Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value |
Asset-Backed Securities (Continued) |
Student Loans (cont’d.) |
Commonbond Student Loan Trust, (cont’d.) | | | | | |
Series 2018-AGS, Class A1, 144A | 3.210 % | 02/25/44 | | 140 | $131,145 |
Series 2020-AGS, Class A, 144A | 1.980 | 08/25/50 | | 634 | 545,748 |
| | |
|
ELFI Graduate Loan Program LLC, Series 2020-A, Class A, 144A | 1.730 | 08/25/45 | | 1,055 | 919,999 |
Laurel Road Prime Student Loan Trust, | | | | | |
Series 2017-C, Class A2B, 144A | 2.810 | 11/25/42 | | 24 | 23,183 |
Series 2018-B, Class A2FX, 144A | 3.540 | 05/26/43 | | 49 | 47,788 |
Series 2019-A, Class A2FX, 144A | 2.730 | 10/25/48 | | 81 | 78,837 |
Navient Private Education Refi Loan Trust, | | | | | |
Series 2018-A, Class A2, 144A | 3.190 | 02/18/42 | | 34 | 34,100 |
Series 2018-CA, Class A2, 144A | 3.520 | 06/16/42 | | 64 | 63,169 |
Series 2019-CA, Class A2, 144A | 3.130 | 02/15/68 | | 288 | 274,452 |
Series 2020-BA, Class A2, 144A | 2.120 | 01/15/69 | | 551 | 507,022 |
Series 2020-DA, Class A, 144A | 1.690 | 05/15/69 | | 424 | 386,816 |
| | |
|
Pennsylvania Higher Education Assistance Agency, Series 2021-01A, Class A, 144A, 1 Month LIBOR + 0.530% (Cap N/A, Floor 0.530%) | 5.550(c) | 05/25/70 | | 1,755 | 1,688,544 |
SoFi Professional Loan Program LLC, | | | | | |
Series 2017-F, Class A2FX, 144A | 2.840 | 01/25/41 | | 275 | 265,094 |
Series 2019-A, Class A2FX, 144A | 3.690 | 06/15/48 | | 424 | 409,563 |
Series 2019-C, Class A2FX, 144A | 2.370 | 11/16/48 | | 512 | 477,615 |
SoFi Professional Loan Program Trust, | | | | | |
Series 2018-B, Class A2FX, 144A | 3.340 | 08/25/47 | | 214 | 207,232 |
Series 2020-A, Class A2FX, 144A | 2.540 | 05/15/46 | | 941 | 877,775 |
Series 2020-C, Class AFX, 144A | 1.950 | 02/15/46 | | 489 | 441,811 |
| | | | | 7,547,810 |
| | |
|
Total Asset-Backed Securities (cost $327,895,941) | 319,163,443 |
Commercial Mortgage-Backed Securities 12.5% |
Arbor Multifamily Mortgage Securities Trust, | | | | | |
Series 2020-MF01, Class A4, 144A | 2.495 | 05/15/53 | | 5,500 | 4,721,563 |
Series 2021-MF02, Class A4, 144A | 2.252 | 06/15/54 | | 8,900 | 7,307,576 |
| | |
|
Assurant Commercial Mortgage Trust, Series 2016-01A, Class AS, 144A | 3.172 | 05/15/49 | | 279 | 268,133 |
BANK, | | | | | |
Series 2019-BN20, Class A2 | 2.758 | 09/15/62 | | 5,712 | 5,032,647 |
Series 2019-BN23, Class A2 | 2.669 | 12/15/52 | | 2,200 | 1,925,584 |
Series 2020-BN25, Class A4 | 2.399 | 01/15/63 | | 3,800 | 3,265,326 |
Series 2020-BN26, Class A3 | 2.155 | 03/15/63 | | 5,000 | 4,215,174 |