Fund profile
Tickers
GSZAX, GSZCX, GSZIX, GZIRX, GSZRX, GSZUX, GSOPX
Fund manager
Total assets
$1.45 bn
Liabilities
$785.41 mm
Net assets
$660.54 mm
Number of holdings
982.00
Top 200 of 982 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Ginnie Mae | 72.67 mm | 71.00 mm principal | 11.00 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 63.52 mm | 62.00 mm principal | 9.62 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 62.00 mm | 61.00 mm principal | 9.39 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 42.74 mm | 43.00 mm principal | 6.47 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 38.94 mm | 39.01 mm principal | 5.90 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 37.59 mm | 37.00 mm principal | 5.69 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 32.47 mm | 32.71 mm principal | 4.92 | Debt | Long | USA |
United States Treasury Note/Bond | 31.00 mm | 30.84 mm principal | 4.69 | Debt | Long | USA |
United States Treasury Note/Bond | 31.00 mm | 31.04 mm principal | 4.69 | Debt | Long | USA |
United States Treasury Note/Bond | 19.22 mm | 19.25 mm principal | 2.91 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 17.53 mm | 17.00 mm principal | 2.65 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 16.28 mm | 19.93 mm principal | 2.46 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 13.41 mm | 13.00 mm principal | 2.03 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 13.21 mm | 14.51 mm principal | 2.00 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 12.85 mm | 14.00 mm principal | 1.95 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 12.47 mm | 15.27 mm principal | 1.89 | ABS-mortgage backed security | Long | USA |
Petroleos de Venezuela SA | 9.91 mm | 137.05 mm principal | 1.50 | Debt | Long | Venezuela (Bolivarian Republic of) |
Halsey Point CLO I Ltd | 9.39 mm | 9.40 mm principal | 1.42 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Crown Point CLO 9 Ltd | 8.87 mm | 8.90 mm principal | 1.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ginnie Mae II Pool | 7.74 mm | 7.85 mm principal | 1.17 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 7.43 mm | 7.50 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 7.04 mm | 7.00 mm principal | 1.07 | ABS-mortgage backed security | Long | USA |
MAN GLG US CLO 2021-1 LTD | 6.65 mm | 6.70 mm principal | 1.01 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bank of America Corp | 6.60 mm | 6.39 mm principal | 1.00 | Debt | Long | USA |
Long: SR225700 IRS GBP R F 5.25000 2 CCPOIS / Short: SR225700 IRS GBP P V 00MSONIA 1 CCPOIS | 6.52 mm | 185.22 mm other units | 0.99 | Interest rate derivative | N/A | USA |
Morgan Stanley | 6.51 mm | 6.39 mm principal | 0.99 | Debt | Long | USA |
Venture 39 CLO Ltd | 6.16 mm | 6.20 mm principal | 0.93 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: BR218545 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR218545 IRS EUR P F 1.45150 2 CCPVANILLA | 6.05 mm | 165.67 mm other units | 0.92 | Interest rate derivative | N/A | USA |
Freddie Mac Pool | 5.61 mm | 5.51 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 5.39 mm | 5.37 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
CSMC 2021-NQM7 | 5.06 mm | 6.14 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 4.77 mm | 4.75 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 4.43 mm | 4.49 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
ILLINOIS ST | 4.23 mm | 4.28 mm principal | 0.64 | Debt | Long | USA |
ILLINOIS ST | 4.16 mm | 3.83 mm principal | 0.63 | Debt | Long | USA |
Barclays Dryrock Issuance Trust | 4.11 mm | 4.10 mm principal | 0.62 | ABS-other | Long | USA |
Zais Clo 15 Ltd | 3.96 mm | 4.00 mm principal | 0.60 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Svenska Handelsbanken/New York NY | 3.94 mm | 3.94 mm principal | 0.60 | Short-term investment vehicle | Long | Sweden |
BX Trust 2022-PSB | 3.41 mm | 3.41 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Voya CLO 2019-1 Ltd | 3.35 mm | 3.35 mm principal | 0.51 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: SR225761 IRS SEK R F 3.50000 2 CCPVANILLA / Short: SR225761 IRS SEK P V 03MSTIBO 1 CCPVANILLA | 3.29 mm | 2.05 bn other units | 0.50 | Interest rate derivative | N/A | USA |
JPMorgan Chase & Co | 3.26 mm | 3.10 mm principal | 0.49 | Debt | Long | USA |
C Citigroup Inc | 3.14 mm | 3.16 mm principal | 0.48 | Debt | Long | USA |
Long: BR218473 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218473 IRS USD P F 2.08000 2 CCPOIS | 3.01 mm | 132.62 mm other units | 0.46 | Interest rate derivative | N/A | USA |
GFL GFL Environmental Inc. - Ordinary Shares | 3.01 mm | 3.27 mm principal | 0.46 | Debt | Long | Canada |
Ginnie Mae II Pool | 2.96 mm | 2.95 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Long: SR224427 IRS USD R F 4.30603 2 CCPOIS / Short: SR224427 IRS USD P V 00MSOFR 1 CCPOIS | 2.94 mm | 81.88 mm other units | 0.45 | Interest rate derivative | N/A | USA |
Crown Americas LLC | 2.89 mm | 2.93 mm principal | 0.44 | Debt | Long | USA |
Ocean Trails Clo XI | 2.81 mm | 3.00 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Hungary Government International Bond | 2.79 mm | 2.68 mm principal | 0.42 | Debt | Long | Hungary |
BMO 2023-C7 Mortgage Trust | 2.71 mm | 2.50 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Apidos CLO XXIII | 2.60 mm | 2.60 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Goldman Sachs Financial Square Government Fund
|
2.50 mm | 2.50 mm shares | 0.38 | Common equity | Long | USA |
Long: SR225667 IRS USD R F 4.25000 2 CCPOIS / Short: SR225667 IRS USD P V 00MSOFR 1 CCPOIS | 2.48 mm | 66.48 mm other units | 0.38 | Interest rate derivative | N/A | USA |
Long: SR222158 IRS EUR R F 2.67300 2 CCPOIS / Short: SR222158 IRS EUR P V 00MESTR 1 CCPOIS | 2.44 mm | 95.65 mm other units | 0.37 | Interest rate derivative | N/A | UK |
CARR Carrier Global Corp | 2.41 mm | 2.23 mm principal | 0.36 | Debt | Long | USA |
SJM J.M. Smucker Co. | 2.41 mm | 2.21 mm principal | 0.36 | Debt | Long | USA |
VLTO Veralto Corp | 2.39 mm | 2.30 mm principal | 0.36 | Debt | Long | USA |
RTX RTX Corp | 2.36 mm | 2.18 mm principal | 0.36 | Debt | Long | USA |
Ford Credit Auto Owner Trust 2023-C | 2.31 mm | 2.30 mm principal | 0.35 | ABS-other | Long | USA |
Long: SR225670 IRS USD R F 4.25000 2 CCPOIS / Short: SR225670 IRS USD P V 00MSOFR 1 CCPOIS | 2.18 mm | 31.37 mm other units | 0.33 | Interest rate derivative | N/A | USA |
Freddie Mac Stacr Remic Trust 2020-HQA2 | 2.18 mm | 2.00 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
BBCMS Mortgage Trust 2023-5C23 | 2.13 mm | 2.00 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
BANK 2022-BNK39 | 2.07 mm | 2.40 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
OTEX Open Text Corp | 2.03 mm | 2.27 mm principal | 0.31 | Debt | Long | Canada |
LW Lamb Weston Holdings Inc | 2.03 mm | 2.20 mm principal | 0.31 | Debt | Long | USA |
SIRI Sirius XM Holdings Inc | 2.02 mm | 2.18 mm principal | 0.31 | Debt | Long | USA |
WMG Acquisition Corp | 2.02 mm | 2.21 mm principal | 0.31 | Debt | Long | USA |
TFCF Twenty-First Century Fox Inc | 2.02 mm | 2.18 mm principal | 0.31 | Debt | Long | USA |
Santander Drive Auto Receivables Trust 2023-6 | 2.01 mm | 2.00 mm principal | 0.30 | ABS-other | Long | USA |
ADT Security Corp/The | 2.01 mm | 2.17 mm principal | 0.30 | Debt | Long | USA |
Banco Santander SA/New York | 2.00 mm | 2.00 mm principal | 0.30 | Short-term investment vehicle | Long | Spain |
Benefit Street Partners Clo XXXIII Ltd | 2.00 mm | 2.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Trust 2022-CLS | 1.99 mm | 2.00 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Crown City CLO I | 1.99 mm | 2.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Venture Global LNG Inc | 1.98 mm | 1.88 mm principal | 0.30 | Debt | Long | USA |
Sealed Air Corp/Sealed Air Corp US | 1.98 mm | 1.96 mm principal | 0.30 | Debt | Long | USA |
Halseypoint Clo 5 Ltd | 1.97 mm | 2.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Camelot U.S. Acquisition LLC Term Loan B | 1.97 mm | 1.97 mm principal | 0.30 | Loan | Long | Luxembourg |
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | 1.97 mm | 2.12 mm principal | 0.30 | Debt | Long | USA |
Ginnie Mae II Pool | 1.96 mm | 2.26 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
BANK5 2023-5YR3 | 1.95 mm | 1.85 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.94 mm | 1.91 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-HQA1 | 1.91 mm | 1.85 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Global Aircraft Leasing Co Ltd | 1.89 mm | 2.01 mm principal | 0.29 | Debt | Long | Cayman Islands |
NGVT Ingevity Corp | 1.87 mm | 2.09 mm principal | 0.28 | Debt | Long | USA |
Long: SR224323 IRS USD R F 3.69610 2 CCPOIS / Short: SR224323 IRS USD P V 00MSOFR 1 CCPOIS | 1.87 mm | 188.84 mm other units | 0.28 | Interest rate derivative | N/A | USA |
Long: SR224591 IRS EUR R F 3.00000 2 CCPVANILLA / Short: SR224591 IRS EUR P V 06MEURIB 1 CCPVANILLA | 1.86 mm | 99.35 mm other units | 0.28 | Interest rate derivative | N/A | USA |
EC Ecopetrol SA | 1.86 mm | 1.89 mm principal | 0.28 | Debt | Long | Colombia |
CSC Holdings, LLC 2022 Term Loan B6 | 1.84 mm | 1.91 mm principal | 0.28 | Loan | Long | USA |
Long: SR225682 IRS EUR R F 3.00000 2 CCPVANILLA / Short: SR225682 IRS EUR P V 06MEURIB 1 CCPVANILLA | 1.82 mm | 34.51 mm other units | 0.28 | Interest rate derivative | N/A | USA |
Long: SR225703 IRS GBP R F 4.75000 2 CCPOIS / Short: SR225703 IRS GBP P V 00MSONIA 1 CCPOIS | 1.80 mm | 21.25 mm other units | 0.27 | Interest rate derivative | N/A | USA |
Freddie Mac STACR REMIC Trust 2020-DNA5 | 1.72 mm | 1.53 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
BAYERISCHE LNDBNK NY | 1.70 mm | 1.70 mm principal | 0.26 | Short-term investment vehicle | Long | USA |
Fannie Mae Connecticut Avenue Securities | 1.69 mm | 1.67 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
BMO 2023-C5 Mortgage Trust | 1.68 mm | 1.60 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2023-2 | 1.67 mm | 1.72 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
BMO 2023-C5 Mortgage Trust | 1.66 mm | 1.60 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
MSWF Commercial Mortgage Trust 2023-2 | 1.65 mm | 1.58 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
BBCMS Mortgage Trust 2023-C20 | 1.64 mm | 1.60 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 1.60 mm | 1.83 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
BANK5 2023-5YR2 | 1.59 mm | 1.50 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Midcap Financial Issuer Trust | 1.57 mm | 1.68 mm principal | 0.24 | Debt | Long | USA |
Ginnie Mae II Pool | 1.56 mm | 1.80 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Long: SR224281 IRS EUR R F 3.72000 2 CCPZERO / Short: SR224281 IRS EUR P V 03MEURIB 1 CCPZERO | 1.56 mm | 203.01 mm other units | 0.24 | Interest rate derivative | N/A | UK |
Sensata Technologies Inc | 1.54 mm | 1.66 mm principal | 0.23 | Debt | Long | USA |
Long: SR224707 IRS EUR R F 3.00000 2 CCPVANILLA / Short: SR224707 IRS EUR P V 06MEURIB 1 CCPVANILLA | 1.54 mm | 73.63 mm other units | 0.23 | Interest rate derivative | N/A | USA |
Hilton Domestic Operating Co Inc | 1.54 mm | 1.58 mm principal | 0.23 | Debt | Long | USA |
BANK 2018-BNK13 | 1.53 mm | 1.60 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Banco do Brasil SA/Cayman | 1.51 mm | 1.55 mm principal | 0.23 | Debt | Long | Brazil |
Galaxy Pipeline Assets Bidco Ltd | 1.50 mm | 1.83 mm principal | 0.23 | Debt | Long | Jersey |
Stellar Jay Ireland DAC | 1.49 mm | 1.75 mm principal | 0.23 | ABS-other | Long | USA |
GS Mortgage Securities Trust 2017-GS8 | 1.49 mm | 1.60 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Waste Pro USA Inc | 1.47 mm | 1.52 mm principal | 0.22 | Debt | Long | USA |
KKR Apple Bidco, LLC 2021 Term Loan | 1.47 mm | 1.47 mm principal | 0.22 | Loan | Long | USA |
BBCMS Mortgage Trust 2023-C22 | 1.45 mm | 1.28 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Acrisure LLC / Acrisure Finance Inc | 1.45 mm | 1.45 mm principal | 0.22 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2020-DNA4 | 1.42 mm | 1.27 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
OneMain Finance Corp | 1.42 mm | 1.66 mm principal | 0.21 | Debt | Long | USA |
Virgin Media Secured Finance PLC | 1.40 mm | 1.45 mm principal | 0.21 | Debt | Long | UK |
37 Capital Clo 1 Ltd | 1.39 mm | 1.40 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Oman Government International Bond | 1.39 mm | 1.41 mm principal | 0.21 | Debt | Long | Oman |
Long: BR222496 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR222496 IRS USD P F 2.56410 2 CCPOIS | 1.38 mm | 129.90 mm other units | 0.21 | Interest rate derivative | N/A | UK |
Citibank Credit Card Issuance Trust | 1.36 mm | 1.35 mm principal | 0.21 | ABS-other | Long | USA |
MGM MGM Resorts International | 1.36 mm | 1.43 mm principal | 0.21 | Debt | Long | USA |
CRL Charles River Laboratories International Inc. | 1.35 mm | 1.47 mm principal | 0.20 | Debt | Long | USA |
Morgan Stanley Capital I Trust 2019-H7 | 1.35 mm | 1.50 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Vistra Operations Co LLC | 1.35 mm | 1.46 mm principal | 0.20 | Debt | Long | USA |
TTMI TTM Technologies Inc | 1.35 mm | 1.49 mm principal | 0.20 | Debt | Long | USA |
BMO 2022-C2 Mortgage Trust | 1.35 mm | 1.36 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Match Group Inc. | 1.35 mm | 1.40 mm principal | 0.20 | Debt | Long | USA |
NWL Newell Brands Inc | 1.35 mm | 1.35 mm principal | 0.20 | Debt | Long | USA |
BBCMS Mortgage Trust 2021-C9 | 1.34 mm | 1.60 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
MF1 2021-FL6 Ltd | 1.34 mm | 1.35 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Jazz Securities DAC | 1.33 mm | 1.43 mm principal | 0.20 | Debt | Long | Ireland |
American Airlines Inc | 1.33 mm | 1.31 mm principal | 0.20 | Debt | Long | USA |
SUN Sunoco LP | 1.32 mm | 1.28 mm principal | 0.20 | Debt | Long | USA |
ZF North America Capital Inc | 1.32 mm | 1.27 mm principal | 0.20 | Debt | Long | USA |
Benchmark 2023-B39 Mortgage Trust | 1.31 mm | 1.25 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Organon & Co / Organon Foreign Debt Co-Issuer BV | 1.31 mm | 1.43 mm principal | 0.20 | Debt | Long | USA |
Oman Government International Bond | 1.30 mm | 1.28 mm principal | 0.20 | Debt | Long | Oman |
Wells Fargo Commercial Mortgage Trust 2020-C58 | 1.30 mm | 1.58 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Cifc Funding 2023-III Ltd | 1.30 mm | 1.30 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2020-HQA3 | 1.29 mm | 1.17 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Benteler International AG | 1.29 mm | 1.23 mm principal | 0.20 | Debt | Long | Austria |
Nouryon Finance B.V. 2023 USD Term Loan B | 1.28 mm | 1.28 mm principal | 0.19 | Loan | Long | USA |
Wells Fargo Commercial Mortgage Trust 2021-C59 | 1.27 mm | 1.50 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Romanian Government International Bond | 1.27 mm | 1.25 mm principal | 0.19 | Debt | Long | Romania |
BBCMS Mortgage Trust 2023-C20 | 1.27 mm | 1.23 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
HRI Herc Holdings Inc | 1.25 mm | 1.27 mm principal | 0.19 | Debt | Long | USA |
Long: BR218471 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218471 IRS USD P F 2.68000 2 CCPOIS | 1.25 mm | 49.69 mm other units | 0.19 | Interest rate derivative | N/A | USA |
CSAIL 2015-C3 Commercial Mortgage Trust | 1.25 mm | 1.30 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2021-7 | 1.24 mm | 1.49 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Bank of America Auto Trust 2023-2 | 1.21 mm | 1.20 mm principal | 0.18 | ABS-other | Long | USA |
STACR Trust 2018-HRP2 | 1.20 mm | 1.10 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Benchmark 2021-B29 Mortgage Trust | 1.20 mm | 1.45 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 1.18 mm | 8.71 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
CCO Holdings LLC / CCO Holdings Capital Corp | 1.17 mm | 1.33 mm principal | 0.18 | Debt | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 1.16 mm | 1.10 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
TransDigm Inc | 1.14 mm | 1.12 mm principal | 0.17 | Debt | Long | USA |
LCCM 2021-FL2 Trust | 1.13 mm | 1.14 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Citigroup Commercial Mortgage Trust 2023-PRM3 | 1.13 mm | 1.10 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Benchmark 2021-B26 Mortgage Trust | 1.12 mm | 1.38 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 1.12 mm | 1.29 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
iHeartCommunications Inc 2020 Term Loan | 1.12 mm | 1.30 mm principal | 0.17 | Loan | Long | USA |
Alternative Loan Trust 2007-16CB | 1.11 mm | 1.71 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
BBCMS Mortgage Trust 2023-C21 | 1.11 mm | 1.08 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Long: SR218991 IRS USD R F 3.35000 2 CCPOIS / Short: SR218991 IRS USD P V 00MSOFR 1 CCPOIS | 1.10 mm | 234.21 mm other units | 0.17 | Interest rate derivative | N/A | USA |
NAVI Navient Corp | 1.09 mm | 1.03 mm principal | 0.16 | Debt | Long | USA |
Long: SR226108 IRS EUR R F 2.50000 2 CCPOIS / Short: SR226108 IRS EUR P V 00MESTR 1 CCPOIS | 1.08 mm | 57.69 mm other units | 0.16 | Interest rate derivative | N/A | USA |
Long: SR225773 IRS NOK R F 4.25000 2 CCPVANILLA / Short: SR225773 IRS NOK P V 06MNIBOR 1 CCPVANILLA | 1.08 mm | 1.11 bn other units | 0.16 | Interest rate derivative | N/A | USA |
J.P. Morgan Mortgage Trust 2021-LTV2 | 1.06 mm | 1.31 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Performance Food Group Inc | 1.03 mm | 1.04 mm principal | 0.16 | Debt | Long | USA |
Cifc Funding 2023-III Ltd | 1.03 mm | 1.03 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Hertz Corporation, (The) 2021 Term Loan B | 1.02 mm | 1.03 mm principal | 0.15 | Loan | Long | USA |
Barings CLO Ltd 2020-IV | 1.00 mm | 1.00 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BPL Buckeye Partners L.P. | 994.85 k | 1.05 mm principal | 0.15 | Debt | Long | USA |
Rand Parent LLC | 994.71 k | 1.04 mm principal | 0.15 | Debt | Long | USA |
Benchmark 2022-B33 Mortgage Trust | 991.55 k | 1.13 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Prosus NV | 983.40 k | 1.07 mm principal | 0.15 | Debt | Long | Netherlands |
Fannie Mae Pool | 980.12 k | 954.82 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 979.84 k | 947.05 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
CPNLQ Calpine Corp | 973.35 k | 1.05 mm principal | 0.15 | Debt | Long | USA |
Manhattan West 2020-1MW Mortgage Trust | 971.26 k | 1.10 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 970.17 k | 940.83 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Indonesia Government International Bond | 969.30 k | 950.00 k principal | 0.15 | Debt | Long | Indonesia |
Freddie Mac Pool | 960.60 k | 931.55 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
BANK5 2023-5YR4 | 951.51 k | 900.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 946.58 k | 924.11 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
MPT Operating Partnership LP / MPT Finance Corp | 934.26 k | 1.29 mm principal | 0.14 | Debt | Long | USA |
RFMSI Series 2007-S9 Trust | 924.81 k | 1.63 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2017-GS7 | 923.39 k | 1.00 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
PAG Penske Automotive Group Inc | 914.12 k | 942.00 k principal | 0.14 | Debt | Long | USA |
PURCHASED JPY / SOLD USD
MORGAN STANLEY & CO. LLC
|
903.26 k | 1.00 contracts | 0.14 | DFE | N/A | Japan |
Freddie Mac REMICS | 899.78 k | 8.33 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2020-DNA6 | 894.89 k | 882.83 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Ultimate Software Group Inc (The) Term Loan B | 887.11 k | 885.69 k principal | 0.13 | Loan | Long | USA |
Tikehau US CLO I Ltd | 883.35 k | 1.00 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BANK 2021-BNK38 | 873.57 k | 1.05 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
CCO Holdings LLC / CCO Holdings Capital Corp | 863.58 k | 875.00 k principal | 0.13 | Debt | Long | USA |