.2% 0.31% ABS-MBS
117 N/A 00258AAA4 Apr 2024 17,029,000 $1.1M +2.5% 0.30% ABS-MBS
118 FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 35104AAF5 Apr 2024 1,000,000 $1.1M +5.7% 0.30% ABS-MBS
119 EVERBRIGHT SOLAR TRUST 29977FAA2 Apr 2024 1,044,244 -23,620 $1.1M +1.0% 0.29% ABS-MBS
120 GLS AUTO RECEIVABLES TRUST 379928AL8 Apr 2024 1,000,000 $1.1M +2.1% 0.29% ABS-MBS
121 AFFIRM ASSET SECURITIZATION TRUST 00834KAD9 Apr 2024 1,000,000 $1.0M +0.6% 0.29% ABS-MBS
122 WELLS FARGO COMMERCIAL MORTGAGE TRUST 94988XBA3 Apr 2024 1,485,000 $1.0M +0.3% 0.28% ABS-MBS
123 WAVE LLC 94354KAC4 Apr 2024 2,807,605 +44,536 $1.0M +7.5% 0.28% ABS-MBS
124 COMM MORTGAGE TRUST 126192AK9 Apr 2024 1,605,000 $1.0M +3.3% 0.28% ABS-MBS
125 37 CAPITAL CLO LTD 88430QAA5 Apr 2024 1,000,000 $1.0M +1.1% 0.28% ABS-CBDO
126 COLLEGE AVE STUDENT LOANS LLC 193938AF4 Apr 2024 1,000,000 $1.0M +3.5% 0.28% ABS-MBS
127 PALMER SQUARE CLO 69700GAQ5 Apr 2024 1,000,000 $1.0M +0.9% 0.28% ABS-CBDO
128 AGL CLO LTD 00119HAN0 Apr 2024 1,000,000 $998K +0.3% 0.28% ABS-CBDO
129 CHASE AUTO CREDIT LINKED NOTES 46591HBV1 Apr 2024 1,000,000 $997K +0.7% 0.28% ABS-MBS
130 BB-UBS TRUST 05490AAE3 Apr 2024 2,000,000 $996K +10.6% 0.28% ABS-MBS
131 NEW RESIDENTIAL MORTGAGE LOAN TRUST 64832AAC1 Jul 2024 1,195,000 New $949K 0.26% ABS-MBS
132 TOWD POINT MORTGAGE TRUST 89175TAB4 Apr 2024 1,100,000 $936K +6.3% 0.26% ABS-MBS
133 CGCCRE COMMERCIAL MORTGAGE TRUST 12528PAP7 Apr 2024 2,260,557 -12,946 $922K -2.7% 0.26% ABS-MBS
134 RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED 76111XTB9 Apr 2024 1,530,873 -16,479 $893K +0.5% 0.25% ABS-MBS
135 SIERRA TIMESHARE RECEIVABLES FUNDING LLC 826935AD0 Apr 2024 860,363 -134,151 $876K -11.3% 0.24% ABS-MBS
136 CITIGROUP MORTGAGE LOAN TRUST INC 17327RAD2 Apr 2024 1,005,000 $872K +5.2% 0.24% ABS-MBS
137 WILLIS ENGINE STRUCTURED TRUST 97064FAA3 Apr 2024 955,637 -14,819 $868K -2.3% 0.24% ABS-MBS
138 MAGNETITE CLO, LIMITED 55955JAA5 Apr 2024 850,000 $859K +0.8% 0.24% ABS-CBDO
139 KKR CLO LTD/LLC 48252TAA8 Apr 2024 860,000 $858K -0.2% 0.24% ABS-CBDO
140 BENCHMARK MORTGAGE TRUST 08163MAE7 Apr 2024 1,000,000 $857K +5.7% 0.24% ABS-MBS
141 N/A 75806CAA9 Apr 2024 841,573 -45,754 $831K -4.1% 0.23% ABS-MBS
142 BANK 06541JAL5 Apr 2024 1,000,000 $827K +5.3% 0.23% ABS-MBS
143 GS MORTGAGE SECURITIES TRUST 36253BAE3 Apr 2024 3,000,000 $826K -0.7% 0.23% ABS-MBS
144 KKR FINANCIAL CLO, LTD. 48252XAE1 Apr 2024 840,000 $803K +1.7% 0.22% ABS-CBDO
145 J.P. MORGAN MORTGAGE TRUST 466247EV1 Apr 2024 794,096 -8,014 $799K +4.2% 0.22% ABS-MBS
146 CSMC TRUST 12649AAL3 Apr 2024 985,000 $796K +6.8% 0.22% ABS-MBS
147 FIRST INVESTORS AUTO OWNER TRUST 32058KAD1 Apr 2024 750,000 $787K +1.0% 0.22% ABS-MBS
148 CIM TRUST 12567NAA7 Apr 2024 829,520 -24,729 $781K +1.0% 0.22% ABS-MBS
149 TOWD POINT MORTGAGE TRUST 89177JAC2 Apr 2024 890,000 $778K +5.5% 0.22% ABS-MBS
150 N/A 75806FAA2 Jul 2024 755,000 New $757K 0.21% ABS-MBS
151 CONNECTICUT AVENUE SECURITIES 20754RAF3 Apr 2024 730,000 $752K +0.4% 0.21% ABS-MBS
152 PALMER SQUARE LOAN FUNDING LTD. 69701VAA6 Apr 2024 750,000 $748K +0.4% 0.21% ABS-CBDO
153 SCF EQUIPMENT LEASING LLC 783897AG6 Apr 2024 755,000 $729K +2.2% 0.20% ABS-MBS
154 COMM MORTGAGE TRUST 12591QAT9 Apr 2024 762,000 $721K +0.3% 0.20% ABS-MBS
155 DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST 251563CA8 Apr 2024 739,085 -33,087 $707K -1.9% 0.20% ABS-MBS
156 SANTANDER BANK, N.A. 80290CAL8 Apr 2024 700,000 $696K +0.9% 0.19% ABS-MBS
157 THUNDERBOLT AIRCRAFT LEASE LIMITED 88606WAC6 Apr 2024 1,705,052 $685K +0.7% 0.19% ABS-MBS
158 AIMCO CLO 00900CAS3 Apr 2024 665,000 $667K +1.1% 0.19% ABS-CBDO
159 COMM MORTGAGE TRUST 12624PAS4 Apr 2024 1,005,000 $663K +0.0% 0.18% ABS-MBS
160 FIRST INVESTORS AUTO OWNER TRUST 32059FAJ8 Apr 2024 660,000 $648K +1.7% 0.18% ABS-MBS
161 SIERRA TIMESHARE RECEIVABLES FUNDING LLC 826943AD4 Apr 2024 624,438 -82,624 $648K -9.5% 0.18% ABS-MBS
162 INDYMAC INDX MORTGAGE LOAN TRUST 45660LQH5 Apr 2024 890,462 -15,185 $642K -0.8% 0.18% ABS-MBS
163 PROGRESS RESIDENTIAL MASTER TRUST 74333AAL4 Apr 2024 645,000 $641K +6.0% 0.18% ABS-MBS
164 OCP CLO LTD 67112QAA4 Apr 2024 645,000 $641K +2.0% 0.18% ABS-CBDO
165 CAL FUNDING LIMITED 12807CAC7 Apr 2024 694,392 -21,887 $640K -0.4% 0.18% ABS-MBS
166 J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 46639YAW7 Apr 2024 945,000 $639K -4.4% 0.18% ABS-MBS
167 HARDEES FUNDING LLC 411707AM4 Apr 2024 618,450 -1,550 $635K +4.2% 0.18% ABS-MBS
168 WFRBS COMMERCIAL MORTGAGE TRUST 92936CAW9 Apr 2024 722,000 $627K +3.3% 0.17% ABS-MBS
169 VOLT LLC 92873FAB3 Apr 2024 655,600 +7,847 $626K +9.0% 0.17% ABS-MBS
170 MASTR ADJUSTABLE RATE MORTGAGE TRUST 576433XW1 Apr 2024 674,680 -9,665 $609K -0.2% 0.17% ABS-MBS
171 MILL CITY MORTGAGE LOAN TRUST 59982HAL4 Apr 2024 730,000 $599K +5.3% 0.17% ABS-MBS
172 MISSION LANE CREDIT CARD MASTER TRUST 60510MAN8 Apr 2024 590,000 $595K +0.3% 0.17% ABS-MBS
173 INDYMAC INDX MORTGAGE LOAN TRUST 45660NX75 Apr 2024 607,593 -9,655 $571K -0.6% 0.16% ABS-MBS
174 SEACUBE CONTAINER CLIF 12563LAT4 Apr 2024 610,750 -26,250 $566K -0.5% 0.16% ABS-MBS
175 PRPM LLC 693583AB2 Apr 2024 565,664 +9,057 $562K +10.5% 0.16% ABS-MBS
176 COREVEST AMERICAN FINANCE 21872FAG2 Apr 2024 575,000 $552K +3.4% 0.15% ABS-MBS
177 FALCON AEROSPACE LIMITED 30610HAA9 Jul 2024 5,000,000 New $550K 0.15% ABS-MBS
178 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 553514AL4 Apr 2024 830,000 $545K +6.3% 0.15% ABS-MBS
179 EWC MASTER ISSUER LLC 26929HAB1 Apr 2024 548,800 -1,400 $529K +2.1% 0.15% ABS-MBS
180 GS MORTGAGE SECURITIES CORPORATION TRUST 36197VAA6 Apr 2024 615,000 $523K +5.1% 0.15% ABS-MBS
181 GS MORTGAGE SECURITIES TRUST 36198EAY1 Apr 2024 610,000 $515K +2.1% 0.14% ABS-MBS
182 CREDIT ACCEPTANCE AUTO LOAN TRUST 224927AE3 Apr 2024 495,000 $513K +1.7% 0.14% ABS-MBS
183 CSMC TRUST 12649AAN9 Apr 2024 660,000 +555,000 $500K +620.4% 0.14% ABS-MBS
184 MASTR ALTERNATIVE LOAN TR 576434UQ5 Apr 2024 507,150 -13,417 $499K +1.6% 0.14% ABS-MBS
185 AASET TRUST 04546KAA6 Apr 2024 519,636 -70,822 $489K -7.9% 0.14% ABS-MBS
186 AASET TRUST 04546KAC2 Apr 2024 1,526,275 +25,999 $489K +16.3% 0.14% ABS-MBS
187 HUNTINGTON BANCSHARES AUTO CREDIT-LINKED NOTES 44644NAC3 Jul 2024 465,002 New $466K 0.13% ABS-MBS
188 CASTLELAKE AIRCRAFT SECURITIZATION TRUST 14856CAB5 Apr 2024 592,540 $459K +0.5% 0.13% ABS-MBS
189 TEXTAINER MARINE CONTAINERS LIMITED 88315LAN8 Apr 2024 506,582 -13,943 $452K +0.2% 0.13% ABS-MBS
190 OHA CREDIT FUNDING LTD 67707FAG6 Apr 2024 445,000 $446K +0.4% 0.12% ABS-CBDO
191 CGCCRE COMMERCIAL MORTGAGE TRUST 12528PAN2 Apr 2024 928,360 -5,317 $445K -2.4% 0.12% ABS-MBS
192 HUNTINGTON BANCSHARES AUTO CREDIT-LINKED NOTES 44644NAD1 Jul 2024 441,752 New $444K 0.12% ABS-MBS
193 HILTON GRAND VACATIONS TRUST 43283YAD5 Apr 2024 415,460 -34,540 $428K -5.6% 0.12% ABS-MBS
194 TOWD POINT MORTGAGE TRUST 89176VAC6 Apr 2024 505,000 $424K +5.4% 0.12% ABS-MBS
195 MORGAN STANLEY CAPITAL I TRUST 61760VAE3 Apr 2024 453,729 $421K -0.2% 0.12% ABS-MBS
196 WELLS FARGO COMMERCIAL MORTGAGE TRUST 95000MBV2 Apr 2024 500,000 $416K -0.6% 0.12% ABS-MBS
197 HILTON GRAND VACATIONS TRUST 43283GAC6 Apr 2024 401,625 -37,380 $399K -6.8% 0.11% ABS-MBS
198 LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES 525221HA8 Apr 2024 440,762 -3,709 $381K +0.5% 0.11% ABS-MBS
199 SUNNOVA HELIOS ISSUER LLC 86746EAB3 Jul 2024 702,068 New $378K 0.10% ABS-MBS
200 CITIGROUP MORTGAGE LOAN TRUST INC 17307GTL2 Apr 2024 453,001 -6,570 $370K -0.7% 0.10% ABS-MBS
201 CIFC FUNDING LTD 12551RAG3 Apr 2024 365,000 $365K +0.8% 0.10% ABS-CBDO
202 WFRBS COMMERCIAL MORTGAGE TRUST 92935VAS7 Apr 2024 854,828 $336K -1.8% 0.09% ABS-MBS
203 MASTR ADJUSTABLE RATE MORTGAGE TRUST 576438AA3 Apr 2024 341,381 -5,347 $324K -0.2% 0.09% ABS-MBS
204 COMM MORTGAGE TRUST 12592RBJ7 Apr 2024 330,000 $320K +1.2% 0.09% ABS-MBS
205 THUNDERBOLT AIRCRAFT LEASE LIMITED 88607AAB5 Jul 2024 454,404 New $295K 0.08% ABS-MBS
206 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 61766RAZ9 Apr 2024 305,000 $288K +2.3% 0.08% ABS-MBS
207 BANK OF AMERICA ALTERNATIVE LOAN TRUST 05948XTV3 Apr 2024 267,297 -14,286 $263K -1.6% 0.07% ABS-MBS
208 SIERRA TIMESHARE RECEIVABLES FUNDING LLC 82652QAD3 Apr 2024 268,315 -36,450 $256K -10.9% 0.07% ABS-MBS
209 STELLAR JAY IRELAND DAC 858558AA7 Apr 2024 275,569 -9,815 $255K -2.7% 0.07% ABS-MBS
210 ALLEGRO CLO LTD 01749BAD1 Apr 2024 250,000 $250K +2.4% 0.07% ABS-CBDO
211 MARINER FINANCE ISSUANCE TRUST 567928AD8 Jul 2024 250,000 New $250K 0.07% ABS-MBS
212 ROCKFORD TOWER CLO 77341DAJ6 Apr 2024 250,000 $250K +0.6% 0.07% ABS-CBDO
213 BANC OF AMERICA FUNDING CORPORATION 05946XS61 Apr 2024 244,359 -3,506 $243K +3.2% 0.07% ABS-MBS
214 MASTR ALTERNATIVE LOAN TR 576434RG1 Apr 2024 235,700 -7,159 $237K +0.6% 0.07% ABS-MBS
215 FALCON AEROSPACE LIMITED 30605YAB7 Apr 2024 238,987 -46,865 $234K -13.3% 0.07% ABS-MBS
216 ACCELERATED ASSETS LLC 00436MAB1 Apr 2024 234,944 -27,068 $233K -9.4% 0.06% ABS-MBS
217 MAPS LTD 56564RAB6 Apr 2024 243,418 -22,064 $229K +1.1% 0.06% ABS-MBS
218 CITIGROUP MORTGAGE LOAN TRUST INC 17317JAD2 Apr 2024 234,840 -3,242 $222K +0.2% 0.06% ABS-MBS
219 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46643GAJ9 Apr 2024 230,000 $217K +0.9% 0.06% ABS-MBS
220 STARWOOD RETAIL PROPERTY TRUST 85571XAA5 Apr 2024 342,670 $206K -3.2% 0.06% ABS-MBS
221 MASTR ALTERNATIVE LOAN TR 576434KX1 Apr 2024 200,879 -5,098 $197K +1.3% 0.05% ABS-MBS
222 CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) 12667FVB8 Apr 2024 184,517 -62,034 $183K -22.8% 0.05% ABS-MBS
223 COUNTRYWIDE HOME LOANS INC 12669FM83 Apr 2024 193,823 -5,201 $181K -1.6% 0.05% ABS-MBS
224 CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) 12667FGT6 Apr 2024 173,068 -60,403 $170K -23.0% 0.05% ABS-MBS
225 SANTANDER BANK, N.A. 80290CBJ2 Apr 2024 160,359 -45,192 $164K -21.8% 0.05% ABS-MBS
226 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 553514AN0 Apr 2024 400,000 $164K +4.5% 0.05% ABS-MBS
227 CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) 12667FMX0 Apr 2024 166,008 -2,289 $163K +3.7% 0.05% ABS-MBS
228 STARWOOD RETAIL PROPERTY TRUST 85571XAS6 Apr 2024 3,185,000 $159K +0.0% 0.04% ABS-MBS
229 TRICON AMERICAN HOMES TRUST 89613GAF3 Apr 2024 160,000 $155K +1.8% 0.04% ABS-MBS
230 SIERRA TIMESHARE RECEIVABLES FUNDING LLC 826525AD9 Apr 2024 149,710 -20,367 $148K -11.2% 0.04% ABS-MBS
231 MASTR ALTERNATIVE LOAN TR 576434RF3 Apr 2024 136,831 -35,770 $135K -17.9% 0.04% ABS-MBS
232 WELK RESORTS 94946DAD3 Apr 2024 135,498 -15,562 $130K -8.9% 0.04% ABS-MBS
233 CITIGROUP MORTGAGE LOAN TRUST INC 17316AAZ3 Apr 2024 134,385 -2,335 $119K -0.0% 0.03% ABS-MBS
234 CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) 12667FYU3 Apr 2024 103,369 -7,203 $100K -2.8% 0.03% ABS-MBS
235 MORGAN STANLEY MORTGAGE LOAN TRUST 61748HPQ8 Apr 2024 105,402 -932 $97K +3.5% 0.03% ABS-MBS
236 GS MORTGAGE SECURITIES TRUST 36191YAJ7 Apr 2024 100,000 $77K -0.1% 0.02% ABS-MBS
237 HILTON GRAND VACATIONS TRUST 43284BAC6 Apr 2024 70,244 -8,461 $69K -10.2% 0.02% ABS-MBS
238 DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST 251563FD9 Apr 2024 74,556 -1,317 $66K -0.8% 0.02% ABS-MBS
239 LEHMAN MORTGAGE TRUST 52522XAA5 Apr 2024 63,069 -2,334 $58K -1.5% 0.02% ABS-MBS
240 BANC OF AMERICA FUNDING CORPORATION 05953YBT7 Apr 2024 57,389 -2,237 $49K -0.3% 0.01% ABS-MBS
241 STARWOOD RETAIL PROPERTY TRUST 85571XAU1 Apr 2024 3,040,405 $30K +0.0% 0.01% ABS-MBS
242 ONEMAIN FINANCIAL ISSUANCE TRUST 68269CAA4 Apr 2024 20,250 -42,696 $20K -67.8% 0.01% ABS-MBS
243 COMM MORTGAGE TRUST 126192AG8 Apr 2024 17,000 $15K +4.4% 0.00% ABS-MBS
244 Shenton Aircraft Investment I 82321UAA1 Apr 2024 0 -617,757 $0 -100.0% 0.00% ABS-MBS
245 MAPS LTD 55292RAC5 Apr 2024 0 -7,426,370 $0 -100.0% 0.00% ABS-MBS
246 GSR MORTGAGE LOAN TRUST 362341FP9 Apr 2024 0 -23,366 $0 -100.0% 0.00% ABS-MBS
247 WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 92936TAK8 Apr 2024 0 $0 0.00% ABS-MBS
248 ECAF I BLOCKER LTD 3616399A7 Apr 2024 9,000,000 $0 0.00% DBT
249 WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 92936TAJ1 Apr 2024 0 $0 0.00% ABS-MBS
United States of America 912797HQ3 5,750,000 Exited $5.7M
United States of America 912797FH5 4,865,000 Exited $4.9M
AMERICAN HOMES 4 RENT TRUST 02666AAF5 3,966,000 Exited $3.9M
MED TRUST 58403YAN6 2,980,695 Exited $3.0M
United States of America 912797HS9 2,500,000 Exited $2.5M
ROCKLAND PARK CLO 77366PAA8 2,450,000 Exited $2.5M
GLS AUTO RECEIVABLES TRUST 36263DAE7 2,550,000 Exited $2.4M
WILLIS ENGINE STRUCTURED TRUST 97064EAC2 2,547,739 Exited $2.3M
FRONTIER ISSUER LLC 35910EAA2 2,295,000 Exited $2.3M
WILLIS ENGINE STRUCTURED TRUST 97064YAA2 2,147,566 Exited $2.3M
BAIN CAPITAL CREDIT CLO 05682LAJ6 2,220,000 Exited $2.2M
MADISON PARK FUNDING, LTD. 55821VAE2 2,140,000 Exited $2.2M
WILLIS ENGINE STRUCTURED TRUST 97064EAA6 1,950,078 Exited $1.9M
SCF EQUIPMENT LEASING LLC 78397WAF3 1,510,000 Exited $1.5M
GLS AUTO SELECT RECEIVABLES TRUST 36269EAF6 1,335,000 Exited $1.4M
MARLETTE FUNDING TRUST 57108UAB0 1,375,000 Exited $1.4M
TAILWIND 2019-1 LTD 87404LAC6 2,400,712 Exited $1.3M
AASET TRUST 000366AC8 1,231,099 Exited $1.1M
SOLRR AIRCRAFT LIMITED 83438LAB7 1,283,749 Exited $1.1M
OCP CLO LTD 67113MAE4 1,000,000 Exited $1.0M
United States of America 912797JT5 1,000,000 Exited $1.0M
PRPM LLC 69359UAB1 988,625 Exited $0.9M
MED TRUST 58403YAR7 895,701 Exited $0.9M
BATTALION CLO LTD 07133NAD6 830,000 Exited $0.8M
SANTANDER BANK, N.A. 80290CCF9 750,000 Exited $0.8M
MERCHANTS FLEET FUNDING LLC 588926AD7 730,000 Exited $0.7M
THAYER PARK CLO LTD 88330PAE0 650,000 Exited $0.6M
MED TRUST 58403YAD8 527,469 Exited $0.5M
PIKES PEAK CLO 721327AG9 510,000 Exited $0.5M
CIFC FUNDING LTD 12551MAG4 500,000 Exited $0.5M
TRESTLES CLO LTD 89531VAA0 415,000 Exited $0.4M
GALAXY CLO, LTD 36321MAA5 400,000 Exited $0.4M
BUSINESS JET SECURITIES LLC 12327BAC0 347,363 Exited $0.3M
OCTAGON INVESTMENT PARTNERS, LTD. 67592AAA8 280,000 Exited $0.3M
OAKTREE CLO LTD 67400JAA1 265,000 Exited $0.3M
GOLDENTREE LOAN MANAGEMENT US CLO LTD 38136MAQ1 250,000 Exited $0.3M
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) 12667FT88 241 Exited $0.0M