0001145549-22-056372.txt : 20220920
0001145549-22-056372.hdr.sgml : 20220920
20220920105004
ACCESSION NUMBER: 0001145549-22-056372
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220731
FILED AS OF DATE: 20220920
DATE AS OF CHANGE: 20220920
PERIOD START: 20230131
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: 221252392
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
2023-01-31
2022-07-31
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USD
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0.2457903751
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ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
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N
N
N
N
N
Santander Consumer Auto Receiv
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Santander Consumer Auto Receivables Trust 2021-A
80282YAJ5
250000.000000000000
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USD
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ABS-O
CORP
US
N
2
2028-08-15
Fixed
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N
N
N
N
N
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Saranac CLO LTD
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Saranac Clo VIII Ltd
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250000.000000000000
PA
USD
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0.2468171733
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ABS-CBDO
CORP
JE
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2033-02-20
Floating
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ONEMAIN FINANCE CORP
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OneMain Finance Corp
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USD
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1.1518366415
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DBT
CORP
US
N
2
2026-03-15
Fixed
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N
N
N
N
N
N
Theorem Funding Trust
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Theorem Funding Trust 2022-2
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1000000.000000000000
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USD
1007900.000000000000
1.1967735221
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ABS-O
CORP
US
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2
2028-12-15
Fixed
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N
N
N
N
N
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Wind River CLO Ltd
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THL Credit Wind River 2018-1 Clo Ltd
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500000.000000000000
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USD
437367.000000000000
0.5193265652
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ABS-CBDO
CORP
KY
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2
2030-07-15
Floating
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Genworth Mortgage Insurance Co
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Triangle Re 2021-3 Ltd
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USD
1475768.000000000000
1.7523167647
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ABS-MBS
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BM
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2
2034-02-25
Floating
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N
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Tricolor Auto Securitization T
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Tricolor Auto Securitization Trust 2022-1
89616BAF1
100000.000000000000
PA
USD
99751.000000000000
0.1184436508
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
9.800000000000
N
N
N
N
N
N
CPS Auto Trust
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CPS Auto Trust
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250000.000000000000
PA
USD
228295.750000000000
0.2710768021
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.060000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
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CSMCM 2022-ATH1
12660BAE1
2000000.000000000000
PA
USD
1714864.000000000000
2.0362177093
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
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N
N
N
N
N
N
Credit Suisse Mortgage Trust
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CSMCM 2022-ATH1
12660BAF8
2000000.000000000000
PA
USD
1654414.000000000000
1.9644397954
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
4.681048000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-29
12669GJA0
2087849.370000000000
PA
USD
23740.940000000000
0.0281898287
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
.834048000000
N
N
N
N
N
N
CAL Receivables LLC
549300GJW1JSYKS6S265
CAL Receivables 2022-1 LLC
12804BAB4
100000.000000000000
PA
USD
95480.700000000000
0.1133731259
Long
ABS-O
CORP
US
N
2
2026-10-15
Floating
5.766770000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust
14019QAB8
175000.000000000000
PA
USD
171493.180000000000
0.2036298215
Long
ABS-MBS
CORP
US
N
2
2023-11-06
Floating
16.920000000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2020-9
14020FAB9
250000.000000000000
PA
USD
246488.500000000000
0.2926787482
Long
ABS-MBS
CORP
US
N
2
2022-11-19
Floating
16.613000000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2017-4 Ltd
14315BAG1
500000.000000000000
PA
USD
429391.000000000000
0.5098559177
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
5.312000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
500000.000000000000
PA
USD
385244.160000000000
0.4574362637
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.000000000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-P2
14686JAG5
923000.000000000000
PA
USD
900312.660000000000
1.0690250552
Long
ABS-O
CORP
US
N
2
2029-05-10
Fixed
6.280000000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-P1
14688DAH4
394011.760000000000
PA
USD
392721.770000000000
0.4663151264
Long
ABS-O
CORP
US
N
2
2029-01-10
Fixed
4.350000000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1 Mortgage Loan Trust
19688EAD0
1500000.000000000000
PA
USD
1201602.000000000000
1.4267739435
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
2.287000000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Connecticut Avenue Securities Trust 2019-HRP1
20754PAD2
300000.000000000000
PA
USD
300000.000000000000
0.3562179349
Long
ABS-MBS
CORP
US
N
2
2039-11-25
Floating
11.509000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAC9
250000.000000000000
PA
USD
221562.500000000000
0.2630817874
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
5.259000000000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn Funding II LP
20825YAB2
500000.000000000000
PA
USD
493485.000000000000
0.5859606921
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
9.520000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-RPL1 Trust
22945AAH2
1501266.930000000000
PA
USD
312961.610000000000
0.3716084614
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.962850000000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2004-AR2
23332UAU8
381773.170000000000
PA
USD
4646.940000000000
0.0055177446
Long
ABS-MBS
CORP
US
N
2
2044-11-19
Variable
1.042343000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAG9
2250000.000000000000
PA
USD
2131015.500000000000
2.5303531358
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
5.764220000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-KF41 Mortgage Trust
30306KAC7
137911.400000000000
PA
USD
127458.130000000000
0.1513429062
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Floating
4.286710000000
N
N
N
N
N
N
Freddie Mac - STACR
549300D2VO9JVX6KU482
STACR Trust 2018-HRP1
3137G0VB2
95717.670000000000
PA
USD
97408.520000000000
0.1156622061
Long
ABS-MBS
CORP
US
N
2
2043-05-25
Floating
14.009000000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1CG0
273442.660000000000
PA
USD
256001.390000000000
0.3039742883
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
4.114722000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1DF1
31033.440000000000
PA
USD
28515.790000000000
0.0338594528
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.155258000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1DQ7
304488.110000000000
PA
USD
296485.550000000000
0.3520449012
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.507535000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAD8
1655000.000000000000
PA
USD
1344882.790000000000
1.5969045673
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
2.296000000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
16251193.820000000000
NS
USD
16251193.820000000000
19.2965556764
Long
STIV
RF
US
N
1
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2022-2
34660DAF8
500000.000000000000
PA
USD
504038.000000000000
0.5984912516
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
7.090000000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
1000000.000000000000
PA
USD
897886.000000000000
1.0661436558
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
4.564220000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPU7
1657661.170000000000
PA
USD
1618240.330000000000
1.9214874286
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
2.514220000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KUL1
1000000.000000000000
PA
USD
969105.000000000000
1.1507086061
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
12.514220000000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HBE4
500000.000000000000
PA
USD
429866.500000000000
0.5104205231
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
7.509000000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2022-3FP
35634EAD1
500000.000000000000
PA
USD
487944.000000000000
0.5793813468
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
7.360000000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-A
00833MAD6
150000.000000000000
PA
USD
149696.850000000000
0.1777490092
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
499043.000000000000
0.5925602230
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
467590.000000000000
0.5552131473
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
891075.310000000000
PA
USD
18964.760000000000
0.0225186255
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Variable
1.154258000000
N
N
N
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series 2017-A
00900DAE2
250000.000000000000
PA
USD
150000.000000000000
0.1781089675
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
216613.800000000000
PA
USD
94060.860000000000
0.1116872177
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Floating
2.759000000000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust 2006-3
026929AM1
319554.450000000000
PA
USD
136367.940000000000
0.1619223533
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
6.750000000000
N
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2021-1
05369LAD9
1000000.000000000000
PA
USD
916101.000000000000
1.0877720214
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
1.990000000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-4 Ltd
07876UAC3
250000.000000000000
PA
USD
244941.750000000000
0.2908421479
Long
ABS-MBS
CORP
BM
N
2
2030-06-25
Floating
7.259000000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade RE 2021-3 Ltd
078777AE9
500000.000000000000
PA
USD
452630.000000000000
0.5374497463
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
4.664220000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900I4ZKD8IMM1O953
Bellemeade Re 2019-2 Ltd
07877BAG5
748000.000000000000
PA
USD
727790.540000000000
0.8641734774
Long
ABS-MBS
CORP
BM
N
2
2029-04-25
Floating
5.359000000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAG2
500000.000000000000
PA
USD
384807.930000000000
0.4569182872
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2020-NQM2 Trust
36166RAE4
1500000.000000000000
PA
USD
1421437.500000000000
1.6878051030
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
3.589000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-15
3622E8AF2
41851.960000000000
PA
USD
19257.720000000000
0.0228664842
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
129522.810000000000
PA
USD
49374.100000000000
0.0586264665
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
278272.540000000000
0.3304188985
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
6.173660000000
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
966581.790000000000
1.1477125640
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
3.398138000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAE1
2408000.000000000000
PA
USD
2230525.580000000000
2.6485107198
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
5.143000000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAF8
2000000.000000000000
PA
USD
1807696.000000000000
2.1464457871
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
5.759070000000
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
475746.600000000000
0.5648982380
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.779798000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAE3
1000000.000000000000
PA
USD
1006758.000000000000
1.1954175192
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.150000000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-1 Ltd
437307AE1
2300000.000000000000
PA
USD
2070308.200000000000
2.4582697057
Long
ABS-MBS
CORP
BM
N
2
2033-07-25
Floating
5.909000000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2022-1 Ltd
43730GAC5
2000000.000000000000
PA
USD
1922216.000000000000
2.2824260468
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
7.014220000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2022-1 Ltd
43730GAD3
1500000.000000000000
PA
USD
1460796.000000000000
1.7345391150
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
8.264220000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2022-1 Ltd
43730GAE1
1500000.000000000000
PA
USD
1472977.500000000000
1.7490033442
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
10.514220000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Reference Notes 2020-CL1
46591HAL4
171750.980000000000
PA
USD
175552.340000000000
0.2084496401
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Floating
7.859000000000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
J.P. Morgan Wealth Management
46591HBP4
51914.790000000000
PA
USD
48323.840000000000
0.0573793950
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
5.164220000000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
J.P. Morgan Wealth Management
46591HBQ2
75000.000000000000
PA
USD
71195.400000000000
0.0845369279
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
8.414220000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-8
46591KBY8
255511.420000000000
PA
USD
196487.260000000000
0.2333076200
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.992486000000
N
N
N
N
N
N
Ivy Hill Middle Market Credit
549300UJCX58VC2FZI80
Ivy Hill Middle Market Credit Fund IX Ltd
46604EAN2
500000.000000000000
PA
USD
445641.500000000000
0.5291516495
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
6.490920000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HBB3
205735.040000000000
PA
USD
187293.160000000000
0.2223906089
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Variable
3.569830000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-6
46655KDG8
3030175.320000000000
PA
USD
1271407.020000000000
1.5096599438
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Variable
3.309400000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-6
46655KDH6
1265000.000000000000
PA
USD
445307.830000000000
0.5287554521
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Variable
3.309400000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-6
46655KDJ2
1265736.000000000000
PA
USD
306476.450000000000
0.3639080271
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Variable
3.309400000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIII Ltd
52111PAM3
500000.000000000000
PA
USD
431902.500000000000
0.5128380555
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
6.009860000000
N
N
N
N
N
N
LendingClub Receivables Trust
N/A
LendingClub Receivables Trust Series 2019-1
52604L104
17660.000000000000
PA
USD
96715.970000000000
0.1148398770
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
94250.200000000000
0.1119120387
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
7.020000000000
N
N
N
N
N
N
LendingPoint Asset Securitizat
N/A
Lendingpoint 2022-B Asset Securitization Trust
52606WAC2
1000000.000000000000
PA
USD
949311.000000000000
1.1272053468
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
8.450000000000
N
N
N
N
N
N
MCF CLO LLC
N/A
MCF CLO IX Ltd
55282EAA0
500000.000000000000
PA
USD
457088.000000000000
0.5427431448
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
10.640290000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2022-2
57107LAD7
500000.000000000000
PA
USD
497394.500000000000
0.5906028055
Long
ABS-O
CORP
US
N
2
2032-08-15
Fixed
7.500000000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-1
57110NAB2
300000.000000000000
PA
USD
294599.100000000000
0.3498049435
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
1.000000000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
1000000.000000000000
PA
USD
934831.000000000000
1.1100118945
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.250000000000
N
N
N
N
N
N
Monroe Capital MML CLO X LLC
254900N1X9F88IDW7908
Monroe Capital Mml Clo X Ltd
61034UAL9
500000.000000000000
PA
USD
450017.500000000000
0.5343476818
Long
ABS-CBDO
CORP
US
N
2
2034-05-20
Floating
8.750000000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-1
61946CAB8
32141.930000000000
PA
USD
29241.920000000000
0.0347216545
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
115627.490000000000
PA
USD
107940.000000000000
0.1281672130
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
.000000000000
N
N
N
N
N
N
NMI Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209305
5000.000000000000
NS
USD
94700.000000000000
0.1124461281
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-6
64828GCT5
168626.850000000000
PA
USD
113006.970000000000
0.1341836983
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
4.480223000000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAC2
200000.000000000000
PA
USD
195281.000000000000
0.2318753152
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.750000000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAD0
1500000.000000000000
PA
USD
1391044.500000000000
1.6517166640
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
5.214220000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAC1
100000.000000000000
PA
USD
92715.300000000000
0.1100895090
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.888000000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-3
69546RAC0
199989.110000000000
PA
USD
173857.130000000000
0.2064367594
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
3.270000000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-1
69547JAC7
199917.590000000000
PA
USD
183887.600000000000
0.2183468704
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
4.090000000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702CAA7
500000.000000000000
PA
USD
450198.000000000000
0.5345620063
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
7.709860000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAC1
500000.000000000000
PA
USD
415891.670000000000
0.4938269062
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
5.750000000000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
PRET 2022-NPL3 LLC
74143NAB8
2000000.000000000000
PA
USD
2040166.000000000000
2.4224790649
Long
ABS-MBS
CORP
US
N
2
2052-06-25
Variable
7.870100000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-2 Ltd
75049GAC3
2000000.000000000000
PA
USD
1813888.000000000000
2.1537981253
Long
ABS-MBS
CORP
BM
N
2
2031-11-25
Floating
6.514220000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-1 Ltd
75279YAC5
2000000.000000000000
PA
USD
1885000.000000000000
2.2382360246
Long
ABS-MBS
CORP
BM
N
2
2033-12-27
Floating
4.214220000000
N
N
N
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009NAL4
500000.000000000000
PA
USD
397834.480000000000
0.4723859230
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.375000000000
N
N
N
N
N
N
Research-Driven Pagaya Motor A
N/A
Research-Driven Pagaya Motor Asset Trust IV
76088LAA6
441177.260000000000
PA
USD
398267.920000000000
0.4729005867
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.650000000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2020-1
76119CAF8
400000.000000000000
PA
USD
365986.800000000000
0.4345702070
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
4.665000000000
N
N
N
N
N
N
USASF Receivables LLC
N/A
US Auto Funding Trust 2022-1
90355FAD0
450000.000000000000
PA
USD
436514.850000000000
0.5183147281
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
9.140000000000
N
N
N
N
N
N
Unison Trust
N/A
Unison Trust 2021-1
90919VAA0
236311.590000000000
PA
USD
223083.340000000000
0.2648876223
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
4.500000000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2022-2
90944KAE5
1000000.000000000000
PA
USD
995227.000000000000
1.1817256891
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
6.840000000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
700000.000000000000
PA
USD
603750.000000000000
0.7168885941
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.500000000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST4
91534HAA4
2414255.360000000000
PA
USD
2292400.650000000000
2.7219807520
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
2.000000000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2022-2
91679TAC9
500000.000000000000
PA
USD
482700.000000000000
0.5731546573
Long
ABS-O
CORP
US
N
2
2032-05-20
Fixed
8.430000000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust
91681NAC8
500000.000000000000
PA
USD
464455.000000000000
0.5514906699
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
4.060000000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST3
91681PAA7
551242.760000000000
PA
USD
532653.200000000000
0.6324687431
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
2.000000000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST9
91683MAB0
200000.000000000000
PA
USD
114257.630000000000
0.1356687234
Long
ABS-O
CORP
US
N
2
2029-11-20
Fixed
.000000000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2022-ST1
91683NAB8
100000.000000000000
PA
USD
76156.620000000000
0.0904278464
Long
ABS-O
CORP
US
N
2
2030-03-20
Fixed
.000000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-5
92538KAD5
450000.000000000000
PA
USD
359666.100000000000
0.4270650514
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
2.331000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-7
92539NAD8
750000.000000000000
PA
USD
676990.650000000000
0.8038540377
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.428900000000
N
N
N
N
N
N
L Street Securities
549300T6W1U156OOG754
Wells Fargo Credit Risk Transfer Securities Trust 2015
949771AC3
12560.540000000000
PA
USD
9648.100000000000
0.0114560875
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Floating
7.509000000000
N
N
N
N
N
N
Western Alliance Bank
N/A
Western Mortgage Reference Notes Series 2021-CL2
95763PES6
463338.610000000000
PA
USD
452620.660000000000
0.5374386561
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Floating
8.014220000000
N
N
N
N
N
N
Western Alliance Bank
N/A
Western Mortgage Reference Notes Series 2021-CL2
95763PET4
400000.000000000000
PA
USD
390188.400000000000
0.4633070203
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Floating
10.014220000000
N
N
N
N
N
N
WT HOLDINGS INC
5493003A5MRDVHNV6S26
WT Holdings Inc
98258PAA5
300000.000000000000
PA
USD
297412.490000000000
0.3531455434
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
240149.750000000000
0.2851521601
Long
ABS-MBS
CORP
US
N
2
2023-01-22
Floating
9.213140000000
N
N
N
N
N
N
X-CALIBER FUNDING LLC
549300GGW5CBE4FDT866
X-Caliber Funding LLC
98373XAH3
100000.000000000000
PA
USD
97036.000000000000
0.1152198785
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
.000000000000
N
N
N
N
N
N
XCAL 2021-MI3
549300GGW5CBE4FDT866
X-Caliber Funding LLC
98401YAC8
500000.000000000000
PA
USD
482490.500000000000
0.5729058985
Long
ABS-MBS
CORP
US
N
2
2023-05-06
Floating
8.713140000000
N
N
N
N
N
N
x-caliber funding llc
N/A
XCALI 2020-1 Mortgage Trust
98402TAC8
50000.000000000000
PA
USD
48443.500000000000
0.0575214784
Long
ABS-MBS
CORP
US
N
2
2024-03-01
Floating
9.713140000000
N
N
N
N
N
N
Allegro CLO Ltd
635400EBXLHIKFL2MP73
Allegro CLO VII Ltd
BCC2G7H70
500000.000000000000
PA
USD
443924.500000000000
0.5271128955
Long
ABS-CBDO
CORP
KY
N
2
2031-06-13
Floating
5.362000000000
N
N
N
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
G3198U102
2200.000000000000
NS
USD
91872.000000000000
0.1090881804
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
5y Eris Swp Fut Jun19
N/A
-1.000000000000
NC
USD
-2919.500000000000
-0.0034665942
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
-2919.500000000000
N
N
N
2022-08-31
Angel Oak Strategic Credit Fund
/s/ Daniel Fazioli
Angel Oak Strategic Credit Fund
Principal Financial Officer