Interest
Rate
|
| Maturity
Date
|
| Principal
Amount
(000)#
|
| Value
|
Asset-Backed Securities (continued)
|
Collateralized Loan Obligations (cont’d.)
|
Benefit Street Partners CLO Ltd. (Cayman Islands),
|
Series 2018-16A, Class A1R, 144A, 3 Month SOFR + 1.292% (Cap N/A, Floor 1.030%)
|
6.577%(c)
|
| 01/17/32
|
|
| 3,048
|
| $3,050,800
|
BNPP AM Euro CLO DAC (Ireland),
|
Series 2018-01A, Class AR, 144A, 3 Month EURIBOR + 0.600% (Cap N/A, Floor 0.600%)
|
4.285%(c)
|
| 04/15/31
|
| EUR
| 1,749
|
| 1,935,990
|
Canyon Capital CLO Ltd. (Cayman Islands),
|
Series 2017-01A, Class AR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%)
|
6.563%(c)
|
| 07/15/30
|
|
| 2,290
|
| 2,291,414
|
Clover CLO LLC,
|
Series 2018-01A, Class A1RR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%)
|
6.854%(c)
|
| 04/20/37
|
|
| 7,000
|
| 7,015,203
|
CVC Cordatus Loan Fund DAC (Ireland),
|
Series 14A, Class A1R, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%)
|
4.388%(c)
|
| 05/22/32
|
| EUR
| 1,718
|
| 1,909,038
|
Series 14A, Class A2R, 144A
|
1.250%
|
| 05/22/32
|
| EUR
| 3,730
|
| 3,981,163
|
Elevation CLO Ltd. (Cayman Islands),
|
Series 2021-12A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%)
|
6.902%(c)
|
| 04/20/37
|
|
| 6,750
|
| 6,776,195
|
Elmwood CLO Ltd. (Cayman Islands),
|
Series 2024-05A, Class AR1, 144A, 3 Month SOFR + 1.520% (Cap N/A, Floor 1.520%)
|
6.841%(c)
|
| 04/20/37
|
|
| 6,000
|
| 6,012,051
|
Greenwood Park CLO Ltd. (Cayman Islands),
|
Series 2018-01A, Class A2, 144A, 3 Month SOFR + 1.272% (Cap N/A, Floor 0.000%)
|
6.573%(c)
|
| 04/15/31
|
|
| 538
|
| 539,106
|
Grosvenor Place CLO DAC (Ireland),
|
Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%)
|
5.141%(c)
|
| 05/24/38
|
| EUR
| 6,500
|
| 7,278,020
|
HPS Loan Management Ltd. (Cayman Islands),
|
Series 2015-06A, Class A1R, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 0.000%)
|
6.504%(c)
|
| 02/05/31
|
|
| 77
|
| 76,562
|
Series 2016-10A, Class A1RR, 144A, 3 Month SOFR + 1.402% (Cap N/A, Floor 1.140%)
|
6.684%(c)
|
| 04/20/34
|
|
| 6,650
|
| 6,660,580
|
ICG Euro CLO DAC (Ireland),
|
Series 2023-02A, Class A1, 144A, 3 Month EURIBOR + 1.730% (Cap N/A, Floor 1.730%)
|
5.428%(c)
|
| 01/26/38
|
| EUR
| 7,000
|
| 7,848,309
|
Madison Park Funding Ltd. (Cayman Islands),
|
Series 2019-33A, Class AR, 144A, 3 Month SOFR + 1.290% (Cap N/A, Floor 1.290%)
|
6.591%(c)
|
| 10/15/32
|
|
| 6,000
|
| 6,005,288
|
MidOcean Credit CLO (Cayman Islands),
|
Series 2014-03A, Class A1R, 144A, 3 Month SOFR + 1.382% (Cap N/A, Floor 1.120%)
|
6.664%(c)
|
| 04/21/31
|
|
| 1,191
|
| 1,191,701
|