NPORT-EX 2 tm2317112d1_nportex.htm MONACHIL 3.31.23 PART F

 

Monachil Credit Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

As of March 31, 2023  

 

Principal        
Amount1      Value 
     FIXED INCOME SECURITIES - 38.00%     
     ASSET BACKED SECURITIES - 10.50%     
 259,014   American Credit Acceptance Receivables Trust 2021-1 3,4
0.830%, 3/15/2027		  $254,841 
           
 125,000   GM Financial Automobile Leasing Trust 2023-1 4
 5.270%, 6/20/2025		   124,870 
           
 367,674   Oportun Issuance Trust 2022-3 3,4
7.451%, 1/8/2030		   368,628 
           
 254,750   Santander Drive Auto Receivable Trust 2022-4 4
4.050%, 7/15/2025		   254,100 
           
 366,818   Santander Drive Auto Receivable Trust 2021-1 4
0.750%, 2/17/2026		   361,765 
           
 190,000   Santander Drive Auto Receivable Trust 2020-1 4
 5.350%, 3/15/2028		   189,446 
           
 231,441   Toyota Auto Receivables 2022-B Owner Trust 4
2.350%, 1/15/2025		   229,399 
           
 400,000   Upstart Securitization Trust 2021-3 3,4
1.660%, 7/20/2031		   380,655 
         2,163,704 
     LUXEMBOURG - 14.44%     
 2,800,000   AAFS Securitisation SA
15.00%, 9/26/2025		   2,975,816 
           
     RECEIVABLE CLAIMS PORTFOLIO - 13.06%     
 3,976   Pool of Trade Receivables Purchase Deed No. 62
3/20/2023		   3,212 
           
 5,430   Pool of Trade Receivables Purchase Deed No. 63
3/27/2023		   4,386 
           
 2,750   Pool of Trade Receivables Purchase Deed No. 66
4/10/2023		   2,221 
           
 10,354   Pool of Trade Receivables Purchase Deed No. 68
4/16/2023		   8,364 
           
 131,775   Pool of Trade Receivables Purchase Deed No. 69
3/18/2023		   93,926 
           
 10,596   Pool of Trade Receivables Purchase Deed No. 70
4/23/2023		   8,559 
           
 6,842   Pool of Trade Receivables Purchase Deed No. 71
4/14/2023		   5,520 
           
 25,441   Pool of Trade Receivables Purchase Deed No. 72
4/26/2023		   18,968 

 

 

 

 

Monachil Credit Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

As of March 31, 2023  

 

 62,408   Pool of Trade Receivables Purchase Deed No. 73
4/30/2023		   45,761 
           
 39,312   Pool of Trade Receivables Purchase Deed No. 74
5/7/2023		   29,960 
           
 24,097   Pool of Trade Receivables Purchase Deed No. 75
4/11/2023		   19,460 
           
 84,230   Pool of Trade Receivables Purchase Deed No. 76
5/14/2023		   67,950 
           
 42,504   Pool of Trade Receivables Purchase Deed No. 77
5/10/2023		   31,438 
           
 160,529   Pool of Trade Receivables Purchase Deed No. 78
6/16/2023		   121,957 
           
 51,425   Pool of Trade Receivables Purchase Deed No. 79
6/22/2023		   41,422 
           
 152,158   Pool of Trade Receivables Purchase Deed No. 80
6/24/2023		   121,896 
           
 904,937   Pool of Trade Receivables Purchase Deed No. 81
5/22/2023		   693,098 
           
 177,742   Pool of Trade Receivables Purchase Deed No. 82
6/28/2023		   135,039 
           
 428,140   Pool of Trade Receivables Purchase Deed No. 83
7/5/2023		   316,678 
           
 258,117   Pool of Trade Receivables Purchase Deed No. 84
6/11/2023		   197,376 
           
 264,982   Pool of Trade Receivables Purchase Deed No. 85
7/11/2023		   207,042 
           
 170,956   Pool of Trade Receivables Purchase Deed No. 86
6/18/2023		   137,675 
           
 52,857   Pool of Trade Receivables Purchase Deed No. 87
6/22/2023		   42,461 
           
 184,186   Pool of Trade Receivables Purchase Deed No. 88
6/25/2023		   141,695 
           
 245,764   Pool of Trade Receivables Purchase Deed No. 89
6/25/2023		   195,404 
         2,691,468 
     TOTAL FIXED INCOME SECURITIES     
          (Cost $8,157,925)   7,830,988 

 

 

 

 

Monachil Credit Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

As of March 31, 2023  

 

     U.S. GOVERNMENT - 62.37%     
     U.S. TREASURY BILL - 62.37%     
 2,000,000   3.460%, 4/11/2023   1,997,976 
 3,000,000   3.876%, 4/18/2023   2,994,312 
 900,000   3.926%, 4/20/2023   898,012 
 1,600,000   4.253%, 4/25/2023   1,595,536 
 2,000,000   4.355%, 5/16/2023   1,989,036 
 3,000,000   4.151%, 5/23/2023   2,980,824 
 400,000   2.795%, 6/15/2023   396,243 
     TOTAL U.S. GOVERNMENT     
          (Cost $12,854,983)   12,851,939 
           
     TOTAL INVESTMENTS - 100.37%     
          (Cost $21,012,908)   20,682,927 
     Liabilities in Excess of Other Assets - (0.37)% 2   (75,939)
     TOTAL MEMBER'S EQUITY - 100.00%  $20,606,988 

 

1 Local Currency
2 Includes Cash, Cash equivalents, Unrealized appreciation on forward foreign currency exchange contracts, Dividends and interest, and Total liabilities.
3 Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities are restricted and may be resold in transactions exempt from registration normally to qualified institutional buyers. The total value of these securities is $1,004,124, which represents 4.87% of the total net assets of the Fund.
4 Callable

 

 

 

 

Monachil Credit Income Fund            
CONSOLIDATED SCHEDULE OF INVESTMENTS - (Continued) (Unaudited)      
As of March 31, 2023              

 

FORWARD FOREIGN CURRENCY CONTRACTS            

 

            Currency           Unrealized 
      Currency  Settlement  Amount       Value at   Appreciation 
Sale Contracts  Counterparty  Exchange  Date  Sold   Notional Value   March 31, 2023   (Depreciation) 
Euro  Alpha FX  EUR per USD  April 10, 2023   (100,000)  $(107,260)  $(108,515)  $(1,255)
Euro  Alpha FX  EUR per USD  April 28, 2023   (100,000)   (105,630)   (108,620)   (2,990)
Euro  Alpha FX  EUR per USD  April 28, 2023   (100,000)   (106,890)   (108,620)   (1,730)
Euro  Alpha FX  EUR per USD  May 6, 2023   (4,580,000)   (5,003,192)   (4,977,417)   25,775 
Euro  Alpha FX  EUR per USD  May 22, 2023   (100,000)   (106,060)   (108,779)   (2,719)
Euro  Alpha FX  EUR per USD  May 31, 2023   (100,000)   (108,500)   (108,829)   (329)
                 $(5,537,532)  $(5,520,780)  $16,752 

 

EUR - Euro

 

See accompanying Notes to Financial Statements.