1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-29
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000213385 | GAAAX | NOT_LISTED | not exchange-listed | — |
| C000020548 | GMODX | NOT_LISTED | not exchange-listed | — |
| C000137450 | GMOHX | NOT_LISTED | not exchange-listed | — |
| C000213384 | GMOLX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
331 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Citibank NA SWAP/CDSWAP/CDS: (CMBX.NA.11.AA)_ | — | 000000000 — | DCR OTHER | 4,000,000 OU |
| $20.0K |
| 0.002% |
| US |
| National Collegiate Student Loan Trust National Collegiate Student Loan Trust 2007-3 | — | 63544DAH5 US63544DAH52 | ABS-O CORP | 24,944.44 PA | $19.4K | 0.002% | US |
| Goldman Sachs & Co. LLC SWAP/CDSWAP/CDS: (CMBX.NA.10.AAA)_SGO59X17US04 | — | 000000000 — | DCR OTHER | 7,540,000 OU | $11.4K | 0.001% | US |
| Deutsche Bank AG SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SDB47M10US00 | — | 000000000 — | DCR OTHER | 921,441.45 OU | $435.13 | 0.000% | US |
| Morgan Stanley Capital Services LLC SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SMO47F17US00 | — | 000000000 — | DCR OTHER | 733,162.2 OU | $346.22 | 0.000% | US |
| Deutsche Bank AG SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SDB47F17US01 | — | 000000000 — | DCR OTHER | 420,338.95 OU | $198.50 | 0.000% | US |
| Bank of America NA SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SBA47F17US00 | — | 000000000 — | DCR OTHER | 248,899.45 OU | $117.53 | 0.000% | US |
| Goldman Sachs & Co. LLC SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SGO47F17US00 | — | 000000000 — | DCR OTHER | 243,098.24 OU | $114.80 | 0.000% | US |
| OZLM Ltd OZLM VII Ltd | — | 67108XAE7 US67108XAE76 | ABS-CBDO CORP | 1,083,456 PA | $108.35 | 0.000% | KY |
| Citibank NA PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $85.24 EUR | 0.000% | XX |
| Arcap Reit Inc ARCap 2005-1 Resecuritization Trust | — | 03927NAB9 US03927NAB91 | ABS-O OTHER | 8,586,000 PA | $8.59 | 0.000% | US |
| Residential Funding Mtg Sec I RFMSI Series 2005-SA4 Trust | — | 76111XYJ6 US76111XYJ61 | ABS-MBS CORP | 50,789,310 PA | $0.51 | 0.000% | US |
| Intercontinental Exchange, Inc. CDX Swap | — | — — | DCR OTHER | 106,650,000 OU | -$52.5K N/A | 0.000% | US |
| Goldman Sachs & Co. LLC SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA) | — | 000000000 — | DCR OTHER | 2,821,252.61 OU | -$810.21 | -0.000% | US |
| Morgan Stanley & Co. International PLC SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA) | — | 000000000 — | DCR OTHER | 9,107,902.24 OU | -$2.6K | -0.000% | GB |
| Citibank NA SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA) | — | 000000000 — | DCR OTHER | 9,986,734.91 OU | -$2.9K | -0.000% | US |
| Deutsche Bank AG PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$34.9K EUR | -0.003% | XX |
| Citibank NA SWAP/CDSWAP/CDS: (CMBX.NA.7.AA) | — | 000000000 — | DCR OTHER | 776,755.6 OU | -$46.4K | -0.004% | US |
| Citibank NA BMO59ETF0 GMODUB | — | 000000000 — | DCR OTHER | -106,650,000 NC | -$52.5K | -0.004% | US |
| LCH Ltd. FSWP: OIS 3.289000 31-AUG-2030 SOF | — | 000000000 — | DIR OTHER | 21,000,000 OU | -$89.2K | -0.007% | US |
| Chicago Board of Trade US 5YR NOTE (CBT) JUN26 | — | 000000000 — | DIR OTHER | -300 NC | -$183.2K | -0.015% | US |
| Goldman Sachs & Co. LLC SWAP/CDSWAP/CDS: (CMBX.NA.17.BBB-) | — | 000000000 — | DCR OTHER | 3,966,000 OU | -$530.7K | -0.042% | GB |
| Morgan Stanley & Co. International PLC SWAP/CDSWAP/CDS: (CMBX.NA.17.BBB-) | — | 000000000 — | DCR OTHER | 3,966,000 OU | -$530.7K | -0.042% | GB |
| Intercontinental Exchange, Inc. SWAP/CDSWAP/ICE: (ITRAXX.EUR.44.V1) | — | 000000000 — | DCR OTHER | 23,700,000 OU | -$621.7K EUR | -0.049% | US |
| Goldman Sachs & Co. LLC SWAP/CDSWAP/CDS: (CDX.NA.HY.43 15-25%) | — | 000000000 — | DCR OTHER | 11,900,000 OU | -$1.07M | -0.085% | GB |
| Intercontinental Exchange, Inc. SWAP/CDSWAP/ICE: (ITRAXX.EUR.42.V1) | — | 000000000 — | DCR OTHER | 47,150,000 OU | -$1.24M EUR | -0.099% | XX |
| Intercontinental Exchange, Inc. SWAP/CDSWAP/ICE: (ITRAXX.XO.44.V1) | — | 000000000 — | DCR OTHER | 10,290,000 OU | -$1.34M EUR | -0.107% | US |
| Intercontinental Exchange, Inc. SWAP/CDSWAP/ICE: (CDX.NA.IG.45.V1) | — | 000000000 — | DCR OTHER | 117,930,000 OU | -$2.51M | -0.200% | US |
| Intercontinental Exchange, Inc. SWAP/CDSWAP/ICE: (ITRAXX.FINSR.44.V1) | — | 000000000 — | DCR OTHER | 104,424,000 OU | -$2.54M EUR | -0.202% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F060634 US01F0606347 | ABS-MBS USGSE | -10,500,000 PA | -$10.77M | -0.856% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F022436 US01F0224364 | ABS-MBS USGSE | -20,000,000 PA | -$19.08M | -1.517% | 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 ($1.25B), not of the fund’s net assets ($1.26B). The two differ by cash, derivatives filed with no market value, and rounding.