0001752724-22-258686.txt : 20221121
0001752724-22-258686.hdr.sgml : 20221121
20221121142048
ACCESSION NUMBER: 0001752724-22-258686
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221121
DATE AS OF CHANGE: 20221121
PERIOD START: 20220930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL INVESTMENT PORTFOLIOS 8
CENTRAL INDEX KEY: 0000887991
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06677
FILM NUMBER: 221405336
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: DRYDEN INDEX SERIES FUND
DATE OF NAME CHANGE: 20030716
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL INDEX SERIES FUND
DATE OF NAME CHANGE: 19980123
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL DRYDEN FUND
DATE OF NAME CHANGE: 19970620
0000887991
S000065752
PGIM Securitized Credit Fund
C000212600
Class Z
SCFZX
C000212601
Class A
SCFOX
C000212602
Class C
SCFVX
C000212603
Class R6
SCFQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000887991
XXXXXXXX
S000065752
C000212601
C000212600
C000212603
C000212602
Prudential Investment Portfolios 8
811-06677
0000887991
549300VRUTQ35U0X1D46
655 Broad Street
Newark
07102-4077
1-800-225-1852
PGIM Securitized Credit Fund
S000065752
549300GWAUUOGWWFGS88
2022-09-30
2022-09-30
N
71232072.63
984562.86
70247509.77
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
835644.50000000
EUR
GBP
USD
N
PGIM Securitized Credit Fund - ExDerivatives
N/A
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
605000.00000000
PA
USD
486211.84000000
0.692141033314
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GSMS_13-GC10
000000000
1.00000000
NC
USD
17.74000000
0.000025253564
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-0.46000000
USD
15518.00000000
USD
18.20000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
500000.00000000
PA
USD
449512.50000000
0.639898128021
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
TCW Gem Ltd
N/A
TCW CLO 2019-2 Ltd
87242BBA7
1000000.00000000
PA
USD
932963.10000000
1.328108431252
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
4.32730000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
1.00000000
NC
USD
-10845.13000000
-0.01543845473
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
2022-12-20
137251.38000000
USD
-10845.13000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA4
35565XBD1
100000.00000000
PA
USD
103311.65000000
0.147068060260
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
9.08400000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2022-2
68377HAA2
638251.10000000
PA
USD
634424.40000000
0.903127245474
Long
ABS-O
CORP
US
N
2
2029-10-09
Fixed
5.94000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CGMSE_18-2X
000000000
1.00000000
NC
181.65000000
0.000258585678
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-4.42000000
USD
202287.00000000
EUR
186.07000000
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAJ5
150000.00000000
PA
USD
144906.60000000
0.206280052452
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
4.96800000
N
N
N
N
N
N
ICG US CLO Ltd
25490037AMBNS8P47972
ICG US CLO 2015-2R Ltd
44933WAC3
2000000.00000000
PA
USD
1870286.00000000
2.662423203503
Long
ABS-CBDO
CORP
KY
N
2
2033-01-16
Floating
4.54029000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAG3
460578.85740000
PA
USD
89352.30000000
0.127196394993
Long
LON
CORP
US
N
2
2026-08-24
Floating
6.29210000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS UBSBB_13-C6
000000000
1.00000000
NC
USD
92.92000000
0.000132275151
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-2.42000000
USD
81264.00000000
USD
95.34000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GSMS_21-ARDN
000000000
1.00000000
NC
USD
20.11000000
0.000028627349
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-0.52000000
USD
17596.00000000
USD
20.63000000
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAF8
90000.00000000
PA
USD
81256.85000000
0.115672214240
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
5.58069000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-4 Ltd
07876UAB5
399073.81000000
PA
USD
398278.06000000
0.566963955454
Long
ABS-MBS
CORP
BM
N
2
2030-06-25
Floating
6.68400000
N
N
N
N
N
N
TICP CLO Ltd
549300T5OQR4UD880D68
TICP CLO IX Ltd
87249AAA3
1000000.00000000
PA
USD
975792.10000000
1.389077140520
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
3.84986000
N
N
N
N
N
N
European Residential Loan Secu
N/A
LSF11 Boson Investments Sarl Compartment 2
000000000
347784.00000000
PA
320170.35000000
0.455774661690
Long
ABS-O
CORP
LU
N
2
2060-11-25
Floating
2.46800000
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corp
57906HAD9
250000.00000000
PA
USD
227187.50000000
0.323410040788
Long
LON
CORP
US
N
2
2029-03-01
Floating
7.04210000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS FREMF_16-K57
000000000
1.00000000
NC
USD
17.90000000
0.000025481330
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-0.46000000
USD
15648.00000000
USD
18.36000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS BABSE_18-1X
000000000
1.00000000
NC
343.18000000
0.000488529772
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-8.37000000
USD
382159.00000000
EUR
351.55000000
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-2 Ltd
75049GAB5
300000.00000000
PA
USD
281303.88000000
0.400446764477
Long
ABS-MBS
CORP
BM
N
2
2031-11-25
Floating
5.98069000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/GBP FORWARD
000000000
1.00000000
NC
USD
65844.37000000
0.093731963190
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-996470.68000000
GBP
1178548.79000000
USD
2022-10-04
65844.37000000
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2021-1
52607MAD1
500000.00000000
PA
USD
369519.55000000
0.526025123466
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
5.05000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLU1
900000.00000000
PA
USD
804800.34000000
1.145663871409
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
5.68069000
N
N
N
N
N
N
Atlas Static Senior Loan Fund
N/A
Atlas Static Senior Loan Fund I Ltd
04942PAC1
500000.00000000
PA
USD
494848.75000000
0.704436002956
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.90041000
N
N
N
N
N
N
TFS_18-3
N/A
TFS_18-3
000000000
1.00000000
PA
313.62000000
0.000446449989
Long
ABS-MBS
CORP
N/A
N
3
2040-04-16
Fixed
0.00000100
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/GBP FORWARD
000000000
1.00000000
NC
USD
34682.58000000
0.049371970783
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1078021.84000000
USD
996470.68000000
GBP
2022-10-04
34682.58000000
N
N
N
Eagle Re Ltd
254900L82OLW9QTLJ788
Eagle RE 2019-1 Ltd
269822AC6
1000000.00000000
PA
USD
977992.90000000
1.392210062964
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
6.38400000
N
N
N
N
N
N
Last Mile Logistics Pan Euro F
635400NOPX1IKIAX7N90
Last Mile Logistics Pan Euro Finance DAC
000000000
99553.88000000
PA
85142.13000000
0.121203057985
Long
ABS-MBS
CORP
IE
N
2
2033-08-17
Floating
2.23900000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
46654EAQ4
1300000.00000000
PA
USD
1208852.06000000
1.720846851308
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.20800000
N
N
N
N
N
N
MidOcean Credit CLO
549300XSCUX0ONI5KZ96
MidOcean Credit CLO III
59802UAN9
250000.00000000
PA
USD
231017.20000000
0.328861764290
Long
ABS-CBDO
CORP
KY
N
2
2031-04-21
Floating
4.53171000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FORWARD
000000000
1.00000000
NC
USD
23797.48000000
0.033876617232
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1543570.29000000
USD
1598838.95000000
EUR
2022-10-04
23797.48000000
N
N
N
Radnor Re LTD
254900JBDDKUTX6TX151
Radnor RE 2019-1 Ltd
75049SAD5
1000000.00000000
PA
USD
959991.70000000
1.366584670607
Long
ABS-MBS
CORP
BM
N
2
2029-02-25
Floating
7.53400000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAL8
300000.00000000
PA
USD
278497.50000000
0.396451775887
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
5.41896200
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CGMSE_15-1X
000000000
1.00000000
NC
168.40000000
0.000239723800
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-4.09000000
USD
187528.00000000
EUR
172.49000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-HQA3
35564KE47
600000.00000000
PA
USD
562531.56000000
0.800785055358
Long
ABS-MBS
CORP
US
N
2
2042-08-25
Floating
5.83069000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.39.V1
000000000
1.00000000
NC
USD
28117.55000000
0.040026401066
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.39.V1
Y
Default Event
2027-12-20
0.00000000
USD
-13466.61000000
USD
-9155000.00000000
USD
41584.16000000
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2020-2R
69355XAA1
316642.79000000
PA
USD
307062.41000000
0.437115010916
Long
ABS-MBS
CORP
US
N
2
2022-12-25
Floating
6.92814000
N
N
N
N
N
N
Fogo de Chao Inc
549300MOPGNZTXUHVM05
Fogo De Chao Inc
74166RAD7
350000.00000000
PA
USD
328125.00000000
0.467098408291
Long
LON
CORP
US
N
2
2025-04-07
Floating
7.36529000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS FREMF_19-KF70
000000000
1.00000000
NC
USD
377.97000000
0.000538054660
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-9.84000000
USD
330558.00000000
USD
387.81000000
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAL6
1620000.00000000
PA
USD
16856.75000000
0.023996224286
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.49950700
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS MSCR_22-MN4
000000000
1.00000000
NC
USD
194.63000000
0.000277063202
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-5.07000000
USD
170213.00000000
USD
199.70000000
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737RAE0
61463.04230000
PA
USD
60483.44000000
0.086100475587
Long
LON
CORP
US
N
2
2028-08-12
Floating
7.64270000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
270167.06220000
PA
USD
253168.96000000
0.360395636555
Long
LON
CORP
LU
N
2
2029-02-01
Floating
7.29210000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAD9
500000.00000000
PA
USD
460171.35000000
0.655071406099
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
5.40000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-11.00000000
NC
USD
58079.12000000
0.082677834687
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
WI TREASURY N/B
United States Treasury Note/Bond - When Issued
2022-12-20
-1290766.62000000
USD
58079.12000000
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAL0
2353000.00000000
PA
USD
2254118.47000000
3.208823312570
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
5.46800000
N
N
N
N
N
N
DBWF Mortgage Trust
N/A
DBWF 2016-85T Mortgage Trust
23307CAL9
500000.00000000
PA
USD
403983.15000000
0.575085367898
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
3.93503700
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AK5
212500.00000000
PA
USD
203457.74000000
0.289629825549
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.11800000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS BLACK_17-2X
000000000
1.00000000
NC
127.42000000
0.000181387212
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-3.10000000
USD
141883.00000000
EUR
130.52000000
N
N
N
GTT COMMUNICATIONS INC
549300ETSL7K1ZX05H30
GTT Communications Inc
36250LAP9
62089.39380000
PA
USD
44269.74000000
0.063019657415
Long
LON
CORP
US
N
2
2025-05-31
Floating
5.84970000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAJ7
1950000.00000000
PA
USD
1803786.66000000
2.567758865625
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.36800000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YAF9
60000.00000000
PA
USD
55129.22000000
0.078478539923
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
7.53069000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKK4
90000.00000000
PA
USD
77125.03000000
0.109790411435
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
5.63069000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K735 Mortgage Trust
30298FAG9
93743277.85000000
PA
USD
249338.37000000
0.354942646104
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
0.10000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
550000.00000000
PA
USD
516675.33000000
0.735506969131
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAL6
525000.00000000
PA
USD
445668.14000000
0.634425535451
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.28300000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS JPMCC_19-MFP
000000000
1.00000000
NC
USD
298.74000000
0.000425267743
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-7.77000000
USD
261263.00000000
USD
306.51000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS FREMF_19-KF72
000000000
1.00000000
NC
USD
119.74000000
0.000170454440
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-3.12000000
USD
104722.00000000
USD
122.86000000
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAL2
260000.00000000
PA
USD
241720.75000000
0.344098674517
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.44261000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAE8
50096.54470000
PA
USD
47591.72000000
0.067748622201
Long
LON
CORP
US
N
2
2026-05-25
Floating
11.04210000
N
N
N
N
N
N
Independence Plaza Trust
N/A
Independence Plaza Trust 2018-INDP
45378YAS3
100000.00000000
PA
USD
87830.44000000
0.125029969443
Long
ABS-MBS
CORP
US
N
2
2035-07-10
Fixed
4.99600000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TBD0
110000.00000000
PA
USD
100207.16000000
0.142648700755
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
6.28069000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS FREMF_18-KF56
000000000
1.00000000
NC
USD
95.94000000
0.000136574236
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-2.49000000
USD
83905.00000000
USD
98.43000000
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re V Ltd
67401JAB8
47320.37000000
PA
USD
47359.92000000
0.067418646091
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
6.68400000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CGMSE_19-2X
000000000
1.00000000
NC
83.34000000
0.000118637657
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-2.02000000
USD
92807.00000000
EUR
85.36000000
N
N
N
SoFi Alternative Trust
N/A
Sofi Alternative Trust 2019-D
83406DAE7
57628.76000000
PA
USD
53894.18000000
0.076720413544
Long
ABS-O
CORP
US
N
2
2046-01-16
Variable
3.08514000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-1 Ltd
26983BAC5
295000.00000000
PA
USD
293092.74000000
0.417228654737
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
4.98069000
N
N
N
N
N
N
BELLEMEADE RE LT
254900KXN235YISGF415
Bellemeade Re 2019-4 Ltd
07876LAD1
1490000.00000000
PA
USD
1413692.48000000
2.012444974389
Long
ABS-MBS
CORP
BM
N
2
2029-10-25
Floating
5.93400000
N
N
N
N
N
N
Taurus CMBS
635400SG2ZVJCYHITE32
Taurus 2021-1 UK DAC
000000000
248177.20000000
PA
248191.07000000
0.353309420949
Long
ABS-MBS
CORP
IE
N
2
2031-05-17
Floating
4.56077000
N
N
N
N
N
N
Race Point CLO Ltd
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd
74982LAY6
1898819.57000000
PA
USD
1867892.74000000
2.659016306934
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Floating
4.02400000
N
N
N
N
N
N
Radnor Re LTD
549300ED4YNDE7SVU538
Radnor Re 2018-1 Ltd
750496AB7
800000.00000000
PA
USD
793859.12000000
1.130088628905
Long
ABS-MBS
CORP
BM
N
2
2028-03-25
Floating
5.78400000
N
N
N
N
N
N
Laurel Road Prime Student Loan
N/A
Laurel Road Prime Student Loan Trust 2019-A
51889RAD1
716208.56000000
PA
USD
164923.10000000
0.234774300953
Long
ABS-O
CORP
US
N
2
2048-10-25
None
0.00000000
N
N
N
N
N
N
TH MSR ISSUER TRUST
N/A
TH MSR issuer Trust
87271AAA4
620000.00000000
PA
USD
574466.58000000
0.817775009933
Long
ABS-O
CORP
US
N
2
2024-06-25
Floating
5.88400000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS SPAUL_12X
000000000
1.00000000
NC
292.46000000
0.000416327925
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-7.14000000
USD
325673.00000000
EUR
299.60000000
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAG1
340000.00000000
PA
USD
317981.02000000
0.452658067227
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
6.31800000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS FREMF_21-KHG3
000000000
1.00000000
NC
USD
259.34000000
0.000369180346
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-6.75000000
USD
226808.00000000
USD
266.09000000
N
N
N
Home Re Ltd
N/A
Home RE 2020-1 Ltd
43731WAC9
135544.82000000
PA
USD
135863.99000000
0.193407553441
Long
ABS-MBS
CORP
BM
N
2
2030-10-25
Floating
7.23400000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS BMIR_19-1
000000000
1.00000000
NC
USD
72.01000000
0.000102508971
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-28
0.00000000
USD
-1.96000000
USD
78727.00000000
USD
73.97000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
760000.00000000
PA
USD
586481.82000000
0.834879160727
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
890000.00000000
PA
USD
789602.93000000
1.124029780678
Long
ABS-MBS
CORP
US
Y
2
2034-01-25
Floating
5.33069000
N
N
N
N
N
N
Ellington CLO LTD
254900YE647HYXEP3N43
Ellington Clo II Ltd
28852EAA7
355861.46000000
PA
USD
351828.30000000
0.500840956714
Long
ABS-CBDO
CORP
KY
N
2
2029-02-15
Floating
4.60514000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust 2018-20TS
90137LAQ3
100000.00000000
PA
USD
90864.49000000
0.129349054930
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20323000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC FMSR ISSUER TRUST 2018-FT1
69346MAA7
710000.00000000
PA
USD
680322.99000000
0.968465632771
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
5.43400000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
60923.00000000
PA
USD
41586.01000000
0.059199265762
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
10.00000000
N
N
Y
N
N
N
BVRT_21-4F
N/A
BVRT_21-4F
000000000
132961.30000000
PA
USD
132296.49000000
0.188329081604
Long
ABS-MBS
CORP
US
N
3
2026-09-12
Floating
2.05000000
N
N
N
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
238408.61000000
PA
245287.90000000
0.349176648116
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
4.06077000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA4
35565RBD4
120000.00000000
PA
USD
119250.84000000
0.169758103013
Long
ABS-MBS
CORP
US
N
2
2050-09-25
Floating
8.33400000
N
N
N
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAH9
750000.00000000
PA
USD
685744.35000000
0.976183144776
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
3.28000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS NCMS_18-FL1
000000000
1.00000000
NC
USD
94.71000000
0.000134823284
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-2.47000000
USD
82830.00000000
USD
97.18000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CGMSE_17-2X
000000000
1.00000000
NC
123.83000000
0.000176276711
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-3.01000000
USD
137896.00000000
EUR
126.84000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS ARBR_3X
000000000
1.00000000
NC
332.18000000
0.000472870854
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-8.10000000
USD
369907.00000000
EUR
340.28000000
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2022-2
68268VAD7
880000.00000000
PA
USD
851231.83000000
1.211760862110
Long
ABS-O
CORP
US
N
2
2034-10-14
Fixed
6.55000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAB4
200000.00000000
PA
USD
186427.76000000
0.265387001774
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
5.18069000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC
15911AAC7
450000.00000000
PA
USD
448593.75000000
0.638590252478
Long
LON
CORP
US
Y
2
2024-03-01
Floating
5.64270000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS PRET_21-RN4
000000000
1.00000000
NC
USD
13.08000000
0.000018619877
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-28
0.00000000
USD
-0.36000000
USD
28587.00000000
USD
13.44000000
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AL3
765000.00000000
PA
USD
730521.30000000
1.039924834904
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.46800000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA3
35565WBD3
62482.50000000
PA
USD
63107.37000000
0.089835739667
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Floating
8.18400000
N
N
N
N
N
N
ALLEN MEDIA LLC
N/A
Allen Media LLC
01771JAG8
297331.70200000
PA
USD
254218.61000000
0.361889853223
Long
LON
CORP
US
N
3
2027-02-10
Floating
8.64270000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS JUBIL_14-12X
000000000
1.00000000
NC
339.73000000
0.000483618566
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-8.28000000
USD
378316.00000000
EUR
348.01000000
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAE2
500000.00000000
PA
USD
486085.80000000
0.691961610584
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
4.90986000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS BMIR_19-1
000000000
1.00000000
NC
USD
154.55000000
0.000220007798
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-28
0.00000000
USD
-4.19000000
USD
135178.00000000
USD
158.74000000
N
N
N
Retiro Mortgage Securities
635400CU9HBU644YSL41
Retiro Mortgage Securities DAC
000000000
199151.87000000
PA
191421.60000000
0.272495922811
Long
ABS-MBS
CORP
IE
N
2
2075-07-30
Floating
2.23800000
N
N
N
N
N
N
Deco
549300BXZQDWLENUZL17
Deco 2019-RAM DAC
000000000
176186.69000000
PA
168113.45000000
0.239315885431
Long
ABS-MBS
CORP
IE
N
2
2030-08-07
Floating
5.49902000
N
N
N
N
N
N
One New York Plaza Trust 2020-
N/A
One New York Plaza Trust 2020-1NYP
68249DAJ8
300000.00000000
PA
USD
281846.73000000
0.401219532084
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
5.56800000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
5528849.64000000
NS
USD
5528849.64000000
7.870527593223
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAF1
75000.00000000
PA
USD
71881.25000000
0.102325691309
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
8.53069000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-P2
95000AAY3
6400000.00000000
PA
USD
83939.20000000
0.119490641411
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.56828100
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
Midocean Credit Clo VII
59801WAM8
557191.09000000
PA
USD
547664.91000000
0.779621814058
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
3.55200000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2016-ETC Mortgage Trust
05491LAJ7
250000.00000000
PA
USD
188188.60000000
0.267893624437
Long
ABS-MBS
CORP
US
N
2
2036-08-14
Variable
3.72919700
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust 2018-20TS
90137LAL4
520000.00000000
PA
USD
488100.55000000
0.694829683782
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20323000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT1
69354WAC0
100000.00000000
PA
USD
99268.10000000
0.141311913155
Long
ABS-O
CORP
US
N
2
2023-02-25
Floating
5.93400000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS EMIR_21-1
000000000
1.00000000
NC
USD
355.73000000
0.000506395174
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-28
0.00000000
USD
-9.64000000
USD
311139.00000000
USD
365.37000000
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876MAC1
150000.00000000
PA
USD
145037.43000000
0.206466293929
Long
ABS-MBS
CORP
BM
N
2
2031-03-25
Floating
5.23069000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B1BT8
871186.12000000
PA
USD
19.25000000
0.000027403106
Long
ABS-MBS
USGSE
US
N
2
2022-11-25
Variable
1.01869900
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KBD0
250000.00000000
PA
USD
225913.95000000
0.321597093960
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Floating
4.93069000
N
N
N
N
N
N
HERITAGE POWER LLC
9845009CA1DFDE381P22
Heritage Power LLC
42727CAC1
121832.26000000
PA
USD
39785.79000000
0.056636584172
Long
LON
CORP
US
N
2
2026-08-02
Floating
9.14270000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-CHRS Mortgage Trust
05491VAJ5
490000.00000000
PA
USD
381414.19000000
0.542957595577
Long
ABS-MBS
CORP
US
N
2
2038-08-05
Variable
4.40871700
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS PLMER_21-2X
000000000
1.00000000
NC
144.41000000
0.000205573123
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-3.51000000
USD
160815.00000000
EUR
147.92000000
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAJ5
1000000.00000000
PA
USD
927688.60000000
1.320599980038
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
7.31800000
N
N
N
N
N
N
Connect US Finco LLC
2594001KNYIQ456J2792
Connect Finco SARL
000000000
265184.77810000
PA
USD
246489.25000000
0.350886815499
Long
LON
CORP
LU
N
2
2026-12-11
Floating
6.03000000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HBD6
900000.00000000
PA
USD
824145.12000000
1.173201900961
Long
ABS-MBS
CORP
US
Y
2
2050-01-25
Floating
5.38400000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS THPT_18-THL
000000000
1.00000000
NC
USD
288.55000000
0.000410761891
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-7.51000000
USD
252358.00000000
USD
296.06000000
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
46649XAN7
600000.00000000
PA
USD
489483.72000000
0.696798678846
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Variable
4.76697300
N
N
N
N
N
N
FINASTRA USA INC
549300ZB2RO6QC7YTK71
Finastra USA Inc
02034DAC1
233060.08000000
PA
USD
202470.94000000
0.288225078245
Long
LON
CORP
US
N
2
2024-06-13
Floating
7.06530000
N
N
N
N
N
N
WEST CORP
5493005Z5DB0O5S30R71
Intrado Corp
68162RAC5
303648.40900000
PA
USD
259727.79000000
0.369732380336
Long
LON
CORP
US
N
2
2024-10-10
Floating
7.75470000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R02
20754BAF8
620000.00000000
PA
USD
554125.56000000
0.788818794878
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
6.78069000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS BOPHO_6X
000000000
1.00000000
NC
439.33000000
0.000625402952
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-10.70000000
USD
489212.00000000
EUR
450.03000000
N
N
N
CHESAPEAKE ENERGY FLLO BACKSTOP
N/A
CHESAPEAKE ENERGY FLLO BACKSTOP
000000000
42.00000000
NS
USD
3956.82000000
0.005632683653
Long
EC
CORP
US
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
1000000.00000000
PA
USD
896248.90000000
1.275844372184
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
4.08069000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS TMIR_20-1
000000000
1.00000000
NC
USD
65.34000000
0.000093013973
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-28
0.00000000
USD
-1.77000000
USD
57148.00000000
USD
67.11000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-AHP
05610FAF4
1450000.00000000
PA
USD
1349434.96000000
1.920971952483
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Floating
5.88538000
N
N
N
N
N
N
BELLEMEADE RE LT
2549009SOTYJD2MZFC61
Bellemeade Re 2018-3 Ltd
07877TAB7
38897.18000000
PA
USD
38819.39000000
0.055260877043
Long
ABS-MBS
CORP
BM
N
2
2028-10-25
Floating
4.93400000
N
N
N
N
N
N
Loandepot GMSR Master Trust
N/A
LOANDEPOT GMSR Master Trust Seres 2018-GT1
53946TAB8
400000.00000000
PA
USD
368063.08000000
0.523951783066
Long
ABS-O
CORP
US
N
2
2023-10-16
Floating
5.73914000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS BSREP_21-DC
000000000
1.00000000
NC
USD
96.63000000
0.000137556477
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-2.51000000
USD
84511.00000000
USD
99.14000000
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
1500000.00000000
PA
USD
1392686.85000000
1.982542661739
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-1 Ltd
437307AC5
150000.00000000
PA
USD
144301.07000000
0.205418057483
Long
ABS-MBS
CORP
BM
N
2
2033-07-25
Floating
5.38400000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAF3
120000.00000000
PA
USD
112199.88000000
0.159720793473
Long
ABS-MBS
CORP
US
N
2
2042-07-25
Floating
7.90473000
N
N
N
N
N
N
Elevation CLO Ltd
635400HAVYYWWB139K27
Elevation CLO 2014-2 Ltd
28622QAB7
442999.36000000
PA
USD
437257.87000000
0.622453196464
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
3.81948000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-1
30167JAG9
1200000.00000000
PA
USD
1062737.76000000
1.512847592006
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
5.02000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAL2
140000.00000000
PA
USD
129501.18000000
0.184349851580
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.36800000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS FREMF_19-KF68
000000000
1.00000000
NC
USD
37.30000000
0.000053097967
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-0.97000000
USD
32624.00000000
USD
38.27000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS TMIR_21-1
000000000
1.00000000
NC
USD
21.04000000
0.000029951239
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-28
0.00000000
USD
-0.57000000
USD
18396.00000000
USD
21.61000000
N
N
N
Lightstone HoldCo LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC
53226GAK7
177305.90000000
PA
USD
161496.06000000
0.229895779265
Long
LON
CORP
US
N
2
2027-02-01
Floating
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BMTY2
2175159.44000000
PA
USD
34915.22000000
0.049703142665
Long
ABS-MBS
USGSE
US
N
2
2025-11-25
Variable
0.77277600
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
120000.00000000
PA
USD
120799.03000000
0.171962010319
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Floating
7.08069000
N
N
N
N
N
N
TEXAS CAPITAL BANK NA
38PG5GG0OEQK4QMSKE59
Texas Capital Bank NA
88225GAA6
600000.00000000
PA
USD
576831.61000000
0.821141720024
Long
DBT
CORP
US
N
2
2024-09-30
Floating
6.75043000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust 2018-20TS
90137LAN0
200000.00000000
PA
USD
184710.98000000
0.262943100196
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.20323000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT2
69354WAD8
100000.00000000
PA
USD
97980.03000000
0.139478296555
Long
ABS-O
CORP
US
N
2
2025-08-25
Floating
5.73400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-34725.01000000
-0.04943237150
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-996470.68000000
GBP
1078639.65000000
USD
2022-11-02
-34725.01000000
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
50000.00000000
PA
USD
46000.00000000
0.065482748286
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-A
80290CAT1
655119.70000000
PA
USD
643128.06000000
0.915517236277
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
7.37500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
20170.58000000
0.028713587237
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-05-11
0.00000000
USD
-134663.00000000
USD
-2100000.00000000
USD
154833.58000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
-16.00000000
NC
USD
55856.10000000
0.079513281229
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
2022-12-30
-3342106.12000000
USD
55856.10000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-CIP
12434FAL1
346750.00000000
PA
USD
323298.01000000
0.460227004570
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
5.63800000
N
N
N
N
N
N
Fly Funding II SARL
54930033GL3A930IIN33
Fly Funding II Sarl
000000000
400000.00000000
PA
USD
322000.00000000
0.458379238003
Long
LON
CORP
LU
N
3
2025-08-11
Floating
0.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2018-R07
20753QAF6
1600000.00000000
PA
USD
1602025.92000000
2.280544784071
Long
ABS-MBS
CORP
US
N
2
2031-04-25
Floating
7.43400000
N
N
N
N
N
N
St Pauls CLO
N/A
St Pauls CLO
000000000
750000.00000000
PA
641874.51000000
0.913732760209
Long
ABS-CBDO
CORP
IE
N
2
2032-01-17
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
80000.00000000
PA
USD
69591.09000000
0.099065561509
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
Deco
549300BXZQDWLENUZL17
Deco 2019-RAM DAC
000000000
378969.91000000
PA
403320.72000000
0.574142373616
Long
ABS-MBS
CORP
IE
N
2
2030-08-07
Floating
3.89902000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS GS_21-PJ-A
000000000
-630000.00000000
OU
Other
USD
-13.28000000
-0.00001890458
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ-A
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
Default Event
2021-08-14
0.00000000
USD
0.00000000
USD
N/A
N/A
-630000.00000000
USD
2.50000000
USD
2024-06-17
XXXX
-13.28000000
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup COmmercial Mortgage Trust 2019-SMRT
29429MAL7
726000.00000000
PA
USD
689812.24000000
0.981973940796
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Variable
4.90310100
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS COMM_13-CR7
000000000
1.00000000
NC
USD
184.83000000
0.000263112529
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-4.81000000
USD
161646.00000000
USD
189.64000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH44
500000.00000000
PA
USD
485461.93000000
0.691073507928
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Floating
5.98502000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank NA - SBCLN
80290CAJ3
600000.00000000
PA
USD
550886.58000000
0.784207983747
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
5.00400000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDX4
500000.00000000
PA
USD
450020.20000000
0.640620858267
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
5.68069000
N
N
N
N
N
N
BELLEMEADE RE LT
254900I4ZKD8IMM1O953
Bellemeade Re 2019-2 Ltd
07877BAG5
2500000.00000000
PA
USD
2424643.00000000
3.451571462018
Long
ABS-MBS
CORP
BM
N
2
2029-04-25
Floating
6.18400000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAN3
1500000.00000000
PA
USD
1452854.70000000
2.068193882967
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
3.61787000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-39.00000000
NC
USD
143918.33000000
0.204873212546
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
2022-12-30
-4336722.92000000
USD
143918.33000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-3030.77000000
-0.00431441628
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-94714.85000000
USD
93525.00000000
EUR
2022-10-04
-3030.77000000
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
75000.00000000
PA
USD
5124.54000000
0.007294977454
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS FREMF_19-KF59
000000000
1.00000000
NC
USD
28.14000000
0.000040058359
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-0.73000000
USD
24614.00000000
USD
28.87000000
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
46591HAS9
800000.00000000
PA
USD
792636.64000000
1.128348382163
Long
ABS-O
CORP
US
N
2
2028-01-25
Fixed
6.68400000
N
N
N
N
N
N
Battalion CLO LTD
549300JIE0P78OIZGS60
Battalion CLO XII Ltd
07133RAS4
500000.00000000
PA
USD
481964.15000000
0.686094285161
Long
ABS-CBDO
CORP
KY
N
2
2031-05-17
Floating
5.02186000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS HARVT_22X
000000000
1.00000000
NC
236.69000000
0.000336937210
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-5.78000000
USD
263573.00000000
EUR
242.47000000
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21
61764XAA3
10000000.00000000
PA
USD
69752.00000000
0.099294623009
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
0.41190400
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AQ2
1292632.54000000
PA
USD
1245702.22000000
1.773304454604
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
5.58331000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
700000.00000000
PA
USD
580107.68000000
0.825805330180
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
Lightstone HoldCo LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC
53226GAL5
10028.33000000
PA
USD
9134.13000000
0.013002781208
Long
LON
CORP
US
N
2
2027-02-01
Floating
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSP98
3567629.41000000
PA
USD
103488.37000000
0.147319627896
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Variable
1.04465900
N
N
N
N
N
N
TFS_18-3-A1
N/A
TFS_18-3-A1
000000000
278555.19000000
PA
259621.11000000
0.369580517302
Long
ABS-MBS
CORP
LU
N
3
2023-03-16
Floating
0.01000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP IRS CDS GS_21-PJ-A
000000000
-330000.00000000
OU
Other
USD
-7.09000000
-0.00001009288
N/A
DIR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS CDS GS_21-PJ-A
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
2031-12-17
0.00000000
USD
0.00000000
USD
0.00000000
USD
-330000.00000000
USD
0.50000000
USD
2024-11-15
XXXX
-7.09000000
N
N
N
Radnor Re LTD
N/A
Radnor RE 2019-2 Ltd
75049TAB7
384265.15000000
PA
USD
383353.83000000
0.545718746835
Long
ABS-MBS
CORP
BM
N
2
2029-06-25
Floating
4.83400000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 2 Year Euro SCHATZ
000000000
-4.00000000
NC
4466.05000000
0.006357591912
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2022-12-08
-434408.31000000
USD
4466.05000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ
000000000
1.00000000
NC
USD
97.60000000
0.000138937309
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-14
0.00000000
USD
-1.57000000
USD
287051.00000000
USD
99.17000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS FREMF_19-KF71
000000000
1.00000000
NC
USD
32.02000000
0.000045581686
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-0.83000000
USD
28010.00000000
USD
32.85000000
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
21000.00000000
PA
USD
20420.19000000
0.029068916559
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings, Inc.
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972FAC6
399500.00000000
PA
USD
376172.00000000
0.535495138876
Long
LON
CORP
US
N
2
2029-04-13
Floating
7.30909000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-23719.38000000
-0.03376543891
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1598838.95000000
EUR
1546791.95000000
USD
2022-11-02
-23719.38000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 5 Year Euro BOBL
000000000
-4.00000000
NC
14227.35000000
0.020253173452
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2022-12-08
-494874.13000000
USD
14227.35000000
N
N
N
CSAIL Commercial Mortgage Trus
54930025J96YEH8FQE77
CSAIL 2015-C4 Commercial Mortgage Trust
12635RBA5
25076000.00000000
PA
USD
157755.62000000
0.224571120765
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.25000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS BABSE_19-1X
000000000
1.00000000
NC
170.25000000
0.000242357345
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-4.14000000
USD
189581.00000000
EUR
174.39000000
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-BIOD Mortgage Trust
23306GAL1
525413.55000000
PA
USD
501482.01000000
0.713878700671
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
4.70500000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS RMIR_21-2
000000000
1.00000000
NC
USD
16.89000000
0.000024043556
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-28
0.00000000
USD
-0.46000000
USD
18471.00000000
USD
17.35000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/EUR FORWARD
000000000
1.00000000
NC
USD
30722.78000000
0.043735044986
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1692363.95000000
EUR
1689774.63000000
USD
2022-10-04
30722.78000000
N
N
N
MKT 2020-525M Mortgage Trust
N/A
MKT 2020-525M Mortgage Trust
55316PAN7
250000.00000000
PA
USD
153240.23000000
0.218143291487
Long
ABS-MBS
CORP
US
N
2
2040-02-12
Variable
3.03862000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ2
000000000
1.00000000
NC
USD
102.25000000
0.000145556761
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-14
0.00000000
USD
-1.64000000
USD
150360.00000000
USD
103.89000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
140000.00000000
PA
USD
116059.69000000
0.165215379705
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS OZLME_3X
000000000
1.00000000
NC
181.78000000
0.000258770738
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-26
0.00000000
USD
-4.42000000
USD
202425.00000000
EUR
186.20000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAF3
130000.00000000
PA
USD
117812.47000000
0.167710528651
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
5.38069000
N
N
N
N
N
N
Marble Point CLO XXI Ltd.
N/A
Marble Point CLO XXI Ltd
56606KAA3
500000.00000000
PA
USD
479086.30000000
0.681997556309
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
3.98029000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-2 Ltd
078782AC3
36483.46000000
PA
USD
36540.33000000
0.052016548514
Long
ABS-MBS
CORP
BM
N
2
2030-08-26
Floating
7.08400000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AC0
510000.00000000
PA
USD
475992.23000000
0.677593030071
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
5.98069000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CSMC_21-BRIT
000000000
1.00000000
NC
USD
1147.40000000
0.001633367508
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-10-27
0.00000000
USD
-29.86000000
USD
1003477.00000000
USD
1177.26000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
700000.00000000
PA
USD
566853.20000000
0.806937074148
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
2022-11-18
Prudential Investment Portfolios 8
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer