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 |
|---|---|---|---|---|
| C000136527 | GIBAX | NOT_LISTED | not exchange-listed | — |
| C000136528 | GIBCX | NOT_LISTED | not exchange-listed | — |
| C000136529 | GIBIX | NOT_LISTED | not exchange-listed | — |
| C000155971 | GIBLX | NOT_LISTED | not exchange-listed | — |
| C000152106 | GIBRX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
as filed
N-PORT Item C.4.a
2,103 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 | 1,810,240,570 PA |
| $1.78B |
| 5.671% |
| US |
| Federal National Mortgage Association FNMA-30YR | — | 01F030652 US01F0306526 | ABS-MBS USGSE | 1,308,799,942 PA | $1.15B | 3.656% | US |
| Federal National Mortgage Association FNMA-30YR | — | 01F022659 US01F0226591 | ABS-MBS USGSE | 991,130,000 PA | $832.82M | 2.651% | US |
| Government National Mortgage Association G2-30YR-Multi | — | 21H050664 US21H0506640 | ABS-MBS USGA | 818,003,901 PA | $807.16M | 2.570% | US |
| United States Treasury Notes T 4 11/15/35 | — | 91282CPJ4 US91282CPJ44 | DBT UST | 547,800,000 PA | $534.36M | 1.701% | US |
| United States Treasury Notes TII 1.875 07/15/35 | — | 91282CNS6 US91282CNS60 | DBT UST | 524,045,521.94 PA | $521.47M | 1.660% | US |
| Federal National Mortgage Association FNMA-30YR | — | 01F052664 US01F0526644 | ABS-MBS USGSE | 518,360,000 PA | $519.43M | 1.654% | US |
| Federal National Mortgage Association FNMA-30YR | — | 01F050650 US01F0506505 | ABS-MBS USGSE | 518,551,488 PA | $510.77M | 1.626% | US |
| United States Treasury Bonds T 4.375 11/15/39 | — | 912810QD3 US912810QD37 | DBT UST | 481,310,000 PA | $469.43M | 1.494% | US |
| U.S. Treasury Bond Stripped Principal Payment SP 0 05/15/51 | — | 912803FY4 US912803FY42 | DBT UST | 1,576,540,000 PA | $443.48M | 1.412% | US |
| United States Treasury Bonds T 1.875 02/15/41 | — | 912810SW9 US912810SW99 | DBT UST | 637,960,000 PA | $441.96M | 1.407% | US |
| United States Treasury Bonds T 2 11/15/41 | — | 912810TC2 US912810TC27 | DBT UST | 585,030,000 PA | $404.58M | 1.288% | US |
| Australia (Commonwealth of) ACGB 4.25 03/21/36 172 | — | 000000000 AU0000381832 | DBT NUSS | 585,505,000 PA | $380.85M AUD | 1.212% | AU |
| Federal National Mortgage Association FNMA-15YR | — | 01F042459 US01F0424592 | ABS-MBS USGSE | 381,558,521 PA | $378.48M | 1.205% | US |
| United States Treasury Notes TII 2.125 01/15/35 | — | 91282CML2 US91282CML27 | DBT UST | 309,451,810.65 PA | $314.67M | 1.002% | US |
| Dreyfus Treasury Obligations Cash Management Dreyfus Treasury Obligations Cash Management … | — | 261908107 US2619081076 | STIV RF | 313,280,436.38 NS | $313.28M | 0.997% | US |
| Dreyfus Treasury Securities Cash Management Dreyfus Treasury Securities Cash Management I… | — | 261941108 US2619411083 | STIV RF | 299,771,793.89 NS | $299.77M | 0.954% | US |
| United States Treasury Notes TII 1.875 01/15/36 | — | 91282CPU9 US91282CPU98 | DBT UST | 288,502,455.6 PA | $285.02M | 0.907% | US |
| United States Treasury Notes T 4.125 11/30/29 | — | 91282CMA6 US91282CMA61 | DBT UST | 265,300,000 PA | $267.50M | 0.852% | US |
| Federal Home Loan Mortgage Corp. FR RQ0095 | — | 3142J6C92 US3142J6C923 | ABS-MBS USGSE | 255,455,461.96 PA | $256.77M | 0.817% | US |
| United States Treasury Bonds T 1.75 08/15/41 | — | 912810TA6 US912810TA60 | DBT UST | 382,280,000 PA | $255.58M | 0.814% | US |
| NLT 2025-NQM1 TRUST NLT 2025-NQM1 PT | — | 629154AJ4 US629154AJ41 | ABS-O CORP | 195,040,158.55 PA | $203.78M | 0.649% | US |
| United States Treasury Notes T 4.25 02/28/31 | — | 91282CKC4 US91282CKC46 | DBT UST | 197,000,000 PA | $199.55M | 0.635% | US |
| Federal Home Loan Mortgage Corp. FR SD8213 | — | 3132DWDS9 US3132DWDS98 | ABS-MBS USGSE | 199,559,298.76 PA | $175.68M | 0.559% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN MA4599 | — | 31418EDD9 US31418EDD94 | ABS-MBS USGSE | 194,901,781.01 PA | $171.58M | 0.546% | US |
| Federal National Mortgage Association FN CB9155 | — | 3140QVE59 US3140QVE596 | ABS-MBS USGSE | 161,924,476.31 PA | $167.54M | 0.533% | US |
| FEDERAL HOME LOAN BANKS FR SD7565 | — | 3132DVMN2 US3132DVMN28 | ABS-MBS USGSE | 160,458,466.01 PA | $163.49M | 0.520% | US |
| AP GRANGE HOLDINGS | — | 000000000 — | DBT CORP | 155,100,000 PA | $162.85M | 0.518% | KY |
| Federal Home Loan Mortgage Corp. FR RQ0064 | — | 3142J6CA9 US3142J6CA94 | ABS-MBS USGSE | 160,862,621.79 PA | $161.71M | 0.515% | US |
| Federal National Mortgage Association FNMA-15YR | — | 01F042467 US01F0424675 | ABS-MBS USGSE | 160,101,479 PA | $158.69M | 0.505% | US |
| U.S. Treasury Bond Stripped Principal Payment SP 0 05/15/44 | — | 912803EH2 US912803EH28 | DBT UST | 388,845,000 PA | $157.70M | 0.502% | US |
| NLT 2026-NQM1 TRUST NLT 2026-NQM1 TRUST CMO 2071-02-25 USD | — | 62916WAA0 US62916WAA09 | ABS-O CORP | 154,636,706 PA | $154.88M | 0.493% | US |
| Federal National Mortgage Association FNMA-30YR | — | 01F020653 US01F0206536 | ABS-MBS USGSE | 192,250,000 PA | $154.75M | 0.493% | US |
| Federal National Mortgage Association FN CB9142 | — | 3140QVEQ3 US3140QVEQ38 | ABS-MBS USGSE | 147,244,229.92 PA | $149.84M | 0.477% | US |
| United States Treasury Notes T 4.25 08/15/35 | — | 91282CNT4 US91282CNT44 | DBT UST | 145,000,000 PA | $144.46M | 0.460% | US |
| Guggenheim Funds Trust Guggenheim Limited Duration Fund | — | 40168W129 US40168W1291 | EC RF | 5,698,740.84 NS | $139.90M | 0.445% | US |
| Federal National Mortgage Association FN CB9974 | — | 3140QWCL4 US3140QWCL42 | ABS-MBS USGSE | 129,744,939.74 PA | $132.09M | 0.421% | US |
| Tennessee Valley Authority TVA 4.25 09/15/65 | — | 880591ES7 US880591ES79 | DBT USGA | 139,137,000 PA | $114.32M | 0.364% | US |
| Federal National Mortgage Association FN CC0243 | — | 3140Y6HV5 US3140Y6HV55 | ABS-MBS USGSE | 110,852,259.01 PA | $112.86M | 0.359% | US |
| United States Treasury Bonds TII 2.375 02/15/55 | — | 912810UH9 US912810UH94 | DBT UST | 118,556,865 PA | $110.17M | 0.351% | US |
| Federal Home Loan Mortgage Corp. FR RJ2209 | — | 3142GSN38 US3142GSN384 | ABS-MBS USGSE | 105,098,879.75 PA | $108.82M | 0.346% | US |
| Anchorage Credit Funding 4 Ltd. ANCHF 2016-4A AR | — | 03329TAG9 US03329TAG94 | ABS-CBDO CORP | 111,754,126.99 PA | $107.94M | 0.344% | KY |
| Federal Home Loan Mortgage Corp. FR RJ1966 | — | 3142GSFG8 US3142GSFG83 | ABS-MBS USGSE | 101,726,617.19 PA | $105.44M | 0.336% | US |
| Federal National Mortgage Association FN MA5879 | — | 31418FQ91 US31418FQ911 | ABS-MBS USGSE | 102,536,651.48 PA | $103.05M | 0.328% | US |
| U.S. Treasury Bond Stripped Principal Payment SP 0 02/15/46 | — | 912803ER0 US912803ER00 | DBT UST | 279,120,000 PA | $102.81M | 0.327% | US |
| DOGWOOD TERM LOAN | — | 000000000 — | DBT CORP | 100,565,927.64 PA | $100.82M | 0.321% | US |
| Federal Home Loan Mortgage Corp. FR SL1136 | — | 31427NHN2 US31427NHN21 | ABS-MBS USGSE | 96,458,555.5 PA | $97.12M | 0.309% | US |
| Federal National Mortgage Association FN FA1481 | — | 3140W1UF8 US3140W1UF81 | ABS-MBS USGSE | 94,344,166.41 PA | $94.99M | 0.302% | US |
| Pershing Square Holdings, Ltd. PSHNA 3.25 10/01/31 144A | — | 000000000 XS2392997255 | DBT CORP | 101,800,000 PA | $91.39M | 0.291% | GG |
| Federal Home Loan Mortgage Corp. FR RJ2414 | — | 3142GSVG0 US3142GSVG00 | ABS-MBS USGSE | 89,592,197.42 PA | $91.27M | 0.291% | 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 ($37.74B), not of the fund’s net assets ($31.41B). The two differ by cash, derivatives filed with no market value, and rounding.