Interest Rate | | Maturity Date | | Principal Amount (000)# | | Value |
|
Floating Rate and Other Loans (continued) |
Software (cont’d.) |
Cotiviti, Inc., |
Initial Floating Rate Term Loan, 1 Month SOFR + 3.250% |
8.451%(c) | | 05/01/31 | | | 1,573 | | $1,569,115 |
Skillsoft Finance II, Inc., |
Initial Term Loan, 1 Month SOFR + 5.364% |
10.219%(c) | | 07/14/28 | | | 1,146 | | 931,713 |
| | | | | | | 2,698,225 |
Telecommunications — 0.6% |
Connect Finco Sarl (United Kingdom), |
Amendment No. 4 Term Loan, 1 Month SOFR + 4.500% |
9.345%(c) | | 09/27/29 | | | 1,270 | | 1,189,484 |
Digicel International Finance Ltd. (Jamaica), |
Initial Term Loan, 3 Month SOFR + 6.750% |
12.002%(c) | | 05/25/27 | | | 102 | | 100,658 |
Level 3 Financing, Inc., |
Term B-1, 1 Month SOFR + 6.560% |
11.414%(c) | | 04/15/29 | | | 592 | | 603,498 |
Term B-2, 1 Month SOFR + 6.560% |
11.414%(c) | | 04/15/30 | | | 368 | | 374,962 |
Xplornet Communications, Inc. (Canada), |
First Lien Refinancing Term Loan |
8.865% | | 10/02/28(d) | | | 1,630 | | 244,515 |
Initial Term Loan - Second Lien |
12.596% | | 10/01/29(d) | | | 735 | | 8,575 |
Zegona Holdco Ltd., |
Facility B (USD), 6 Month SOFR + 4.250% |
9.415%(c) | | 07/17/29^ | | | 775 | | 755,625 |
| | | | | | | 3,277,317 |
|
Total Floating Rate and Other Loans
(cost $27,879,705)
| | 25,246,525 |
Residential Mortgage-Backed Securities — 0.0% |
Adjustable Rate Mortgage Trust, |
Series 2005-07, Class 1A1 |
5.421%(cc) | | 10/25/35 | | | 4 | | 2,771 |
Alternative Loan Trust, |
Series 2005-43, Class 4A3 |
4.450%(cc) | | 10/25/35 | | | 2 | | 1,253 |
Series 2006-HY13, Class 4A1 |
4.712%(cc) | | 02/25/37 | | | 1 | | 1,063 |
Series 2006-OA09, Class 2A1A, 1 Month SOFR + 0.324% (Cap N/A, Floor 0.210%) |
5.285%(c) | | 07/20/46 | | | 2 | | 1,521 |
American Home Mortgage Assets Trust, |
Series 2006-04, Class 1A12, 1 Month SOFR + 0.324% (Cap N/A, Floor 0.324%) |
5.179%(c) | | 10/25/46 | | | 14 | | 7,494 |
Banc of America Funding Trust, |
Series 2006-B, Class 2A1 |
4.627%(cc) | | 03/20/36 | | | 2 | | 2,005 |
Citigroup Mortgage Loan Trust, |
Series 2007-10, Class 22AA |
4.972%(cc) | | 09/25/37 | | | 6 | | 4,890 |