1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-24
6 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000019120 | FBNDX | NOT_LISTED | not exchange-listed | — |
| C000019121 | FGBAX | NOT_LISTED | not exchange-listed | — |
| C000019123 | FGBCX | NOT_LISTED | not exchange-listed | — |
| C000019125 | FGBPX | NOT_LISTED | not exchange-listed | — |
| C000019124 | FGBTX | NOT_LISTED | not exchange-listed | — |
| C000205019 | FIKQX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
4,160 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5.5% 03/01/2056 #TBA | — | 21H052637 US21H0526374 | ABS-MBS USGA |
| -160,150,000 PA |
| -$162.21M |
| -1.326% |
| US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 6% 03/01/2056 #TBA | — | 21H060630 US21H0606309 | ABS-MBS USGA | -115,625,000 PA | -$117.97M | -0.964% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 03/01/2056 #TBA | — | 01F020638 US01F0206387 | ABS-MBS USGA | -131,050,000 PA | -$108.53M | -0.887% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 03/01/2056 #TBA | — | 01F060634 US01F0606347 | ABS-MBS USGA | -68,500,000 PA | -$70.26M | -0.574% | US |
| FNMA/FHLG TBA ISSUER UMBS 15YR 5% 03/01/2041 #TBA | — | 01F050437 US01F0504377 | ABS-MBS USGA | -68,150,000 PA | -$69.19M | -0.565% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2% 03/01/2056 #TBA | — | 21H020634 US21H0206340 | ABS-MBS USGA | -35,775,000 PA | -$30.30M | -0.248% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 03/01/2056 #TBA | — | 01F040636 US01F0406367 | ABS-MBS USGA | -26,550,000 PA | -$25.81M | -0.211% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 03/01/2056 #TBA | — | 01F052631 US01F0526313 | ABS-MBS USGA | -19,175,000 PA | -$19.48M | -0.159% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 03/01/2056 #TBA | — | 01F022634 US01F0226344 | ABS-MBS USGA | -20,000,000 PA | -$17.32M | -0.142% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 03/01/2056 #TBA | — | 01F030637 US01F0306377 | ABS-MBS USGA | -15,075,000 PA | -$13.63M | -0.111% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2.5% 03/01/2056 #TBA | — | 21H022630 US21H0226306 | ABS-MBS USGA | -13,725,000 PA | -$12.11M | -0.099% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 5% 03/01/2056 #TBA | — | 01F050635 US01F0506356 | ABS-MBS USGA | -6,600,000 PA | -$6.63M | -0.054% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 4.5% 03/01/2056 #TBA | — | 21H042638 US21H0426385 | ABS-MBS USGA | -6,700,000 PA | -$6.62M | -0.054% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 4.5% 04/01/2056 #TBA | — | 21H042646 US21H0426468 | ABS-MBS USGA | -6,700,000 PA | -$6.61M | -0.054% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 6.5% 03/01/2056 #TBA | — | 21H062636 US21H0626364 | ABS-MBS USGA | -5,900,000 PA | -$6.13M | -0.050% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 03/01/2056 #TBA | — | 01F042632 US01F0426324 | ABS-MBS USGA | -5,200,000 PA | -$5.14M | -0.042% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 04/01/2056 #TBA | — | 01F042640 US01F0426407 | ABS-MBS USGA | -5,200,000 PA | -$5.14M | -0.042% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 03/01/2056 #TBA | — | 01F032633 US01F0326334 | ABS-MBS USGA | -4,800,000 PA | -$4.52M | -0.037% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 4% 03/01/2056 #TBA | — | 21H040632 US21H0406320 | ABS-MBS USGA | -4,000,000 PA | -$3.85M | -0.031% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 4% 04/01/2056 #TBA | — | 21H040640 US21H0406403 | ABS-MBS USGA | -2,000,000 PA | -$1.92M | -0.016% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 6.5% 03/01/2056 #TBA | — | 01F062630 US01F0626303 | ABS-MBS USGA | -1,850,000 PA | -$1.92M | -0.016% | US |
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 03/18/29 | — | — — | DIR CORP | -147,502,000 NC | -$898.8K | -0.007% | GB |
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 03/18/28 | — | — — | DIR CORP | -225,158,000 NC | -$447.9K | -0.004% | GB |
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 03/18/30 | — | — — | DIR CORP | -63,131,000 NC | -$444.3K | -0.004% | GB |
| MORGAN STANLEY CAPITAL SERVICES LLC MSCS SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 7,700,000 NC | -$90.5K | -0.001% | US |
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)JUN26 TYM6 | — | — — | DIR CORP | -112 NC | -$50.0K | -0.000% | US |
| MORGAN STANLEY CAPITAL SERVICES LLC MSCS SWAP CY451600 12/16/72 B | — | — — | DCR CORP | 8,020,000 NC | -$30.1K | -0.000% | US |
| MORGAN STANLEY CAPITAL SERVICES LLC MSCS SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 1,300,000 NC | -$15.3K | -0.000% | US |
| GOLDMAN SACHS and CO LLC (GOV REPO) GSCOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 1,200,000 NC | -$14.1K | -0.000% | US |
| JPMORGAN SECURITIES LLC MNGT SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 1,100,000 NC | -$12.9K | -0.000% | US |
| GOLDMAN SACHS and CO LLC (GOV REPO) GSCOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 1,100,000 NC | -$12.9K | -0.000% | US |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CZ030005 12/17/57 B | — | — — | DCR CORP | 6,800,000 NC | -$8.6K | -0.000% | GB |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 600,000 NC | -$7.0K | -0.000% | GB |
| GOLDMAN SACHS and CO LLC (GOV REPO) GSCOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 300,000 NC | -$3.5K | -0.000% | US |
| MORGAN STANLEY CAPITAL SERVICES LLC MSCS SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 300,000 NC | -$3.5K | -0.000% | US |
| GOLDMAN SACHS and CO LLC (GOV REPO) GSCOFI SWAP 12/17/57 B | — | — — | DCR CORP | 2,100,000 NC | -$2.6K | -0.000% | US |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CZ030005 12/17/57 B | — | — — | DCR CORP | 1,200,000 NC | -$1.5K | -0.000% | GB |
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 03/18/33 | — | — — | DIR CORP | -140,000 NC | -$552.97 | -0.000% | GB |
| MORGAN STANLEY CAPITAL SERVICES LLC MSCS SWAP CY451600 12/16/72 B | — | — — | DCR CORP | 100,000 NC | -$375.86 | -0.000% | US |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CY562346 11/18/64 S | — | — — | DCR CORP | 599,176.18 NC | -$255.73 | -0.000% | GB |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034 | — | 3137B9ED3 US3137B9ED36 | ABS-CBDO USGSE | 4.66 PA | $0.02 | 0.000% | US |
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027 | — | 3136A7HT2 US3136A7HT23 | ABS-CBDO USGSE | 22.65 PA | $0.05 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.50% 3/26 #416180 | — | 36206NJZ9 US36206NJZ96 | ABS-MBS USGA | 1.03 PA | $1.03 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 6% 04/01/2029# | — | 31293NPA2 US31293NPA27 | ABS-MBS USGSE | 1.19 PA | $1.19 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.50% 3/26 #422511 | — | 36206VKY2 US36206VKY29 | ABS-MBS USGA | 1.21 PA | $1.21 | 0.000% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 8.5% 05/01/2027# | — | 31283GYN1 US31283GYN14 | ABS-MBS USGSE | 1.31 PA | $1.31 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.00% 2/27 #250853 | — | 31371FTJ1 US31371FTJ11 | ABS-MBS USGSE | 1.65 PA | $1.67 | 0.000% | US |
| GNMA GUARANTEED PASS THRU CERT GNMA 7.50% 4/27 #442508 | — | 36207UR59 US36207UR597 | ABS-MBS USGA | 1.83 PA | $1.84 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 10/26 #250736 | — | 31371FPV8 US31371FPV84 | ABS-MBS USGSE | 2.09 PA | $2.10 | 0.000% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 7.50% 10/26 #250701 | — | 31371FNS7 US31371FNS73 | ABS-MBS USGSE | 2.31 PA | $2.32 | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($12.76B), not of the fund’s net assets ($12.24B). The two differ by cash, derivatives filed with no market value, and rounding.