Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value |
Asset-Backed Securities (Continued) |
Collateralized Loan Obligations (cont’d.) |
CIFC Funding Ltd. (Cayman Islands), | | | | | |
Series 2014-05A, Class A1R2, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.200%) | 6.864 %(c) | 10/17/31 | | 1,000 | $997,379 |
Series 2021-05A, Class A, 144A, 3 Month SOFR + 1.402% (Cap N/A, Floor 1.402%) | 6.795(c) | 07/15/34 | | 2,000 | 1,978,047 |
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Clover CLO Ltd. (Cayman Islands), Series 2019-02A, Class AR, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.362%) | 6.740(c) | 10/25/33 | | 11,000 | 10,896,938 |
Crown Point CLO Ltd. (Cayman Islands), Series 2021-11A, Class A, 144A, 3 Month SOFR + 1.382% (Cap N/A, Floor 1.120%) | 6.784(c) | 01/17/34 | | 5,500 | 5,429,009 |
Elevation CLO Ltd. (Cayman Islands), | | | | | |
Series 2017-06A, Class A1, 144A, 3 Month SOFR + 1.542% (Cap N/A, Floor 1.542%) | 6.935(c) | 07/15/29 | | 85 | 84,333 |
Series 2021-13A, Class A1, 144A, 3 Month SOFR + 1.452% (Cap N/A, Floor 1.190%) | 6.845(c) | 07/15/34 | | 3,500 | 3,464,158 |
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|
Elmwood CLO Ltd. (Cayman Islands), Series 2019-02A, Class AR, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.412%) | 6.827(c) | 04/20/34 | | 7,000 | 6,958,000 |
Generate CLO Ltd. (Cayman Islands), Series 02A, Class AR, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) | 6.824(c) | 01/22/31 | | 465 | 463,551 |
Greywolf CLO Ltd. (Cayman Islands), | | | | | |
Series 2018-01A, Class A1, 144A, 3 Month SOFR + 1.290% (Cap N/A, Floor 0.000%) | 6.670(c) | 04/26/31 | | 999 | 994,088 |
Series 2020-03RA, Class A1R, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.290%) | 6.962(c) | 04/15/33 | | 6,500 | 6,431,188 |
HPS Loan Management Ltd. (Cayman Islands), | | | | | |
Series 2015-06A, Class A1R, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 0.000%) | 6.631(c) | 02/05/31 | | 226 | 224,249 |
Series 2016-10A, Class A1RR, 144A, 3 Month SOFR + 1.402% (Cap N/A, Floor 1.140%) | 6.817(c) | 04/20/34 | | 4,125 | 4,099,857 |
ICG US CLO Ltd. (Cayman Islands), | | | | | |
Series 2015-02RA, Class A1, 144A, 3 Month SOFR + 1.632% (Cap N/A, Floor 1.370%) | 7.025(c) | 01/16/33 | | 1,400 | 1,392,838 |
Series 2020-01A, Class AR, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.200%) | 6.877(c) | 01/20/35 | | 9,000 | 8,893,289 |
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KKR CLO Ltd. (Cayman Islands), Series 11, Class AR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | 6.835(c) | 01/15/31 | | 435 | 433,229 |