0001752724-24-086955.txt : 20240423
0001752724-24-086955.hdr.sgml : 20240423
20240423135438
ACCESSION NUMBER: 0001752724-24-086955
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240423
DATE AS OF CHANGE: 20240423
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PGIM ETF TRUST
CENTRAL INDEX KEY: 0001727074
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23324
FILM NUMBER: 24863838
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 6TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 802-5032
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 6TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
0001727074
S000080946
PGIM Short Duration Multi-Sector Bond ETF
C000243575
PGIM Short Duration Multi-Sector Bond ETF
PSDM
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001727074
XXXXXXXX
S000080946
C000243575
PGIM ETF Trust
811-23324
0001727074
549300OXS91LYTDQF355
655 Broad Street
Newark
07102-4077
1-800-225-1852
PGIM Short Duration Multi-Sector Bond ETF
S000080946
5493000IJ6SBQ4F1ZB28
2024-08-31
2024-02-29
N
37772373.29
2362067.45
35410305.84
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
650000.00000000
1220271.06000000
0.00000000
3206.00000000
EUR
USD
N
PGIM Short Duration Multisector ETF ExDerivatives
N/A
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CAN4
84595.03000000
PA
USD
75239.65000000
0.212479525988
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137TAP0
50000.00000000
PA
USD
48937.50000000
0.138201291514
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696CA5
60000.00000000
PA
USD
59446.22000000
0.167878301499
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
25000.00000000
PA
USD
24579.48000000
0.069413351330
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
25000.00000000
PA
USD
15723.12000000
0.044402666475
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
871.18000000
0.002460244212
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-154963.00000000
GBP
196521.44000000
USD
2024-04-02
871.18000000
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACM7
80000.00000000
PA
USD
80860.44000000
0.228352842715
Long
DBT
CORP
US
N
2
2026-09-21
Fixed
5.95000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
30000.00000000
PA
USD
28176.60000000
0.079571749894
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040636
250000.00000000
PA
USD
229993.78000000
0.649510854380
Long
ABS-MBS
USGSE
US
N
2
2054-03-15
Fixed
4.00000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAA2
200000.00000000
PA
USD
192308.00000000
0.543084832051
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAU9
25000.00000000
PA
USD
23307.90000000
0.065822362860
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.62500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131TAN4
250000.00000000
PA
USD
250335.15000000
0.706955627921
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.61560000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
140000.00000000
PA
USD
127255.03000000
0.359372863298
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
100000.00000000
PA
112735.07000000
0.318367964708
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
11.00000000
N
N
N
N
N
N
CENT Trust 2023-CITY
N/A
CENT Trust 2023-CITY
12516WAA9
50000.00000000
PA
USD
50249.89000000
0.141907528918
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
7.93764000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
115000.00000000
PA
USD
110242.61000000
0.311329166424
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJQ4
110000.00000000
PA
USD
109379.77000000
0.308892474677
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.38400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-COR1 Mortgage Trust
12594MBC1
250000.00000000
PA
USD
232475.23000000
0.656518560021
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
3.09100000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
80000.00000000
PA
USD
78115.91000000
0.220602189523
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBS8
130000.00000000
PA
USD
130688.46000000
0.369068995310
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BT1
20000.00000000
PA
USD
20534.10000000
0.057989050116
Long
DBT
CORP
US
N
2
2027-10-20
Fixed
6.61500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
1.00000000
NC
USD
303.31000000
0.000856558543
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
110134.19000000
USD
303.31000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
720000.00000000
PA
USD
659700.00000000
1.863016950434
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
AGL CLO 14, LTD.
N/A
AGL CLO 14 Ltd
00851WAA7
250000.00000000
PA
USD
250172.15000000
0.706495309954
Long
ABS-CBDO
CORP
KY
N
2
2034-12-02
Floating
6.72942000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AF4
75000.00000000
PA
USD
65085.26000000
0.183803156894
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
25000.00000000
PA
USD
24640.22000000
0.069584883314
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-1859.32000000
-0.00525078774
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-248071.00000000
EUR
266301.09000000
USD
2024-03-04
-1859.32000000
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
75000.00000000
PA
USD
73293.00000000
0.206982115125
Long
DBT
CORP
N/A
Y
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
50000.00000000
PA
USD
46562.82000000
0.131495108261
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
100000.00000000
PA
110392.98000000
0.311753816809
Long
DBT
NUSS
RO
N
2
2026-09-27
Fixed
5.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
50000.00000000
PA
USD
45988.50000000
0.129873207556
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PF2
190000.00000000
PA
USD
188068.03000000
0.531111001553
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
5.17400000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
75000.00000000
PA
USD
75082.14000000
0.212034711982
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3J0
90000.00000000
PA
USD
89224.14000000
0.251972237695
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.19800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0UG5
219102.25000000
PA
USD
199990.36000000
0.564780097928
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVIII Ltd
55821KAC0
290000.00000000
PA
USD
290435.00000000
0.820199072304
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
6.69814000
N
N
N
N
N
N
PPM Clo, Ltd.
N/A
PPM CLO 5 Ltd
69356TAA9
250000.00000000
PA
USD
250255.05000000
0.706729422588
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
6.75952000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
50000.00000000
PA
USD
49012.10000000
0.138411964645
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
50000.00000000
PA
USD
47948.23000000
0.135407556818
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
315000.00000000
PA
USD
313217.10000000
0.884536556716
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20200000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
25000.00000000
PA
USD
24994.12000000
0.070584309869
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
95267.17000000
0.269037975640
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAF2
250000.00000000
PA
USD
243831.38000000
0.688588743349
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EF21
257494.26000000
PA
USD
243811.30000000
0.688532036694
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Romark CLO Ltd
N/A
Romark WM-R Ltd
77587AAC0
212651.79000000
PA
USD
213077.09000000
0.601737502530
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.60942000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAL7
150000.00000000
PA
USD
151131.80000000
0.426801735864
Long
DBT
CORP
NO
N
2
2028-06-13
Fixed
5.60000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Three-Month SOFR
000000000
2.00000000
NC
USD
168.89000000
0.000476951542
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2024-06-18
473256.11000000
USD
168.89000000
N
N
N
SEALED AIR/SEALED AIR US
N/A
Sealed Air Corp/Sealed Air Corp US
812127AA6
25000.00000000
PA
USD
24947.43000000
0.070452455600
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
LCM Ltd Partnership
54930038DJKYPKSVRB29
LCM 34 Ltd
50203CAA1
250000.00000000
PA
USD
250313.40000000
0.706894205125
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.74942000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
25000.00000000
PA
USD
23256.36000000
0.065676812013
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DL0
65000.00000000
PA
USD
65987.69000000
0.186351652251
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
6.33800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
186790.89000000
PA
USD
147440.75000000
0.416378075541
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
100000.00000000
PA
103692.02000000
0.292830060459
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
25000.00000000
PA
USD
24069.55000000
0.067973290343
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
25000.00000000
PA
USD
25020.70000000
0.070659372762
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
125000.00000000
PA
USD
124300.79000000
0.351029981389
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAP2
35000.00000000
PA
USD
35299.81000000
0.099687955702
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR REMIC Trust 2020-DNA2
35564KDB2
85845.56000000
PA
USD
87605.66000000
0.247401590926
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
7.62165000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
894.53000000
0.002526185467
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-245258.00000000
EUR
266338.71000000
USD
2024-04-02
894.53000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - EUR
000000000
1.00000000
NC
USD
-2838.64000000
-0.00801642327
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-1283251.59000000
USD
1184490.00000000
EUR
2024-03-04
-2838.64000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSJ2
182355.04000000
PA
USD
151140.17000000
0.426825373050
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Barrow Hanley CLO LTD
N/A
Barrow Hanley CLO II Ltd
06875RAA7
250000.00000000
PA
USD
251037.78000000
0.708939880763
Long
ABS-CBDO
CORP
KY
N
2
2035-10-20
Floating
7.38862000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0VA7
480235.71000000
PA
USD
439136.60000000
1.240137834403
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Signal Peak CLO, LLC
N/A
Signal Peak CLO 8 Ltd
56845NAA8
250000.00000000
PA
USD
250120.60000000
0.706349730866
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
6.84942000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2020-1 Ltd
67402FAJ8
250000.00000000
PA
USD
250472.75000000
0.707344215358
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.72560000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
70000.00000000
PA
USD
67667.13000000
0.191094452292
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC84
107578.65000000
PA
USD
92096.43000000
0.260083689805
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
-2.00000000
NC
USD
-3737.44000000
-0.01055466738
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-252012.56000000
USD
-3737.44000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-841.14000000
-0.00237541015
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-09-25
28.42000000
USD
0.00000000
USD
180000.00000000
USD
-869.56000000
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
75000.00000000
PA
USD
73925.00000000
0.208766906261
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAK7
60000.00000000
PA
USD
59663.51000000
0.168491936414
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.50000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
50000.00000000
PA
USD
45088.94000000
0.127332817185
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2019-2R
69345WAA6
49733.99000000
PA
USD
49759.91000000
0.140523807461
Long
ABS-MBS
CORP
US
N
2
2025-05-30
Floating
9.19300000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
65000.00000000
PA
USD
64467.63000000
0.182058947164
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
-44.00000000
NC
USD
-2913.39000000
-0.00822752001
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
-4700961.61000000
USD
-2913.39000000
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AU7
100000.00000000
PA
USD
97700.03000000
0.275908461343
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
BlueMountain EUR CLO
635400IYPG2G6NM3OV52
BlueMountain Fuji Eur CLO V DAC
000000000
250000.00000000
PA
265878.64000000
0.750851012700
Long
ABS-CBDO
CORP
IE
N
2
2033-01-15
Floating
5.49200000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
SOUND POINT CLO XXII LTD
83611KAL6
250000.00000000
PA
USD
250157.40000000
0.706453655414
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.65942000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
50000.00000000
PA
USD
49817.96000000
0.140687742786
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
25000.00000000
PA
USD
23599.18000000
0.066644948243
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CH1
70000.00000000
PA
USD
70162.97000000
0.198142795820
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
25000.00000000
PA
USD
24933.55000000
0.070413257972
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM IX Ltd
67109KBC7
233582.07000000
PA
USD
233582.07000000
0.659644316700
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.67942000
N
N
N
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 2021-16 Ltd
40440XAA9
250000.00000000
PA
USD
250002.50000000
0.706016212143
Long
ABS-CBDO
CORP
KY
N
2
2035-01-23
Floating
6.71741000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABL6
250000.00000000
PA
USD
240682.88000000
0.679697264088
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.80900000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAA1
25000.00000000
PA
USD
25128.70000000
0.070964368716
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.50000000
N
N
N
N
N
N
JACOBS ENGINEERING GROUP
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814AB3
65000.00000000
PA
USD
66942.68000000
0.189048578971
Long
DBT
CORP
US
N
2
2028-08-18
Fixed
6.35000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
25000.00000000
PA
USD
25197.50000000
0.071158662435
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
300000.00000000
PA
USD
301243.40000000
0.850722389581
Long
DBT
CORP
US
N
2
2029-07-20
Fixed
5.44900000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2024-1R
73015AAA5
400000.00000000
PA
USD
400000.00000000
1.129614643283
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Floating
8.81000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
250000.00000000
PA
USD
251740.44000000
0.710924218326
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57400000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BQ7
85000.00000000
PA
USD
85109.48000000
0.240352287225
Long
DBT
CORP
US
N
2
2026-06-12
Fixed
5.81200000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2024-V5 Mortgage Trust
08163XAY9
100000.00000000
PA
USD
102709.67000000
0.290055868096
Long
ABS-MBS
CORP
US
N
2
2057-01-10
Fixed
5.80530000
N
N
N
N
N
N
BRINK'S CO/THE
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696AA2
25000.00000000
PA
USD
23611.06000000
0.066678497798
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
103186.20000000
0.291401606261
Long
DBT
CORP
MX
N
2
2025-11-24
Fixed
3.62500000
N
N
N
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AW7
80000.00000000
PA
USD
78566.97000000
0.221875999475
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.98200000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BF1
50000.00000000
PA
USD
49399.27000000
0.139505346898
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.84100000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-973.63000000
-0.00274956676
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-08-31
0.00000000
USD
0.00000000
USD
4305000.00000000
USD
-973.63000000
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEQ5
15000.00000000
PA
USD
15016.85000000
0.042408134139
Long
DBT
CORP
US
N
2
2027-05-08
Fixed
5.40000000
N
N
N
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
Bellis Finco PLC
000000000
100000.00000000
PA
113955.42000000
0.321814277783
Long
DBT
CORP
GB
N
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
25000.00000000
PA
USD
26080.41000000
0.073652032597
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Trinitas CLO Ltd
5493007IXHTJ7TQMIW41
Trinitas Clo XX Ltd
89640EAA6
250000.00000000
PA
USD
250277.98000000
0.706794177748
Long
ABS-CBDO
CORP
BM
N
2
2035-07-20
Floating
6.84781000
N
N
N
N
N
N
Park Avenue Institutional Advi
549300ZWX1MRCB6KO574
Park Avenue Institutional Advisers CLO Ltd 2017-1
70017KAL3
250000.00000000
PA
USD
250215.83000000
0.706618663873
Long
ABS-CBDO
CORP
KY
N
2
2034-02-14
Floating
6.80814000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MAF4
100000.00000000
PA
USD
112740.66000000
0.318383751073
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
12.12131000
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AM9
25000.00000000
PA
USD
25637.59000000
0.072401492706
Long
DBT
CORP
US
N
2
2028-12-12
Fixed
7.20000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
20000.00000000
PA
USD
20538.08000000
0.058000289782
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.33900000
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
110000.00000000
PA
USD
107268.80000000
0.302931018118
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAY8
40000.00000000
PA
USD
39765.74000000
0.112299905512
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AC4
25000.00000000
PA
USD
21842.57000000
0.061684217297
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BOBL
000000000
-3.00000000
NC
3418.62000000
0.009654308029
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2024-03-07
-380250.57000000
USD
3418.62000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFS7
72898.14000000
PA
USD
72275.64000000
0.204109053241
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493008M7D1YIDOH2C69
Anchorage Capital Clo 16 Ltd
03330WAJ3
250000.00000000
PA
USD
250284.43000000
0.706812392784
Long
ABS-CBDO
CORP
KY
N
2
2035-01-19
Floating
6.77118000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDB8
40000.00000000
PA
USD
41469.44000000
0.117111216681
Long
DBT
CORP
US
N
2
2027-10-29
Fixed
7.14900000
N
N
N
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
400000.00000000
PA
USD
397576.00000000
1.122769178544
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
-1.00000000
NC
760.85000000
0.002148668253
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2024-03-07
-114407.04000000
USD
760.85000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
2340000.00000000
PA
USD
2219800.78000000
6.268798665648
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CURRENCY CONTRACT - GBP
000000000
1.00000000
NC
USD
-869.81000000
-0.00245637528
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-196484.56000000
USD
154963.00000000
GBP
2024-03-04
-869.81000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJS1
550000.00000000
PA
USD
545746.10000000
1.541206965186
Long
DBT
UST
US
N
2
2025-12-31
Fixed
4.25000000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AD2
25000.00000000
PA
USD
23772.06000000
0.067133167692
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
25000.00000000
PA
USD
24711.91000000
0.069787338498
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HW6
125000.00000000
PA
USD
124141.11000000
0.350579039223
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.90000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBB6
90000.00000000
PA
USD
87755.94000000
0.247825987147
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.80000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
11000.00000000
PA
USD
10965.80000000
0.030967820638
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109DE8
130000.00000000
PA
USD
128833.68000000
0.363831028690
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
90000.00000000
PA
USD
75918.92000000
0.214397809335
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
115000.00000000
PA
USD
101662.74000000
0.287099299450
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDU7
500000.00000000
PA
USD
501354.07000000
1.415842247354
Long
DBT
CORP
US
N
2
2029-07-24
Fixed
5.29900000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
25000.00000000
PA
USD
24375.00000000
0.068835892325
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Trinitas2) 33/64Euro2) 33/64CL
635400LWFWL9KRF4UY56
Trinitas Euro CLO VI DAC
000000000
250000.00000000
PA
270685.21000000
0.764424942340
Long
ABS-CBDO
CORP
IE
N
2
2037-04-15
Floating
0.01000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAN7
150000.00000000
PA
USD
153825.29000000
0.434408250228
Long
DBT
CORP
DE
N
2
2027-07-13
Fixed
7.14600000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK46
06541DBB9
200000.00000000
PA
USD
209050.58000000
0.590366490887
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
6.72451000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECF0
200000.00000000
PA
USD
200353.12000000
0.565804545448
Long
DBT
CORP
GB
N
2
2027-05-09
Fixed
5.82900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEY5
82323.45000000
PA
USD
81686.03000000
0.230684339099
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
109000.00000000
PA
USD
109000.00000000
0.307819990294
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMUF1
258377.10000000
PA
USD
229490.79000000
0.648090392206
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BU7
75000.00000000
PA
USD
75400.23000000
0.212933009787
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
25000.00000000
PA
USD
23787.01000000
0.067175387039
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
50000.00000000
PA
USD
50002.43000000
0.141208692819
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B33 Mortgage Trust
08163PBC3
357946.65000000
PA
USD
341084.50000000
0.963235114492
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Fixed
2.30580000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AQ5
75000.00000000
PA
USD
75897.97000000
0.214338645768
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
5.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBM7
71952.08000000
PA
USD
71779.31000000
0.202707399151
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
2.97100000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
30000.00000000
PA
USD
29562.00000000
0.083484170211
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAB8
90000.00000000
PA
USD
90791.44000000
0.256398350271
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F050643
250000.00000000
PA
USD
242470.83000000
0.684746500342
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAT0
164839.32000000
PA
USD
164369.20000000
0.464184638061
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Fixed
3.58700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C56
95002RAS7
97812.71000000
PA
USD
97320.91000000
0.274837812584
Long
ABS-MBS
CORP
US
N
2
2053-06-15
Fixed
1.34100000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
50000.00000000
PA
USD
49250.10000000
0.139084085357
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Northwoods Capital Ltd
N/A
Northwoods Capital 22 Ltd
66858HAY2
250000.00000000
PA
USD
250087.00000000
0.706254843236
Long
ABS-CBDO
CORP
KY
N
2
2037-03-16
Floating
0.01000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR4
48128YAW1
250000.00000000
PA
USD
225029.48000000
0.635491489446
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
4.02910000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
25000.00000000
PA
USD
23251.61000000
0.065663397839
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.41.V1
000000000
1.00000000
NC
USD
67630.43000000
0.190990810148
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.41.V1
Y
Default Event
2028-12-20
53341.36000000
USD
0.00000000
USD
-920700.00000000
USD
14289.07000000
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BS2
75000.00000000
PA
USD
73738.71000000
0.208240816482
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.70000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AS8
25000.00000000
PA
USD
23906.51000000
0.067512859414
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGG0
2155000.00000000
PA
USD
2136227.92000000
6.032785849555
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.12500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAN2
125000.00000000
PA
USD
126212.07000000
0.356427506077
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.04700000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust 2017-B1
17326CAY0
241911.72000000
PA
USD
225536.72000000
0.636923953775
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.19700000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
25000.00000000
PA
USD
24779.42000000
0.069977989210
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
-1.00000000
NC
255.81000000
0.000722416804
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Short
UNITED KINGDOM GILT
United Kingdom Gilt
2024-06-26
-124074.85000000
USD
255.81000000
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
25000.00000000
PA
USD
23184.50000000
0.065473876742
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
160000.00000000
PA
USD
151428.71000000
0.427640220573
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
50000.00000000
PA
USD
48472.56000000
0.136888283933
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300VZ0HS3D307K776
CARLYLE US CLO 2017-1 Ltd
14314BAL1
200309.76000000
PA
USD
200938.81000000
0.567458555449
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.57942000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109CF9
160000.00000000
PA
USD
156591.11000000
0.442219027159
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
(PIPA070) PGIM Core Government Money Market Fund
N/A
(PIPA070) PGIM Core Government Money Market Fund
000000000
582426.60000000
NS
USD
582426.60000000
1.644794039994
Long
STIV
RF
US
N
1
N
N
N
Babson Euro CLO B.V.
549300EGZCEL8MUE5F06
Barings Euro CLO 2019-1 DAC
000000000
250000.00000000
PA
266617.45000000
0.752937439187
Long
ABS-CBDO
CORP
IE
N
2
2036-04-15
Floating
4.90200000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C6 MORTGAGE TRUST
055985AB1
200000.00000000
PA
USD
210964.84000000
0.595772431204
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
6.64346800
N
N
N
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners CLO Ltd
08182DAC8
250000.00000000
PA
USD
250266.58000000
0.706761983731
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.76942000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CR6
55000.00000000
PA
USD
55422.71000000
0.156515761966
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.45000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
7000.00000000
PA
USD
6969.82000000
0.019683026832
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
AlbaCore Euro CLO
549300WN8XXHR94EX575
AlbaCore EURO CLO II DAC
000000000
250000.00000000
PA
265980.32000000
0.751138160742
Long
ABS-CBDO
CORP
IE
N
2
2034-06-15
Floating
4.75500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
150000.00000000
PA
USD
140848.19000000
0.397760444759
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAF6
25000.00000000
PA
USD
24510.60000000
0.069218831689
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
01309QAA6
25000.00000000
PA
USD
25158.60000000
0.071048807411
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
25000.00000000
PA
USD
22833.58000000
0.064482865816
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Three-Month SOFR
000000000
11.00000000
NC
USD
958.92000000
0.002708025184
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2024-03-19
2601847.33000000
USD
958.92000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
6898.00000000
0.019480204523
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-08-31
0.00000000
USD
0.00000000
USD
2220000.00000000
USD
6898.00000000
N
N
N
EMPIRE COMMUNITIES CORP
549300JM1L6KK2QFP273
Empire Communities Corp
29163VAC7
50000.00000000
PA
USD
49500.00000000
0.139789812106
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C6 MORTGAGE TRUST
055985AH8
6200000.00000000
PA
USD
96107.44000000
0.271410928881
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.15300600
N
N
N
N
N
N
Venture CDO Ltd
549300AZL7IWJJ04HD37
Venture 36 Clo Ltd
92332LAU3
250000.00000000
PA
USD
250389.43000000
0.707108916628
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.70942000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
50000.00000000
PA
USD
48687.50000000
0.137495282362
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
100000.00000000
PA
109176.36000000
0.308318037390
Long
DBT
CORP
GB
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
Allegro CLO Ltd
N/A
Allegro CLO X Ltd
01750FAJ5
250000.00000000
PA
USD
250250.00000000
0.706715161204
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.72942000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
61764RBF4
300000.00000000
PA
USD
293022.48000000
0.827506210547
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.24900000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAD1
75000.00000000
PA
USD
75135.37000000
0.212185035451
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.69900000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AJ5
25000.00000000
PA
USD
23729.17000000
0.067012044762
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE82
141646.53000000
PA
USD
140443.25000000
0.396616879375
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-5.00000000
NC
USD
-3366.28000000
-0.00950649795
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-567493.10000000
USD
-3366.28000000
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-5C1 Mortgage Trust
055986AC7
150000.00000000
PA
USD
156998.33000000
0.443369031347
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
6.53400000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233WBM0
80000.00000000
PA
USD
81556.07000000
0.230317327301
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
5.87500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C4
90276RBD9
273308.22000000
PA
USD
255520.97000000
0.721600573444
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.30100000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
195000.00000000
PA
USD
188919.45000000
0.533515442802
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
2549000TWLB57V29ZR37
Mountain View CLO XVII Ltd
62431QAC5
250000.00000000
PA
USD
251378.50000000
0.709902086516
Long
ABS-CBDO
CORP
KY
N
2
2036-09-14
Floating
8.43037000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXG2
181180.45000000
PA
USD
157116.42000000
0.443702521830
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BJ1
35000.00000000
PA
USD
35619.31000000
0.100590235399
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.65000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
160000.00000000
PA
USD
149249.79000000
0.421486870727
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493005EEKUYF0Q6Z361
GREYWOLF CLO VII Ltd
39809AAA6
250000.00000000
PA
USD
250111.40000000
0.706323749730
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.75781000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2023-HE2
46657FAA3
85324.89000000
PA
USD
85914.99000000
0.242627076953
Long
ABS-O
CORP
US
N
2
2054-03-25
Floating
7.02407000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAS9
40000.00000000
PA
USD
41381.27000000
0.116862221374
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.10000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C92
200000.00000000
PA
USD
206423.09000000
0.582946362939
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
6.80000000
N
N
N
N
N
N
Broad River BSL Funding CLO Lt
5493000KEEYM16WOW109
Broad River Bsl Funding Clo Ltd 2020-1
11124TAJ3
250000.00000000
PA
USD
250080.55000000
0.706236628200
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.74942000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
25000.00000000
PA
USD
24421.88000000
0.068968283161
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
95000.00000000
PA
USD
90504.73000000
0.255588670735
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B15 Mortgage Trust
08160KAD6
300000.00000000
PA
USD
258725.43000000
0.730650085794
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.67300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHL8
3010000.00000000
PA
USD
3000358.61000000
8.473122552391
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Three-Month SOFR
000000000
2.00000000
NC
USD
275.49000000
0.000777993845
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2024-09-17
474174.51000000
USD
275.49000000
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHY3
100000.00000000
PA
USD
100073.30000000
0.282610662704
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
5.36000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
25000.00000000
PA
USD
24898.44000000
0.070314106047
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BC7
10000.00000000
PA
USD
10170.89000000
0.028722965698
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.20800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFH1
248160.99000000
PA
USD
246390.71000000
0.695816384962
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
180000.00000000
PA
USD
166801.36000000
0.471053146938
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BG2
60000.00000000
PA
USD
60370.39000000
0.170488191411
Long
DBT
CORP
US
N
2
2028-08-21
Fixed
5.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEA0
70000.00000000
PA
USD
69626.38000000
0.196627446016
Long
DBT
CORP
US
N
2
2028-01-23
Fixed
5.04000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
77.00000000
NC
USD
-5387.19000000
-0.01521362177
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
15771137.19000000
USD
-5387.19000000
N
N
N
JP Morgan Mortgage Trust
5299007DSRZLE19EYU93
JP Morgan Mortgage Trust 2023-HE3
465985AB5
65000.00000000
PA
USD
65482.21000000
0.184924158226
Long
ABS-O
CORP
US
N
2
2054-05-25
Floating
7.42407000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
25000.00000000
PA
USD
24230.61000000
0.068428129679
Long
DBT
CORP
US
Y
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
75000.00000000
PA
USD
68472.75000000
0.193369552664
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2818.04000000
0.007958248123
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-1184490.00000000
EUR
1284798.54000000
USD
2024-04-02
2818.04000000
N
N
N
Bain Capital Credit CLO, Limit
549300WZ8E2KQS66KT95
Bain Capital Credit CLO 2019-2
05682LAJ6
250000.00000000
PA
USD
250571.70000000
0.707623653780
Long
ABS-CBDO
CORP
KY
N
2
2032-10-17
Floating
6.67814000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R01
207932AA2
83881.92000000
PA
USD
85910.28000000
0.242613775741
Long
ABS-MBS
CORP
US
N
2
2042-12-25
Floating
7.72131000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AF1
130000.00000000
PA
USD
127086.96000000
0.358898227465
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.65000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
4179.72000000
0.011803682292
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-936419.00000000
EUR
1016432.26000000
USD
2024-03-04
4179.72000000
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CG0
80000.00000000
PA
USD
76111.26000000
0.214940984536
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.35000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1270.39000000
0.003587627866
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-154963.00000000
GBP
196885.14000000
USD
2024-03-04
1270.39000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
1600000.00000000
PA
USD
1490562.50000000
4.209403066821
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2W3
200000.00000000
PA
USD
198986.42000000
0.561944934616
Long
DBT
CORP
FR
N
2
2030-05-20
Fixed
5.49700000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
25000.00000000
PA
USD
24062.50000000
0.067953380885
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZW5
198836.05000000
PA
USD
164221.89000000
0.463768629229
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
26000.00000000
PA
USD
23306.40000000
0.065818126805
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DG1
150000.00000000
PA
USD
147401.49000000
0.416267203864
Long
DBT
CORP
US
N
2
2029-02-13
Fixed
4.87500000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AG1
25000.00000000
PA
USD
24219.75000000
0.068397460641
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEJ8
20000.00000000
PA
USD
16734.07000000
0.047257626284
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YCK6
100000.00000000
PA
USD
103908.36000000
0.293441012538
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
8.42165000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
-3.00000000
NC
USD
-3870.51000000
-0.01093046193
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-353879.49000000
USD
-3870.51000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
70000.00000000
PA
USD
65872.24000000
0.186025617224
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
NORDSON CORP
14OS6Q5N55N95WM84M53
Nordson Corp
655663AA0
10000.00000000
PA
USD
10160.45000000
0.028693482755
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.60000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc
69527AAA4
25000.00000000
PA
USD
23278.65000000
0.065739759789
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
50000.00000000
PA
USD
47257.36000000
0.133456514647
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BM4
30000.00000000
PA
USD
30126.43000000
0.085078141194
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ84
68174.34000000
PA
USD
67595.19000000
0.190891291098
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAM2
180000.00000000
PA
USD
180981.71000000
0.511098974456
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
5.79800000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2023-5C23
05493QAB1
200000.00000000
PA
USD
211642.68000000
0.597686676179
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
6.67500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400JA2
100000.00000000
PA
USD
99483.72000000
0.280945667200
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
25000.00000000
PA
USD
24138.35000000
0.068167584061
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAA4
15000.00000000
PA
USD
15278.19000000
0.043146167867
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.92700000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
100000.00000000
PA
USD
102083.44000000
0.288287371651
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
7.72165000
N
N
N
N
N
N
2024-04-22
PGIM ETF Trust
Christian J. Kelly
Christian J. Kelly
Chief Financial Officer