Angel Oak Multi-Strategy Income Fund

Fund Profile

Fund profile

Tickers

ANGLX, ANGIX, ANGCX

Fund manager

Angel Oak Funds Trust

Total assets

$2.98 bn

Liabilities

$132.19 mm

Net assets

$2.85 bn

Number of holdings

1.08 k

Top 200 of 1084 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
LSALT 2019-1B PT	85.06 mm	87.85 mm principal	2.99	ABS-collateralized bond/debt obligation	Long	USA
GS Mortgage-Backed Securities Trust 2022-LTV2	43.43 mm	59.56 mm principal	1.53	ABS-mortgage backed security	Long	USA
Goldman Sachs Mortgage Pass-Through Trust 2022-1	41.51 mm	47.26 mm principal	1.46	ABS-mortgage backed security	Long	USA
Angel Oak High Yield Opportunities ETF	37.18 mm	3.36 mm shares	1.31	Common equity	Long	USA
Saluda Grade Alternative Mortgage Trust 2022-SEQ2	35.33 mm	38.06 mm principal	1.24	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	28.06 mm	28.18 mm principal	0.99	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	27.57 mm	28.21 mm principal	0.97	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	26.85 mm	27.00 mm principal	0.94	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage-Backed Securities ETF	26.25 mm	3.05 mm shares	0.92	Common equity	Long	USA
DSLA Mortgage Loan Trust 2007-AR1	24.95 mm	31.07 mm principal	0.88	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	22.81 mm	22.58 mm principal	0.80	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	21.04 mm	21.55 mm principal	0.74	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	20.69 mm	21.17 mm principal	0.73	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	19.90 mm	20.46 mm principal	0.70	ABS-mortgage backed security	Long	USA
Marlette Funding Trust 2023-2	19.72 mm	19.48 mm principal	0.69	ABS-other	Long	USA
Marlette Funding Trust 2023-1	19.62 mm	19.33 mm principal	0.69	ABS-other	Long	USA
Freddie Mac Pool	17.46 mm	18.36 mm principal	0.61	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust 2021-N2	17.30 mm	18.15 mm principal	0.61	ABS-other	Long	USA
PRPM 2021-9 LLC	16.45 mm	16.43 mm principal	0.58	ABS-mortgage backed security	Long	USA
Saluda Grade Fund Trust 2022-SG2	14.69 mm	15.00 mm principal	0.52	ABS-other	Long	USA
Chase Home Lending Mortgage Trust 2024-8	14.47 mm	14.57 mm principal	0.51	ABS-mortgage backed security	Long	USA
HarborView Mortgage Loan Trust 2006-14	14.11 mm	15.52 mm principal	0.50	ABS-mortgage backed security	Long	USA
Veros Auto Receivables Trust 2021-1	14.09 mm	14.09 mm principal	0.50	ABS-other	Long	USA
Freddie Mac Pool	13.66 mm	14.02 mm principal	0.48	ABS-mortgage backed security	Long	USA
HELIOS 2024-1	13.63 mm	12.77 mm principal	0.48	ABS-mortgage backed security	Long	USA
HarborView Mortgage Loan Trust 2007-6	12.79 mm	15.12 mm principal	0.45	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	12.66 mm	12.82 mm principal	0.45	ABS-mortgage backed security	Long	USA
DSLA Mortgage Loan Trust 2005-AR1	12.60 mm	16.51 mm principal	0.44	ABS-mortgage backed security	Long	USA
DSLA Mortgage Loan Trust 2006-AR2	12.60 mm	18.34 mm principal	0.44	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust 2021-MF1	12.20 mm	12.18 mm principal	0.43	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	12.16 mm	12.50 mm principal	0.43	ABS-mortgage backed security	Long	USA
Western Alliance Bank	12.02 mm	12.18 mm principal	0.42	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust 2021-5	11.95 mm	12.40 mm principal	0.42	ABS-other	Long	USA
Freddie Mac Pool	11.88 mm	11.73 mm principal	0.42	ABS-mortgage backed security	Long	USA
Ellington Financial Mortgage Trust 2022-4	11.67 mm	20.82 mm principal	0.41	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	11.40 mm	11.73 mm principal	0.40	ABS-mortgage backed security	Long	USA
Morgan Stanley ABS Capital I Inc Trust 2007-HE6	11.24 mm	12.31 mm principal	0.39	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	11.19 mm	11.51 mm principal	0.39	ABS-mortgage backed security	Long	USA
CSMC 2022-ATH3	11.06 mm	11.20 mm principal	0.39	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	10.97 mm	11.03 mm principal	0.39	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	10.94 mm	11.22 mm principal	0.38	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	10.79 mm	10.66 mm principal	0.38	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust 2021-3	10.75 mm	10.91 mm principal	0.38	ABS-other	Long	USA
J.P. Morgan Mortgage Trust 2022-1	10.65 mm	14.07 mm principal	0.37	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust 2023-3	10.41 mm	10.00 mm principal	0.37	ABS-other	Long	USA
Ginnie Mae II Pool	10.24 mm	10.99 mm principal	0.36	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	10.14 mm	10.19 mm principal	0.36	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2024-CES3	10.12 mm	10.00 mm principal	0.36	ABS-mortgage backed security	Long	USA
BCC Middle Market CLO 2023-2 LLC	10.11 mm	10.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	USA
Madison Park Funding LXII Ltd	10.04 mm	10.00 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Pool	9.96 mm	9.84 mm principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	9.72 mm	9.78 mm principal	0.34	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust 2022-LTV2	9.71 mm	11.81 mm principal	0.34	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	9.71 mm	9.79 mm principal	0.34	ABS-mortgage backed security	Long	USA
ATLX 2024-RPL2 Trust	9.65 mm	10.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	9.58 mm	9.47 mm principal	0.34	ABS-mortgage backed security	Long	USA
ARES Commercial Mortgage Trust 2024-IND	9.50 mm	9.50 mm principal	0.33	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust Series 2024-8	9.44 mm	9.45 mm principal	0.33	ABS-mortgage backed security	Long	USA
Unlock Hea Trust 2022-1	9.44 mm	10.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	9.34 mm	9.56 mm principal	0.33	ABS-mortgage backed security	Long	USA
ATLX 2024-RPL2 Trust	9.04 mm	10.00 mm principal	0.32	ABS-mortgage backed security	Long	USA
ARES Commercial Mortgage Trust 2024-IND	9.00 mm	9.00 mm principal	0.32	ABS-mortgage backed security	Long	USA
GCAT 2023-NQM3 Trust	8.98 mm	8.94 mm principal	0.32	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	8.90 mm	8.95 mm principal	0.31	ABS-mortgage backed security	Long	USA
Fortress Credit Opportunities XXI CLO LLC	8.77 mm	8.75 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
Unlock Hea Trust 2022-1	8.64 mm	8.77 mm principal	0.30	ABS-mortgage backed security	Long	USA
Capital Four US CLO II Ltd	8.58 mm	8.50 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Jersey
Anchorage Credit Funding 8 Ltd	8.49 mm	9.35 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Multifamily Connecticut Avenue Securities Trust 2020-01	8.34 mm	8.00 mm principal	0.29	ABS-mortgage backed security	Long	USA
Home RE 2021-2 Ltd	8.32 mm	8.25 mm principal	0.29	ABS-mortgage backed security	Long	Bermuda
Freddie Mac Pool	8.29 mm	8.18 mm principal	0.29	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	8.27 mm	8.87 mm principal	0.29	ABS-mortgage backed security	Long	USA
Anchorage Credit Funding 9 Ltd	8.25 mm	9.00 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ginnie Mae II Pool	8.22 mm	8.41 mm principal	0.29	ABS-mortgage backed security	Long	USA
Goldman Home Improvement Trust 2021-GRN2 Issuer Trust	8.00 mm	8.45 mm principal	0.28	ABS-other	Long	USA
Ginnie Mae II Pool	7.88 mm	8.07 mm principal	0.28	ABS-mortgage backed security	Long	USA
RC Ready Capital Corporation	7.83 mm	320.00 k shares	0.28	Preferred equity	Long	USA
Exeter Automobile Receivables Trust 2022-5	7.72 mm	7.15 mm principal	0.27	ABS-other	Long	USA
Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-2	7.65 mm	8.32 mm principal	0.27	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust	7.61 mm	7.46 mm principal	0.27	ABS-mortgage backed security	Long	USA
CAL Receivables 2022-1 LLC	7.55 mm	7.53 mm principal	0.27	ABS-other	Long	USA
Ginnie Mae II Pool	7.54 mm	7.48 mm principal	0.27	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	7.43 mm	7.76 mm principal	0.26	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust 2021-N4	7.33 mm	7.67 mm principal	0.26	ABS-other	Long	USA
Fannie Mae Pool	7.25 mm	8.09 mm principal	0.25	ABS-mortgage backed security	Long	USA
A&D Mortgage Trust 2024-NQM1	7.19 mm	7.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust Series 2024-8	7.19 mm	7.21 mm principal	0.25	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	7.15 mm	7.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
OFSI BSL XII Ltd	7.06 mm	7.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JPMorgan Chase Bank NA - CHASE	7.03 mm	6.69 mm principal	0.25	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust 2022-1	6.97 mm	9.28 mm principal	0.25	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	6.96 mm	7.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
Western Alliance Bank	6.94 mm	7.12 mm principal	0.24	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust 2021-15	6.92 mm	8.61 mm principal	0.24	ABS-mortgage backed security	Long	USA
CSMC 2020-RPL4 Trust	6.90 mm	10.12 mm principal	0.24	ABS-mortgage backed security	Long	USA
ACHV ABS TRUST 2023-1PL	6.89 mm	6.73 mm principal	0.24	ABS-other	Long	USA
Carvana Auto Receivables Trust 2021-N3	6.68 mm	7.03 mm principal	0.23	ABS-other	Long	USA
CSMC 2020-RPL4 Trust	6.67 mm	171.74 mm principal	0.23	ABS-mortgage backed security	Long	USA
Western Alliance Bank	6.55 mm	6.60 mm principal	0.23	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI4	6.54 mm	9.08 mm principal	0.23	ABS-mortgage backed security	Long	USA
CSMC 2022-NQM4 Trust	6.51 mm	6.61 mm principal	0.23	ABS-mortgage backed security	Long	USA
LBA Trust 2024-BOLT	6.50 mm	6.50 mm principal	0.23	ABS-mortgage backed security	Long	USA
Bellemeade Re 2023-1 Ltd	6.45 mm	6.20 mm principal	0.23	ABS-mortgage backed security	Long	Bermuda
Deutsche Mortgage Securities Inc REMIC Trust Certificates Series 2009-RS6	6.35 mm	6.88 mm principal	0.22	ABS-mortgage backed security	Long	USA
SG Residential Mortgage Trust 2021-2	6.29 mm	7.56 mm principal	0.22	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2021-5	6.29 mm	7.53 mm principal	0.22	ABS-mortgage backed security	Long	USA
CSMC 2017-RPL3 Trust	6.28 mm	7.25 mm principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	6.26 mm	6.18 mm principal	0.22	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Corp Trust 2021-PJ4	6.22 mm	7.55 mm principal	0.22	ABS-mortgage backed security	Long	USA
Blackrock Rainier CLO VI Ltd	6.22 mm	6.21 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pagaya AI Debt Trust 2023-7	6.17 mm	6.00 mm principal	0.22	ABS-other	Long	USA
Oaktree CLO 2023-2 Ltd	6.16 mm	6.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Hertz Vehicle Financing III LP	6.09 mm	6.64 mm principal	0.21	ABS-other	Long	USA
Freddie Mac Pool	6.08 mm	6.04 mm principal	0.21	ABS-mortgage backed security	Long	USA
Voya CLO 2014-2 Ltd	6.05 mm	6.04 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pagaya AI Debt Trust 2022-1	6.03 mm	6.30 mm principal	0.21	ABS-other	Long	USA
Citigroup Mortgage Loan Trust 2024-INV2	6.00 mm	5.86 mm principal	0.21	ABS-mortgage backed security	Long	USA
CSMC 2020-RPL4 Trust	5.93 mm	10.13 mm principal	0.21	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust 2023-FIG4	5.73 mm	5.53 mm principal	0.20	ABS-mortgage backed security	Long	USA
ZeroDown 2021-SFR1 LLC	5.59 mm	5.58 mm principal	0.20	ABS-other	Long	USA
GS Mortgage-Backed Securities Trust 2021-PJ7	5.57 mm	7.31 mm principal	0.20	ABS-mortgage backed security	Long	USA
COMM 2024-WCL1 MORTGAGE TRUST	5.50 mm	5.50 mm principal	0.19	ABS-mortgage backed security	Long	USA
CPS Auto Receivables Trust 2024-B	5.44 mm	5.27 mm principal	0.19	ABS-other	Long	USA
GSMSC Resecuritization Trust 2014-5R	5.43 mm	5.64 mm principal	0.19	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust 2020-RPL1	5.37 mm	6.32 mm principal	0.19	ABS-mortgage backed security	Long	USA
Trinitas CLO XXII Ltd	5.34 mm	5.30 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Bermuda
Spruce Hill Mortgage Loan Trust 2020-SH1	5.28 mm	6.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
CPS Auto Receivables Trust 2022-A	5.19 mm	5.40 mm principal	0.18	ABS-other	Long	USA
J.P. Morgan Mortgage Trust 2021-14	5.18 mm	6.30 mm principal	0.18	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	5.15 mm	5.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Rockford Tower CLO 2023-1 Ltd	5.12 mm	5.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GSMSC Resecuritization Trust 2014-5R	5.12 mm	5.71 mm principal	0.18	ABS-mortgage backed security	Long	USA
PRPM 2021-RPL1 LLC	5.10 mm	6.17 mm principal	0.18	ABS-mortgage backed security	Long	USA
A&D Mortgage Trust 2023-NQM4	5.09 mm	5.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Pagaya Ai Debt Trust 2024-4	5.08 mm	4.99 mm principal	0.18	ABS-other	Long	USA
Triangle Re 2023-1 Ltd	5.06 mm	5.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-5	5.05 mm	5.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-BAR1	5.05 mm	76.43 mm principal	0.18	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust 2021-4	5.04 mm	5.25 mm principal	0.18	ABS-other	Long	USA
Ares LXIX CLO Ltd	5.04 mm	5.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Jersey
Barings Middle Market CLO 2023-II Ltd	5.02 mm	5.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Bermuda
Anchorage Capital Clo 28 Ltd	5.01 mm	5.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CBAM 2018-6 Ltd	5.01 mm	5.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Falcon 2020 Ltd	5.00 mm	5.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TX Trust 2024-HOU	5.00 mm	5.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.99 mm	4.96 mm principal	0.18	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.95 mm	4.97 mm principal	0.17	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust 2021-4	4.94 mm	7.75 mm principal	0.17	ABS-mortgage backed security	Long	USA
Avis Budget Rental Car Funding AESOP LLC	4.91 mm	5.00 mm principal	0.17	ABS-other	Long	USA
PAGAYA AI Debt Trust 2022-2	4.89 mm	5.00 mm principal	0.17	ABS-other	Long	USA
J.P. Morgan Mortgage Trust 2023-6	4.88 mm	4.84 mm principal	0.17	ABS-mortgage backed security	Long	USA
DT Auto Owner Trust 2022-1	4.87 mm	5.00 mm principal	0.17	ABS-other	Long	USA
Bellemeade Re Ltd	4.85 mm	4.75 mm principal	0.17	ABS-mortgage backed security	Long	Bermuda
Foursight Capital Automobile Receivables Trust 2022-1	4.81 mm	5.00 mm principal	0.17	ABS-other	Long	USA
BX Trust 2024-BIO	4.74 mm	4.80 mm principal	0.17	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.74 mm	4.78 mm principal	0.17	ABS-mortgage backed security	Long	USA
Pikes Peak CLO 14 2023 Ltd	4.71 mm	4.60 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Jersey
MFA 2021-AEINV2 Trust	4.71 mm	5.67 mm principal	0.17	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2024-7	4.68 mm	4.69 mm principal	0.16	ABS-mortgage backed security	Long	USA
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR1	4.67 mm	5.09 mm principal	0.16	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust 2022-SEQ2	4.66 mm	5.21 mm principal	0.16	ABS-mortgage backed security	Long	USA
GSMSC Resecuritization Trust 2014-5R	4.64 mm	5.71 mm principal	0.16	ABS-mortgage backed security	Long	USA
Legacy Mortgage Asset Trust 2021-GS3	4.64 mm	4.62 mm principal	0.16	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust 2024-N2	4.59 mm	4.50 mm principal	0.16	ABS-other	Long	USA
MASTR Alternative Loan Trust 2007-HF1	4.56 mm	9.52 mm principal	0.16	ABS-mortgage backed security	Long	USA
RALI Series 2007-QA2 Trust	4.54 mm	5.01 mm principal	0.16	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.54 mm	4.50 mm principal	0.16	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.54 mm	4.77 mm principal	0.16	ABS-mortgage backed security	Long	USA
BX Trust 2024-VLT4	4.50 mm	4.50 mm principal	0.16	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust 2023-PJ3	4.48 mm	4.44 mm principal	0.16	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust 2023-2	4.46 mm	4.35 mm principal	0.16	ABS-other	Long	USA
DX Dynex Capital, Inc.	4.42 mm	173.43 k shares	0.16	Preferred equity	Long	USA
Pagaya AI Debt Selection Trust	4.41 mm	4.30 mm principal	0.16	ABS-other	Long	USA
Towd Point Mortgage Trust 2024-4	4.38 mm	4.97 mm principal	0.15	ABS-mortgage backed security	Long	USA
Ares LXVIII CLO Ltd	4.37 mm	4.25 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Jersey
Sycamore Tree CLO 2023-4 Ltd	4.36 mm	4.25 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Theorem Funding Trust 2022-2	4.35 mm	4.20 mm principal	0.15	ABS-other	Long	USA
Saluda Grade Alternative Mortgage Trust 2023-SEQ3	4.29 mm	4.25 mm principal	0.15	ABS-mortgage backed security	Long	USA
Marlette Funding Trust 2023-4	4.29 mm	4.13 mm principal	0.15	ABS-other	Long	USA
COLT 2022-5 Mortgage Loan Trust	4.27 mm	4.71 mm principal	0.15	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust 2023-N2	4.26 mm	4.00 mm principal	0.15	ABS-other	Long	USA
Radnor RE 2023-1 Ltd	4.26 mm	4.21 mm principal	0.15	ABS-mortgage backed security	Long	Bermuda
RALI Series 2006-QA7 Trust	4.25 mm	4.70 mm principal	0.15	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust 2023-N3	4.24 mm	4.00 mm principal	0.15	ABS-other	Long	USA
Jackson Park Trust 2019-LIC	4.24 mm	5.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
Northwoods Capital XII-B Ltd	4.21 mm	4.20 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Pool	4.18 mm	4.21 mm principal	0.15	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust 2021-PJ6	4.04 mm	5.31 mm principal	0.14	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2024-1	4.04 mm	4.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
Pret 2024-NPL6 LLC	4.01 mm	4.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
Man US CLO 2024-1 Ltd	4.01 mm	4.00 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Jersey
FIGRE Trust 2024-HE1	3.99 mm	3.92 mm principal	0.14	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.98 mm	3.94 mm principal	0.14	ABS-mortgage backed security	Long	USA
X-Caliber Funding LLC	3.98 mm	3.99 mm principal	0.14	Debt	Long	USA
Freddie Mac Pool	3.97 mm	3.92 mm principal	0.14	ABS-mortgage backed security	Long	USA
BRAVO Residential Funding Trust 2023-NQM4	3.97 mm	4.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
X-Caliber Funding LLC	3.92 mm	3.95 mm principal	0.14	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2005-ALT1	3.89 mm	4.81 mm principal	0.14	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust 2021-15	3.89 mm	5.01 mm principal	0.14	ABS-mortgage backed security	Long	USA
Trinitas Capital Management LLC	3.89 mm	4.00 mm principal	0.14	Debt	Long	USA