Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value |
Long-Term Investments 94.8% | | | | | |
Asset-Backed Securities 11.2% |
Cayman Islands 6.4% |
Bain Capital Credit CLO Ltd., Series 2019-03A, Class AR, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.422%) | 6.704 %(c) | 10/21/34 | | 500 | $500,471 |
Battalion CLO Ltd., Series 2018-12A, Class A1, 144A, 3 Month SOFR + 1.332% (Cap N/A, Floor 1.070%) | 6.661(c) | 05/17/31 | | 217 | 216,939 |
Broad River BSL Funding CLO Ltd., Series 2020-01A, Class AR, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) | 6.714(c) | 07/20/34 | | 750 | 751,928 |
Carlyle CLO Ltd., Series C17A, Class A1AR, 144A, 3 Month SOFR + 1.292% (Cap N/A, Floor 0.000%) | 6.547(c) | 04/30/31 | | 158 | 158,210 |
Carlyle Global Market Strategies CLO Ltd., Series 2014-01A, Class A1R2, 144A, 3 Month SOFR + 1.232% (Cap N/A, Floor 0.970%) | 6.517(c) | 04/17/31 | | 130 | 130,843 |
Clover CLO Ltd., Series 2019-02A, Class AR, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.362%) | 6.646(c) | 10/25/33 | | 500 | 500,373 |
Greenwood Park CLO Ltd., Series 2018-01A, Class A2, 144A, 3 Month SOFR + 1.272% (Cap N/A, Floor 0.000%) | 6.573(c) | 04/15/31 | | 135 | 134,634 |
Greywolf CLO Ltd., Series 2018-01A, Class A1, 144A, 3 Month SOFR + 1.290% (Cap N/A, Floor 0.000%) | 6.569(c) | 04/26/31 | | 438 | 438,368 |
Jamestown CLO Ltd., Series 2019-14A, Class A1AR, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.200%) | 6.744(c) | 10/20/34 | | 250 | 250,237 |
MidOcean Credit CLO, Series 2018-08A, Class B, 144A, 3 Month SOFR + 1.912% (Cap N/A, Floor 0.000%) | 7.237(c) | 02/20/31 | | 250 | 250,118 |
Palmer Square CLO Ltd., Series 2015-01A, Class A1A4, 144A, 3 Month SOFR + 1.392% (Cap N/A, Floor 1.392%) | 6.717(c) | 05/21/34 | | 750 | 750,254 |
TCW CLO Ltd., | | | | | |
Series 2017-01A, Class A1RR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) | 6.705(c) | 10/29/34 | | 250 | 250,085 |
Series 2020-01A, Class A1RR, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) | 6.704(c) | 04/20/34 | | 750 | 750,417 |
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Telos CLO Ltd., Series 2013-04A, Class AR, 144A, 3 Month SOFR + 1.502% (Cap N/A, Floor 0.000%) | 6.787(c) | 01/17/30 | | 54 | 54,442 |