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Security |
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Par
(000) |
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Value |
|
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Asset-Backed Securities |
|
Ares XXXIIR CLO Ltd., Series 2014-32RA, Class B, (3-mo. CME Term SOFR + 2.06%), 7.37%, 05/15/30(a)(b) |
|
|
USD |
|
|
|
500 |
|
|
$ |
497,578 |
|
Arini European CLO I DAC, Series 1X, Class D, (3-mo. EURIBOR + 6.04%), 9.97%, 07/15/36(a)(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
108,210 |
|
BlueMountain Fuji Eur CLO IV DAC, Series 4X, Class ER, (3-mo. EURIBOR + 6.21%), 10.16%, 02/25/34(a)(c) |
|
|
|
|
|
|
100 |
|
|
|
105,970 |
|
Cairn CLO XVI DAC, Series 2023-16X, Class D, (3-mo. EURIBOR + 5.20%), 9.14%, 01/15/37(a)(c) |
|
|
|
|
|
|
100 |
|
|
|
108,119 |
|
CIFC European Funding CLO I DAC, Series 1X, Class DR, (3-mo. EURIBOR + 3.20%), 7.14%, 07/15/32(a)(c) |
|
|
|
|
|
|
100 |
|
|
|
106,166 |
|
Contego CLO VII DAC, Series 7X, Class D, (3-mo. EURIBOR + 3.95%), 7.91%, 05/14/32(a)(c) |
|
|
|
|
|
|
100 |
|
|
|
107,592 |
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Contego CLO VIII DAC, Series 8X, Class ER, (3-mo. EURIBOR + 6.06%), 10.01%, 01/25/34(a)(c) |
|
|
|
|
|
|
100 |
|
|
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106,516 |
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CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D, (3-mo. EURIBOR + 3.15%), 7.09%, 12/15/34(a)(c) |
|
|
|
|
|
|
100 |
|
|
|
105,251 |
|
Galaxy XXVIII CLO Ltd., Series 2018-28A, Class C, (3-mo. CME Term SOFR + 2.21%), 7.53%, 07/15/31(a)(b) |
|
|
USD |
|
|
|
250 |
|
|
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249,058 |
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Greene King Finance PLC(a) |
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Series 06, Class B2, (3-mo. LIBOR GBP + 2.20%), 0.00%, 03/15/36(c) |
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GBP |
|
|
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100 |
|
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100,988 |
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Series B1, (3-mo. LIBOR GBP + 1.92%), 7.14%, 12/15/34 |
|
|
|
|
|
|
100 |
|
|
|
104,445 |
|
Margay CLO I DAC, Series 1X, Class D, (3-mo. EURIBOR + 6.40%), 10.34%, 07/15/36(a)(c) |
|
|
EUR |
|
|
|
100 |
|
|
|
108,183 |
|
Neuberger Berman Loan Advisers Euro CLO DAC, Series 2021-2X, Class E, (3-mo. EURIBOR + 6.06%), 10.00%,
04/15/34(a)(c) |
|
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|
|
|
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100 |
|
|
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106,237 |
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Palmer Square European CLO DAC, Series 2023- 1X, Class D, (3-mo. EURIBOR + 6.20%), 10.14%, 07/15/36(a)(c) |
|
|
|
|
|
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100 |
|
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110,986 |
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Rockfield Park CLO DAC(a)(c) |
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Series 1X, Class C, (3-mo. EURIBOR + 3.00%), 6.94%, 07/16/34 |
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100 |
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106,051 |
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Series 1X, Class D, (3-mo. EURIBOR + 5.95%), 9.89%, 07/16/34 |
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|
|
|
|
100 |
|
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105,916 |
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Unique Pub Finance Co. PLC, Series 02, Class N, 6.46%,
03/30/32(c) |
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GBP |
|
|
|
89 |
|
|
|
117,140 |
|
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|
|
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Total Asset-Backed Securities 0.2%
(Cost: $2,413,760) |
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2,354,406 |
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Shares |
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Common Stocks |
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Capital Markets 0.0% |
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Ardagh MP USA, Inc., (Acquired 08/02/21, Cost:
$1,599,353)(d)(e) |
|
|
|
|
|
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162,646 |
|
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551,370 |
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