Bramshill Multi-Strategy Income Fund

Fund Profile

Fund profile

Tickers

BDKAX, BDKCX, BDKNX

Fund manager

Investment Managers Series Trust

Total assets

$270.95 mm

Liabilities

$509.66 k

Net assets

$270.44 mm

Number of holdings

134.00

134 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
MSILF Government Portfolio - Class Institutional	19.31 mm	19.31 mm principal	7.14	Short-term investment vehicle	Long	USA
Western Alliance Bank	9.78 mm	9.81 mm principal	3.62	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2019-HRP1	9.11 mm	8.20 mm principal	3.37	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR1 Trust	8.60 mm	8.61 mm principal	3.18	ABS-other	Long	USA
Chase Auto Owner Trust 2024-4	8.40 mm	20.00 k principal	3.10	ABS-other	Long	USA
Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI3	7.14 mm	9.46 mm principal	2.64	ABS-mortgage backed security	Long	USA
Chase Auto Owner Trust 2024-5	6.84 mm	21.00 k principal	2.53	ABS-other	Long	USA
Ally Auto Receivables Trust 2024-1	6.53 mm	120.35 mm principal	2.41	ABS-other	Long	USA
FARM 2023-1 Mortgage Trust	5.65 mm	7.54 mm principal	2.09	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank N.A. - CACLN	5.42 mm	5.30 mm principal	2.00	ABS-collateralized bond/debt obligation	Long	USA
Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI2	5.02 mm	6.97 mm principal	1.86	ABS-mortgage backed security	Long	USA
Western Alliance Bank	5.00 mm	5.07 mm principal	1.85	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Debt Notes 2015-DNA1	4.99 mm	4.78 mm principal	1.84	ABS-mortgage backed security	Long	USA
FirstKey Homes 2020-SFR1 Trust	4.90 mm	5.00 mm principal	1.81	ABS-other	Long	USA
AMSR 2020-SFR2 Trust	4.88 mm	5.00 mm principal	1.81	ABS-other	Long	USA
AMSR 2020-SFR3 Trust	4.87 mm	4.90 mm principal	1.80	ABS-other	Long	USA
Western Alliance Bank	4.79 mm	4.61 mm principal	1.77	ABS-mortgage backed security	Long	USA
Ally Bank Auto Credit-Linked Notes Series 2024-A	4.43 mm	4.36 mm principal	1.64	ABS-other	Long	USA
AMSR 2020-SFR2 Trust	4.42 mm	4.50 mm principal	1.63	ABS-other	Long	USA
Redwood Funding Trust 2023-1	4.33 mm	4.32 mm principal	1.60	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass-Through Certificates	4.24 mm	19.55 mm principal	1.57	ABS-mortgage backed security	Long	USA
Galton Funding Mortgage Trust 2018-2	4.05 mm	4.63 mm principal	1.50	ABS-mortgage backed security	Long	USA
FARM 2024-1 Mortgage Trust	4.05 mm	4.86 mm principal	1.50	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI4	4.03 mm	5.62 mm principal	1.49	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI1	3.96 mm	5.56 mm principal	1.47	ABS-mortgage backed security	Long	USA
Ally Auto Receivables Trust 2023-1	3.54 mm	73.26 mm principal	1.31	ABS-other	Long	USA
Galton Funding Mortgage Trust 2018-1	3.37 mm	3.73 mm principal	1.25	ABS-mortgage backed security	Long	USA
RMF Buyout Issuance Trust 2021-HB1	3.29 mm	3.50 mm principal	1.22	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Debt Notes 2017-HRP1	3.27 mm	3.14 mm principal	1.21	ABS-mortgage backed security	Long	USA
Chase Auto Owner Trust 2024-3	3.22 mm	8.95 k principal	1.19	ABS-other	Long	USA
FARM 21-1 Mortgage Trust	3.19 mm	4.16 mm principal	1.18	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR5 Trust	3.08 mm	3.15 mm principal	1.14	ABS-other	Long	USA
Galton Funding Mortgage Trust 2018-2	2.90 mm	3.85 mm principal	1.07	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Debt Notes 2015-DNA2	2.89 mm	2.78 mm principal	1.07	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR2 Trust	2.87 mm	2.96 mm principal	1.06	ABS-other	Long	USA
AMSR 2020-SFR2 Trust	2.76 mm	2.78 mm principal	1.02	ABS-other	Long	USA
Galton Funding Mortgage Trust 2017-1	2.67 mm	3.14 mm principal	0.99	ABS-mortgage backed security	Long	USA
Ally Bank Auto Credit-Linked Notes Series 2024-A	2.66 mm	2.62 mm principal	0.98	ABS-other	Long	USA
AMSR 2019-SFR1 Trust	2.46 mm	2.49 mm principal	0.91	ABS-other	Long	USA
JP Morgan Mortgage Trust 2017-1	2.44 mm	2.70 mm principal	0.90	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR3	2.37 mm	2.49 mm principal	0.88	ABS-other	Long	USA
JP Morgan Seasoned Mortgage Trust 2014-1	2.35 mm	2.45 mm principal	0.87	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2020-SBT1	2.29 mm	2.12 mm principal	0.85	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank N.A. - JPMWM	2.21 mm	2.30 mm principal	0.82	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2020-SBT1	2.06 mm	1.90 mm principal	0.76	ABS-mortgage backed security	Long	USA
Galton Funding Mortgage Trust 2018-1	2.05 mm	2.54 mm principal	0.76	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Corp.	2.03 mm	2.16 mm principal	0.75	ABS-mortgage backed security	Long	USA
CIM Trust 2018-J1	1.96 mm	2.69 mm principal	0.72	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2020-LTV2	1.96 mm	2.12 mm principal	0.72	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR1	1.81 mm	1.88 mm principal	0.67	ABS-other	Long	USA
Chase Home Lending Mortgage Trust 2019-ATR1	1.75 mm	1.89 mm principal	0.65	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Debt Notes 2017-HRP1	1.73 mm	1.89 mm principal	0.64	ABS-mortgage backed security	Long	USA
FirstKey Homes 2020-SFR2 Trust	1.72 mm	1.77 mm principal	0.63	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass-Through Certificates	1.58 mm	7.00 mm principal	0.59	ABS-mortgage backed security	Long	USA
Galton Funding Mortgage Trust 2018-1	1.58 mm	2.71 mm principal	0.59	ABS-mortgage backed security	Long	USA
Western Alliance Bank	1.57 mm	1.61 mm principal	0.58	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Corp.	1.54 mm	1.56 mm principal	0.57	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2019-5	1.52 mm	1.67 mm principal	0.56	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2016-3	1.52 mm	1.98 mm principal	0.56	ABS-mortgage backed security	Long	USA
NRP Mortgage Trust 2013-1	1.51 mm	1.56 mm principal	0.56	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR3 Trust	1.50 mm	1.50 mm principal	0.56	ABS-other	Long	USA
CIM Trust 2019-J1	1.49 mm	1.99 mm principal	0.55	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2017-2	1.40 mm	1.52 mm principal	0.52	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2019-5	1.38 mm	1.98 mm principal	0.51	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR3	1.34 mm	1.39 mm principal	0.49	ABS-other	Long	USA
AMSR 2020-SFR4 Trust	1.28 mm	1.30 mm principal	0.48	ABS-other	Long	USA
Progress Residential 2021-SFR2 Trust	1.27 mm	1.30 mm principal	0.47	ABS-other	Long	USA
Bayview Opportunity Master Fund VII 2024-CAR1 LLC	1.21 mm	1.20 mm principal	0.45	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass-Through Certificates	1.13 mm	12.74 mm principal	0.42	ABS-mortgage backed security	Long	USA
Morgan Stanley Residential Mortgage Loan Trust 2021-2	1.11 mm	1.61 mm principal	0.41	ABS-mortgage backed security	Long	USA
FirstKey Homes 2020-SFR1 Trust	1.04 mm	1.06 mm principal	0.39	ABS-other	Long	USA
JP Morgan Trust 2015-1	948.93 k	955.68 k principal	0.35	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank N.A. - JPMWM	920.67 k	990.56 k principal	0.34	ABS-mortgage backed security	Long	USA
Ally Bank Auto Credit-Linked Notes Series 2024-A	887.28 k	871.77 k principal	0.33	ABS-other	Long	USA
JPMorgan Chase Bank N.A. - JPMWM	881.68 k	929.01 k principal	0.33	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2020-8	870.76 k	1.88 mm principal	0.32	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2018-CH2	844.44 k	886.21 k principal	0.31	ABS-mortgage backed security	Long	USA
Chase Home Lending Mortgage Trust 2019-ATR1	807.77 k	839.07 k principal	0.30	ABS-mortgage backed security	Long	USA
Oceanview Mortgage Trust 2021-1	749.10 k	1.54 mm principal	0.28	ABS-mortgage backed security	Long	USA
Oceanview Mortgage Trust 2021-3	678.88 k	1.41 mm principal	0.25	ABS-mortgage backed security	Long	USA
Morgan Stanley Residential Mortgage Loan Trust 2021-2	667.45 k	1.50 mm principal	0.25	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR1	640.92 k	666.00 k principal	0.24	ABS-other	Long	USA
JP Morgan Mortgage Trust 2020-8	629.62 k	763.95 k principal	0.23	ABS-mortgage backed security	Long	USA
RESI Finance LP 2003-CB1	628.64 k	656.89 k principal	0.23	ABS-mortgage backed security	Long	Cayman Islands
Bayview Opportunity Master Fund VII 2024-CAR1 LLC	604.86 k	601.25 k principal	0.22	ABS-other	Long	USA
FirstKey Homes 2020-SFR1 Trust	587.83 k	600.00 k principal	0.22	ABS-other	Long	USA
Mellon Residential Funding Corp. Mor Pas Thr Cer Ser 01 Tbc1	494.74 k	515.83 k principal	0.18	ABS-mortgage backed security	Long	USA
Provident Funding Mortgage Trust 2019-1	487.09 k	554.36 k principal	0.18	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2019-INV1	481.09 k	501.65 k principal	0.18	ABS-mortgage backed security	Long	USA
Morgan Stanley Residential Mortgage Loan Trust 2021-2	477.37 k	1.25 mm principal	0.18	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2020-8	471.82 k	855.00 k principal	0.17	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank N.A. - CHASE	432.34 k	421.87 k principal	0.16	ABS-mortgage backed security	Long	USA
B2R Mortgage Trust 2015-1	380.40 k	381.41 k principal	0.14	ABS-other	Long	USA
JP Morgan Mortgage Trust 2020-LTV2	371.31 k	402.90 k principal	0.14	ABS-mortgage backed security	Long	USA
CSMC Trust 2013-TH1	364.16 k	375.90 k principal	0.13	ABS-mortgage backed security	Long	USA
CIM Trust 2021-J3	363.32 k	454.02 k principal	0.13	ABS-mortgage backed security	Long	USA
Oceanview Mortgage Trust 2021-1	332.85 k	772.00 k principal	0.12	ABS-mortgage backed security	Long	USA
PSMC 2020-2 Trust	303.06 k	333.74 k principal	0.11	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2020-4	259.19 k	293.75 k principal	0.10	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR4 Trust	245.18 k	250.00 k principal	0.09	ABS-other	Long	USA
PSMC 2019-3 Trust	232.63 k	243.86 k principal	0.09	ABS-mortgage backed security	Long	USA
Oceanview Mortgage Trust 2021-3	226.18 k	527.00 k principal	0.08	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2018-6	215.55 k	234.75 k principal	0.08	ABS-mortgage backed security	Long	USA
Agate Bay Mortgage Trust 2016-2	214.62 k	231.24 k principal	0.08	ABS-mortgage backed security	Long	USA
PSMC 2020-1 Trust	174.25 k	185.33 k principal	0.06	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2018-CH1	152.73 k	160.06 k principal	0.06	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2019-INV2	141.81 k	147.49 k principal	0.05	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2018-3	107.98 k	116.27 k principal	0.04	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2020-2	107.86 k	122.05 k principal	0.04	ABS-mortgage backed security	Long	USA
AMSR 2019-SFR1 Trust	98.30 k	100.00 k principal	0.04	ABS-other	Long	USA
Wells Fargo Mortgage Backed Securities 2020-RR1 Trust	86.97 k	97.89 k principal	0.03	ABS-mortgage backed security	Long	USA
Oaks Mortgage Trust Series 2015-1	81.17 k	86.52 k principal	0.03	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2016-3	76.20 k	82.41 k principal	0.03	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2018-CH1	72.21 k	77.87 k principal	0.03	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank N.A. - CACLN	71.01 k	71.23 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
JP Morgan Mortgage Trust 2019-8	64.40 k	67.78 k principal	0.02	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2018-2	58.37 k	63.74 k principal	0.02	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2017-4	53.80 k	58.10 k principal	0.02	ABS-mortgage backed security	Long	USA
Chase Home Lending Mortgage Trust 2019-ATR1	47.18 k	49.01 k principal	0.02	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust, Inc.	40.61 k	46.42 k principal	0.02	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank N.A. - CACLN	37.33 k	37.49 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
Wells Fargo Mortgage Backed Securities 2019-3 Trust	37.09 k	40.11 k principal	0.01	ABS-mortgage backed security	Long	USA
OBX 2020-INV1 Trust	36.68 k	39.98 k principal	0.01	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2013-7	33.02 k	36.54 k principal	0.01	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2018-CH3	32.30 k	32.81 k principal	0.01	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2020-3	28.72 k	31.42 k principal	0.01	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2019-1	22.80 k	23.80 k principal	0.01	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2013-3	22.10 k	25.88 k principal	0.01	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2017-CH1	20.69 k	21.52 k principal	0.01	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-62	15.78 k	7.82 mm principal	0.01	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2020-1	15.43 k	17.38 k principal	0.01	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2020-LTV1	11.06 k	11.24 k principal	0.00	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2005-3	394.45	6.57 mm principal	0.00	ABS-mortgage backed security	Long	USA
First Matrix RMOF Trust	0	750.00 k principal	0.00	Debt	Long	USA