Security | Principal Amount (000's omitted) | Value |
Hardee's Funding, LLC, Series 2020-1A, Class A2, 3.981%, 12/20/50(1) | $ | 4,821 | $ 5,066,684 |
Helios Issuer, LLC, Series 2020-AA, Class A, 2.98%, 6/20/47(1) | | 3,281 | 3,363,260 |
Horizon Aircraft Finance II, Ltd., Series 2019-1, Class A, 3.721%, 7/15/39(1) | | 4,087 | 4,011,665 |
Horizon Aircraft Finance III, Ltd., Series 2019-2, Class A, 3.425%, 11/15/39(1) | | 4,049 | 3,983,839 |
Jack in the Box Funding, LLC, Series 2019-1A, Class A2I, 3.982%, 8/25/49(1) | | 5,841 | 5,890,608 |
JPMorgan Chase Bank, NA: | | | |
Series 2021-2, Class B, 0.889%, 12/26/28(1) | | 6,192 | 6,162,554 |
Series 2021-3, Class B, 0.76%, 2/26/29(1) | | 5,222 | 5,191,729 |
Series 2021-3, Class C, 0.86%, 2/26/29(1) | | 2,397 | 2,382,762 |
Series 2021-3, Class D, 1.009%, 2/26/29(1) | | 2,324 | 2,305,602 |
Series 2021-3, Class E, 2.102%, 2/26/29(1) | | 1,483 | 1,474,976 |
LL ABS Trust, Series 2021-1A, Class A, 1.07%, 5/15/29(1) | | 2,913 | 2,898,646 |
Lunar Aircraft, Ltd.: | | | |
Series 2020-1A, Class B, 4.335%, 2/15/45(1) | | 844 | 768,417 |
Series 2020-1A, Class C, 6.413%, 2/15/45(1) | | 478 | 406,444 |
Marlette Funding Trust: | | | |
Series 2018-2A, Class C, 4.37%, 7/17/28(1) | | 1,757 | 1,761,555 |
Series 2020-1A, Class B, 2.38%, 3/15/30(1) | | 1,616 | 1,621,616 |
Series 2020-2A, Class B, 1.83%, 9/16/30(1) | | 6,215 | 6,230,186 |
Series 2021-1A, Class A, 0.60%, 6/16/31(1) | | 1,447 | 1,447,079 |
Marlette Funding Trust, Series 2021-1A, Class B, 1.00%, 6/16/31(1) | | 5,100 | 5,083,554 |
Mosaic Solar Loan Trust: | | | |
Series 2018-1A, Class B, 2.00%, 6/22/43(1) | | 4,935 | 4,810,051 |
Series 2019-2A, Class B, 3.28%, 9/20/40(1) | | 2,884 | 2,944,930 |
Series 2020-1A, Class B, 3.10%, 4/20/46(1) | | 988 | 1,021,093 |
Series 2020-2A, Class A, 1.44%, 8/20/46(1) | | 4,966 | 4,838,646 |
Series 2020-2A, Class B, 2.21%, 8/20/46(1) | | 3,794 | 3,793,158 |
Series 2021-1A, Class A, 1.51%, 12/20/46(1) | | 2,402 | 2,336,738 |
Series 2021-1A, Class B, 2.05%, 12/20/46(1) | | 4,932 | 4,884,594 |
Series 2021-3A, Class A, 1.44%, 6/20/52(1) | | 7,066 | 6,854,588 |
MVW, LLC, Series 2020-1A, Class A, 1.74%, 10/20/37(1) | | 760 | 761,420 |
Neighborly Issuer, LLC, Series 2021-1A, Class A2, 3.584%, 4/30/51(1) | | 6,766 | 6,823,029 |
NRZ Excess Spread-Collateralized Notes: | | | |
Series 2021-FHT1, Class A, 3.104%, 7/25/26(1) | | 1,741 | 1,737,962 |
Series 2021-GNT1, Class A, 3.474%, 11/25/26(1) | | 15,375 | 15,374,488 |
OneMain Financial Issuance Trust, Series 2018-1A, Class A, 3.30%, 3/14/29(1) | | 2,056 | 2,057,078 |
Oportun Issuance Trust: | | | |
Series 2021-B, Class A, 1.47%, 5/8/31(1) | | 2,279 | 2,266,335 |
Series 2021-B, Class B, 1.96%, 5/8/31(1) | | 2,687 | 2,677,980 |
Series 2021-C, Class A, 2.18%, 10/8/31(1) | | 16,430 | 16,342,433 |