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 |
|---|---|---|---|---|---|---|---|
| Federal National Mortgage Association FNMA-30YR | — | 01F050668 US01F0506687 | ABS-MBS USGSE |
| 859,688,428 PA |
| $845.98M |
| 9.152% |
| US |
| Federal National Mortgage Association FNMA-30YR | — | 01F052664 US01F0526644 | ABS-MBS USGSE | 235,670,000 PA | $236.16M | 2.555% | US |
| Federal National Mortgage Association FNMA-30YR | — | 01F050650 US01F0506505 | ABS-MBS USGSE | 220,801,572 PA | $217.49M | 2.353% | US |
| Guggenheim Funds Trust Guggenheim Limited Duration Fund | — | 40168W129 US40168W1291 | EC RF | 5,814,534.63 NS | $142.75M | 1.544% | US |
| Federal National Mortgage Association FNMA-30YR | — | 01F030652 US01F0306526 | ABS-MBS USGSE | 142,250,000 PA | $124.81M | 1.350% | US |
| Australia (Commonwealth of) ACGB 4.25 03/21/36 172 | — | 000000000 AU0000381832 | DBT NUSS | 173,840,000 PA | $113.08M AUD | 1.223% | AU |
| Federal Home Loan Mortgage Corp. FR RQ0095 | — | 3142J6C92 US3142J6C923 | ABS-MBS USGSE | 75,589,738.46 PA | $75.98M | 0.822% | US |
| Money Market Obligations Trust Money Market Obligations Trust FH US TRSURYIN… | — | 60934N682 US60934N6821 | STIV RF | 72,399,397.8 NS | $72.40M | 0.783% | US |
| Federal National Mortgage Association FN CC0431 | — | 3140Y6PR5 US3140Y6PR51 | ABS-MBS USGSE | 60,621,756.41 PA | $61.04M | 0.660% | US |
| NLT 2025-NQM1 TRUST NLT 2025-NQM1 PT | — | 629154AJ4 US629154AJ41 | ABS-O CORP | 58,171,871.49 PA | $60.78M | 0.658% | US |
| Guggenheim Funds Trust Guggenheim Ultra Short Duration Fund | — | 40169J523 US40169J5231 | EC RF | 5,634,090.81 NS | $56.62M | 0.613% | US |
| United States Treasury Bills B 0 04/21/26 | — | 912797TJ6 US912797TJ68 | DBT UST | 51,000,000 PA | $50.90M | 0.551% | US |
| NLT 2026-NQM1 TRUST NLT 2026-NQM1 TRUST CMO 2071-02-25 USD | — | 62916WAA0 US62916WAA09 | ABS-O CORP | 49,831,177 PA | $49.91M | 0.540% | US |
| Insured Lending 1 Ltd. INLEND 6.5 02/04/32 144 | — | 000000000 XS3171634796 | DBT CORP | 41,750,000 PA | $48.25M EUR | 0.522% | GB |
| Federal Home Loan Mortgage Corp. FR SD2313 | — | 3132DPSA7 US3132DPSA74 | ABS-MBS USGSE | 45,027,652.37 PA | $45.91M | 0.497% | US |
| AP GRANGE HOLDINGS | — | 000000000 — | DBT CORP | 43,700,000 PA | $45.88M | 0.496% | KY |
| BLACKSTONE STRATEGIC CAP HLDNG II | — | 000000000 — | ABS-CBDO CORP | 44,200,000 PA | $44.20M | 0.478% | US |
| VB-S1 ISSUER LLC VBTEL 2022-1A F | — | 91823ABA8 US91823ABA88 | ABS-O CORP | 39,650,000 PA | $38.86M | 0.420% | US |
| New Age Alpha Funds Trust New Age Alpha Funds Trust NAA RISK MN INST | — | 64157H687 US64157H6870 | EC RF | 1,139,301.57 NS | $37.70M | 0.408% | US |
| Golub Capital Partners Clo 69 (M) -R GOCAP 2023-69A DR | — | 38182GAG9 US38182GAG91 | ABS-CBDO CORP | 38,312,500 PA | $37.26M | 0.403% | US |
| DOGWOOD TERM LOAN | — | 000000000 — | DBT CORP | 36,926,298.29 PA | $37.02M | 0.400% | US |
| FS RIALTO 2021-FL3 ISSUER LTD FSRIA 2021-FL3 D | — | 30323CAJ9 US30323CAJ99 | ABS-CBDO CORP | 36,500,000 PA | $36.01M | 0.390% | KY |
| HV STRUCTURED SOLUTIONS IV | — | 000000000 — | ABS-MBS CORP | 36,122,195.48 PA | $35.86M | 0.388% | US |
| OBRA LONGEVITY RFF CL A NTS FUNDED | — | 000000000 — | DBT CORP | 34,300,000 PA | $35.59M | 0.385% | US |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD FCO 2017-9A CR | — | 34961JBG8 US34961JBG85 | ABS-CBDO CORP | 35,000,000 PA | $34.89M | 0.377% | KY |
| New Age Alpha Funds Trust New Age Alpha Funds Trust NAA OPPRTUN INST | — | 64157H737 US64157H7373 | EC RF | 1,032,034.93 NS | $34.86M | 0.377% | US |
| OWL ROCK CLO XXIV LLC OR 2026-24A C | — | 69122KAE3 US69122KAE38 | ABS-CBDO CORP | 34,650,000 PA | $34.43M | 0.372% | US |
| Jane Street Group LLC / JSG Finance Inc. JANEST 7.125 04/30/31 144A | — | 47077WAC2 US47077WAC29 | DBT CORP | 33,375,000 PA | $34.31M | 0.371% | US |
| LIGHTNING 2022-1 A FUNDED | — | 000000000 — | DBT CORP | 34,800,000 PA | $32.98M | 0.357% | CA |
| THUNDERBIRD 2022-1 A FUNDED | — | 000000000 — | DBT CORP | 34,800,000 PA | $32.98M | 0.357% | CA |
| United States Treasury Bills B 0 04/07/26 | — | 912797TG2 US912797TG20 | DBT UST | 31,764,000 PA | $31.74M | 0.343% | US |
| Southern Co. SO V6 04/01/58 | — | 842587EJ2 US842587EJ27 | DBT CORP | 30,125,000 PA | $30.28M | 0.328% | US |
| FTAI AIRCRAFT LEASING FUN | — | 000000000 — | EC CORP | 28,196,604.94 NS | $29.97M | 0.324% | US |
| Federal National Mortgage Association FN CB6311 | — | 3140QSAM3 US3140QSAM31 | ABS-MBS USGSE | 30,193,526.66 PA | $29.93M | 0.324% | US |
| SP TOUCHDOWN HOLDINGS LP EUR | — | 000000000 — | DBT CORP | 25,000,000 PA | $28.89M EUR | 0.313% | US |
| Guggenheim Strategy Funds Trust Guggenheim Strategy Fund III | — | 40168Q304 US40168Q3048 | EC RF | 1,159,774.08 NS | $28.81M | 0.312% | US |
| Servpro Master Issuer Llc SPRO 2025-1A A2 | — | 817743AL1 US817743AL12 | ABS-O CORP | 29,027,250 PA | $28.71M | 0.311% | US |
| Pershing Square Holdings, Ltd. PSHNA 3.25 10/01/31 144A | — | 000000000 XS2392997255 | DBT CORP | 31,500,000 PA | $28.28M | 0.306% | GG |
| Women's Care Women's Care First-lien Term Loan 450 2028-01… | — | 97815UAH7 US97815UAH77 | LON CORP | 29,891,782.3 PA | $27.95M | 0.302% | US |
| At&T Mobility II LLC At&T Mobility II LLC 6.8% PFD INT SER B | — | 04651L305 US04651L3050 | EP CORP | 27,000 NS | $27.72M | 0.300% | US |
| Federal Home Loan Mortgage Corp. FR SL0785 | — | 31427M2T7 US31427M2T74 | ABS-MBS USGSE | 27,240,735.11 PA | $27.43M | 0.297% | US |
| CML - FONTAINEBLEAU VEGAS FUNDED | — | 000000000 — | DBT CORP | 26,499,999.42 PA | $27.16M | 0.294% | US |
| British Telecommunications PLC BRITEL V4.875 11/23/81 144A | — | 11102AAG6 US11102AAG67 | DBT CORP | 28,200,000 PA | $26.88M | 0.291% | GB |
| Cars Db4 LP CAUTO 2020-1A B3 | — | 12510HAJ9 US12510HAJ95 | ABS-O CORP | 27,799,000 PA | $26.17M | 0.283% | US |
| Wilton Re Limited WILTON V6 PERP 144A | — | 97263CAA9 US97263CAA99 | DBT CORP | 27,267,000 PA | $26.16M | 0.283% | CA |
| ZEPHYR MIDCO 2 LTD | — | 000000000 — | LON CORP | 20,850,000 PA | $25.91M GBP | 0.280% | GB |
| PILATUS 1 CFO SR NOTES | — | 000000000 — | DBT CORP | 25,250,000 PA | $25.25M | 0.273% | US |
| Global Atlantic Finance Co. GBLATL V7.25 03/01/56 144A | — | 37959GAH0 US37959GAH02 | DBT CORP | 26,560,000 PA | $25.03M | 0.271% | US |
| Guggenheim Strategy Funds Trust Guggenheim Strategy Fund II | — | 40168Q205 US40168Q2057 | EC RF | 994,395.57 NS | $24.60M | 0.266% | US |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL2 EASY 2025-RTL2 A1 | — | 27786YAA6 US27786YAA64 | ABS-O CORP | 24,450,000 PA | $24.48M | 0.265% | 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.