1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-26
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
8 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000202037 | GAKPX | NOT_LISTED | not exchange-listed | — |
| C000025408 | GCFCX | NOT_LISTED | not exchange-listed | — |
| C000025406 | GCFIX | NOT_LISTED | not exchange-listed | — |
| C000161289 | GCFUX | NOT_LISTED | not exchange-listed | — |
| C000058955 | GDFRX | NOT_LISTED | not exchange-listed | — |
| C000058956 | GDFTX | NOT_LISTED | not exchange-listed | — |
| C000025405 | GSCSX | NOT_LISTED | not exchange-listed | — |
| C000025404 | GSFIX | NOT_LISTED | not exchange-listed | — |
891 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| United States Treasury U.S. Treasury Notes | — | 91282CKP5 US91282CKP58 | DBT UST | 101,610,000 PA | $103.91M | 4.101% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810QL5 US912810QL52 | DBT UST | 75,750,000 PA | $72.20M | 2.850% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050643 US01F0506430 | ABS-MBS USGSE | 72,000,000 PA | $70.97M | 2.801% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CMY4 US91282CMY48 | DBT UST | 69,740,000 PA | $69.71M | 2.752% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CHU8 US91282CHU80 | DBT UST | 59,493,500 PA | $59.62M | 2.353% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H052645 US21H0526457 | ABS-MBS USGA | 54,000,000 PA | $54.30M | 2.143% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052649 US01F0526495 | ABS-MBS USGSE | 49,000,000 PA | $49.20M | 1.942% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F022642 US01F0226427 | ABS-MBS USGSE | 52,000,000 PA | $43.71M | 1.725% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H050656 US21H0506566 | ABS-MBS USGA | 42,000,000 PA | $41.47M | 1.637% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042442 US01F0424428 | ABS-MBS USGSE | 41,000,000 PA | $40.68M | 1.606% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810RV2 US912810RV26 | DBT UST | 51,100,000 PA | $38.09M | 1.503% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CCE9 US91282CCE93 | DBT UST | 36,750,000 PA | $34.81M | 1.374% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H060648 US21H0606481 | ABS-MBS USGA | 34,000,000 PA | $34.56M | 1.364% | US |
| Fannie Mae Fannie Mae Pool | — | 3140Y7S41 US3140Y7S417 | ABS-MBS USGSE | 33,573,310.88 PA | $33.93M | 1.339% | US |
| United States Treasury U.S. Treasury STRIPS Coupon | — | 912833XT2 US912833XT25 | DBT UST | 37,781,200 PA | $32.81M | 1.295% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F032641 US01F0326417 | ABS-MBS USGSE | 31,000,000 PA | $28.40M | 1.121% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042640 US01F0426407 | ABS-MBS USGSE | 29,000,000 PA | $27.96M | 1.104% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36179XFH4 US36179XFH44 | ABS-MBS USGA | 28,260,500.19 PA | $27.60M | 1.089% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DVLY9 US3132DVLY91 | ABS-MBS USGSE | 28,933,171.16 PA | $24.81M | 0.979% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CET4 US91282CET45 | DBT UST | 25,100,000 PA | $24.76M | 0.977% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F030645 US01F0306450 | ABS-MBS USGSE | 28,000,000 PA | $24.61M | 0.971% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CCW9 US91282CCW91 | DBT UST | 24,880,000 PA | $24.57M | 0.970% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWC68 US3132DWC684 | ABS-MBS USGSE | 27,423,432.17 PA | $22.18M | 0.876% | US |
| United States Treasury U.S. Treasury Notes | — | 912828YD6 US912828YD60 | DBT UST | 22,370,000 PA | $22.15M | 0.874% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CCF6 US91282CCF68 | DBT UST | 21,720,000 PA | $21.61M | 0.853% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F040644 US01F0406441 | ABS-MBS USGSE | 21,000,000 PA | $19.79M | 0.781% | US |
| CBAMR Ltd CBAM 2018-5 Ltd | — | 12516LAC9 US12516LAC90 | ABS-CBDO CORP | 18,675,000 PA | $18.68M | 0.737% | KY |
| Fannie Mae Fannie Mae Pool | — | 31418EBR0 US31418EBR09 | ABS-MBS USGSE | 22,481,215.24 PA | $18.21M | 0.719% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DVMU6 US3132DVMU60 | ABS-MBS USGSE | 16,686,575.16 PA | $17.56M | 0.693% | US |
| United States Treasury U.S. Treasury STRIPS Coupon | — | 912833X88 US912833X885 | DBT UST | 26,090,000 PA | $17.55M | 0.693% | US |
| Regatta XVI Funding Ltd. Regatta XVI Funding Ltd | — | 75888TAY1 US75888TAY10 | ABS-CBDO CORP | 17,550,000 PA | $17.50M | 0.691% | KY |
| United States Treasury U.S. Treasury Notes | — | 91282CQF1 US91282CQF13 | DBT UST | 16,370,000 PA | $16.48M | 0.651% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CHA2 US91282CHA27 | DBT UST | 16,320,000 PA | $16.22M | 0.640% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DMKF1 US3132DMKF13 | ABS-MBS USGSE | 15,817,410.81 PA | $15.53M | 0.613% | US |
| Fannie Mae Fannie Mae Pool | — | 31418DTQ5 US31418DTQ50 | ABS-MBS USGSE | 18,879,931.45 PA | $15.38M | 0.607% | US |
| Fannie Mae Fannie Mae Pool | — | 31418DUG5 US31418DUG59 | ABS-MBS USGSE | 18,864,756.92 PA | $15.36M | 0.606% | US |
| Fannie Mae Fannie Mae Pool | — | 3140W2VU2 US3140W2VU23 | ABS-MBS USGSE | 14,803,903.39 PA | $15.18M | 0.599% | US |
| GoldenTree Loan Management US CLO19, LTD GoldenTree Loan Management US CLO 19 Ltd | — | 38138WAN4 US38138WAN48 | ABS-CBDO CORP | 14,100,000 PA | $14.07M | 0.555% | JE |
| Government National Mortgage Association Ginnie Mae | — | 21H022648 US21H0226488 | ABS-MBS USGA | 16,000,000 PA | $13.74M | 0.542% | US |
| HalseyPoint CLO I, Ltd. Halseypoint CLO 7 LTD | — | 40638LAL3 US40638LAL36 | ABS-CBDO CORP | 13,650,000 PA | $13.66M | 0.539% | JE |
| Freddie Mac Freddie Mac Pool | — | 3132DVML6 US3132DVML61 | ABS-MBS USGSE | 13,921,846.98 PA | $13.61M | 0.537% | US |
| KKR Financial CLO Ltd KKR CLO 57 Ltd | — | 481954AA3 US481954AA30 | ABS-CBDO CORP | 13,300,000 PA | $13.34M | 0.526% | KY |
| United States Treasury U.S. Treasury Notes | — | 91282CQG9 US91282CQG95 | DBT UST | 13,240,000 PA | $13.20M | 0.521% | US |
| BANK OF AMERICA CORP Bank of America Corp | — | 060505GR9 US060505GR98 | DBT CORP | 13,190,000 PA | $13.01M | 0.514% | US |
| Palmer Square CLO Ltd Palmer Square CLO 2024-2 LTD | — | 69703LAA6 US69703LAA61 | ABS-CBDO CORP | 11,828,000 PA | $11.84M | 0.467% | KY |
| Freddie Mac Freddie Mac Pool | — | 3132DWKH5 US3132DWKH50 | ABS-MBS USGSE | 11,570,845.26 PA | $11.82M | 0.467% | US |
| Sixth Street CLO XVI, Ltd. Sixth Street CLO XVI Ltd | — | 83012DBQ5 US83012DBQ51 | ABS-CBDO CORP | 11,750,000 PA | $11.72M | 0.463% | KY |
| Government National Mortgage Association Ginnie Mae | — | 21H020642 US21H0206423 | ABS-MBS USGA | 14,000,000 PA | $11.53M | 0.455% | US |
| AutoNation Inc | — | 05330ND14 US05330ND144 | STIV CORP | 11,500,000 PA | $11.50M | 0.454% | US |
| United States Treasury U.S. Treasury Inflation-Indexed Bonds | — | 912810TP3 US912810TP30 | DBT UST | 14,672,438.66 PA | $11.24M | 0.444% | 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 ($2.69B), not of the fund’s net assets ($2.53B). The two differ by cash, derivatives filed with no market value, and rounding.