Angel Oak UltraShort Income Fund

Fund Profile

Fund profile

Tickers

AOUAX, AOUIX, AOUNX

Fund manager

Angel Oak Funds Trust

Total assets

$452.79 mm

Liabilities

$5.45 mm

Net assets

$447.34 mm

Number of holdings

403.00

Top 200 of 403 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
First American Government Obligations Fund	12.85 mm	12.85 mm shares	2.87	Short-term investment vehicle	Long	USA
American Credit Acceptance Receivables Trust 2022-4	7.20 mm	7.00 mm principal	1.61	ABS-other	Long	USA
GS Mortgage-Backed Securities Trust 2021-PJ9	6.31 mm	7.31 mm principal	1.41	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Trust 2024-2	5.67 mm	5.61 mm principal	1.27	ABS-other	Long	USA
SpringCastle America Funding LLC	5.63 mm	6.12 mm principal	1.26	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	5.33 mm	5.50 mm principal	1.19	ABS-mortgage backed security	Long	USA
Avis Budget Rental Car Funding AESOP LLC	5.26 mm	5.33 mm principal	1.18	ABS-other	Long	USA
Pagaya AI Debt Trust 2023-8	5.24 mm	5.11 mm principal	1.17	ABS-other	Long	USA
Pagaya AI Debt Trust 2024-3	5.05 mm	5.00 mm principal	1.13	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	4.67 mm	4.71 mm principal	1.04	ABS-mortgage backed security	Long	USA
KKR CLO 21 Ltd	4.39 mm	4.38 mm principal	0.98	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Multifamily Structured Pass Through Certificates	4.38 mm	4.49 mm principal	0.98	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust 2021-MF1	4.36 mm	4.35 mm principal	0.97	ABS-mortgage backed security	Long	USA
Oportun Issuance Trust 2022-3	4.31 mm	4.35 mm principal	0.96	ABS-other	Long	USA
Exeter Automobile Receivables Trust 2022-3	4.28 mm	4.20 mm principal	0.96	ABS-other	Long	USA
TIAA CLO I Ltd	4.27 mm	4.26 mm principal	0.95	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Parliament Funding II ltd	4.11 mm	4.10 mm principal	0.92	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Multifamily Structured Pass Through Certificates	4.02 mm	4.01 mm principal	0.90	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Trust 2022-1	3.80 mm	3.82 mm principal	0.85	ABS-other	Long	USA
Pagaya AI Debt Trust 2023-5	3.78 mm	3.75 mm principal	0.85	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	3.78 mm	3.80 mm principal	0.85	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Trust 2024-1	3.76 mm	3.70 mm principal	0.84	ABS-other	Long	USA
Dryden 40 Senior Loan Fund	3.73 mm	3.73 mm principal	0.83	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PRET 2021-NPL3 LLC	3.73 mm	3.74 mm principal	0.83	ABS-mortgage backed security	Long	USA
PAGAYA AI Debt Trust 2022-2	3.72 mm	3.70 mm principal	0.83	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	3.69 mm	3.74 mm principal	0.82	ABS-mortgage backed security	Long	USA
Gallatin CLO VIII 2017-1 Ltd	3.60 mm	3.60 mm principal	0.80	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TCI-Symphony CLO 2016-1 Ltd	3.54 mm	3.53 mm principal	0.79	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OBX 2021-NQM1 Trust	3.30 mm	3.83 mm principal	0.74	ABS-mortgage backed security	Long	USA
Marlette Funding Trust 2023-3	3.26 mm	3.20 mm principal	0.73	ABS-other	Long	USA
CPS Auto Receivables Trust 2022-D	3.06 mm	2.90 mm principal	0.68	ABS-other	Long	USA
SG Residential Mortgage Trust 2021-2	3.05 mm	3.67 mm principal	0.68	ABS-mortgage backed security	Long	USA
Voya CLO 2014-2 Ltd	3.01 mm	3.00 mm principal	0.67	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DT Auto Owner Trust 2022-2	3.01 mm	3.00 mm principal	0.67	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	2.95 mm	3.00 mm principal	0.66	ABS-mortgage backed security	Long	USA
Symphony CLO XXVI Ltd	2.92 mm	2.91 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Mello Mortgage Capital Acceptance 2021-MTG2	2.90 mm	3.33 mm principal	0.65	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	2.88 mm	2.91 mm principal	0.64	ABS-mortgage backed security	Long	USA
Lake Shore MM CLO IV Ltd	2.87 mm	2.87 mm principal	0.64	ABS-collateralized bond/debt obligation	Long	USA
Pagaya AI Debt Trust 2023-7	2.66 mm	2.63 mm principal	0.60	ABS-other	Long	USA
GLS Auto Receivables Issuer Trust 2022-3	2.65 mm	2.60 mm principal	0.59	ABS-other	Long	USA
Avid Automobile Receivables Trust 2023-1	2.61 mm	2.60 mm principal	0.58	ABS-other	Long	USA
Velocity Commercial Capital Loan Trust 2021-2	2.49 mm	2.92 mm principal	0.56	ABS-mortgage backed security	Long	USA
Bellemeade Re Ltd	2.39 mm	2.38 mm principal	0.53	ABS-mortgage backed security	Long	Bermuda
GLS Auto Receivables Issuer Trust 2021-1	2.37 mm	2.40 mm principal	0.53	ABS-other	Long	USA
Verus Securitization Trust 2019-INV3	2.32 mm	2.51 mm principal	0.52	ABS-mortgage backed security	Long	USA
Santander Drive Auto Receivables Trust 2024-4	2.29 mm	2.28 mm principal	0.51	ABS-other	Long	USA
Pagaya AI Debt Trust 2024-1	2.28 mm	2.23 mm principal	0.51	ABS-other	Long	USA
Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6	2.27 mm	2.25 mm principal	0.51	ABS-other	Long	USA
Santander Drive Auto Receivables Trust 2023-1	2.26 mm	2.26 mm principal	0.51	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	2.26 mm	2.24 mm principal	0.50	ABS-mortgage backed security	Long	USA
Upstart Structured Pass-Through Trust Series 2022-4A	2.21 mm	2.20 mm principal	0.50	ABS-other	Long	USA
PRPM 2021-6 LLC	2.14 mm	2.16 mm principal	0.48	ABS-mortgage backed security	Long	USA
Greenwood Park CLO Ltd	2.11 mm	2.11 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Multifamily Structured Pass Through Certificates	2.11 mm	2.12 mm principal	0.47	ABS-mortgage backed security	Long	USA
PRPM 2022-NQM1 Trust	2.09 mm	2.06 mm principal	0.47	ABS-mortgage backed security	Long	USA
Avis Budget Rental Car Funding AESOP LLC	2.07 mm	2.10 mm principal	0.46	ABS-other	Long	USA
ACHV ABS TRUST 2024-1PL	2.06 mm	2.05 mm principal	0.46	ABS-other	Long	USA
Lobel Automobile Receivables Trust 2023-1	2.06 mm	2.00 mm principal	0.46	ABS-other	Long	USA
Marlette Funding Trust 2023-1	2.04 mm	2.00 mm principal	0.46	ABS-other	Long	USA
CPS Auto Receivables Trust 2024-B	2.04 mm	2.00 mm principal	0.46	ABS-other	Long	USA
Pagaya AI Debt Grantor Trust 2024-5	2.02 mm	2.00 mm principal	0.45	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	2.02 mm	2.04 mm principal	0.45	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	2.01 mm	2.03 mm principal	0.45	ABS-mortgage backed security	Long	USA
Lendingpoint 2022-C Asset Securitization Trust	2.01 mm	2.00 mm principal	0.45	ABS-other	Long	USA
Churchill NCDLC CLO-II LLC	2.00 mm	2.00 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	USA
Continental Finance Credit Card ABS Master Trust	1.99 mm	2.00 mm principal	0.44	ABS-other	Long	USA
BRSP 2021-FL1 Ltd	1.99 mm	2.00 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GLS Auto Receivables Issuer Trust 2023-1	1.97 mm	1.96 mm principal	0.44	ABS-other	Long	USA
Fannie Mae Pool	1.96 mm	2.00 mm principal	0.44	ABS-mortgage backed security	Long	USA
PRET 2024-NPL1 LLC	1.95 mm	1.95 mm principal	0.44	ABS-mortgage backed security	Long	USA
Oportun Issuance Trust 2021-C	1.93 mm	2.00 mm principal	0.43	ABS-other	Long	USA
Lake Shore MM CLO II Ltd	1.91 mm	1.91 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Residential Mortgage Loan Trust 2021-INV1	1.86 mm	2.07 mm principal	0.42	ABS-mortgage backed security	Long	USA
CPS Auto Receivables Trust 2022-C	1.80 mm	1.80 mm principal	0.40	ABS-other	Long	USA
Pagaya AI Debt Trust 2023-5	1.80 mm	1.75 mm principal	0.40	ABS-other	Long	USA
Marlette Funding Trust 2023-1	1.76 mm	1.74 mm principal	0.39	ABS-other	Long	USA
Neuberger Berman CLO XX Ltd	1.75 mm	1.75 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Multifamily Structured Pass Through Certificates	1.74 mm	1.77 mm principal	0.39	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	1.68 mm	1.71 mm principal	0.38	ABS-mortgage backed security	Long	USA
COLT 2020-2 Mortgage Loan Trust	1.64 mm	1.71 mm principal	0.37	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2021-3	1.60 mm	1.98 mm principal	0.36	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.59 mm	1.61 mm principal	0.36	ABS-mortgage backed security	Long	USA
Upstart Pass-Through Trust Series 2021-ST4	1.57 mm	1.60 mm principal	0.35	ABS-other	Long	USA
Lake Shore MM CLO II Ltd	1.56 mm	1.55 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Prosper Marketplace Issuance Trust Series 2023-1	1.54 mm	1.50 mm principal	0.34	ABS-other	Long	USA
Affirm Asset Securitization Trust 2024-X1	1.52 mm	1.50 mm principal	0.34	ABS-other	Long	USA
American Credit Acceptance Receivables Trust 2024-2	1.51 mm	1.50 mm principal	0.34	ABS-other	Long	USA
Mercury Financial Credit Card Master Trust	1.51 mm	1.50 mm principal	0.34	ABS-other	Long	USA
Pagaya AI Debt Trust 2022-5	1.50 mm	1.48 mm principal	0.34	ABS-other	Long	USA
Exeter Automobile Receivables Trust 2020-3	1.50 mm	1.50 mm principal	0.34	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	1.50 mm	1.49 mm principal	0.33	ABS-mortgage backed security	Long	USA
Theorem Funding Trust 2022-3	1.45 mm	1.40 mm principal	0.32	ABS-other	Long	USA
Pagaya AI Debt Trust 2023-7	1.41 mm	1.40 mm principal	0.32	ABS-other	Long	USA
Foursight Capital Automobile Receivables Trust 2022-2	1.40 mm	1.40 mm principal	0.31	ABS-other	Long	USA
METLIFE SECURITIZATION TRUST 2020-1	1.40 mm	1.58 mm principal	0.31	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2021-SJ2	1.39 mm	1.50 mm principal	0.31	ABS-mortgage backed security	Long	USA
ACHV ABS Trust 2024-3AL	1.38 mm	1.38 mm principal	0.31	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	1.38 mm	1.39 mm principal	0.31	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2020-INV	1.37 mm	1.44 mm principal	0.31	ABS-mortgage backed security	Long	USA
Vista Point Securitization Trust 2024-CES1	1.36 mm	1.35 mm principal	0.30	ABS-mortgage backed security	Long	USA
Freddie Mac Whole Loan Securities Trust 2016-SC02	1.32 mm	1.42 mm principal	0.30	ABS-mortgage backed security	Long	USA
Venture XXII CLO Ltd	1.30 mm	1.30 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pagaya AI Debt Trust 2023-7	1.29 mm	1.25 mm principal	0.29	ABS-other	Long	USA
Verus Securitization Trust 2021-8	1.28 mm	1.45 mm principal	0.29	ABS-mortgage backed security	Long	USA
FREED ABS Trust 2022-4FP	1.27 mm	1.25 mm principal	0.28	ABS-other	Long	USA
FREED ABS Trust 2022-3FP	1.26 mm	1.25 mm principal	0.28	ABS-other	Long	USA
Cathedral Lake VI Ltd	1.26 mm	1.26 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ACHV ABS TRUST 2024-2PL	1.25 mm	1.25 mm principal	0.28	ABS-other	Long	USA
UNIFY Auto Receivables Trust 2021-1	1.24 mm	1.25 mm principal	0.28	ABS-other	Long	USA
Affirm Asset Securitization Trust 2023-B	1.22 mm	1.20 mm principal	0.27	ABS-other	Long	USA
American Credit Acceptance Receivables Trust 2024-1	1.21 mm	1.20 mm principal	0.27	ABS-other	Long	USA
Research-Driven Pagaya Motor Asset Trust 2023-4	1.20 mm	1.18 mm principal	0.27	ABS-other	Long	USA
Verus Securitization Trust 2021-4	1.19 mm	1.43 mm principal	0.27	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Corp Trust 2021-NQM1	1.16 mm	1.31 mm principal	0.26	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	1.16 mm	1.16 mm principal	0.26	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	1.14 mm	1.17 mm principal	0.26	ABS-mortgage backed security	Long	USA
Chase Home Lending Mortgage Trust 2019-ATR2	1.13 mm	1.21 mm principal	0.25	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2019-6	1.12 mm	1.21 mm principal	0.25	ABS-mortgage backed security	Long	USA
GreenSky Home Improvement Issuer Trust 2024-2	1.10 mm	1.10 mm principal	0.25	ABS-other	Long	USA
NMLT 2021-INV1 Trust	1.08 mm	1.27 mm principal	0.24	ABS-mortgage backed security	Long	USA
GCAT 2021-NQM2 Trust	1.08 mm	1.26 mm principal	0.24	ABS-mortgage backed security	Long	USA
PRKCM 2023-AFC1 Trust	1.07 mm	1.07 mm principal	0.24	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust 2021-N2	1.06 mm	1.11 mm principal	0.24	ABS-other	Long	USA
Visio 2021-1R Trust	1.05 mm	1.16 mm principal	0.24	ABS-mortgage backed security	Long	USA
LCM XIV LP	1.05 mm	1.05 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Multifamily Structured Pass Through Certificates	1.05 mm	1.04 mm principal	0.23	ABS-mortgage backed security	Long	USA
Momnt Technologies Trust 2023-1	1.03 mm	1.02 mm principal	0.23	ABS-other	Long	USA
ACHV ABS TRUST 2023-1PL	1.02 mm	1.00 mm principal	0.23	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	1.02 mm	1.03 mm principal	0.23	ABS-mortgage backed security	Long	USA
DT Auto Owner Trust 2022-3	1.02 mm	1.00 mm principal	0.23	ABS-other	Long	USA
Genesis Sales Finance Master Trust	1.02 mm	1.03 mm principal	0.23	ABS-other	Long	USA
Pagaya AI Debt Trust 2024-2	1.01 mm	999.56 k principal	0.23	ABS-other	Long	USA
Pagaya AI Debt Trust 2024-3	1.01 mm	1.00 mm principal	0.23	ABS-other	Long	USA
Exeter Automobile Receivables Trust 2023-2	1.01 mm	1.00 mm principal	0.23	ABS-other	Long	USA
Westlake Automobile Receivables Trust 2022-2	1.01 mm	1.00 mm principal	0.23	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	1.01 mm	999.95 k principal	0.22	ABS-mortgage backed security	Long	USA
Tricolor Auto Securitization Trust 2024-3	1.00 mm	1.00 mm principal	0.22	ABS-other	Long	USA
MF1 2021-FL7 Ltd	1.00 mm	1.01 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elevation CLO 2021-14 Ltd	999.81 k	1.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Synchrony Card Funding LLC	994.96 k	1.00 mm principal	0.22	ABS-other	Long	USA
TRTX 2022-FL5 Issuer Ltd	994.56 k	1.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PRET 2024-NPL5 LLC	993.01 k	1.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
LL ABS Trust 2021-1	989.35 k	1.00 mm principal	0.22	ABS-other	Long	USA
Upstart Securitization Trust 2021-3	988.89 k	1.00 mm principal	0.22	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	970.55 k	988.80 k principal	0.22	ABS-mortgage backed security	Long	USA
Lendbuzz Securitization Trust 2022-1	966.39 k	971.70 k principal	0.22	ABS-other	Long	USA
Skopos Auto Receivables Trust 2019-1	963.40 k	960.02 k principal	0.22	ABS-other	Long	USA
Imperial Fund Mortgage Trust 2021-NQM1	948.12 k	1.10 mm principal	0.21	ABS-mortgage backed security	Long	USA
BRAVO Residential Funding Trust 2024-NQM4	926.22 k	950.15 k principal	0.21	ABS-mortgage backed security	Long	USA
BXP Trust 2017-CQHP	926.02 k	1.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
Theorem Funding Trust 2022-3	921.65 k	912.71 k principal	0.21	ABS-other	Long	USA
Carvana Auto Receivables Trust 2020-NP1	919.08 k	927.53 k principal	0.21	ABS-other	Long	USA
Oportun Issuance Trust 2024-2	916.57 k	912.38 k principal	0.20	ABS-other	Long	USA
A&D Mortgage Trust 2023-NQM4	914.50 k	880.54 k principal	0.20	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust 2022-GR2	878.39 k	866.94 k principal	0.20	ABS-mortgage backed security	Long	USA
Lendbuzz Securitization Trust 2024-1	873.40 k	864.43 k principal	0.20	ABS-other	Long	USA
Towd Point Mortgage Trust 2019-HY3	864.40 k	855.27 k principal	0.19	ABS-mortgage backed security	Long	USA
Barings Middle Market CLO Ltd 2021-I	857.13 k	857.14 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flagstar Mortgage Trust 2018-6RR	852.32 k	894.55 k principal	0.19	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	849.57 k	852.79 k principal	0.19	ABS-mortgage backed security	Long	USA
Prestige Auto Receivables Trust 2022-1	841.48 k	837.82 k principal	0.19	ABS-other	Long	USA
Cross 2023-H2 Mortgage Trust	834.59 k	809.60 k principal	0.19	ABS-mortgage backed security	Long	USA
Cedar Funding IV CLO Ltd	831.24 k	833.33 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Veros Auto Receivables Trust 2021-1	828.86 k	828.93 k principal	0.19	ABS-other	Long	USA
Velocity Commercial Capital Loan Trust 2021-4	825.90 k	982.94 k principal	0.18	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	818.07 k	821.73 k principal	0.18	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust 2022-2	815.81 k	813.99 k principal	0.18	ABS-other	Long	USA
TCW CLO 2021-2 Ltd	800.07 k	800.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Natixis Commercial Mortgage Securities Trust 2019-MILE	793.78 k	848.86 k principal	0.18	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust 2021-4	788.39 k	791.98 k principal	0.18	ABS-other	Long	USA
Upstart Pass-Through Trust Series 2022-ST1	777.76 k	783.66 k principal	0.17	ABS-other	Long	USA
Carvana Auto Receivables Trust 2021-N1	773.11 k	801.49 k principal	0.17	ABS-other	Long	USA
Veros Auto Receivables Trust 2023-1	762.61 k	758.32 k principal	0.17	ABS-other	Long	USA
Affirm Asset Securitization Trust 2023-X1	759.12 k	750.00 k principal	0.17	ABS-other	Long	USA
Verus Securitization Trust 2022-5	753.55 k	839.08 k principal	0.17	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2024-DNA3	751.64 k	750.00 k principal	0.17	ABS-mortgage backed security	Long	USA
PRPM 2024-2 LLC	742.82 k	734.49 k principal	0.17	ABS-mortgage backed security	Long	USA
Goldman Home Improvement Trust 2021-GRN2 Issuer Trust	738.26 k	771.01 k principal	0.17	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	735.64 k	742.88 k principal	0.16	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-2	734.35 k	722.74 k principal	0.16	ABS-mortgage backed security	Long	USA
Mill City Mortgage Loan Trust 2021-NMR1	733.14 k	767.72 k principal	0.16	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	729.30 k	733.33 k principal	0.16	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	729.25 k	750.00 k principal	0.16	ABS-mortgage backed security	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC	727.58 k	1.25 mm principal	0.16	ABS-mortgage backed security	Long	USA
ClickLease Equipment Receivables 2024-1 Trust	726.58 k	722.20 k principal	0.16	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	724.72 k	729.14 k principal	0.16	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust 2021-N3	705.92 k	738.59 k principal	0.16	ABS-other	Long	USA
Mercury Financial Credit Card Master Trust	703.29 k	700.00 k principal	0.16	ABS-other	Long	USA
Verus Securitization Trust 2023-3	696.35 k	706.04 k principal	0.16	ABS-mortgage backed security	Long	USA
CSMC Series 2019-NQM1	681.31 k	699.14 k principal	0.15	ABS-mortgage backed security	Long	USA
World Omni Automobile Lease Securitization Trust 2023-A	671.78 k	670.52 k principal	0.15	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	671.04 k	673.03 k principal	0.15	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	653.28 k	654.00 k principal	0.15	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	650.80 k	649.80 k principal	0.15	ABS-mortgage backed security	Long	USA
NOVA Chemicals Corp	647.85 k	650.00 k principal	0.14	Debt	Long	Canada
First Eagle Commercial Loan Funding 2016-1 LLC	621.88 k	621.31 k principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Foundation Finance Trust 2021-1	619.28 k	658.96 k principal	0.14	ABS-other	Long	USA
Verus Securitization Trust 2019-INV3	616.80 k	625.27 k principal	0.14	ABS-mortgage backed security	Long	USA
Avid Automobile Receivables Trust 2021-1	611.22 k	615.11 k principal	0.14	ABS-other	Long	USA