0001145549-22-016886.txt : 20220324
0001145549-22-016886.hdr.sgml : 20220324
20220324103124
ACCESSION NUMBER: 0001145549-22-016886
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 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: 22765169
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
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0001716885
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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
2022-01-31
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14805937.690000000000
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ABS-O
CORP
US
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2029-11-20
Fixed
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Upstart Pass Through Trust
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Upstart Pass-Through Trust Series 2022-ST1
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ABS-O
CORP
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2030-03-20
Fixed
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Western Alliance Bank
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Western Mortgage Reference Notes Series 2021-CL2
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486357.300000000000
PA
USD
487945.260000000000
3.2956052512
Long
ABS-MBS
CORP
US
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2
2059-07-25
Floating
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N
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2.7099181990
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ABS-MBS
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WT HOLDINGS INC
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WT Holdings Inc
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USD
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Long
DBT
CORP
US
N
2
2023-04-30
Fixed
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N
N
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N
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XCALI 2020-1 Mortgage Trust
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XCALI 2020-1 Mortgage Trust
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250000.000000000000
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USD
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1.7090238072
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ABS-MBS
CORP
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2023-01-22
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0.6699906624
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DBT
CORP
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2024-10-01
Fixed
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X-Caliber Funding LLC
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USD
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3.3835243028
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ABS-MBS
CORP
US
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2
2023-05-06
Floating
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N
N
N
N
N
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x-caliber funding llc
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USD
50581.950000000000
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ABS-MBS
CORP
US
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2024-03-01
Floating
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N/A
N/A
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4 Year Eris Swap
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-580320.600000000000
USD
-35302.800000000000
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N/A
N/A
5y Eris Swp Fut Jun19
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-5954.900000000000
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N/A
DIR
US
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1
Chicago Board of Trade
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Short
5 Year Eris Swap
5 Year Eris Swap
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-103226.500000000000
USD
-5954.900000000000
N
N
N
Affirm Inc
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Affirm Asset Securitization Trust 2021-A
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150000.000000000000
PA
USD
150772.200000000000
1.0183225349
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.490000000000
N
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N
N
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Affirm Inc
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Affirm Asset Securitization Trust 2021-A
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500000.000000000000
PA
USD
506501.500000000000
3.4209349695
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
499255.500000000000
3.3719951445
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.610000000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust 2006-6
008684AF9
955477.510000000000
PA
USD
84061.000000000000
0.5677519503
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Variable
2.423941000000
N
N
N
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series 2017-A
00900DAE2
250000.000000000000
PA
USD
187500.000000000000
1.2663838247
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
224976.290000000000
PA
USD
104339.280000000000
0.7047124079
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Floating
.607710000000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust 2006-3
026929AM1
319414.870000000000
PA
USD
146439.900000000000
0.9890619768
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
6.750000000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVb Trust 2017-SPL2
07333BAD0
100000.000000000000
PA
USD
101460.800000000000
0.6852710185
Long
ABS-MBS
CORP
US
N
2
2054-06-28
Variable
4.250000000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-4 Ltd
07876UAC3
250000.000000000000
PA
USD
250639.500000000000
1.6928309794
Long
ABS-MBS
CORP
BM
N
2
2030-06-25
Floating
5.107710000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIV Ltd
09629XAC3
250000.000000000000
PA
USD
197500.000000000000
1.3339242953
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
.000000000000
N
N
N
N
N
N
CPS Auto Trust
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CPS Auto Trust
12658VAE1
250000.000000000000
PA
USD
246302.250000000000
1.6635369887
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.060000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-29
12669GJA0
2441945.160000000000
PA
USD
88591.330000000000
0.5983500124
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
1.494537000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust
14019QAB8
175000.000000000000
PA
USD
175268.980000000000
1.1837749400
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
251768.750000000000
1.7004579870
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
319125.000000000000
2.1553852696
Long
ABS-MBS
CORP
US
N
2
2039-11-25
Floating
9.357710000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAC9
250000.000000000000
PA
USD
250312.500000000000
1.6906224060
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
3.107710000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-RPL1 Trust
22945AAH2
1533631.730000000000
PA
USD
336633.700000000000
2.2736398535
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.981840000000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2004-AR2
23332UAU8
439638.060000000000
PA
USD
24100.080000000000
0.1627730746
Long
ABS-MBS
CORP
US
N
2
2044-11-19
Variable
2.256911000000
N
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO 2019-1 LTD
25257BAA0
500000.000000000000
PA
USD
500851.000000000000
3.3827712266
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
8.307710000000
N
N
N
N
N
N
Eagle Re Ltd
254900L82OLW9QTLJ788
Eagle RE 2019-1 Ltd
269822AC6
150000.000000000000
PA
USD
150993.900000000000
1.0198199071
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
3.407710000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-KF41 Mortgage Trust
30306KAC7
139010.680000000000
PA
USD
122684.490000000000
0.8286168196
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Floating
2.601250000000
N
N
N
N
N
N
Freddie Mac - STACR
549300D2VO9JVX6KU482
STACR Trust 2018-HRP1
3137G0VB2
239816.130000000000
PA
USD
271074.720000000000
1.8308514170
Long
ABS-MBS
CORP
US
N
2
2043-05-25
Floating
11.857710000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1CG0
281977.230000000000
PA
USD
273914.370000000000
1.8500305468
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
4.042426000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1DF1
31133.930000000000
PA
USD
30813.060000000000
0.2081128575
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.147815000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1DQ7
306327.260000000000
PA
USD
304589.160000000000
2.0572095221
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.501389000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
486417.670000000000
NS
USD
486417.670000000000
3.2852878364
Long
STIV
RF
US
N
1
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2019-1
35105RAH3
250000.000000000000
PA
USD
257830.250000000000
1.7413976433
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.570000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-15
3622E8AF2
42859.480000000000
PA
USD
20942.380000000000
0.1414458202
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
134951.790000000000
PA
USD
72273.030000000000
0.4881354462
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
268609.150000000000
1.8141988412
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
4.030660000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ3
36258WBS0
1661769.960000000000
PA
USD
1092091.950000000000
7.3760404296
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
3.432332000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ6
36260RBJ7
998383.260000000000
PA
USD
563032.250000000000
3.8027463156
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.790405000000
N
N
N
N
N
N
Home Re Ltd
254900GFKVQN72ENGJ20
Home RE 2019-1 Ltd
43731AAB9
250000.000000000000
PA
USD
251725.500000000000
1.7001658745
Long
ABS-MBS
CORP
BM
N
2
2029-05-25
Floating
3.357710000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Reference Notes 2020-CL1
46591HAL4
196261.400000000000
PA
USD
205097.280000000000
1.3852366820
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Floating
5.707710000000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
J.P. Morgan Wealth Management
46591HBP4
57146.750000000000
PA
USD
57693.470000000000
0.3896644117
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
3.699670000000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
J.P. Morgan Wealth Management
46591HBQ2
75000.000000000000
PA
USD
75718.430000000000
0.5114058399
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
6.949670000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-8
46591KBY8
241377.550000000000
PA
USD
214559.540000000000
1.4491452314
Long
ABS-MBS
CORP
US
N
3
2050-03-25
Variable
3.698967000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HBB3
212396.970000000000
PA
USD
202257.990000000000
1.3660599837
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Variable
4.128562000000
N
N
N
N
N
N
LendingClub Receivables Trust
N/A
LendingClub Receivables Trust Series 2019-1
52604L104
17660.000000000000
PA
USD
143359.610000000000
0.9682575532
Long
ABS-O
CORP
US
N
2
2045-07-17
Fixed
.000000000000
N
N
N
N
N
N
LendingPoint Asset Securitizat
N/A
Lendingpoint 2022-A Asset Securitization Trust
52605AAE7
100000.000000000000
PA
USD
100140.500000000000
0.6763536501
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
7.020000000000
N
N
N
N
N
N
Monroe Capital MML CLO
254900N1X9F88IDW7908
Monroe Capital Mml Clo X Ltd
61034XAA7
500000.000000000000
PA
USD
499980.500000000000
3.3768918286
Long
ABS-CBDO
CORP
KY
N
2
2031-08-20
Floating
9.009630000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-1
61946CAB8
42807.730000000000
PA
USD
41101.540000000000
0.2776017356
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
149616.780000000000
PA
USD
142610.680000000000
0.9631992447
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
.000000000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-6
64828GCT5
169663.130000000000
PA
USD
121993.560000000000
0.8239502459
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
4.513798000000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAC2
200000.000000000000
PA
USD
201334.200000000000
1.3598206626
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.750000000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2020-1
76119CAF8
400000.000000000000
PA
USD
399192.800000000000
2.6961669592
Long
ABS-MBS
CORP
US
N
2
2060-01-26
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
237000.000000000000
1.6007091544
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
296733.900000000000
2.0041547264
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
261392.500000000000
1.7654572474
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
245703.750000000000
1.6594946916
Long
ABS-CBDO
CORP
JE
N
2
2033-02-20
Floating
8.279630000000
N
N
N
N
N
N
Unison Trust
N/A
Unison Trust 2021-1
90919VAA0
250000.000000000000
PA
USD
246781.000000000000
1.6667704888
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
4.500000000000
N
N
N
N
N
N
2022-02-24
Angel Oak Strategic Credit Fund
/s/ Daniel Fazioli
Angel Oak Strategic Credit Fund
Principal Financial Officer