1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-01
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000205703 | GIYAX | NOT_LISTED | not exchange-listed | — |
| C000205704 | GIYIX | NOT_LISTED | not exchange-listed | — |
| C000205705 | GIYPX | NOT_LISTED | not exchange-listed | — |
| C000205702 | GIYRX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
as filed
N-PORT Item C.4.a
397 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Lloyds Banking Group PLC LLOYDS V5.087 11/26/28 | — | 53944YBC6 US53944YBC66 | DBT CORP | 2,300,000 PA |
| 0.410% |
| GB |
| PMT LOAN TRUST 2025-INV8 PMTLT 2025-INV8 A7 | — | 73015EAG4 US73015EAG44 | ABS-O CORP | 2,288,773.14 PA | $2.32M | 0.410% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHR 5566 EA | — | 3137HMHR4 US3137HMHR49 | ABS-O USGSE | 2,314,411.95 PA | $2.32M | 0.409% | US |
| Federal National Mortgage Association FNR 2025-75 BA | — | 3136BXHP2 US3136BXHP29 | ABS-O USGSE | 2,276,484.76 PA | $2.28M | 0.403% | US |
| HCA Inc. HCA 5 03/01/28 | — | 404119CY3 US404119CY34 | DBT CORP | 2,250,000 PA | $2.27M | 0.402% | US |
| TOWD POINT MORTGAGE TRUST 2025-1 TPMT 2025-1 A1A | — | 89190KAA6 US89190KAA60 | ABS-O CORP | 2,275,205.45 PA | $2.26M | 0.400% | US |
| GREYSTONE CRE NOTES 2025-FL4 LTD GSTNE 2025-FL4 A | — | 39810MAA7 US39810MAA71 | ABS-CBDO CORP | 2,250,000 PA | $2.25M | 0.397% | US |
| Microchip Technology Incorporated MCHP 4.9 03/15/28 | — | 595017BK9 US595017BK96 | DBT CORP | 2,200,000 PA | $2.21M | 0.391% | US |
| Golub Capital Partners CLO 83 M GOCAP 2025-83A A1 | — | 38182EAA7 US38182EAA73 | ABS-CBDO CORP | 2,200,000 PA | $2.20M | 0.390% | US |
| Triton Container International Ltd. TRTN 2.05 04/15/26 144A | — | 89680YAA3 US89680YAA38 | DBT CORP | 2,200,000 PA | $2.20M | 0.389% | BM |
| VERUS SECURITIZATION TRUST 2026-3 VERUS 2026-3 A2 | — | 92490HAJ5 US92490HAJ59 | ABS-O CORP | 2,210,000 PA | $2.20M | 0.388% | US |
| Federal National Mortgage Association FNR 2025-62 BA | — | 3136BWZA7 US3136BWZA74 | ABS-O USGSE | 2,152,055.43 PA | $2.18M | 0.385% | US |
| Vontier Corporation VNT 1.8 04/01/26 | — | 928881AB7 US928881AB78 | DBT CORP | 2,150,000 PA | $2.15M | 0.380% | US |
| American National Group Inc. ANGINC 5 06/15/27 | — | 025676AM9 US025676AM95 | DBT CORP | 2,150,000 PA | $2.14M | 0.378% | US |
| HSBC Holdings PLC HSBC V5.13 11/19/28 | — | 404280EM7 US404280EM70 | DBT CORP | 2,100,000 PA | $2.12M | 0.374% | GB |
| VB-S1 ISSUER LLC VBTEL 2026-1A C2 | — | 91825HAA2 US91825HAA23 | ABS-O CORP | 2,150,000 PA | $2.11M | 0.373% | US |
| CERBERUS LOAN FUNDING XXXII LP CERB 2021-2A A | — | 15674LAA4 US15674LAA44 | ABS-CBDO CORP | 2,102,496.74 PA | $2.10M | 0.372% | KY |
| OWL ROCK CLO XXI LLC OR 2025-21A A | — | 69120UAA1 US69120UAA16 | ABS-CBDO CORP | 2,096,070.68 PA | $2.10M | 0.371% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHR 5580 EC | — | 3137HMX47 US3137HMX475 | ABS-O USGSE | 2,106,137.22 PA | $2.10M | 0.371% | US |
| F&G Global Funding FG 5.875 01/16/30 144A | — | 30321L2J0 US30321L2J09 | DBT CORP | 2,000,000 PA | $2.03M | 0.358% | US |
| GOLUB CAPITAL PARTNERS CLO 49M-R2 LTD GOCAP 2020-49A A1R2 | — | 38181HAC7 US38181HAC79 | ABS-CBDO CORP | 2,000,000 PA | $2.00M | 0.354% | US |
| OWL ROCK CLO XXII LLC OR 2025-22A A | — | 69121AAA4 US69121AAA43 | ABS-CBDO CORP | 2,000,000 PA | $2.00M | 0.354% | US |
| Nationwide Building Society NWIDE V4.649 07/14/29 144A | — | 63861VAM9 US63861VAM90 | DBT CORP | 2,000,000 PA | $2.00M | 0.354% | GB |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHR 5571 BA | — | 3137HMEB2 US3137HMEB24 | ABS-O USGSE | 1,990,827.01 PA | $2.00M | 0.353% | US |
| LOANCORE 2025-CRE9 ISSUER LLC LNCR 2025-CRE9 A | — | 538912AA4 US538912AA46 | ABS-CBDO CORP | 2,000,000 PA | $1.99M | 0.352% | US |
| Federal National Mortgage Association FNR 2025-65 BA | — | 3136BWU53 US3136BWU533 | ABS-O USGSE | 1,956,180.63 PA | $1.96M | 0.346% | US |
| LHOME MORTGAGE TRUST 2024-RTL5 LHOME 2024-RTL5 A1 | — | 50205WAA5 US50205WAA53 | ABS-O CORP | 1,950,000 PA | $1.95M | 0.345% | US |
| BX Trust 2018-Bilt BX 2025-VOLT A | — | 05619PAA4 US05619PAA49 | ABS-O CORP | 1,950,000 PA | $1.94M | 0.344% | US |
| NLT 2025-NQM1 TRUST NLT 2025-NQM1 PT | — | 629154AJ4 US629154AJ41 | ABS-O CORP | 1,822,141.63 PA | $1.90M | 0.337% | US |
| Federal National Mortgage Association FNR 2025-52 GA | — | 3136BWWS1 US3136BWWS10 | ABS-O USGSE | 1,897,152.35 PA | $1.90M | 0.336% | US |
| GCAT 2025-NQM4 Trust GCAT 2025-NQM4 A1 | — | 367923AC3 US367923AC37 | ABS-O CORP | 1,880,829.2 PA | $1.89M | 0.334% | US |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION TRS ISHARES CORE S&P ETF TRUST | — | 000000000 — | DE CORP | 1 NC | $1.88M | 0.332% | US |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2 BX 2022-LP2 C | — | 05610HAE3 US05610HAE36 | ABS-O CORP | 1,854,999.99 PA | $1.85M | 0.328% | US |
| BPCE SA BPCEGP V5.716 01/18/30 144A | — | 05571AAV7 US05571AAV70 | DBT CORP | 1,800,000 PA | $1.85M | 0.326% | FR |
| Wmrk Commercial Mortgage Trust 2022-Wmrk WMRK 2022-WMRK B | — | 929342AB9 US929342AB95 | ABS-O CORP | 1,836,963.31 PA | $1.84M | 0.325% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION TRS SPDR S&P 500 ETF TRUST | — | 000000000 — | DE CORP | 1 NC | $1.83M | 0.324% | US |
| Government National Mortgage Association GNR 2025-117 NB | — | 38381NQ50 US38381NQ504 | ABS-O USGA | 1,815,058.34 PA | $1.83M | 0.323% | US |
| NextEra Energy Capital Holdings Inc NEE 4.685 09/01/27 | — | 65339KCL2 US65339KCL26 | DBT CORP | 1,800,000 PA | $1.81M | 0.320% | US |
| Madison Park Funding LIII Ltd / LLC MDPK 2022-53A B | — | 558189AC0 US558189AC06 | ABS-CBDO CORP | 1,750,000 PA | $1.75M | 0.309% | KY |
| Golub Capital Partners Clo 69 (M) -R GOCAP 2023-69A BR | — | 38182GAC8 US38182GAC87 | ABS-CBDO CORP | 1,750,000 PA | $1.74M | 0.308% | US |
| Fortitude Global Funding FORTRE 4.625 10/06/28 144A | — | 34967GAA2 US34967GAA22 | DBT CORP | 1,750,000 PA | $1.73M | 0.306% | US |
| Cno Global Funding CNO 5.875 06/04/27 144A | — | 18977W2D1 US18977W2D15 | DBT CORP | 1,660,000 PA | $1.68M | 0.297% | US |
| BRAVO Residential Funding Trust 2022-NQM3 BRAVO 2024-NQM1 A1 | — | 10570FAA3 US10570FAA30 | ABS-O CORP | 1,578,583.18 PA | $1.58M | 0.280% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHR 5499 B | — | 3137HJWE3 US3137HJWE32 | ABS-O USGSE | 1,563,108.57 PA | $1.57M | 0.278% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHR 5505 DA | — | 3137HJ6S1 US3137HJ6S19 | ABS-O USGSE | 1,518,568.46 PA | $1.53M | 0.270% | US |
| CROSS 2025-H1 MORTGAGE TRUST CROSS 2025-H1 A1 | — | 22758NAA5 US22758NAA54 | ABS-O CORP | 1,513,028.56 PA | $1.52M | 0.269% | US |
| PFP 2025-12 LTD PFP 2025-12 A | — | 69382JAA9 US69382JAA97 | ABS-CBDO CORP | 1,500,000 PA | $1.50M | 0.265% | KY |
| Global Payments Inc GPN 4.55 03/15/28 | — | 37940XBA9 US37940XBA90 | DBT CORP | 1,500,000 PA | $1.49M | 0.264% | US |
| PMT LOAN TRUST 2026-CNF3 PMTLT 2026-CNF3 A5 | — | 69383XAE9 US69383XAE94 | ABS-O CORP | 1,450,000 PA | $1.45M | 0.256% | US |
| OBX Trust 2026-NQM2 OBX 2026-NQM4 A1 | — | 67124FAF3 US67124FAF36 | ABS-O CORP | 1,450,000 PA | $1.45M | 0.256% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 4.6% of reported value reaches a classification.
Percentages are of the reported value of positions above ($569.30M), not of the fund’s net assets ($565.67M). The two differ by cash, derivatives filed with no market value, and rounding.