Security | Principal Amount (000's omitted) | Value |
Adams Outdoor Advertising, L.P., Series 2018-1, Class A, 4.81%, 11/15/48(1) | $ | βββββ3,137 | $ββββ3,200,020 |
Avant Loans Funding Trust: | Β | Β | Β |
Series 2018-A, Class B, 3.95%, 12/15/22(1) | Β | ββββββββ55 | βββββββ55,452 |
Series 2019-A, Class A, 3.48%, 7/15/22(1) | Β | 888 | ββββββ889,713 |
Series 2019-B, Class A, 2.72%, 10/15/26(1) | Β | 11,512 | βββ11,535,859 |
Avis Budget Rental Car Funding AESOP, LLC: | Β | Β | Β |
Series 2015-1A, Class A, 2.50%, 7/20/21(1) | Β | βββββ1,187 | ββββ1,186,446 |
Series 2015-1A, Class B, 3.22%, 7/20/21(1) | Β | 2,825 | ββββ2,814,307 |
Chesapeake Funding II, LLC: | Β | Β | Β |
Series 2017-3A, Class A1, 1.91%, 8/15/29(1) | Β | 1,089 | 1,093,404 |
Series 2017-4A, Class A1, 2.12%, 11/15/29(1) | Β | 5,907 | 5,948,531 |
Coinstar Funding, LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47(1) | Β | 23,154 | 22,210,659 |
Commonbond Student Loan Trust, Series 2015-A, Class A, 3.20%, 6/25/32(1) | Β | 361 | 361,333 |
Conn's Receivables Funding, LLC: | Β | Β | Β |
Series 2018-A, Class A, 3.25%, 1/15/23(1) | Β | 178 | 176,749 |
Series 2018-A, Class B, 4.65%, 1/15/23(1) | Β | 295 | 291,524 |
Series 2019-A, Class A, 3.40%, 10/16/23(1) | Β | 672 | 664,785 |
Series 2019-B, Class A, 2.66%, 6/17/24(1) | Β | 6,639 | 6,549,551 |
Series 2019-B, Class B, 3.62%, 6/17/24(1) | Β | 5,680 | 5,471,573 |
Consumer Loan Underlying Bond Credit Trust: | Β | Β | Β |
Series 2018-P3, Class B, 4.32%, 1/15/26(1) | Β | 5,995 | 5,868,600 |
Series 2019-P1, Class A, 2.94%, 7/15/26(1) | Β | 1,217 | 1,222,388 |
Series 2019-P2, Class A, 2.47%, 10/15/26(1) | Β | 6,663 | 6,677,321 |
Series 2020-P1, Class A, 2.26%, 3/15/28(1) | Β | 3,251 | 3,253,925 |
Credit Acceptance Auto Loan Trust: | Β | Β | Β |
Series 2017-2A, Class A, 2.55%, 2/17/26(1) | Β | 12 | 11,881 |
Series 2017-3A, Class A, 2.65%, 6/15/26(1) | Β | 549 | 550,103 |
Series 2017-3A, Class C, 3.48%, 10/15/26(1) | Β | 4,191 | 4,194,726 |
Series 2018-1A, Class B, 3.60%, 4/15/27(1) | Β | 2,295 | 2,338,235 |
Driven Brands Funding, LLC: | Β | Β | Β |
Series 2015-1A, Class A2, 5.216%, 7/20/45(1) | Β | 5,921 | 6,179,317 |
Series 2018-1A, Class A2, 4.739%, 4/20/48(1) | Β | 3,210 | 3,410,660 |
Series 2020-1A, Class A2, 3.786%, 7/20/50(1)(2) | Β | 5,000 | 5,000,000 |
ExteNet, LLC: | Β | Β | Β |
Series 2019-1A, Class A2, 3.204%, 7/26/49(1) | Β | 3,860 | 3,887,778 |
Series 2019-1A, Class B, 4.14%, 7/26/49(1) | Β | 3,225 | 3,177,875 |
FOCUS Brands Funding, LLC, Series 2017-1A, Class A2I, 3.857%, 4/30/47(1) | Β | 8,332 | 7,903,236 |
Hardee's Funding, LLC, Series 2018-1A, Class A2I, 4.25%, 6/20/48(1) | Β | 6,391 | 6,503,263 |
Hertz Fleet Lease Funding, L.P., Series 2018-1, Class A1, 0.677%, (1βmo. USD LIBOR + 0.50%), 5/10/32(1)(3) | Β | 4,260 | 4,243,832 |