1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-26
7 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000202044 | GSOPX | NOT_LISTED | not exchange-listed | — |
| C000090150 | GSZAX | NOT_LISTED | not exchange-listed | — |
| C000090151 | GSZCX | NOT_LISTED | not exchange-listed | — |
| C000090152 | GSZIX | NOT_LISTED | not exchange-listed | — |
| C000090154 | GSZRX | NOT_LISTED | not exchange-listed | — |
| C000161295 | GSZUX | NOT_LISTED | not exchange-listed | — |
| C000090153 | GZIRX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
1,511 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052649 US01F0526495 | ABS-MBS USGSE | 188,000,000 PA |
| $188.79M |
| 11.262% |
| US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F070641 US01F0706410 | ABS-MBS USGSE | 161,000,000 PA | $169.28M | 10.098% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810TU2 US912810TU25 | DBT UST | 114,740,000 PA | $108.30M | 6.461% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CMA6 US91282CMA61 | DBT UST | 63,790,000 PA | $64.32M | 3.837% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H052645 US21H0526457 | ABS-MBS USGA | 57,000,000 PA | $57.32M | 3.419% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CMT5 US91282CMT52 | DBT UST | 56,500,000 PA | $56.70M | 3.382% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F060642 US01F0606420 | ABS-MBS USGSE | 46,000,000 PA | $46.87M | 2.796% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H050656 US21H0506566 | ABS-MBS USGA | 43,000,000 PA | $42.46M | 2.533% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050643 US01F0506430 | ABS-MBS USGSE | 43,000,000 PA | $42.38M | 2.528% | US |
| United States Treasury U.S. Treasury Inflation-Indexed Bonds | — | 912810TP3 US912810TP30 | DBT UST | 54,840,851.56 PA | $42.02M | 2.507% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H060648 US21H0606481 | ABS-MBS USGA | 35,000,000 PA | $35.58M | 2.122% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042640 US01F0426407 | ABS-MBS USGSE | 36,000,000 PA | $34.71M | 2.071% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F022642 US01F0226427 | ABS-MBS USGSE | 41,000,000 PA | $34.47M | 2.056% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F040644 US01F0406441 | ABS-MBS USGSE | 25,000,000 PA | $23.56M | 1.405% | US |
| Enel Finance America LLC | — | 29279HEN1 US29279HEN17 | STIV CORP | 20,000,000 PA | $19.88M | 1.186% | US |
| E.ON SE | — | 26877KF88 US26877KF884 | STIV CORP | 20,000,000 PA | $19.84M | 1.184% | DE |
| LCH Ltd. Long: BR255126 IRS JPY R V 00MTONAR 1 CCPOIS… | — | 000000000 — | DIR OTHER | 114,859,000,000 OU | $19.23M JPY | 1.147% | GB |
| Spire Inc | — | 84858PDH1 US84858PDH10 | STIV CORP | 17,000,000 PA | $16.97M | 1.012% | US |
| Hyundai Capital America | — | 44890NE71 US44890NE718 | STIV CORP | 17,000,000 PA | $16.93M | 1.010% | US |
| Bunzl Finance PLC | — | 12074JD19 US12074JD196 | STIV CORP | 15,000,000 PA | $15.00M | 0.895% | GB |
| Government National Mortgage Association Ginnie Mae | — | 21H042646 US21H0426468 | ABS-MBS USGA | 15,000,000 PA | $14.47M | 0.863% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810UJ5 US912810UJ50 | DBT UST | 13,490,000 PA | $13.26M | 0.791% | US |
| Intercontinental Exchange, Inc. Long: SX003325 CDS USD R F 1.00000 2 CCPCDX… | — | 000000000 — | DCR OTHER | 727,674,435 OU | $12.88M | 0.768% | US |
| Pikes Peak CLO Pikes Peak CLO 19 2025 | — | 72132DAA9 US72132DAA90 | ABS-CBDO CORP | 11,600,000 PA | $11.60M | 0.692% | KY |
| BELL CANADA Bell Telephone Co of Canada or Bell Canada/The | — | 07787QD78 US07787QD781 | STIV CORP | 11,457,000 PA | $11.45M | 0.683% | CA |
| Goldman Sachs Financial Square Government Fund | — | 38141W273 US38141W2733 | EC RF | 10,927,602 NS | $10.93M | 0.652% | US |
| Regatta 30 Funding Ltd. Regatta 30 Funding Ltd | — | 75903UAA1 US75903UAA16 | ABS-CBDO CORP | 10,500,000 PA | $10.51M | 0.627% | KY |
| Banco Bilbao Vizcaya Argentaria/New York NY | — | 05971MEE1 US05971MEE12 | STIV CORP | 10,100,000 PA | $10.10M | 0.603% | ES |
| Air Lease Corp | — | 00913XD26 US00913XD265 | STIV CORP | 10,000,000 PA | $10.00M | 0.596% | US |
| Alexandria Real Estate Equities Inc | — | 01527MDA8 US01527MDA80 | STIV OTHER | 10,000,000 PA | $9.99M | 0.596% | US |
| Air Lease Corp | — | 00913XDE0 US00913XDE04 | STIV CORP | 10,000,000 PA | $9.98M | 0.596% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H040640 US21H0406403 | ABS-MBS USGA | 10,000,000 PA | $9.36M | 0.558% | US |
| CBAMR Ltd CBAM 2018-5 Ltd | — | 12516LAC9 US12516LAC90 | ABS-CBDO CORP | 9,225,000 PA | $9.23M | 0.550% | KY |
| Providus CLO | — | 000000000 XS3176108663 | ABS-CBDO CORP | 7,900,000 PA | $9.07M EUR | 0.541% | IE |
| AGL CLO Ltd. AGL CLO 23 Ltd | — | 00119EAN7 US00119EAN76 | ABS-CBDO CORP | 9,000,000 PA | $8.96M | 0.534% | KY |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F030645 US01F0306450 | ABS-MBS USGSE | 10,000,000 PA | $8.79M | 0.524% | US |
| Oracle Corp | — | 6840C3K28 US6840C3K282 | STIV CORP | 7,795,000 PA | $7.62M | 0.454% | US |
| Palmer Square CLO Ltd Palmer Square CLO 2024-3 Ltd | — | 69688GAA6 US69688GAA67 | ABS-CBDO CORP | 7,500,000 PA | $7.50M | 0.448% | KY |
| RWE AG | — | 7497MBFP2 US7497MBFP28 | STIV CORP | 7,431,000 PA | $7.36M | 0.439% | DE |
| Regatta XVI Funding Ltd. Regatta XVI Funding Ltd | — | 75888TAY1 US75888TAY10 | ABS-CBDO CORP | 7,210,000 PA | $7.19M | 0.429% | KY |
| Energy Transfer LP | — | 29277FD16 US29277FD160 | STIV CORP | 7,000,000 PA | $7.00M | 0.418% | US |
| McCormick & Co Inc/MD | — | 57978DD71 US57978DD718 | STIV CORP | 7,000,000 PA | $6.99M | 0.417% | US |
| Sixth Street CLO XVI, Ltd. Sixth Street CLO XVI Ltd | — | 83012DBQ5 US83012DBQ51 | ABS-CBDO CORP | 6,775,000 PA | $6.76M | 0.403% | KY |
| MAN GLG US CLO 2021-1 Ltd MAN GLG US CLO 2021-1 LTD | — | 56166WAA9 US56166WAA99 | ABS-CBDO CORP | 6,700,000 PA | $6.70M | 0.400% | KY |
| Elmwood CLO 35 Ltd | — | 29004NAA2 US29004NAA28 | ABS-CBDO CORP | 6,650,000 PA | $6.65M | 0.397% | KY |
| LCH Ltd. Long: BR255053 IRS EUR R V 06MEURIB 1 CCPVAN… | — | 000000000 — | DIR OTHER | 197,460,000 OU | $6.63M EUR | 0.396% | GB |
| Elmwood CLO X Ltd | — | 29002VAW8 US29002VAW81 | ABS-CBDO CORP | 6,625,000 PA | $6.63M | 0.395% | KY |
| Government National Mortgage Association Ginnie Mae | — | 21H020642 US21H0206423 | ABS-MBS USGA | 8,000,000 PA | $6.59M | 0.393% | US |
| Elmwood CLO IV Ltd | — | 29002GAL5 US29002GAL59 | ABS-CBDO CORP | 6,400,000 PA | $6.40M | 0.382% | KY |
| AGL CLO Ltd. AGL CLO 42 Ltd | — | 00791YAA6 US00791YAA64 | ABS-CBDO CORP | 6,175,000 PA | $6.18M | 0.368% | KY |
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 ($1.95B), not of the fund’s net assets ($1.68B). The two differ by cash, derivatives filed with no market value, and rounding.