1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-01
5 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000136521 | GIOAX | NOT_LISTED | not exchange-listed | — |
| C000136522 | GIOCX | NOT_LISTED | not exchange-listed | — |
| C000136523 | GIOIX | NOT_LISTED | not exchange-listed | — |
| C000155969 | GIOPX | NOT_LISTED | not exchange-listed | — |
| C000152104 | GIOSX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
1,344 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Cerberus Loan Funding XLVIII LLC CERB 2024-4A D | — | 15675JAG5 US15675JAG58 | ABS-CBDO CORP | 5,350,000 PA | $5.32M | 0.058% | US |
| New Enterprise Stone & Lime Co., Inc. NEENST 9.75 07/15/28 144A | — | 644274AG7 US644274AG71 | DBT CORP | 5,350,000 PA | $5.34M | 0.058% | US |
| CNO Financial Group, Inc. CNO 6.45 06/15/34 | — | 12621EAM5 US12621EAM57 | DBT CORP | 5,200,000 PA | $5.37M | 0.058% | US |
| TEGA MC AUSTRALIA HOLDIN | — | 000000000 — | DBT CORP | 5,425,000 PA | $5.38M | 0.058% | AU |
| Clearway Energy Operating LLC CWENA 5.75 01/15/34 144A | — | 18539UAG0 US18539UAG04 | DBT CORP | 5,500,000 PA | $5.40M | 0.058% | US |
| GRANT THORNTON 1L TLB CL EURO | — | 000000000 — | LON CORP | 4,800,000 PA | $5.42M EUR | 0.059% | US |
| Six Flags Entertainment Corp. FUN 6.625 05/01/32 144A | — | 83002YAA7 US83002YAA73 | DBT CORP | 5,450,000 PA | $5.44M | 0.059% | US |
| BALLYROCK CLO 14 LTD BALLY 2020-14A SUB | — | 05874YAC1 US05874YAC12 | ABS-CBDO CORP | 9,750,000 PA | $5.48M | 0.059% | KY |
| CHRYSAOR BIDCO SARL | — | 000000000 XAL1588MAL09 | LON CORP | 5,532,657.97 PA | $5.52M | 0.060% | US |
| OSAT 2021-RPL1 TRUST OSAT 2021-RPL1 A1 | — | 67114HAA2 US67114HAA23 | ABS-O CORP | 5,536,161.75 PA | $5.54M | 0.060% | US |
| GrafTech Finance Inc. EAF 4.625 12/23/29 144A | — | 384311AC0 US384311AC08 | DBT CORP | 10,000,000 PA | $5.54M | 0.060% | US |
| CLARIOS GLOBAL LP POWSOL L 07/16/31 9 | — | 000000000 XAC8000CAN39 | LON CORP | 4,810,000 PA | $5.54M EUR | 0.060% | CA |
| Figre Trust 2023-HE1 FIGRE 2024-HE5 C | — | 31684FAC8 US31684FAC86 | ABS-O CORP | 5,546,460.09 PA | $5.56M | 0.060% | US |
| LERNEN US FINCO LLC (COGNITA) | — | 000000000 — | LON CORP | 4,950,000 PA | $5.56M EUR | 0.060% | N/A |
| Gen Digital (fka NortonLifelock) Gen Digital (fka NortonLifelock) Term Loan B … | — | 66877AAG3 US66877AAG31 | LON CORP | 5,657,250 PA | $5.56M | 0.060% | US |
| Citigroup Inc. C V6.75 PERP EE | — | 172967PR6 US172967PR67 | DBT CORP | 5,600,000 PA | $5.60M | 0.061% | US |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC3 JPMAC 2006-WMC3 A4 | — | 46629KAE9 US46629KAE91 | ABS-O CORP | 7,388,543.31 PA | $5.61M | 0.061% | US |
| BLUE OWL IV (FKA DYAL IV) SR SEC A | — | 000000000 — | DBT CORP | 5,746,000 PA | $5.61M | 0.061% | US |
| LRECS 2025-CRE1 LLC LRECS 2025-CRE1 B | — | 50230AAE4 US50230AAE47 | ABS-O CORP | 5,650,000 PA | $5.61M | 0.061% | US |
| APAVE SA | — | 000000000 — | LON CORP | 4,850,000 PA | $5.63M EUR | 0.061% | FR |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC BX 2024-AIRC C | — | 12433CAE5 US12433CAE57 | ABS-O CORP | 5,637,132.54 PA | $5.64M | 0.061% | US |
| Sammontana Italia S.p.A. SAMMNT F 10/15/31 144A | — | 000000000 XS2902576896 | DBT CORP | 4,900,000 PA | $5.65M EUR | 0.061% | IT |
| Dominion Energy Inc D V6.2 02/15/56 | — | 25746UEA3 US25746UEA34 | DBT CORP | 5,725,000 PA | $5.67M | 0.061% | US |
| MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST… MSIX 2006-2 A3 | — | 617463AC8 US617463AC80 | ABS-O CORP | 17,628,788.26 PA | $5.69M | 0.062% | US |
| Legacy Mortgage Trust 2018-Rpl5 LMAT 2021-GS2 A1 | — | 52476DAA5 US52476DAA54 | ABS-O CORP | 5,677,719.75 PA | $5.69M | 0.062% | US |
| GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE GSMS 2020-DUNE E | — | 36258BAS7 US36258BAS79 | ABS-O CORP | 5,986,100.98 PA | $5.71M | 0.062% | US |
| SHAW DEVELOPMENT 1L TL | — | 000000000 — | LON CORP | 6,042,638.29 PA | $5.71M | 0.062% | US |
| Cross Financial (fka Cross Insurance) Cross Financial (fka Cross Insurance) Term Lo… | — | 22750JAG9 US22750JAG94 | LON CORP | 5,770,155.01 PA | $5.72M | 0.062% | US |
| LOANCORE 2025-CRE8 ISSUER LLC LNCR 2025-CRE8 C | — | 53947FAG6 US53947FAG63 | ABS-CBDO CORP | 5,750,000 PA | $5.72M | 0.062% | US |
| BIB MERCHANT VOUCHER RECEIVABLES LTD BIB Merchant Voucher Receivables Limited. 4.1… | — | 08866TAB8 US08866TAB89 | DBT CORP | 5,769,973.58 PA | $5.73M | 0.062% | KY |
| PEER HOLDING III BV | — | 000000000 XAN6872NAR79 | LON CORP | 5,000,000 PA | $5.75M EUR | 0.062% | N/A |
| New Enterprise Stone & Lime Co., Inc. NEENST 5.25 07/15/28 144A | — | 644274AH5 US644274AH54 | DBT CORP | 5,870,000 PA | $5.78M | 0.063% | US |
| CNO Financial Group, Inc. CNO Financial Group, Inc. 5.125% SUBORDINATED… | — | 12621E301 US12621E3018 | EP CORP | 321,950 NS | $5.79M | 0.063% | US |
| Jones Deslauriers Insurance Management Inc. NAVCOR 6.875 10/01/33 144A | — | 48020RAE5 US48020RAE53 | DBT CORP | 6,325,000 PA | $5.79M | 0.063% | CA |
| Sierra Pacific Power Company BRKHEC V6.2 12/15/55 | — | 826418BR5 US826418BR51 | DBT CORP | 5,950,000 PA | $5.79M | 0.063% | US |
| QTS GOOD NEWS FCLTY REVR FUNDED | — | 000000000 — | DBT CORP | 5,798,613.27 PA | $5.80M | 0.063% | US |
| NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD NEUB 2019-32RA C | — | 64135XAE1 US64135XAE13 | ABS-CBDO CORP | 5,800,000 PA | $5.80M | 0.063% | KY |
| HPS PRIVATE CREDIT CLO 2025-3 LLC HPSPR 2025-3A D | — | 40445YAG9 US40445YAG98 | ABS-CBDO CORP | 6,000,000 PA | $5.85M | 0.063% | US |
| Asmodee Group AB ASMDEE 4.25 12/15/31 144A | — | 000000000 XS3244710227 | DBT CORP | 5,155,000 PA | $5.85M EUR | 0.063% | SE |
| SVC ABS LLC SVC 2023-1A B | — | 78487JAB2 US78487JAB26 | ABS-O CORP | 5,904,135.41 PA | $5.86M | 0.063% | US |
| Enviri Corp. NVRI 5.75 07/31/27 144A | — | 415864AM9 US415864AM90 | DBT CORP | 5,885,000 PA | $5.87M | 0.064% | US |
| HPS PRIVATE CREDIT CLO 2025-3 LLC HPSPR 2025-3A C | — | 40445YAE4 US40445YAE41 | ABS-CBDO CORP | 5,900,000 PA | $5.88M | 0.064% | US |
| Allwyn International Allwyn International Term Loan B (Incremental… | — | 02008EAE7 US02008EAE77 | LON CORP | 6,000,000 PA | $5.88M | 0.064% | US |
| WASHINGTON MUTUAL BANK WMHE 2007-HE2 2A2 | — | 92926SAC0 US92926SAC08 | ABS-O CORP | 16,515,726.78 PA | $5.89M | 0.064% | US |
| Federal Agricultural Mortgage Corporation Federal Agricultural Mortgage Corporation 5.7… | — | 313148850 US3131488500 | EP USGSE | 272,820 NS | $5.89M | 0.064% | US |
| CEAMER FINANCE III LLC | — | 000000000 — | DBT CORP | 5,828,310.49 PA | $5.90M | 0.064% | US |
| Osaic Holdings Inc. ADVGRO 6.75 08/01/32 144A | — | 00791GAB3 US00791GAB32 | DBT CORP | 5,900,000 PA | $5.90M | 0.064% | US |
| DAE Funding LLC DUBAEE 4.95 01/15/33 144A | — | 23371DAM6 US23371DAM65 | DBT CORP | 6,230,000 PA | $5.91M | 0.064% | US |
| NEW FLYER HOLDINGS INC NFICN 9.25 07/01/30 144A | — | 64438WAA5 US64438WAA53 | DBT CORP | 5,550,000 PA | $5.93M | 0.064% | US |
| NextEra Energy Capital Holdings Inc NextEra Energy Capital Holdings Inc PUBLIC OF… | — | 65339K829 US65339K8291 | EP CORP | 241,500 NS | $6.03M | 0.065% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.2% of reported value reaches a classification.
Percentages are of the reported value of positions above ($10.82B), not of the fund’s net assets ($9.24B). The two differ by cash, derivatives filed with no market value, and rounding.