0001145549-22-016890.txt : 20220324
0001145549-22-016890.hdr.sgml : 20220324
20220324103150
ACCESSION NUMBER: 0001145549-22-016890
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220131
FILED AS OF DATE: 20220324
PERIOD START: 20220131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Angel Oak Dynamic Financial Strategies Income Term Trust
CENTRAL INDEX KEY: 0001794287
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23491
FILM NUMBER: 22765173
BUSINESS ADDRESS:
STREET 1: 3344 PEACHTREE ROAD NE
STREET 2: SUITE 1725
CITY: ATLANTA
STATE: GA
ZIP: 30326
BUSINESS PHONE: (404) 953-4900
MAIL ADDRESS:
STREET 1: 3344 PEACHTREE ROAD NE
STREET 2: SUITE 1725
CITY: ATLANTA
STATE: GA
ZIP: 30326
NPORT-P
1
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Atlanta
30326
404-953-4900
Angel Oak Dynamic Financial Strategies Income Term Trust
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2022-01-31
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Annaly Capital Management Inc
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USD
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EP
CORP
US
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1
N
N
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ARBOR REALTY TRUST INC
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Arbor Realty Trust Inc
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USD
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2026-04-30
Fixed
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Arena Finance II LLC
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2025-09-30
Fixed
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Atlantic Union Bankshares Corp
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EP
CORP
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N
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B RILEY FINANCIAL INC
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B Riley Financial Inc
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USD
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EP
CORP
US
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N
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B RILEY FINANCIAL INC
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B Riley Financial Inc
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USD
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EP
CORP
US
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1
N
N
N
B RILEY FINANCIAL INC
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B Riley Financial Inc
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USD
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1.2027604457
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EP
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Bancorp Bank/The
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USD
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2025-08-15
Fixed
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Banc of California NA
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USD
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DBT
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2030-10-30
Variable
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BANK OF GUAM
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USD
1469802.290000000000
1.7454779397
Long
SN
CORP
GU
N
2
2031-07-01
Variable
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BAYCOM CORP
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BayCom Corp
07272MAA5
2000000.000000000000
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USD
2129045.820000000000
2.5283689764
Long
DBT
CORP
US
N
2
2030-09-15
Variable
5.250000000000
N
N
N
N
N
N
BAYFIRST FINANCIAL CORP LW TIER II 31
N/A
FIRST HOME
07279BAA2
1000000.000000000000
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USD
980184.460000000000
1.1640275454
Long
DBT
CORP
US
N
2
2031-06-30
Variable
4.500000000000
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N
N
N
N
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BYLINE BANCORP INC
549300W7ODP4YL2H4823
Byline Bancorp Inc
124411AA7
3000000.000000000000
PA
USD
3229931.220000000000
3.8357360917
Long
DBT
CORP
US
N
2
2030-07-01
Variable
6.000000000000
N
N
N
N
N
N
CB&T HOLDING CORP
549300QX35T737FJFZ97
CB&T Holding Corp
124782AC7
2500000.000000000000
PA
USD
2700000.000000000000
3.2064111407
Long
DBT
CORP
US
N
2
2030-12-15
Variable
6.250000000000
N
N
N
N
N
N
CB FINANCIAL SERVICES
549300JEGYKCDOBSG664
CB Financial Services Inc
12479GAA9
1000000.000000000000
PA
USD
985686.350000000000
1.1705613681
Long
SN
CORP
US
N
2
2031-12-15
Variable
3.875000000000
N
N
N
N
N
N
CNB FINANCIAL CORP/PA
254900RUYUOKD91VNX69
CNB FINANCIAL CORP/PA
N/A
20000.000000000000
NS
USD
540400.000000000000
0.6417572520
Long
EP
CORP
US
N
1
N
N
N
CRB GROUP INC
549300BLONX7RHTYWF68
CRB Group Inc
12634QAJ0
2000000.000000000000
PA
USD
2258495.060000000000
2.6820976747
Long
DBT
CORP
US
N
2
2030-09-01
Variable
6.500000000000
N
N
N
N
N
N
CENTRAL PACIFIC FIN CORP
549300W3YEAOZ4KGG849
Central Pacific Financial Corp
154760AC6
1000000.000000000000
PA
USD
1041080.100000000000
1.2363447522
Long
DBT
CORP
US
N
2
2030-11-01
Variable
4.750000000000
N
N
N
N
N
N
CITIZENS COMM BANC WI
N/A
Citizens Community Bancorp Inc/WI
174903AC8
2000000.000000000000
PA
USD
2053405.720000000000
2.4385418433
Long
DBT
CORP
US
N
2
2030-09-01
Variable
6.000000000000
N
N
N
N
N
N
CLEAR BLUE FIN HLDGS
N/A
Clear Blue Financial Holdings LLC
18452FAB7
3000000.000000000000
PA
USD
2963379.210000000000
3.5191896715
Long
DBT
CORP
PR
N
2
2028-12-30
Fixed
5.375000000000
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N
N
N
N
N
CLEAR STREET CAPITAL
N/A
Clear Street Capital LLC
18468HAC3
2500000.000000000000
PA
USD
2488444.430000000000
2.9551762753
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.000000000000
N
N
N
N
N
N
CLEAR STREET GROUP INC
N/A
Clear Street Group Inc
18469C307
40000.000000000000
NS
USD
1000000.000000000000
1.1875596817
Long
EP
CORP
US
N
3
N
N
N
COASTALSOUTH BANCSRS INC
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CoastalSouth Bancshares Inc
19058XAA6
1000000.000000000000
PA
USD
1015491.750000000000
1.2059570594
Long
DBT
CORP
US
N
2
2030-09-15
Variable
5.950000000000
N
N
N
N
N
N
COMMERCIAL CREDIT GROUP
549300ZB1E6HIMDXB670
Commercial Credit Group Inc
20161DAA2
1000000.000000000000
PA
USD
990994.250000000000
1.1768648161
Long
DBT
CORP
US
N
2
2026-05-30
Fixed
4.875000000000
N
N
N
N
N
N
COWEN INC
5493008QI0EFC5WBED75
Cowen Inc
223622AG6
2000000.000000000000
PA
USD
2131962.060000000000
2.5318321855
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
7.250000000000
N
N
N
N
N
N
CUSTOMERS BANK
6UHRKD73G36IZYN3FC43
Customers Bank
23204HBM9
2500000.000000000000
PA
USD
2703995.250000000000
3.2111557385
Long
DBT
CORP
US
N
2
2029-06-26
Variable
6.125000000000
N
N
N
N
N
N
DIME COMMUNITY BANCSHARE
N/A
Dime Community Bancshares Inc
25432X201
25000.000000000000
NS
USD
628500.000000000000
0.7463812600
Long
EP
CORP
US
N
1
N
N
N
ELLINGTON FINANCIAL
60GS1D1R1YY5G1W7IT74
Ellington Financial Inc
28852N208
20000.000000000000
NS
USD
502000.000000000000
0.5961549602
Long
EP
CORP
US
N
1
N
N
N
ENTERPRISE BANCORP INC
N/A
ENTERPRISE BANCORP INC MASS SUB GLBL NT 30
293668AE9
2000000.000000000000
PA
USD
2129833.100000000000
2.5293039184
Long
DBT
CORP
US
N
2
2030-07-15
Variable
5.250000000000
N
N
N
N
N
N
EQUITY BANCSHARES INC
549300BPQ2EJNU4WF694
Equity Bancshares Inc
29460XAC3
3000000.000000000000
PA
USD
3300177.510000000000
3.9191577535
Long
SN
CORP
US
N
2
2030-06-30
Variable
7.000000000000
N
N
N
N
N
N
EVANS BANCORP INC
N/A
Evans Bancorp Inc
29911QAA7
2000000.000000000000
PA
USD
2083546.560000000000
2.4743358897
Long
DBT
CORP
US
N
2
2030-07-15
Variable
6.000000000000
N
N
N
N
N
N
FEDNAT HOLDING CO
549300TFR6HALUYTYJ66
FedNat Holding Co
31431BAC3
2000000.000000000000
PA
USD
2110000.000000000000
2.5057509285
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.750000000000
N
N
N
N
N
N
FINANCIAL INSTITUTIONS I
N/A
Financial Institutions Inc
317580AA6
1000000.000000000000
PA
USD
997893.840000000000
1.1850584910
Long
DBT
CORP
US
N
2
2030-10-15
Variable
4.375000000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
2365051.320000000000
NS
USD
2365051.320000000000
2.8086395929
Long
STIV
RF
US
N
1
N
N
N
FIRSTBANK
549300OBO7DOF2KOP535
FirstBank/Nashville TN
33766NAJ3
2000000.000000000000
PA
USD
2043887.220000000000
2.4272380565
Long
DBT
CORP
US
N
2
2030-09-01
Variable
4.500000000000
N
N
N
N
N
N
FIRSTSUN CAPITAL BCORP
N/A
Firstsun Capital Bancorp
33767UAA5
2500000.000000000000
PA
USD
2659889.430000000000
3.1587774450
Long
DBT
CORP
US
N
2
2030-07-01
Variable
6.000000000000
N
N
N
N
N
N
FLAGSTAR BANCORP INC
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930AD3
2000000.000000000000
PA
USD
2071226.420000000000
2.4597049881
Long
DBT
CORP
US
N
2
2030-11-01
Variable
4.125000000000
N
N
N
N
N
N
HALLMARK FINANCIAL SVCS
549300QVZIZ17RUE4C20
Hallmark Financial Services Inc
40624QAB0
2000000.000000000000
PA
USD
1960000.000000000000
2.3276169762
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
6.250000000000
N
N
N
N
N
N
HILLTOP HOLDINGS INC
54930010TA543US0PM65
Hilltop Holdings Inc
432748AE1
250000.000000000000
PA
USD
276905.510000000000
0.3288418193
Long
DBT
CORP
US
N
2
2035-05-15
Variable
6.125000000000
N
N
N
N
N
N
HOMESTREET INC
N/A
HomeStreet Inc
43785VAE2
1000000.000000000000
PA
USD
1000458.630000000000
1.1881043322
Long
DBT
CORP
US
N
2
2032-01-30
Variable
3.500000000000
N
N
N
N
N
N
INDEPENDENT BANK GRP INC
N/A
Independent Bank Group Inc
45384BAC0
1500000.000000000000
PA
USD
1536763.800000000000
1.8249987292
Long
DBT
CORP
US
N
2
2030-09-15
Variable
4.000000000000
N
N
N
N
N
N
LEVEL ONE BANCORP INC
549300581TFYYPV3X561
Level One Bancorp Inc
52730F203
20000.000000000000
NS
USD
535800.000000000000
0.6362944775
Long
EP
CORP
US
N
1
N
N
N
MAPLE FINANCIAL HLD INC
N/A
Maple Financial Holdings Inc
565126AA7
1000000.000000000000
PA
USD
986799.900000000000
1.1718837752
Long
DBT
CORP
US
N
2
2031-02-15
Variable
5.000000000000
N
N
N
N
N
N
MARBLE PT LOAN FIN/MPLF
N/A
Marble Point Loan Financing Ltd / MPLF Funding I LLC
56607VAA8
1500000.000000000000
PA
USD
1441175.550000000000
1.7114819775
Long
DBT
CORP
US
N
2
2025-11-16
Fixed
7.500000000000
N
N
N
N
N
N
MIDWESTONE FINANCIAL GRP
N/A
MidWestOne Financial Group Inc
598511AC7
2500000.000000000000
PA
USD
2642003.380000000000
3.1375366931
Long
DBT
CORP
US
N
2
2030-07-30
Variable
5.750000000000
N
N
N
N
N
N
NEW RESIDENTIAL INV CORP
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T706
60000.000000000000
NS
USD
1495200.000000000000
1.7756392361
Long
EP
CORP
US
N
1
N
N
N
NORTHPOINTE BANCSHARES I
549300EYMKMD4WKEKP72
Northpointe Bancshares Inc
66661N308
40000.000000000000
NS
USD
1072600.000000000000
1.2737765146
Long
EP
CORP
US
N
2
N
N
N
A10 CAPITAL LLC
549300RXTK0PSG57BV49
A10 Capital LLC
66982EAA0
1000000.000000000000
PA
USD
998692.510000000000
1.1860069593
Long
DBT
CORP
US
N
2
2026-08-17
Fixed
5.875000000000
N
N
N
N
N
N
OBSIDIAN INSURANCE HOLD
254900TY5RP85WWY5T18
Obsidian Insurance Holdings Inc
67449JAA4
3000000.000000000000
PA
USD
3052500.000000000000
3.6250259285
Long
DBT
CORP
US
N
2
2025-12-30
Fixed
6.500000000000
N
N
N
N
N
N
OCEANFIRST FINANCIAL CP
N/A
OceanFirst Financial Corp
675234405
19500.000000000000
NS
USD
521430.000000000000
0.6192292448
Long
EP
CORP
US
N
1
N
N
N
OHIO NAT FINANCIAL SRVS
549300K609B872PZT291
Ohio National Financial Services Inc
67740QAG1
2500000.000000000000
PA
USD
2904180.930000000000
3.4488881809
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.625000000000
N
N
N
N
N
N
PCAP HOLDINGS LP
N/A
PCAP Holdings LP
69320NAA5
2000000.000000000000
PA
USD
1993030.380000000000
2.3668425238
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.500000000000
N
N
N
N
N
N
PIEDMONT BANCORP GA
N/A
Piedmont Bancorp Inc/GA
720104AA6
2500000.000000000000
PA
USD
2591839.250000000000
3.0779637949
Long
DBT
CORP
US
N
2
2030-09-01
Variable
5.750000000000
N
N
N
N
N
N
PREMIA HLDGS LTD SB 144A NT6.9% 30
N/A
PREMIA HLDGS LTD SB 144A NT6.9% 30
74049MAB5
3000000.000000000000
PA
USD
3048750.000000000000
3.6205725797
Long
DBT
CORP
US
N
3
2030-09-23
Fixed
6.900000000000
N
N
N
N
N
N
QUEENSBOROUGH CO
N/A
Queensborough Co/The
748249AA7
1000000.000000000000
PA
USD
1027347.160000000000
1.2200360664
Long
DBT
CORP
US
N
2
2030-10-15
Variable
6.000000000000
N
N
N
N
N
N
READY CAPITAL CORP
549300MYWGZUG7ZUYO87
READY CAPITAL CORP
N/A
19668.000000000000
NS
USD
503500.800000000000
0.5979372498
Long
EP
CORP
US
N
1
N
N
N
READY CAPITAL CORP
549300MYWGZUG7ZUYO87
Ready Capital Corp
75574U606
80000.000000000000
NS
USD
2045600.000000000000
2.4292720850
Long
EP
CORP
US
N
1
N
N
N
SOUTH ST SEC FUND LLC
N/A
South Street Securities Funding LLC
84046SAF5
1000000.000000000000
PA
USD
978988.280000000000
1.1626070102
Long
DBT
CORP
US
N
2
2026-12-30
Fixed
6.250000000000
N
N
N
N
N
N
PRIMIS FINANCIAL CORP
549300JNX3M2EENG1F11
Southern National Bancorp of Virginia Inc
843395AB0
2000000.000000000000
PA
USD
2119515.320000000000
2.5170509389
Long
DBT
CORP
US
N
2
2030-09-01
Variable
5.400000000000
N
N
N
N
N
N
SPIRIT OF TEXAS BANCSHAR
N/A
Spirit of Texas Bancshares Inc
84861DAA1
2500000.000000000000
PA
USD
2610847.050000000000
3.1005366918
Long
DBT
CORP
US
N
2
2030-07-31
Variable
6.000000000000
N
N
N
N
N
N
STERLING BANCORP/DE
549300LQK6SKH5ZXO648
Sterling Bancorp/DE
85917AAC4
1000000.000000000000
PA
USD
1044874.060000000000
1.2408503062
Long
DBT
CORP
US
N
2
2030-11-01
Variable
3.875000000000
N
N
N
N
N
N
TPG RE FINANCE TRUST INC
N/A
TPG RE Finance Trust Inc
87266M206
30000.000000000000
NS
USD
714300.000000000000
0.8482738807
Long
EP
CORP
US
N
1
N
N
N
TRINITAS CAPITAL MGMT
254900JU042545A6UD08
Trinitas Capital Management LLC
89642CAC4
2000000.000000000000
PA
USD
1935257.040000000000
2.2982332345
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
6.000000000000
N
N
N
N
N
N
TRINITY CAPITAL INC/MD
549300YGT4SBRQYDVU48
Trinity Capital Inc
896442506
80000.000000000000
NS
USD
2095000.000000000000
2.4879375332
Long
EP
CORP
US
N
2
N
N
N
TRIUMPH BANCORP INC
5493003RNRMEVYDZ1Q52
Triumph Bancorp Inc
89679EAB8
3000000.000000000000
PA
USD
3110716.350000000000
3.6941613186
Long
DBT
CORP
US
N
2
2029-11-27
Variable
4.875000000000
N
N
N
N
N
N
UNITED COMMUNITY BANK
549300GVW0FV66X3U703
United Community Banks Inc/GA
90985F205
20000.000000000000
NS
USD
537000.000000000000
0.6377195491
Long
EP
CORP
US
N
1
N
N
N
UNITED INS HOLDINGS CORP
5299002P9105LJQA8G51
United Insurance Holdings Corp
910710AA0
1670000.000000000000
PA
USD
1686700.020000000000
2.0030569389
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.250000000000
N
N
N
N
N
N
US METRO BANCORP
254900YSEAFD47GLG088
US Metro Bancorp Inc
91741UAC0
2000000.000000000000
PA
USD
2039142.260000000000
2.4216031333
Long
DBT
CORP
US
N
2
2030-11-01
Variable
5.650000000000
N
N
N
N
N
N
BIG POPPY HOLDIN
N/A
BIG POPPY HOLDIN
PPEB0G5N9
2000000.000000000000
PA
USD
2065000.000000000000
2.4523107428
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.500000000000
N
N
N
N
N
N
REVREPO04004XAA3
N/A
REVREPO04004XAA3
N/A
-1200000.000000000000
PA
USD
-1200000.000000000000
-1.4250716181
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
2000000
USD
2000000
USD
CDS
N
N
N
REVREPO18468HAC3
N/A
REVREPO18468HAC3
N/A
-1499000.000000000000
PA
USD
-1499000.000000000000
-1.7801519629
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
2500000
USD
2484425
USD
CDS
N
N
N
REVREPO29460XAC3
N/A
REVREPO29460XAC3
N/A
-1796000.000000000000
PA
USD
-1796000.000000000000
-2.1328571884
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
3000000
USD
3294060
USD
CDS
N
N
N
REVREPO56607VAA8
N/A
REVREPO56607VAA8
N/A
-868000.000000000000
PA
USD
-868000.000000000000
-1.0308018037
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
1500000
USD
1438710
USD
CDS
N
N
N
REVREPO67740QAG1
N/A
REVREPO67740QAG1
N/A
-1745000.000000000000
PA
USD
-1745000.000000000000
-2.0722916446
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
2500000
USD
2894525
USD
CDS
N
N
N
REVREPO89679EAB8
N/A
REVREPO89679EAB8
N/A
-1845000.000000000000
PA
USD
-1845000.000000000000
-2.1910476128
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
3000000
USD
3105420
USD
CDS
N
N
N
REVREPO91741UAC0
N/A
REVREPO91741UAC0
N/A
-614000.000000000000
PA
USD
-614000.000000000000
-0.7291616446
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
1000000
USD
1017260
USD
CDS
N
N
N
REVREPO33766NAJ3
N/A
REVREPO33766NAJ3
N/A
-1207000.000000000000
PA
USD
-1207000.000000000000
-1.4333845359
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
2000000
USD
2041060
USD
CDS
N
N
N
REVREPO00180VAA1
N/A
REVREPO00180VAA1
N/A
-149000.000000000000
PA
USD
-149000.000000000000
-0.1769463926
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
250000
USD
249740
USD
CDS
N
N
N
REVREPO05969AAA3
N/A
REVREPO05969AAA3
N/A
-607000.000000000000
PA
USD
-607000.000000000000
-0.7208487268
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
1000000
USD
1019790
USD
CDS
N
N
N
REVREPO05990KAD8
N/A
REVREPO05990KAD8
N/A
-1043000.000000000000
PA
USD
-1043000.000000000000
-1.2386247481
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
1675000
USD
1730124.25
USD
CDS
N
N
N
REVREPO07272MAA5
N/A
REVREPO07272MAA5
N/A
-1263000.000000000000
PA
USD
-1263000.000000000000
-1.4998878780
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
2000000
USD
2126360
USD
CDS
N
N
N
REVREPO124411AA7
N/A
REVREPO124411AA7
N/A
-1943000.000000000000
PA
USD
-1943000.000000000000
-2.3074284616
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
3000000
USD
3224250
USD
CDS
N
N
N
REVREPO12634QAJ0
N/A
REVREPO12634QAJ0
N/A
-1339000.000000000000
PA
USD
-1339000.000000000000
-1.5901424138
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
2000000
USD
2255640
USD
CDS
N
N
N
REVREPO223622AG6
N/A
REVREPO223622AG6
N/A
-1284000.000000000000
PA
USD
-1284000.000000000000
-1.5248266314
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
2000000
USD
2128980
USD
CDS
N
N
N
REVREPO23204HBM9
N/A
REVREPO23204HBM9
N/A
-1592000.000000000000
PA
USD
-1592000.000000000000
-1.8905950133
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
2500000
USD
2700450
USD
CDS
N
N
N
REVREPO29911QAA7
N/A
REVREPO29911QAA7
N/A
-1256000.000000000000
PA
USD
-1256000.000000000000
-1.4915749603
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
2000000
USD
2079680
USD
CDS
N
N
N
REVREPO31431BAC3
N/A
REVREPO31431BAC3
N/A
-1272000.000000000000
PA
USD
-1272000.000000000000
-1.5105759152
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
2000000
USD
2100000
USD
CDS
N
N
N
REVREPO33767UAA5
N/A
REVREPO33767UAA5
N/A
-1604000.000000000000
PA
USD
-1604000.000000000000
-1.9048457295
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
2500000
USD
2655125
USD
CDS
N
N
N
REVREPO337930AD3
N/A
REVREPO337930AD3
N/A
-1249000.000000000000
PA
USD
-1249000.000000000000
-1.4832620425
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
2000000
USD
2067200
USD
CDS
N
N
N
REVREPO45384BAC0
N/A
REVREPO45384BAC0
N/A
-923000.000000000000
PA
USD
-923000.000000000000
-1.0961175862
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
1500000
USD
1534605
USD
CDS
N
N
N
REVREPO598511AC7
N/A
REVREPO598511AC7
N/A
-956000.000000000000
PA
USD
-956000.000000000000
-1.1353070557
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
1500000
USD
1582920
USD
CDS
N
N
N
REVREPO67449JAA4
N/A
REVREPO67449JAA4
N/A
-1817000.000000000000
PA
USD
-1817000.000000000000
-2.1577959417
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
3000000
USD
3180720
USD
CDS
N
N
N
REVREPO843395AB0
N/A
REVREPO843395AB0
N/A
-1275000.000000000000
PA
USD
-1275000.000000000000
-1.5141385942
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
2000000
USD
2116360
USD
CDS
N
N
N
REVREPO910710AA0
N/A
REVREPO910710AA0
N/A
-957000.000000000000
PA
USD
-957000.000000000000
-1.1364946154
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.494430000000
2022-04-14
1670000
USD
1686700
USD
CDS
N
N
N
REVREPO85917AAC4
N/A
REVREPO85917AAC4
N/A
-615000.000000000000
PA
USD
-615000.000000000000
-0.7303492043
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
1000000
USD
1043050
USD
CDS
N
N
N
REVREPO43785VAE2
N/A
REVREPO43785VAE2
N/A
-600000.000000000000
PA
USD
-600000.000000000000
-0.7125358090
Short
RA
CORP
US
N
2
Reverse repurchase
Y
1.363000000000
2022-02-10
1000000
USD
999750
USD
CDS
N
N
N
2022-02-24
Angel Oak Dynamic Financial Strategies Income Term Trust
/s/ Daniel Fazioli
Angel Oak Dynamic Financial Strategies Income Term Trust
Principal Financial Officer