0001145549-21-055611.txt : 20210922
0001145549-21-055611.hdr.sgml : 20210922
20210922153549
ACCESSION NUMBER: 0001145549-21-055611
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210922
PERIOD START: 20220131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Angel Oak Strategic Credit Fund
CENTRAL INDEX KEY: 0001716885
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23289
FILM NUMBER: 211269558
BUSINESS ADDRESS:
STREET 1: ONE BUCKHEAD PLAZA
STREET 2: 3060 PEACHTREE RD. NW, SUITE 500
CITY: ATLANTA
STATE: GA
ZIP: 30305
BUSINESS PHONE: 404-953-4900
MAIL ADDRESS:
STREET 1: ONE BUCKHEAD PLAZA
STREET 2: 3060 PEACHTREE RD. NW, SUITE 500
CITY: ATLANTA
STATE: GA
ZIP: 30305
NPORT-P
1
primary_doc.xml
NPORT-P
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0001716885
XXXXXXXX
Angel Oak Strategic Credit Fund
811-23289
0001716885
549300KHR3RXXW4KTW47
3344 Peachtree Road NE
Suite 1725
Atlanta
30326
404-953-4900
Angel Oak Strategic Credit Fund
549300KHR3RXXW4KTW47
2022-01-31
2021-07-31
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Monroe Capital MML CLO
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61034XAA7
500000.000000000000
PA
USD
500205.500000000000
3.7083921924
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ABS-CBDO
CORP
KY
N
2
2031-08-20
Floating
9.005250000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-1
61946CAB8
57273.880000000000
PA
USD
54971.410000000000
0.4075435949
Long
ABS-O
CORP
US
N
2
2043-12-21
Fixed
.000000000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAC9
206838.320000000000
PA
USD
196134.590000000000
1.4540903333
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
.000000000000
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N
N
N
N
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GS Mortgage-Backed Securities
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GS Mortgage-Backed Securities Corp Trust 2020-PJ3
36258WBS0
1637010.970000000000
PA
USD
677946.810000000000
5.0261195790
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ABS-MBS
CORP
US
N
2
2050-10-25
Variable
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N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ6
36260RBJ7
1000000.000000000000
PA
USD
357774.000000000000
2.6524424626
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
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N
N
N
N
N
N
Home Re Ltd
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Home RE 2019-1 Ltd
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250000.000000000000
PA
USD
256474.000000000000
1.9014308702
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ABS-MBS
CORP
BM
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2
2029-05-25
Floating
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N
N
N
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N
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Chase Mortgage Finance Corpora
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Chase Mortgage Reference Notes 2020-CL1
46591HAL4
233817.630000000000
PA
USD
245674.290000000000
1.8213646569
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ABS-MBS
CORP
US
N
2
2057-10-25
Floating
5.689250000000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
J.P. Morgan Wealth Management
46591HBP4
66983.210000000000
PA
USD
67615.930000000000
0.5012867449
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
3.700000000000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
J.P. Morgan Wealth Management
46591HBQ2
75000.000000000000
PA
USD
75709.350000000000
0.5612892350
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
6.950000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-8
46591KBY8
254530.360000000000
PA
USD
161390.320000000000
1.1965054415
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
2.949907000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HBB3
219420.960000000000
PA
USD
143199.600000000000
1.0616442214
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Variable
2.592998000000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2019-2
585504AG8
300000.000000000000
PA
USD
307043.400000000000
2.2763391192
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Floating
4.089250000000
N
N
N
N
N
N
Monroe Capital MML CLO
254900CN59JSSABI7X69
MONROE CAPITAL MML CLO VIII LTD
61034TAA6
250000.000000000000
PA
USD
248808.500000000000
1.8446008666
Long
ABS-CBDO
CORP
KY
N
2
2031-05-22
Floating
8.300130000000
N
N
N
N
N
N
Affirm Asset Securitization Tr
N/A
Affirm Asset Securitization Trust 2020-A
00833LAC0
100000.000000000000
PA
USD
102637.000000000000
0.7609237592
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
6.230000000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-A
00833MAD6
150000.000000000000
PA
USD
152523.750000000000
1.1307710204
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.490000000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-A
00833MAE4
500000.000000000000
PA
USD
507569.500000000000
3.7629869541
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
5.650000000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-B
00834DAE3
500000.000000000000
PA
USD
502520.500000000000
3.7255549943
Long
ABS-O
CORP
US
N
2
2026-08-15
Fixed
4.610000000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust 2006-6
008684AF9
1129686.720000000000
PA
USD
105082.330000000000
0.7790527936
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Variable
2.483383000000
N
N
N
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series 2017-A
00900DAE2
250000.000000000000
PA
USD
190000.000000000000
1.4086100944
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-20
02151LAA4
241685.230000000000
PA
USD
120699.780000000000
0.8948364658
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Floating
.589250000000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust 2006-3
026929AM1
319280.840000000000
PA
USD
149299.230000000000
1.1068652761
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
6.750000000000
N
N
N
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust 2020-REV1
05355MAC5
220000.000000000000
PA
USD
221886.060000000000
1.6450049680
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
4.170000000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-4 Ltd
07876UAC3
250000.000000000000
PA
USD
253206.500000000000
1.8772064835
Long
ABS-MBS
CORP
BM
N
2
2030-06-25
Floating
5.089250000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIV Ltd
09629XAC3
250000.000000000000
PA
USD
210000.000000000000
1.5568848411
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-29
12669GJA0
2659649.440000000000
PA
USD
101601.270000000000
0.7532451291
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
1.321615000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust
14019QAB8
175000.000000000000
PA
USD
175480.380000000000
1.3009654454
Long
ABS-MBS
CORP
US
N
2
2023-11-06
Floating
16.460000000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2020-9
14020FAB9
250000.000000000000
PA
USD
252153.250000000000
1.8693979646
Long
ABS-MBS
CORP
US
N
2
2022-11-19
Floating
15.900000000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Connecticut Avenue Securities Trust 2019-HRP1
20754PAD2
300000.000000000000
PA
USD
321281.400000000000
2.3818959114
Long
ABS-MBS
CORP
US
N
2
2039-11-25
Floating
9.339250000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAC9
250000.000000000000
PA
USD
251250.000000000000
1.8627015064
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
3.089250000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-RPL1 Trust
22945AAH2
1566330.600000000000
PA
USD
252465.870000000000
1.8717156472
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
3.011130000000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2004-AR2
23332UAU8
503506.940000000000
PA
USD
29543.770000000000
0.2190297508
Long
ABS-MBS
CORP
US
N
2
2044-11-19
Variable
2.367478000000
N
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO 2019-1 LTD
25257BAA0
500000.000000000000
PA
USD
496472.000000000000
3.6807130040
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
8.175250000000
N
N
N
N
N
N
Eagle Re Ltd
254900L82OLW9QTLJ788
Eagle RE 2019-1 Ltd
269822AC6
150000.000000000000
PA
USD
153010.950000000000
1.1343829932
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
3.389250000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-KF41 Mortgage Trust
30306KAC7
139010.680000000000
PA
USD
122221.910000000000
0.9061211378
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Floating
2.600500000000
N
N
N
N
N
N
Freddie Mac - STACR
549300D2VO9JVX6KU482
STACR Trust 2018-HRP1
3137G0VB2
241295.680000000000
PA
USD
276132.740000000000
2.0471756050
Long
ABS-MBS
CORP
US
N
2
2043-05-25
Floating
11.839250000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1DF1
40428.220000000000
PA
USD
40004.980000000000
0.2965864140
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.148151000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1DQ7
365151.440000000000
PA
USD
363439.980000000000
2.6944485501
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.490017000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
685943.970000000000
NS
USD
685943.970000000000
5.0854084227
Long
STIV
RF
US
N
1
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2019-1
32059TAL3
250000.000000000000
PA
USD
259884.500000000000
1.9267154214
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.150000000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2019-1
35105RAH3
250000.000000000000
PA
USD
260782.250000000000
1.9333711041
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.570000000000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HAH8
69464.960000000000
PA
USD
69769.150000000000
0.5172501524
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
1.789250000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-15
3622E8AF2
43777.010000000000
PA
USD
22097.190000000000
0.1638227626
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.375650000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-18
3622ELAC0
139876.920000000000
PA
USD
78010.760000000000
0.5783512842
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
5.772340000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAU2
311000.000000000000
PA
USD
285963.880000000000
2.1200610947
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
4.017660000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-6
64828GCT5
173034.030000000000
PA
USD
123423.270000000000
0.9150277053
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
4.556902000000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAC2
200000.000000000000
PA
USD
202913.800000000000
1.5043496156
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.750000000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2020-2 Ltd
75049UAC2
350000.000000000000
PA
USD
358652.700000000000
2.6589569136
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
4.689250000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAG6
50000.000000000000
PA
USD
55479.250000000000
0.4113085872
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.375000000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2020-1
76119CAF8
400000.000000000000
PA
USD
402866.400000000000
2.9867456722
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Variable
4.665000000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300GGUAM1ZV2SKK63
Rockford Tower CLO 2019-1 Ltd
77342NAC8
300000.000000000000
PA
USD
244110.000000000000
1.8097674218
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
.000000000000
N
N
N
N
N
N
Saluda Grade Alternative Mortg
N/A
Saluda Grade Fund Trust 2021-SG1
79583DAB6
300000.000000000000
PA
USD
302255.700000000000
2.2408443689
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
13.500000000000
N
N
N
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAJ5
250000.000000000000
PA
USD
264834.750000000000
1.9634152747
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.790000000000
N
N
N
N
N
N
Saranac CLO LTD
5493002KTJG5M0SYTB50
Saranac Clo VIII Ltd
80316RAA9
250000.000000000000
PA
USD
248819.250000000000
1.8446805643
Long
ABS-CBDO
CORP
JE
N
2
2033-02-20
Floating
8.275250000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2019-3
91678WAE9
420000.000000000000
PA
USD
438352.740000000000
3.2498320761
Long
ABS-O
CORP
US
N
2
2030-01-21
Fixed
5.381000000000
N
N
N
N
N
N
WT HOLDINGS INC
5493003A5MRDVHNV6S26
WT Holdings Inc
98258PAA5
300000.000000000000
PA
USD
312036.730000000000
2.3133583563
Long
DBT
CORP
US
N
2
2023-04-30
Fixed
7.000000000000
N
N
N
N
N
N
XCALI 2020-1 Mortgage Trust
N/A
XCALI 2020-1 Mortgage Trust
98370AAB9
250000.000000000000
PA
USD
253964.250000000000
1.8828242429
Long
ABS-MBS
CORP
US
N
2
2023-01-22
Floating
9.150000000000
N
N
N
N
N
N
XCAL 2021-MI3
N/A
X-Caliber Funding LLC
98401YAC8
500000.000000000000
PA
USD
501421.000000000000
3.7174035901
Long
ABS-MBS
CORP
US
N
2
2023-05-06
Floating
8.000000000000
N
N
N
N
N
N
x-caliber funding llc
N/A
XCALI 2020-1 Mortgage Trust
98402TAC8
50000.000000000000
PA
USD
50735.200000000000
0.3761374466
Long
ABS-MBS
CORP
US
N
2
2024-03-01
Floating
9.000000000000
N
N
N
N
N
N
N/A
N/A
3Y Swap Future Dec18
000000000
-5.000000000000
NC
USD
-26554.500000000000
-0.1968680882
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
3 Year Eris Swap
3 Year Eris Swap
2021-12-17
-496499.500000000000
USD
-26554.500000000000
N
N
N
N/A
N/A
4Y Swap Future Mar18
000000000
-6.000000000000
NC
USD
-35354.400000000000
-0.2621082354
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
4 Year Eris Swap
4 Year Eris Swap
2022-03-18
-580320.600000000000
USD
-35354.400000000000
N
N
N
N/A
N/A
5y Eris Swp Fut Jun19
N/A
-1.000000000000
NC
USD
-8138.400000000000
-0.0603359600
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year Eris Swap
5 Year Eris Swap
2024-06-18
-103226.500000000000
USD
-8138.400000000000
N
N
N
2021-08-19
Angel Oak Strategic Credit Fund
/s/ Daniel Fazioli
Angel Oak Strategic Credit Fund
Principal Financial Officer