Fund profile
Tickers
GHVIX, GMOZX
Fund manager
Total assets
$168.47 mm
Liabilities
$2.17 mm
Net assets
$166.30 mm
Number of holdings
103.00
103 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
NOMURA REPO | 65.00 mm | 65.00 mm principal | 39.09 | Repurchase agreement | Long | USA |
Japan Treasury Discount Bill | 25.30 mm | 3.75 bn principal | 15.21 | Short-term investment vehicle | Long | Japan |
United States Treasury Floating Rate Note | 15.57 mm | 15.58 mm principal | 9.36 | Debt | Long | USA |
United States Treasury Floating Rate Note | 15.36 mm | 15.37 mm principal | 9.24 | Debt | Long | USA |
Japan Treasury Discount Bill | 10.32 mm | 1.53 bn principal | 6.21 | Short-term investment vehicle | Long | Japan |
United States Treasury Floating Rate Note | 9.54 mm | 9.53 mm principal | 5.73 | Debt | Long | USA |
United States Treasury Floating Rate Note | 5.20 mm | 5.20 mm principal | 3.13 | Debt | Long | USA |
State Street Institutional Treasury Money Market Fund | 2.27 mm | 2.27 mm shares | 1.37 | Short-term investment vehicle | Long | USA |
SWAP/CDSWAP/ICE: (CDX.NA.HY.41.V1) | 1.54 mm | 31.51 mm other units | 0.93 | Credit derivative | N/A | USA |
TRSWAP: IBOXHY INDEX
Morgan Stanley Capital Services LLC
|
1.31 mm | 68.84 mm other units | 0.79 | Equity derivative | N/A | USA |
TRSWAP: IBOXHY INDEX
Barclays Capital, Inc.
|
297.16 k | 18.46 mm other units | 0.18 | Equity derivative | N/A | USA |
Seagate HDD Cayman | 229.27 k | 250.00 k principal | 0.14 | Debt | Long | Cayman Islands |
STWD Starwood Property Trust Inc | 228.75 k | 250.00 k principal | 0.14 | Debt | Long | USA |
Sunoco LP / Sunoco Finance Corp | 227.86 k | 250.00 k principal | 0.14 | Debt | Long | USA |
TGNA TEGNA Inc | 227.36 k | 250.00 k principal | 0.14 | Debt | Long | USA |
Novelis Corp | 226.96 k | 250.00 k principal | 0.14 | Debt | Long | USA |
CCL Carnival Corp. - Ordinary Shares (Paired Stock) | 226.47 k | 250.00 k principal | 0.14 | Debt | Long | Panama |
LYV Live Nation Entertainment Inc | 226.13 k | 250.00 k principal | 0.14 | Debt | Long | USA |
CTR Partnership LP / CareTrust Capital Corp | 226.13 k | 250.00 k principal | 0.14 | Debt | Long | USA |
Hilton Domestic Operating Co Inc | 224.51 k | 250.00 k principal | 0.14 | Debt | Long | USA |
DTM DT Midstream Inc | 224.44 k | 250.00 k principal | 0.13 | Debt | Long | USA |
OneMain Finance Corp | 223.39 k | 250.00 k principal | 0.13 | Debt | Long | USA |
IT Gartner, Inc. | 223.38 k | 250.00 k principal | 0.13 | Debt | Long | USA |
SIRI Sirius XM Holdings Inc | 223.37 k | 250.00 k principal | 0.13 | Debt | Long | USA |
Parkland Corp | 223.13 k | 250.00 k principal | 0.13 | Debt | Long | Canada |
Lamar Media Corp | 222.89 k | 250.00 k principal | 0.13 | Debt | Long | USA |
TFCF Twenty-First Century Fox Inc | 221.16 k | 250.00 k principal | 0.13 | Debt | Long | USA |
USM United States Cellular Corporation | 220.57 k | 225.00 k principal | 0.13 | Debt | Long | USA |
SRCL Stericycle Inc. | 220.44 k | 250.00 k principal | 0.13 | Debt | Long | USA |
HWM Howmet Aerospace Inc | 220.31 k | 250.00 k principal | 0.13 | Debt | Long | USA |
CRWD Crowdstrike Holdings Inc - Ordinary Shares | 219.50 k | 250.00 k principal | 0.13 | Debt | Long | USA |
Videotron Ltd | 219.41 k | 250.00 k principal | 0.13 | Debt | Long | Canada |
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp | 217.66 k | 250.00 k principal | 0.13 | Debt | Long | USA |
TNET TriNet Group Inc | 217.50 k | 250.00 k principal | 0.13 | Debt | Long | USA |
TPX Tempur Sealy International Inc | 216.39 k | 250.00 k principal | 0.13 | Debt | Long | USA |
Virgin Media Secured Finance PLC | 214.54 k | 250.00 k principal | 0.13 | Debt | Long | UK |
HHH Howard Hughes Corporation | 214.38 k | 250.00 k principal | 0.13 | Debt | Long | USA |
CENT Central Garden & Pet Co. | 214.18 k | 250.00 k principal | 0.13 | Debt | Long | USA |
BLD TopBuild Corp | 213.64 k | 250.00 k principal | 0.13 | Debt | Long | USA |
SAH Sonic Automotive, Inc. - Ordinary Shares | 210.33 k | 250.00 k principal | 0.13 | Debt | Long | USA |
CCO Holdings LLC / CCO Holdings Capital Corp | 210.00 k | 250.00 k principal | 0.13 | Debt | Long | USA |
EQM Midstream Partners, LP | 206.38 k | 200.00 k principal | 0.12 | Debt | Long | USA |
NRG NRG Energy Inc. | 204.41 k | 250.00 k principal | 0.12 | Debt | Long | USA |
XPO Inc | 202.16 k | 200.00 k principal | 0.12 | Debt | Long | USA |
KALU Kaiser Aluminum Corp | 201.81 k | 250.00 k principal | 0.12 | Debt | Long | USA |
NMIH NMI Holdings Inc - Ordinary Shares | 201.13 k | 200.00 k principal | 0.12 | Debt | Long | USA |
PBF Holding Co LLC / PBF Finance Corp | 200.00 k | 200.00 k principal | 0.12 | Debt | Long | USA |
BECN Beacon Roofing Supply Inc - Ordinary Shares | 199.78 k | 200.00 k principal | 0.12 | Debt | Long | USA |
RNG RingCentral Inc. - Ordinary Shares | 199.24 k | 200.00 k principal | 0.12 | Debt | Long | USA |
FTRE Fortrea Holdings Inc | 198.00 k | 200.00 k principal | 0.12 | Debt | Long | USA |
Rolls-Royce PLC | 197.64 k | 200.00 k principal | 0.12 | Debt | Long | UK |
Hess Midstream Operations LP | 197.50 k | 200.00 k principal | 0.12 | Debt | Long | USA |
BLDR Builders Firstsource Inc | 196.79 k | 200.00 k principal | 0.12 | Debt | Long | USA |
Antero Midstream Partners LP / Antero Midstream Finance Corp | 195.69 k | 200.00 k principal | 0.12 | Debt | Long | USA |
Iron Mountain Information Management Services Inc | 195.41 k | 225.00 k principal | 0.12 | Debt | Long | USA |
NuStar Logistics LP | 195.00 k | 200.00 k principal | 0.12 | Debt | Long | USA |
PURCHASED USD / SOLD JPY
State Street Bank & Trust Co.
|
194.71 k | 1.00 contracts | 0.12 | DFE | N/A | USA |
Taylor Morrison Communities Inc | 194.62 k | 200.00 k principal | 0.12 | Debt | Long | USA |
ENLK EnLink Midstream Partners LP | 194.62 k | 200.00 k principal | 0.12 | Debt | Long | USA |
ENLC EnLink Midstream, LLC | 194.05 k | 200.00 k principal | 0.12 | Debt | Long | USA |
NFE New Fortress Energy Inc - Ordinary Shares | 193.84 k | 200.00 k principal | 0.12 | Debt | Long | USA |
WDC Western Digital Corp. | 192.95 k | 200.00 k principal | 0.12 | Debt | Long | USA |
FMG Resources August 2006 Pty Ltd | 192.28 k | 200.00 k principal | 0.12 | Debt | Long | Australia |
Murphy Oil USA Inc | 190.94 k | 225.00 k principal | 0.11 | Debt | Long | USA |
CNX CNX Resources Corp | 190.72 k | 200.00 k principal | 0.11 | Debt | Long | USA |
Vistra Operations Co LLC | 190.34 k | 200.00 k principal | 0.11 | Debt | Long | USA |
MHO MI Homes Inc. | 190.11 k | 200.00 k principal | 0.11 | Debt | Long | USA |
Crown Americas LLC | 189.18 k | 200.00 k principal | 0.11 | Debt | Long | USA |
Harbour Energy PLC | 188.20 k | 200.00 k principal | 0.11 | Debt | Long | UK |
Fortress Transportation and Infrastructure Investors LLC | 187.82 k | 200.00 k principal | 0.11 | Debt | Long | USA |
Adtalem Global Education Inc | 187.63 k | 200.00 k principal | 0.11 | Debt | Long | USA |
FirstCash Inc | 187.22 k | 200.00 k principal | 0.11 | Debt | Long | USA |
FLR Fluor Corporation | 186.75 k | 200.00 k principal | 0.11 | Debt | Long | USA |
FOR Forestar Group Inc - Ordinary Shares | 186.15 k | 200.00 k principal | 0.11 | Debt | Long | USA |
ASGN ASGN Inc | 186.12 k | 200.00 k principal | 0.11 | Debt | Long | USA |
YUM Yum Brands Inc. | 185.89 k | 200.00 k principal | 0.11 | Debt | Long | USA |
MOG.A Moog, Inc. - Ordinary Shares | 185.59 k | 200.00 k principal | 0.11 | Debt | Long | USA |
Holly Energy Partners LP / Holly Energy Finance Corp | 185.55 k | 200.00 k principal | 0.11 | Debt | Long | USA |
Black Knight InfoServ LLC | 185.50 k | 200.00 k principal | 0.11 | Debt | Long | USA |
WH Wyndham Hotels & Resorts Inc | 184.08 k | 200.00 k principal | 0.11 | Debt | Long | USA |
FICO Fair Isaac Corp. | 183.99 k | 200.00 k principal | 0.11 | Debt | Long | USA |
SCS Steelcase, Inc. - Ordinary Shares | 183.34 k | 200.00 k principal | 0.11 | Debt | Long | USA |
RRC Range Resources Corp | 182.41 k | 200.00 k principal | 0.11 | Debt | Long | USA |
BCC Boise Cascade Co | 182.00 k | 200.00 k principal | 0.11 | Debt | Long | USA |
BWXT BWX Technologies Inc | 180.75 k | 200.00 k principal | 0.11 | Debt | Long | USA |
Directv Financing LLC / Directv Financing Co-Obligor Inc | 179.97 k | 200.00 k principal | 0.11 | Debt | Long | USA |
ACA Arcosa Inc | 178.38 k | 200.00 k principal | 0.11 | Debt | Long | USA |
Cargo Aircraft Management Inc | 175.68 k | 200.00 k principal | 0.11 | Debt | Long | USA |
SBAC SBA Communications Corp - Ordinary Shares | 174.17 k | 200.00 k principal | 0.10 | Debt | Long | USA |
Hughes Satellite Systems Corp | 170.77 k | 200.00 k principal | 0.10 | Debt | Long | USA |
TRSWAP: IBOXHY INDEX
Bank of America NA
|
150.17 k | 4.40 mm other units | 0.09 | Equity derivative | N/A | USA |
AECOM | 145.83 k | 150.00 k principal | 0.09 | Debt | Long | USA |
SWN Southwestern Energy Company | 133.78 k | 150.00 k principal | 0.08 | Debt | Long | USA |
TWLO Twilio Inc - Ordinary Shares | 129.41 k | 150.00 k principal | 0.08 | Debt | Long | USA |
TRSWAP: HYG US EQUITY
Citibank NA
|
113.17 k | 5.86 mm other units | 0.07 | Equity derivative | N/A | USA |
PURCHASED USD / SOLD JPY
Morgan Stanley & Co. International PLC
|
101.01 k | 1.00 contracts | 0.06 | DFE | N/A | USA |
PTC PTC Inc | 91.99 k | 100.00 k principal | 0.06 | Debt | Long | USA |
LW Lamb Weston Holdings Inc | 89.52 k | 100.00 k principal | 0.05 | Debt | Long | USA |
TRSWAP: IBOXHY INDEX
Barclays Capital, Inc.
|
70.55 k | 14.08 mm other units | 0.04 | Equity derivative | N/A | USA |
US 5YR NOTE (CBT) MAR24 | 60.29 k | 107.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
US 10YR NOTE (CBT)MAR24 | 33.36 k | 56.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
US 2YR NOTE (CBT) MAR24 | 16.16 k | 25.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
TRSWAP: IBOXHY INDEX
JPMorgan Chase Bank NA
|
9.20 k | 677.00 k other units | 0.01 | Equity derivative | N/A | USA |