PSDM Holdings List

As of Jun 27, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Sept 24	36.96%	83
2	n/a	U.S. Dollar	9.66%	4,428,440
3	T 4.625 06.30.25	United States Treasury Notes 4.625%	6.53%	3,010,000
4	n/a	Euro	4.29%	1,835,598
5	n/a	3 Month SOFR Future June 24	3.61%	7
6	T 0.75 04.30.26	United States Treasury Notes 0.75%	3.53%	1,740,000
7	T 0.25 09.30.25	United States Treasury Notes 0.25%	3.29%	1,600,000
8	T 4.25 12.31.25	United States Treasury Notes 4.25%	1.19%	550,000
9	JPM V5.299 07.24.29	JPMorgan Chase & Co. 5.299%	1.10%	500,000
10	FR SD4209	Federal Home Loan Mortgage Corp. 3.5%	0.93%	467,361
11	PMTCR 2024-1R A	Pmt Cr Risk Transfer Tr 2024-1 144A FRN 8.83535%	0.85%	387,873
12	T 1.25 12.31.26	United States Treasury Notes 1.25%	0.84%	420,000
13	BAC V5.202 04.25.29	Bank of America Corp. 5.202%	0.69%	315,000
14	BMARK 2022-B33 A1	BENCHMARK 2022-B33 MORTGAGE TRUST 2.3058%	0.66%	316,285
15	MS V5.449 07.20.29	Morgan Stanley 5.449%	0.66%	300,000
16	MSBAM 2015-C20 A4	Morgan Stanley Baml Tr 2015-C20 3.249%	0.65%	300,000
17	MDPK 2021-38A A	MADISON PARK FUNDING XXXVIII LTD 6.69868%	0.63%	290,000
18	n/a	Mnmnt 1a A Frn 5/15/2037	0.59%	250,000
19	n/a	Trnte 6a A Frn 4/15/2037	0.59%	250,000
20	n/a	Blume 5a B Frn 1/15/2033	0.58%	250,000
21	ALBAC 2A A1	ALBAC 2A A1 FRN 6/15/2034	0.58%	250,000
22	n/a	Babse 2019-1a Ar Frn 4/15/2036	0.58%	250,000
23	BMARK 2019-B15 A4	BENCHMARK MORTGAGE TRUST 2.673%	0.57%	300,000
24	UBSCM 2017-C4 A3	Ubs Coml Mtg Tr 2017 3.301%	0.56%	273,308
25	WFC V5.574 07.25.29 MTN	Wells Fargo & Co. 5.574%	0.55%	250,000
26	MVEW 2023-1A B	MOUNTAIN VIEW CLO XVII LTD 8.32856%	0.55%	250,000
27	CCITY 2022-4A A1R	Crown City Clo Iv / Crown City Clo I FRN 6.93431%	0.55%	250,000
28	BARHN 2023-2A A1	BARROW HANLEY CLO II LTD 7.37456%	0.55%	250,000
29	WOODS 2020-22A A1RR	NORTHWOOD CAPITAL 22 LTD 7.03922%	0.55%	250,000
30	PAIA 2017-1A A1R	Park Avenue Institutional Advisers Clo Ltd/Llc 2017-1 6.82359%	0.55%	250,000
31	ELM29 2024-5A AR1	ELMWOOD CLO 29 LTD 6.84123%	0.55%	250,000
32	SPEAK 2020-8A A	Mariner Clo 8 Ltd / Llc 6.85617%	0.55%	250,000
33	PPMC 2021-5A A	Ppm Clo 5 Ltd/Llc 6.78854%	0.55%	250,000
34	AGL 2021-14A A	Agl Clo 14 Ltd / Llc 6.73617%	0.55%	250,000
35	OAKCL 2020-1A AR	OAKTREE CLO LTD 6.74017%	0.55%	250,000
36	TRNTS 2022-20A A1	TRINITAS CLO XX LTD 6.85456%	0.55%	250,000
37	BDRVR 2020-1A AR	BROAD RIVER BSL FUNDING CLO LTD 6.75617%	0.55%	250,000
38	REGT8 2017-1A A1R	Regatta Viii Fdg Ltd / Regatta Viii FRN 6.87473%	0.55%	250,000
39	SNDPT 2019-1A AR	Sound Point CLO XXII Ltd/LLC 6.66617%	0.55%	250,000
40	NEUB 2017-16SA AR	Neuberger Berman CLO XVI-S LTD/LLC 6.63017%	0.55%	250,000
41	BSP 2015-6BR A	BENEFIT STREET PARTNERS CLO VI-B LTD 6.77617%	0.55%	250,000
42	ALLEG 2019-1A AR	Allegro CLO X Ltd / LLC 6.73617%	0.55%	250,000
43	HLM 2021-16A A1	Hps Loan Management 6.72801%	0.55%	250,000
44	ANCHC 2020-16A A1R	ANCHORAGE CAPITAL CLO 16 LTD 6.78817%	0.55%	250,000
45	BCC 2019-2A AR	BAIN CAPITAL CREDIT CLO 2019-2 LTD 6.67868%	0.55%	250,000
46	LCM 34A A1	Lcm 34 Ltd / Lcm 34 Llc 6.75617%	0.55%	250,000
47	FR SD8317	Federal Home Loan Mortgage Corp. 6%	0.54%	247,314
48	COMM 2015-DC1 A5	Commercial Mortgage Trust 2015-Dc1 3.35%	0.54%	250,000
49	MSC 2015-UBS8 A4	Morgan Stanley Capital I Trust 2011-C2 3.809%	0.53%	250,000
50	FN MA4626	Federal National Mortgage Association 4%	0.53%	262,464

As of Jun 27, 2024

Showing 50 of 268

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