Security | Principal Amount (000's omitted) | Value |
NRZ Excess Spread-Collateralized Notes: | | | |
Series 2021-FHT1, Class A, 3.104%, 7/25/26(1) | $ | 1,114 | $ 993,658 |
Series 2021-GNT1, Class A, 3.474%, 11/25/26(1) | | 10,509 | 9,470,886 |
Octane Receivables Trust: | | | |
Series 2022-1, Class A2, 4.18%, 3/20/28(1) | | 3,603 | 3,537,391 |
Series 2023-1A, Class A, 5.87%, 5/21/29(1) | | 3,889 | 3,868,664 |
Oportun Funding, LLC, Series 2022-1, Class A, 3.25%, 6/15/29(1) | | 2,455 | 2,421,504 |
Oportun Issuance Trust: | | | |
Series 2021-B, Class A, 1.47%, 5/8/31(1) | | 2,279 | 2,066,342 |
Series 2021-B, Class B, 1.96%, 5/8/31(1) | | 2,687 | 2,404,661 |
Series 2021-C, Class A, 2.18%, 10/8/31(1) | | 16,430 | 14,794,604 |
Series 2021-C, Class B, 2.67%, 10/8/31(1) | | 11,238 | 9,978,624 |
Series 2022-2, Class A, 5.94%, 10/9/29(1) | | 2,019 | 2,010,487 |
Pagaya AI Debt Selection Trust: | | | |
Series 2021-1, Class A, 1.18%, 11/15/27(1) | | 149 | 148,906 |
Series 2021-2, 3.00%, 1/25/29(1) | | 2,811 | 2,699,168 |
Series 2021-3, Class A, 1.15%, 5/15/29(1) | | 1,929 | 1,910,715 |
Series 2021-3, Class B, 1.74%, 5/15/29(1) | | 14,249 | 13,648,595 |
Series 2021-3, Class C, 3.27%, 5/15/29(1) | | 3,250 | 2,881,816 |
Series 2021-5, Class B, 2.63%, 8/15/29(1) | | 8,642 | 8,142,772 |
Series 2021-HG1, Class A, 1.22%, 1/16/29(1) | | 2,901 | 2,770,818 |
Planet Fitness Master Issuer, LLC, Series 2018-1A, Class A2II, 4.666%, 9/5/48(1) | | 3,394 | 3,247,800 |
Prodigy Finance CM DAC, Series 2021-1A, Class A, 6.454%, (1 mo. SOFR + 1.364%), 7/25/51(1)(3) | | 1,238 | 1,223,257 |
Purchasing Power Funding, LLC, Series 2021-A, Class A, 1.57%, 10/15/25(1) | | 5,228 | 5,154,776 |
ServiceMaster Funding, LLC, Series 2020-1, Class A2I, 2.841%, 1/30/51(1) | | 3,020 | 2,513,788 |
SERVPRO Master Issuer, LLC, Series 2019-1A, Class A2, 3.882%, 10/25/49(1) | | 13,750 | 12,596,288 |
SoFi Consumer Loan Program Trust, Series 2023-1S, Class A, 5.81%, 5/15/31(1) | | 2,491 | 2,487,393 |
SpringCastle America Funding, LLC, Series 2020-AA, Class A, 1.97%, 9/25/37(1) | | 12,235 | 10,949,949 |
Stack Infrastructure Issuer, LLC: | | | |
Series 2019-1A, Class A2, 4.54%, 2/25/44(1) | | 24,015 | 23,653,000 |
Series 2019-2A, Class A2, 3.08%, 10/25/44(1) | | 2,720 | 2,581,084 |
Series 2020-1A, Class A2, 1.893%, 8/25/45(1) | | 1,470 | 1,325,854 |
Sunnova Helios II Issuer, LLC, Series 2021-B, Class B, 2.01%, 7/20/48(1) | | 7,727 | 6,094,513 |
Sunnova Helios IV Issuer, LLC, Series 2020-AA, Class A, 2.98%, 6/20/47(1) | | 2,910 | 2,580,591 |
Sunnova Helios IX Issuer, LLC, Series 2022-B, Class A, 5.00%, 8/20/49(1) | | 3,840 | 3,680,513 |
Sunnova Helios V Issuer, LLC: | | | |
Series 2021-A, Class A, 1.80%, 2/20/48(1) | | 1,054 | 883,223 |