Interest Rate | | Maturity Date | | Principal Amount (000)# | | Value |
Asset-Backed Securities (continued) |
Collateralized Loan Obligations (cont’d.) |
Park Avenue Institutional Advisers CLO Ltd. (Cayman Islands), |
Series 2019-02A, Class A1R, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) |
6.743%(c) | | 10/15/34 | | | 7,000 | | $7,003,633 |
Rad CLO Ltd. (Cayman Islands), |
Series 2019-05A, Class AR, 144A, 3 Month SOFR + 1.382% (Cap N/A, Floor 1.120%) |
6.665%(c) | | 07/24/32 | | | 9,650 | | 9,658,859 |
Series 2023-19A, Class A1, 144A, 3 Month SOFR + 2.000% (Cap N/A, Floor 2.000%) |
7.282%(c) | | 04/20/35 | | | 10,800 | | 10,876,831 |
Romark WM-R Ltd. (Cayman Islands), |
Series 2018-01A, Class A1, 144A, 3 Month SOFR + 1.292% (Cap N/A, Floor 0.000%) |
6.574%(c) | | 04/20/31 | | | 2,687 | | 2,688,468 |
Shackleton CLO Ltd. (Cayman Islands), |
Series 2014-05RA, Class A, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 0.262%) |
6.494%(c) | | 05/07/31 | | | 2,758 | | 2,760,223 |
Sixth Street CLO Ltd. (Cayman Islands), |
Series 2020-16A, Class A1R, 144A, 3 Month SOFR + 1.790% (Cap N/A, Floor 1.790%) |
7.072%(c) | | 01/20/37 | | | 6,500 | | 6,538,831 |
Sona Fios CLO DAC (Ireland), |
Series 01A, Class A1, 144A, 3 Month EURIBOR + 1.850% (Cap N/A, Floor 1.850%) |
5.535%(c) | | 07/15/36 | | EUR | 8,750 | | 9,813,331 |
Sound Point CLO Ltd. (Cayman Islands), |
Series 2013-01A, Class A1R, 144A, 3 Month SOFR + 1.332% (Cap N/A, Floor 1.332%) |
6.611%(c) | | 01/26/31 | | | 1,908 | | 1,908,061 |
TCW CLO Ltd. (Cayman Islands), |
Series 2017-01A, Class A1RR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) |
6.705%(c) | | 10/29/34 | | | 3,000 | | 3,003,912 |
Series 2017-01A, Class BRR, 144A, 3 Month SOFR + 1.962% (Cap N/A, Floor 1.700%) |
7.225%(c) | | 10/29/34 | | | 4,000 | | 4,004,500 |
Telos CLO Ltd. (Cayman Islands), |
Series 2013-04A, Class AR, 144A, 3 Month SOFR + 1.502% (Cap N/A, Floor 0.000%) |
6.787%(c) | | 01/17/30 | | | 761 | | 761,836 |
Tikehau US CLO Ltd. (Bermuda), |
Series 2022-02A, Class A1R, 144A, 3 Month SOFR + 1.870% (Cap N/A, Floor 1.870%) |
7.152%(c) | | 01/20/36 | | | 4,500 | | 4,532,390 |
Series 2023-01A, Class A1, 144A, 3 Month SOFR + 2.200% (Cap N/A, Floor 2.200%) |
7.501%(c) | | 07/15/34 | | | 8,750 | | 8,836,721 |
Toro European CLO DAC (Ireland), |
Series 03A, Class ARR, 144A, 3 Month EURIBOR + 0.990% (Cap N/A, Floor 0.990%) |
4.675%(c) | | 07/15/34 | | EUR | 8,000 | | 8,882,070 |
Trinitas CLO Ltd. (Bermuda), |
Series 2023-26A, Class A1, 144A, 3 Month SOFR + 1.690% (Cap N/A, Floor 1.690%) |
6.972%(c) | | 01/20/35 | | | 7,500 | | 7,512,568 |