Goldman Sachs Dynamic Bond Fund

Fund Profile

Fund profile

Tickers

GSZAX, GSZCX, GSZIX, GZIRX, GSZRX, GSZUX, GSOPX

Fund manager

Goldman Sachs High Yield Instl

Total assets

$1.80 bn

Liabilities

$991.20 mm

Net assets

$805.77 mm

Number of holdings

1.47 k

Top 200 of 1474 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Security, TBA	113.41 mm	115.00 mm principal	14.08	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	77.15 mm	80.00 mm principal	9.58	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	52.23 mm	52.00 mm principal	6.48	ABS-mortgage backed security	Long	USA
Ginnie Mae	51.40 mm	53.00 mm principal	6.38	ABS-mortgage backed security	Long	USA
Ginnie Mae	51.31 mm	51.00 mm principal	6.37	ABS-mortgage backed security	Long	USA
Ginnie Mae	51.02 mm	54.00 mm principal	6.33	ABS-mortgage backed security	Long	USA
Ginnie Mae	43.25 mm	47.00 mm principal	5.37	ABS-mortgage backed security	Long	USA
Goldman Sachs Financial Square Government Fund	31.06 mm	31.06 mm shares	3.85	Common equity	Long	USA
Uniform Mortgage-Backed Security, TBA	28.27 mm	32.00 mm principal	3.51	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	20.53 mm	25.63 mm principal	2.55	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	20.36 mm	24.00 mm principal	2.53	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	18.11 mm	18.00 mm principal	2.25	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	15.93 mm	16.00 mm principal	1.98	Short-term investment vehicle	Long	USA
Uniform Mortgage-Backed Security, TBA	13.21 mm	13.00 mm principal	1.64	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	6.76 mm	7.08 mm principal	0.84	ABS-mortgage backed security	Long	USA
MAN GLG US CLO 2021-1 LTD	6.70 mm	6.70 mm principal	0.83	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ginnie Mae	6.39 mm	8.00 mm principal	0.79	ABS-mortgage backed security	Long	USA
Long: BR230528 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR230528 IRS USD P F 3.00000 2 CCPOIS	5.11 mm	258.10 mm other units	0.63	Interest rate derivative	N/A	UK
Ginnie Mae	5.08 mm	5.00 mm principal	0.63	ABS-mortgage backed security	Long	USA
Halsey Point CLO I Ltd	5.04 mm	5.00 mm principal	0.63	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Pool	5.04 mm	4.98 mm principal	0.63	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.66 mm	4.75 mm principal	0.58	ABS-mortgage backed security	Long	USA
Barclays Dryrock Issuance Trust	4.12 mm	4.10 mm principal	0.51	ABS-other	Long	USA
Freddie Mac Pool	4.10 mm	4.18 mm principal	0.51	ABS-mortgage backed security	Long	USA
ILLINOIS ST	3.97 mm	4.03 mm principal	0.49	Debt	Long	USA
Bain Capital Credit CLO 2023-3 Ltd	3.93 mm	3.90 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Jersey
Diameter Capital CLO 4 Ltd	3.93 mm	3.90 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ROCK Trust 2024-CNTR	3.89 mm	3.90 mm principal	0.48	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	3.86 mm	4.04 mm principal	0.48	ABS-mortgage backed security	Long	USA
BA The Boeing Company	3.85 mm	3.90 mm principal	0.48	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2024-HQA2	3.78 mm	3.77 mm principal	0.47	ABS-mortgage backed security	Long	USA
ILLINOIS ST	3.74 mm	3.51 mm principal	0.46	Debt	Long	USA
CTBOAUSKR2025010813731 GOLDMAN	3.38 mm	48.07 mm other units	0.42	DFE	N/A	Luxembourg
Anticimex International AB 2024 Term Loan B6	3.37 mm	3.35 mm principal	0.42	Loan	Long	Sweden
Long: BR218545 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR218545 IRS EUR P F 1.45150 2 CCPVANILLA	3.24 mm	95.25 mm other units	0.40	Interest rate derivative	N/A	USA
CTBOAUSKR2025031013745 GOLDMAN	3.21 mm	47.55 mm other units	0.40	DFE	N/A	Luxembourg
C Citigroup Inc.	3.14 mm	3.16 mm principal	0.39	Debt	Long	USA
Palmer Square Loan Funding 2022-3 Ltd	3.00 mm	3.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Venture 41 Clo Ltd	2.93 mm	2.93 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 27 Ltd	2.88 mm	2.88 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Connecticut Avenue Securities	2.86 mm	2.80 mm principal	0.36	ABS-mortgage backed security	Long	USA
Long: SX003218 CDS USD R F 5.00000 2 CCPCDX / Short: SX003218 CDS USD P V 03MEVENT 1 CCPCDX	2.81 mm	36.70 mm other units	0.35	Credit derivative	N/A	USA
1988 CLO 4 Ltd	2.77 mm	2.70 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Nissan Master Owner Trust Receivables	2.75 mm	2.73 mm principal	0.34	ABS-other	Long	USA
Voya CLO 2019-2 Ltd	2.73 mm	2.73 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings Clo Ltd 2023-I	2.71 mm	2.70 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Genting New York LLC / GENNY Capital Inc	2.71 mm	2.63 mm principal	0.34	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2024-HQA1	2.67 mm	2.66 mm principal	0.33	ABS-mortgage backed security	Long	USA
Toyota Auto Receivables 2023-B Owner Trust	2.66 mm	2.65 mm principal	0.33	ABS-other	Long	USA
AB BSL CLO 4 Ltd	2.62 mm	2.60 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Jersey
Ballyrock CLO 23 Ltd	2.61 mm	2.60 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Jersey
Ardonagh Group Finance Ltd	2.61 mm	2.51 mm principal	0.32	Debt	Long	Jersey
Apidos CLO XXIII	2.60 mm	2.60 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GFL GFL Environmental Inc.	2.60 mm	2.76 mm principal	0.32	Debt	Long	Canada
Ginnie Mae II Pool	2.57 mm	2.61 mm principal	0.32	ABS-mortgage backed security	Long	USA
AAL Delaware Holdco Inc 2024 Term Loan B	2.53 mm	2.52 mm principal	0.31	Loan	Long	USA
1988 CLO 3 Ltd	2.52 mm	2.50 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SLG Office Trust 2021-OVA	2.52 mm	3.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
AXP American Express Company	2.52 mm	2.64 mm principal	0.31	Debt	Long	USA
Ginnie Mae	2.50 mm	3.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	2.50 mm	2.50 mm principal	0.31	Debt	Long	UK
Societe Generale SA	2.49 mm	2.47 mm principal	0.31	Debt	Long	France
Intesa Sanpaolo SpA	2.49 mm	2.48 mm principal	0.31	Debt	Long	Italy
Fannie Mae Connecticut Avenue Securities	2.49 mm	2.48 mm principal	0.31	ABS-mortgage backed security	Long	USA
SCHW The Charles Schwab Corporation	2.49 mm	2.50 mm principal	0.31	Debt	Long	USA
WFC Wells Fargo & Company	2.49 mm	2.57 mm principal	0.31	Debt	Long	USA
C Citigroup Inc.	2.48 mm	2.55 mm principal	0.31	Debt	Long	USA
BAC Bank of America Corporation	2.47 mm	2.57 mm principal	0.31	Debt	Long	USA
Banco Santander SA	2.46 mm	2.40 mm principal	0.31	Debt	Long	Spain
PNC The PNC Financial Services Group, Inc.	2.46 mm	2.44 mm principal	0.31	Debt	Long	USA
BBCMS 2018-TALL Mortgage Trust	2.46 mm	2.60 mm principal	0.31	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	2.44 mm	2.37 mm principal	0.30	Debt	Long	USA
JPMorgan Chase & Co	2.44 mm	2.33 mm principal	0.30	Debt	Long	USA
Sound Point CLO 38 Ltd	2.42 mm	2.40 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Jersey
Crown Americas LLC	2.41 mm	2.47 mm principal	0.30	Debt	Long	USA
TK Elevator US Newco Inc USD Term Loan B	2.40 mm	2.39 mm principal	0.30	Loan	Long	USA
ROCK Trust 2024-CNTR	2.40 mm	2.35 mm principal	0.30	ABS-mortgage backed security	Long	USA
Deutsche Bank AG	2.39 mm	2.40 mm principal	0.30	Debt	Long	Germany
IRB Holding Corp 2024 Term Loan B	2.39 mm	2.39 mm principal	0.30	Loan	Long	USA
Harbor Freight Tools USA Inc 2024 Term Loan B	2.38 mm	2.42 mm principal	0.30	Loan	Long	USA
Fleet Midco I Limited 2024 1st Lien Term Loan B	2.38 mm	2.37 mm principal	0.30	Loan	Long	USA
CQP Holdco LP 2024 Term Loan B	2.37 mm	2.37 mm principal	0.29	Loan	Long	USA
Fannie Mae Connecticut Avenue Securities	2.33 mm	2.28 mm principal	0.29	ABS-mortgage backed security	Long	USA
Chart Industries Inc 2024 Term Loan B	2.33 mm	2.33 mm principal	0.29	Loan	Long	USA
SJM The J. M. Smucker Company	2.33 mm	2.21 mm principal	0.29	Debt	Long	USA
Flatiron CLO 20 Ltd	2.31 mm	2.30 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Commerzbank AG	2.30 mm	2.20 mm principal	0.29	Debt	Long	Germany
Fannie Mae Connecticut Avenue Securities	2.29 mm	2.19 mm principal	0.28	ABS-mortgage backed security	Long	USA
CaixaBank SA	2.29 mm	2.20 mm principal	0.28	Debt	Long	Spain
RRE 5 Loan Management DAC	2.28 mm	2.20 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Ireland
Epic Y-Grade Services LP 2024 Term Loan B	2.27 mm	2.27 mm principal	0.28	Loan	Long	USA
1211 Avenue of the Americas Trust 2015-1211	2.27 mm	2.30 mm principal	0.28	ABS-mortgage backed security	Long	USA
BMO 2024-C9 Mortgage Trust	2.22 mm	2.15 mm principal	0.28	ABS-mortgage backed security	Long	USA
TYSN 2023-CRNR Mortgage Trust	2.14 mm	2.05 mm principal	0.27	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2024-HQA2	2.12 mm	2.10 mm principal	0.26	ABS-mortgage backed security	Long	USA
1988 CLO 4 Ltd	2.12 mm	2.10 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Birch Grove CLO 7 Ltd	2.09 mm	2.07 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Jersey
BANK 2022-BNK39	2.08 mm	2.40 mm principal	0.26	ABS-mortgage backed security	Long	USA
COMM 2024-WCL1 MORTGAGE TRUST	2.07 mm	2.08 mm principal	0.26	ABS-mortgage backed security	Long	USA
Marathon CLO XIII Ltd	2.05 mm	2.05 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners Clo XXXIII Ltd	2.05 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Jersey
JP Morgan Mortgage Trust Series 2024-VIS2	2.02 mm	2.01 mm principal	0.25	ABS-mortgage backed security	Long	USA
Bryant Park Funding 2023-21 Ltd	2.02 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 15 Ltd	2.02 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XXX Ltd	2.02 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Jersey
Parallel 2023-1 Ltd	2.01 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 39 Ltd	2.01 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Prairie ECI Acquiror LP 2024 Term Loan B	2.01 mm	2.00 mm principal	0.25	Loan	Long	USA
PARK BLUE CLO 2023-III LTD	2.01 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 54 Ltd	2.01 mm	1.98 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Jersey
CIFC Funding 2022-III Ltd	2.00 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crown City CLO I	2.00 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cathedral Lake VII Ltd	2.00 mm	2.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac STACR REMIC Trust 2022-HQA1	1.98 mm	1.90 mm principal	0.25	ABS-mortgage backed security	Long	USA
BX 2024-BRVE	1.98 mm	1.98 mm principal	0.25	ABS-mortgage backed security	Long	USA
Benchmark 2022-B36 Mortgage Trust	1.97 mm	2.08 mm principal	0.24	ABS-mortgage backed security	Long	USA
American Express Credit Account Master Trust	1.94 mm	1.95 mm principal	0.24	ABS-other	Long	USA
APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves	1.94 mm	1.91 mm principal	0.24	Debt	Long	USA
1988 CLO 5 Ltd	1.92 mm	1.90 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNZ Group Services Ltd 2024 USD Term Loan B	1.90 mm	1.95 mm principal	0.24	Loan	Long	USA
WB Commercial Mortgage Trust 2024-HQ	1.89 mm	1.88 mm principal	0.23	ABS-mortgage backed security	Long	USA
Trinitas CLO XXV Ltd	1.88 mm	1.87 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Bermuda
BMO 2024-5C6 Mortgage Trust	1.86 mm	1.85 mm principal	0.23	ABS-mortgage backed security	Long	USA
Summit Midstream Holdings LLC	1.86 mm	1.79 mm principal	0.23	Debt	Long	USA
JP Morgan Mortgage Trust Series 2024-3	1.85 mm	2.08 mm principal	0.23	ABS-mortgage backed security	Long	USA
EC Ecopetrol S.A.	1.84 mm	1.89 mm principal	0.23	Debt	Long	Colombia
MCFE McAfee Corp.	1.84 mm	1.89 mm principal	0.23	Debt	Long	USA
OCP SA	1.83 mm	1.80 mm principal	0.23	Debt	Long	Morocco
Camelot US Acquisition LLC 2024 Term Loan B	1.83 mm	1.83 mm principal	0.23	Loan	Long	USA
OZLM XVII Ltd	1.83 mm	1.83 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VFH Parent LLC 2024 Term Loan B	1.83 mm	1.83 mm principal	0.23	Loan	Long	USA
Wells Fargo Commercial Mortgage Trust 2024-MGP	1.82 mm	1.83 mm principal	0.23	ABS-mortgage backed security	Long	USA
BFLD Commercial Mortgage Trust 2024-UNIV	1.80 mm	1.80 mm principal	0.22	ABS-mortgage backed security	Long	USA
DBJPM 20-C9 Mortgage Trust	1.79 mm	2.10 mm principal	0.22	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2024-DNA2	1.79 mm	1.79 mm principal	0.22	ABS-mortgage backed security	Long	USA
37 Capital CLO III	1.79 mm	1.75 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Connecticut Avenue Securities Trust 2024-R03	1.78 mm	1.78 mm principal	0.22	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2020-2	1.78 mm	1.88 mm principal	0.22	ABS-mortgage backed security	Long	USA
BANK 2024-BNK48	1.77 mm	1.80 mm principal	0.22	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2024-1CHI	1.75 mm	1.75 mm principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.75 mm	1.76 mm principal	0.22	ABS-mortgage backed security	Long	USA
Long: BR230534 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR230534 IRS USD P F 3.25000 2 CCPOIS	1.74 mm	26.32 mm other units	0.22	Interest rate derivative	N/A	UK
37 Capital CLO III	1.74 mm	1.70 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NXPT Commercial Mortgage Trust 2024-STOR	1.74 mm	1.83 mm principal	0.22	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust 2024-1	1.74 mm	1.74 mm principal	0.22	ABS-mortgage backed security	Long	USA
Venture Global LNG Inc	1.74 mm	1.57 mm principal	0.22	Debt	Long	USA
Freedom Mortgage Holdings LLC	1.73 mm	1.68 mm principal	0.21	Debt	Long	USA
OTEX Open Text Corporation	1.73 mm	1.91 mm principal	0.21	Debt	Long	Canada
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-410T	1.72 mm	1.95 mm principal	0.21	ABS-mortgage backed security	Long	USA
Athenahealth Group Inc 2022 Term Loan B	1.71 mm	1.71 mm principal	0.21	Loan	Long	USA
Venture 49 CLO Ltd	1.71 mm	1.70 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crown City CLO V	1.71 mm	1.70 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MH Sub I LLC 2023 Term Loan	1.71 mm	1.71 mm principal	0.21	Loan	Long	USA
WMG Acquisition Corp	1.71 mm	1.86 mm principal	0.21	Debt	Long	USA
Brookhaven Park CLO LTD	1.71 mm	1.70 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Mountain View CLO XVI Ltd	1.71 mm	1.70 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX 2024-BRVE	1.70 mm	1.70 mm principal	0.21	ABS-mortgage backed security	Long	USA
LifePoint Health Inc 2024 1st Lien Term Loan B	1.70 mm	1.70 mm principal	0.21	Loan	Long	USA
TFCF Twenty-First Century Fox Inc	1.70 mm	1.83 mm principal	0.21	Debt	Long	USA
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc	1.70 mm	1.79 mm principal	0.21	Debt	Long	USA
Ginnie Mae II Pool	1.69 mm	2.04 mm principal	0.21	ABS-mortgage backed security	Long	USA
LW Lamb Weston Holdings, Inc.	1.69 mm	1.85 mm principal	0.21	Debt	Long	USA
Adient US LLC 2024 Term Loan B2	1.69 mm	1.69 mm principal	0.21	Loan	Long	USA
Ivory Coast Government International Bonds	1.69 mm	1.90 mm principal	0.21	Debt	Long	Côte d'Ivoire
Wellington Management Clo 2 Ltd	1.69 mm	1.65 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Jersey
Sirius XM Radio LLC	1.69 mm	1.83 mm principal	0.21	Debt	Long	USA
OBX 2024-NQM4 Trust	1.68 mm	1.67 mm principal	0.21	ABS-mortgage backed security	Long	USA
ADT Security Corp/The	1.68 mm	1.83 mm principal	0.21	Debt	Long	USA
WhiteWater DBR HoldCo LLC Term Loan B	1.68 mm	1.67 mm principal	0.21	Loan	Long	USA
Crosby US Acquisition Corp 2024 1st Lien Term Loan B	1.68 mm	1.66 mm principal	0.21	Loan	Long	USA
JP Morgan Mortgage Trust Series 2024-VIS1	1.67 mm	1.66 mm principal	0.21	ABS-mortgage backed security	Long	USA
Champ Acquisition Corp	1.67 mm	1.63 mm principal	0.21	Debt	Long	USA
CSAIL 2018-CX12 Commercial Mortgage Trust	1.67 mm	1.75 mm principal	0.21	ABS-mortgage backed security	Long	USA
CTBOAUSKR202502111411 GOLDMAN	1.66 mm	37.29 mm other units	0.21	DFE	N/A	Luxembourg
Sealed Air Corp/Sealed Air Corp US	1.66 mm	1.65 mm principal	0.21	Debt	Long	USA
DC Trust 2024-HLTN	1.65 mm	1.63 mm principal	0.20	ABS-mortgage backed security	Long	USA
MSWF Commercial Mortgage Trust 2023-2	1.65 mm	1.58 mm principal	0.20	ABS-mortgage backed security	Long	USA
CSTL Commercial Mortgage Trust 2024-GATE	1.64 mm	1.68 mm principal	0.20	ABS-mortgage backed security	Long	USA
Long: SX003146 CDS USD R F 5.00000 2 CCPCDX / Short: SX003146 CDS USD P V 03MEVENT 1 CCPCDX	1.62 mm	21.53 mm other units	0.20	Credit derivative	N/A	UK
Sixth Street CLO XXVI Ltd	1.62 mm	1.60 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WB Commercial Mortgage Trust 2024-HQ	1.61 mm	1.60 mm principal	0.20	ABS-mortgage backed security	Long	USA
NGVT Ingevity Corporation	1.60 mm	1.76 mm principal	0.20	Debt	Long	USA
BBCMS Mortgage Trust 2024-5C25	1.60 mm	1.58 mm principal	0.20	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust 2023-C20	1.60 mm	1.60 mm principal	0.20	ABS-mortgage backed security	Long	USA
KSL Commercial Mortgage Trust 2024-HT2	1.60 mm	1.60 mm principal	0.20	ABS-mortgage backed security	Long	USA
One New York Plaza Trust 2020-1NYP	1.58 mm	1.65 mm principal	0.20	ABS-mortgage backed security	Long	USA
Long: BR230531 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR230531 IRS USD P F 3.00000 2 CCPOIS	1.57 mm	34.32 mm other units	0.19	Interest rate derivative	N/A	UK
BANK 2021-BNK31	1.57 mm	1.90 mm principal	0.19	ABS-mortgage backed security	Long	USA
Silver Point Clo 3 Ltd	1.56 mm	1.50 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Jersey
GM Financial Revolving Receivables Trust 2024-1	1.56 mm	1.55 mm principal	0.19	ABS-other	Long	USA
Legacy Lifepoint Health, Inc.	1.56 mm	1.79 mm principal	0.19	Debt	Long	USA
BANK5 2024-5YR11	1.55 mm	1.50 mm principal	0.19	ABS-mortgage backed security	Long	USA
Long: SR224707 IRS EUR R F 3.00000 2 CCPVANILLA / Short: SR224707 IRS EUR P V 06MEURIB 1 CCPVANILLA	1.54 mm	61.02 mm other units	0.19	Interest rate derivative	N/A	USA
Neuberger Berman Loan Advisers Clo 51 Ltd	1.54 mm	1.53 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Jersey
Benchmark 2022-B32 Mortgage Trust	1.53 mm	1.80 mm principal	0.19	ABS-mortgage backed security	Long	USA
Madison Park Funding XXXVII Ltd	1.51 mm	1.50 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Commercial Mortgage Trust 2024-GPA3	1.50 mm	1.50 mm principal	0.19	ABS-mortgage backed security	Long	USA
Crown Finance US Inc 2024 Term Loan B	1.50 mm	1.50 mm principal	0.19	Loan	Long	USA
JP Morgan Mortgage Trust Series 2024-VIS1	1.49 mm	1.48 mm principal	0.19	ABS-mortgage backed security	Long	USA
KKR Apple Bidco LLC 2021 Term Loan	1.46 mm	1.46 mm principal	0.18	Loan	Long	USA