| Rate (%)
| Maturity date
|
| Par value^
| Value
|
Asset backed securities (continued)
|
|
|
|
Arby’s Funding LLC
|
|
|
|
|
|
Series 2020-1A, Class A2 (D)
| 3.237
| 07-30-50
|
| 2,653,920
| $2,343,114
|
BRE Grand Islander Timeshare Issuer LLC
|
|
|
|
|
|
Series 2019-A, Class A (D)
| 3.280
| 09-26-33
|
| 805,231
| 757,041
|
CARS-DB4 LP
|
|
|
|
|
|
Series 2020-1A, Class B1 (D)
| 4.170
| 02-15-50
|
| 1,485,000
| 1,385,579
|
CF Hippolyta Issuer LLC
|
|
|
|
|
|
Series 2020-1, Class A1 (D)
| 1.690
| 07-15-60
|
| 2,545,449
| 2,292,603
|
Series 2021-1A, Class A1 (D)
| 1.530
| 03-15-61
|
| 2,551,206
| 2,221,518
|
CLI Funding VI LLC
|
|
|
|
|
|
Series 2020-1A, Class A (D)
| 2.080
| 09-18-45
|
| 2,602,321
| 2,263,944
|
CLI Funding VIII LLC
|
|
|
|
|
|
Series 2021-1A, Class A (D)
| 1.640
| 02-18-46
|
| 2,370,230
| 2,024,158
|
Series 2022-1A, Class A (D)
| 2.720
| 01-18-47
|
| 1,539,010
| 1,311,157
|
CyrusOne Data Centers Issuer I LLC
|
|
|
|
|
|
Series 2023-1A, Class A2 (D)
| 4.300
| 04-20-48
|
| 2,001,000
| 1,800,243
|
DataBank Issuer
|
|
|
|
|
|
Series 2021-1A, Class A2 (D)
| 2.060
| 02-27-51
|
| 1,281,000
| 1,121,657
|
DB Master Finance LLC
|
|
|
|
|
|
Series 2017-1A, Class A2II (D)
| 4.030
| 11-20-47
|
| 923,813
| 848,221
|
Series 2021-1A, Class A2I (D)
| 2.045
| 11-20-51
|
| 4,067,065
| 3,543,719
|
Diamond Infrastructure Funding LLC
|
|
|
|
|
|
Series 2021-1A, Class C (D)
| 3.475
| 04-15-49
|
| 514,000
| 447,855
|
Domino’s Pizza Master Issuer LLC
|
|
|
|
|
|
Series 2017-1A, Class A23 (D)
| 4.118
| 07-25-47
|
| 2,807,595
| 2,585,318
|
Series 2021-1A, Class A2I (D)
| 2.662
| 04-25-51
|
| 1,894,395
| 1,601,207
|
Driven Brands Funding LLC
|
|
|
|
|
|
Series 2020-2A, Class A2 (D)
| 3.237
| 01-20-51
|
| 1,675,050
| 1,435,154
|
Series 2021-1A, Class A2 (D)
| 2.791
| 10-20-51
|
| 2,354,070
| 1,935,001
|
FirstKey Homes Trust
|
|
|
|
|
|
Series 2020-SFR1, Class A (D)
| 1.339
| 08-17-37
|
| 3,044,309
| 2,768,056
|
Series 2020-SFR2, Class A (D)
| 1.266
| 10-19-37
|
| 1,997,421
| 1,804,263
|
Series 2021-SFR1, Class A (D)
| 1.538
| 08-17-38
|
| 1,480,646
| 1,302,633
|
Series 2021-SFR1, Class D (D)
| 2.189
| 08-17-38
|
| 1,729,000
| 1,495,419
|
Golub Capital Partners Funding, Ltd.
|
|
|
|
|
|
Series 2020-1A, Class A2 (D)
| 3.208
| 01-22-29
|
| 1,423,000
| 1,344,735
|
Series 2021-1A, Class A2 (D)
| 2.773
| 04-20-29
|
| 1,914,000
| 1,767,755
|
Hilton Grand Vacations Trust
|
|
|
|
|
|
Series 2018-AA, Class A (D)
| 3.540
| 02-25-32
|
| 241,990
| 233,156
|
Series 2022-1D, Class B (D)
| 4.100
| 06-20-34
|
| 161,611
| 151,841
|
Home Partners of America Trust
|
|
|
|
|
|
Series 2021-2, Class A (D)
| 1.901
| 12-17-26
|
| 823,800
| 727,634
|
Jack in the Box Funding LLC
|
|
|
|
|
|
Series 2019-1A, Class A23 (D)
| 4.970
| 08-25-49
|
| 666,655
| 597,994
|
Series 2022-1A, Class A2I (D)
| 3.445
| 02-26-52
|
| 2,146,950
| 1,912,958
|
MetroNet Infrastructure Issuer LLC
|
|
|
|
|
|
Series 2023-1A, Class A2 (D)
| 6.560
| 04-20-53
|
| 1,176,000
| 1,140,931
|
MVW Owner Trust
|
|
|
|
|
|
Series 2018-1A, Class A (D)
| 3.450
| 01-21-36
|
| 510,329
| 497,210
|
Navient Private Education Refi Loan Trust
|
|
|
|
|
|
Series 2019-FA, Class A2 (D)
| 2.600
| 08-15-68
|
| 809,150
| 742,905
|
Navient Student Loan Trust
|
|
|
|
|
|
Series 2020-2A, Class A1A (D)
| 1.320
| 08-26-69
|
| 1,137,514
| 962,043
|
Neighborly Issuer LLC
|
|
|
|
|
|
Series 2021-1A, Class A2 (D)
| 3.584
| 04-30-51
|
| 3,590,358
| 2,994,807
|
Series 2022-1A, Class A2 (D)
| 3.695
| 01-30-52
|
| 1,445,980
| 1,185,646
|
New Economy Assets Phase 1 Sponsor LLC
|
|
|
|
|
|
Series 2021-1, Class A1 (D)
| 1.910
| 10-20-61
|
| 3,311,000
| 2,838,774
|
Series 2021-1, Class B1 (D)
| 2.410
| 10-20-61
|
| 1,005,000
| 835,799
|
NRZ Excess Spread-Collateralized Notes
|
|
|
|
|
|
Series 2021-FHT1, Class A (D)
| 3.104
| 07-25-26
|
| 364,419
| 323,768
|