NPORT-P
false
0001727074
XXXXXXXX
S000061589
C000199488
PGIM ETF TRUST
811-23324
0001727074
549300OXS91LYTDQF355
655 Broad Street, 17th Floor
NULL
Newark
07102
800-225-1852
PGIM Ultra Short Bond ETF
S000061589
549300GB8HES91GNEF23
2022-08-31
2021-11-30
N
2039558909.93
44288872.41
1995270037.52
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
40000000.00
0.00000000
0.00000000
4406991.15000000
USD
N
TRNTS 2016-5A AR V/R 10/25/28
N/A
TRINITAS CLO V LTD SER 2016-5A CL ARR V/R REGD 144A P/P 1.15388000
89641AAV7
5075421.23000000
NS
USD
5075913.04000000
0.254397296834
Long
ABS-CBDO
CORP
KY
Y
2
2028-10-25
Variable
1.15388000
N
N
N
N
N
N
SAUDI ARABIAN O 2.75% 04/16/22
N/A
SAUDI ARABIAN OIL CO REGD 144A P/P MTN 2.75000000
80414L2A2
1980000.00000000
NS
USD
1995177.00000000
0.099995337096
Long
DBT
CORP
SA
Y
2
2022-04-16
Fixed
2.75000000
N
N
N
N
N
N
MSBAM 2014-C1 3.326% 06/15/24
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2014-C19 CL ASB REGD 3.32600000
61764PBS0
5286834.83000000
NS
USD
5457788.86000000
0.273536351339
Long
ABS-CBDO
CORP
US
N
2
2047-12-15
Fixed
3.32600000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.27 03/15/24 CITCL FLOAT
N/A
1.00000000
NC
USD
62520.98000000
0.003133459573
N/A
DIR
US
N
2
CITIBANK
N/A
N/A
N/A
Y
2024-03-15
-7999832.00000000
USD
8000000.00000000
USD
8000000.00000000
USD
62352.98000000
N
N
N
SUNCOR ENERGY DISC 12/06/21
N/A
SUNCOR ENERGY DISC 12/06/21 0.00000000
86723AZ62
14000000.00000000
PA
USD
13999696.20000000
0.701644185335
Long
STIV
CORP
US
N
2
2021-12-06
Fixed
0.00000000
N
N
N
N
N
N
ENTERPRISE PRODU 3.5% 02/01/22
N/A
ENTERPRISE PRODUCTS OPER REGD 3.50000000
29379VBS1
12350000.00000000
NS
USD
12408603.84000000
0.621900976141
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.50000000
N
N
N
N
N
N
MSBAM 2013-C8 3.134% 01/15/23
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2 SER 2013-C8 CL A4 REGD 3.13400000
61761QAE3
4750000.00000000
NS
USD
4835195.05000000
0.242332865179
Long
ABS-CBDO
CORP
US
N
2
2048-12-15
Fixed
3.13400000
N
N
N
N
N
N
AMERICAN HONDA FI V/R 12/10/21
N/A
AMERICAN HONDA FINANCE REGD V/R MTN 0.40575000
02665WCN9
750000.00000000
NS
USD
750028.49000000
0.037590324913
Long
DBT
CORP
US
N
2
2021-12-10
Variable
0.40575000
N
N
N
N
N
N
N/A
N/A
IRS RUS3MP01.46 01/30/23 CITCL FLOAT
N/A
1.00000000
NC
USD
-749840.21000000
-0.03758088859
N/A
DIR
US
N
2
BNP PARIBAS
N/A
BNP PARIBAS
N/A
BNP PARIBAS
N/A
N/A
N/A
Y
2023-01-30
-25024714.06000000
USD
25000000.00000000
USD
25000000.00000000
USD
-396768.18000000
N
N
N
DIB SUKUK LTD 3.664% 02/14/22
549300U3ZMUHC2JQLL56
DIB SUKUK LTD REGD REG S 3.66400000
G2802SAE7
2400000.00000000
NS
USD
2410890.43000000
0.120830282852
Long
DBT
CORP
KY
N
2
2022-02-14
Fixed
3.66400000
N
N
N
N
N
N
APPLE INC 1.7% 09/11/22
HWUPKR0MPOU8FGXBT394
APPLE INC REGD 1.70000000
037833DL1
5000000.00000000
NS
USD
5050602.85000000
0.253128787333
Long
DBT
CORP
US
N
2
2022-09-11
Fixed
1.70000000
N
N
N
N
N
N
PHILIP MORRIS 1.125% 05/01/23
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC REGD 1.12500000
718172CQ0
3000000.00000000
NS
USD
3019347.54000000
0.151325258397
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
1.12500000
N
N
N
N
N
N
COMM 2012-CR4 2.853% 10/15/22
N/A
COMM 2012-CCRE4 MORTGAGE TRUST SER 2012-CR4 CL A3 REGD 2.85300000
12624QAR4
2704406.16000000
NS
USD
2739429.30000000
0.137296167861
Long
ABS-CBDO
CORP
US
N
2
2045-10-15
Fixed
2.85300000
N
N
N
N
N
N
DBJPM 2017-C6 3.269% 06/10/24
N/A
DBJPM 17-C6 MORTGAGE TRUST SER 2017-C6 CL A3 REGD 3.26900000
23312JAC7
5400000.00000000
NS
USD
5568127.38000000
0.279066355695
Long
ABS-CBDO
CORP
US
N
2
2050-06-10
Fixed
3.26900000
N
N
N
N
N
N
COMM 2014-UBS 3.838% 09/10/24
N/A
COMM 2014-UBS5 MORTGAGE TRUST SER 2014-UBS5 CL A4 REGD 3.83800000
12592KBC7
10000000.00000000
NS
USD
10599147.00000000
0.531213660341
Long
ABS-CBDO
CORP
US
N
2
2047-09-10
Fixed
3.83800000
N
N
N
N
N
N
ATRM 12A AR V/R 04/22/27
N/A
ATRIUM XII SER 12A CL AR V/R REGD 144A P/P 0.95825000
04965CAJ7
7413798.72000000
NS
USD
7411946.01000000
0.371475833878
Long
ABS-CBDO
CORP
KY
Y
2
2027-04-22
Variable
0.95825000
N
N
N
N
N
N
BSMC 2013-1A AR V/R 01/17/28
N/A
BROOKSIDE MILL CLO LTD 2013-1 SER 2013-1A CL AR V/R REGD 144A P/P 0.94225000
114521AL1
1930533.22000000
NS
USD
1930532.06000000
0.096755427771
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-17
Variable
0.94225000
N
N
N
N
N
N
ROGERS COMMUNICAT V/R 03/22/22
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS IN REGD V/R 0.72538000
775109BQ3
4200000.00000000
NS
USD
4205601.33000000
0.210778553825
Long
DBT
CORP
CA
N
2
2022-03-22
Variable
0.72538000
N
N
N
N
N
N
ING GROEP NV V/R 03/29/22
549300NYKK9MWM7GGW15
ING GROEP NV REGD V/R SER # 1.28175000
456837AJ2
10500000.00000000
NS
USD
10535669.76000000
0.528032274423
Long
DBT
CORP
NL
N
2
2022-03-29
Variable
1.28175000
N
N
N
N
N
N
CRMN 2013-1A AR V/R 01/27/28
N/A
CATAMARAN CLO 2013-1 LTD SER 2013-1A CL AR V/R REGD 144A P/P 0.98450000
14889EAL0
85599.64000000
NS
USD
85566.54000000
0.004288469149
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-27
Variable
0.98450000
N
N
N
N
N
N
DAIMLER FINANCE 0.75% 03/01/24
N/A
DAIMLER FINANCE NA LLC REGD 144A P/P 0.75000000
233851EB6
13500000.00000000
NS
USD
13390119.59000000
0.671093102096
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
0.75000000
N
N
N
N
N
N
BANK 2017-BNK 1.909% 03/15/22
N/A
BANK 2017-BNK5 SER 2017-BNK5 CL A1 REGD 1.90900000
06541WAS1
51621.39000000
NS
USD
51607.76000000
0.002586505035
Long
ABS-CBDO
CORP
US
N
2
2060-06-15
Fixed
1.90900000
N
N
N
N
N
N
MSBAM 2013-C1 3.824% 03/15/23
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2013-C12 CL ASB REGD 3.82400000
61762XAS6
4530940.82000000
NS
USD
4631641.43000000
0.232131057095
Long
ABS-CBDO
CORP
US
N
2
2046-10-15
Fixed
3.82400000
N
N
N
N
N
N
WFCM 2013-LC12 A V/R 04/15/23
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 SER 2013-LC12 CL ASB V/R REGD 3.92800000
94988QAL5
4297098.93000000
NS
USD
4412975.79000000
0.221171856792
Long
ABS-CBDO
CORP
US
N
2
2046-07-15
Variable
3.92800000
N
N
N
N
N
N
CANADIAN IMPERIAL V/R 03/17/23
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK REGD V/R SER * 0.85000000
13607GKW3
6000000.00000000
NS
USD
6036451.08000000
0.302538050814
Long
DBT
CORP
CA
N
2
2023-03-17
Variable
0.85000000
N
N
N
N
N
N
AWPT 2014-2A A1R V/R 10/15/29
N/A
ELEVATION CLO 2014-2 LTD SER 2014-2A CL A1R V/R REGD 144A P/P 1.35375000
28622QAB7
1500000.00000000
NS
USD
1501070.40000000
0.075231440946
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-15
Variable
1.35375000
N
N
N
N
N
N
PLMRS 2015-2A A1 V/R 07/20/30
N/A
PALMER SQUARE CLO 2015-2 LTD SER 2015-2A CL A1R2 V/R REGD 144A P/P 1.23150000
69689CAW6
1400000.00000000
NS
USD
1400687.82000000
0.070200413661
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Variable
1.23150000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.19 07/26/23 CITCL FLOAT
N/A
1.00000000
NC
USD
312279.00000000
0.015650964236
N/A
DIR
US
N
2
BANK OF AMERICA
N/A
N/A
N/A
Y
2023-07-26
-74999681.25000000
USD
75000000.00000000
USD
75000000.00000000
USD
311960.25000000
N
N
N
WELF 2016-2A A1R V/R 10/20/28
N/A
WELLFLEET CLO 2016-2 LTD SER 2016-2A CL A1R V/R REGD 144A P/P 1.27150000
94949LAL4
4826428.70000000
NS
USD
4826573.98000000
0.241900789829
Long
ABS-CBDO
CORP
KY
Y
2
2028-10-20
Variable
1.27150000
N
N
N
N
N
N
GSMS 2017-GS7 1.95% 06/10/22
N/A
GS MORTGAGE SECURITIES TRUST 2017-GS7 SER 2017-GS7 CL A1 REGD 1.95000000
36254CAS9
413462.82000000
NS
USD
414354.58000000
0.020766842192
Long
ABS-CBDO
CORP
US
N
2
2050-08-10
Fixed
1.95000000
N
N
N
N
N
N
CIFC 2017-1A AR V/R 04/23/29
N/A
CIFC FUNDING 2017-I LTD SER 2017-1A CL AR V/R REGD 144A P/P 1.13950000
12551AAL9
4914892.02000000
NS
USD
4915162.34000000
0.246340708153
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-23
Variable
1.13950000
N
N
N
N
N
N
GSMS 2021-RENT A V/R 11/21/22
N/A
GS MORTGAGE SECURITIES CORP TRUST 2021-RENT SER 2021-RENT CL A V/R REGD 144A P/P 0.79110000
36260XAA4
5425000.00000000
NS
USD
5401165.81000000
0.270698487344
Long
ABS-CBDO
CORP
US
Y
2
2035-11-21
Variable
0.79110000
N
N
N
N
N
N
PARKER-HANNIFI DISC 12/15/21
N/A
PARKER-HANNIFI DISC 12/15/21 0.00000000
70109LZF6
10000000.00000000
PA
USD
9999042.00000000
0.501137280266
Long
STIV
CORP
US
N
2
2021-12-15
Fixed
0.00000000
N
N
N
N
N
N
ALLEG 2016-1A AR V/R 01/15/30
N/A
ALLEGRO CLO IV LTD SER 2016-1A CL AR2 V/R REGD 144A P/P 1.07375000
01749TAN0
8386199.16000000
NS
USD
8381201.82000000
0.420053509670
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-15
Variable
1.07375000
N
N
N
N
N
N
COMMONWEALTH BANK V/R 03/10/22
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUST REGD V/R 144A P/P 0.81575000
2027A0JL4
5000000.00000000
NS
USD
5008460.15000000
0.251016657185
Long
DBT
CORP
AU
Y
2
2022-03-10
Variable
0.81575000
N
N
N
N
N
N
OCT31 2017-1A AR V/R 07/20/30
N/A
OCTAGON INVESTMENT PARTNERS 31 LLC SER 2017-1A CL AR V/R REGD 144A P/P 1.18150000
67575XAN1
8000000.00000000
NS
USD
7996668.00000000
0.400781240114
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Variable
1.18150000
N
N
N
N
N
N
SOUTHERN CAL EDIS V/R 12/03/21
N/A
SOUTHERN CAL EDISON REGD V/R SER D 0.38888000
842400GX5
10000000.00000000
PA
USD
10000016.60000000
0.501186125785
Long
DBT
CORP
US
N
2
2021-12-03
Variable
0.38888000
N
N
N
N
N
N
SCLP 2021-1 A 0.49% 09/25/30
N/A
SOFI CONSUMER LOAN PROGRAM 2021-1 TRUST SER 2021-1 CL A REGD 144A P/P 0.49000000
83407CAA6
2825490.44000000
NS
USD
2818147.84000000
0.141241425321
Long
ABS-CBDO
CORP
US
Y
2
2030-09-25
Fixed
0.49000000
N
N
N
N
N
N
JPMBB 2014-C1 3.793% 01/15/24
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUS SER 2014-C18 CL A4A2 REGD 144A P/P 3.79380000
46641JAA4
4081828.72000000
NS
USD
4229939.10000000
0.211998327066
Long
ABS-CBDO
CORP
US
Y
2
2047-02-15
Fixed
3.79380000
N
N
N
N
N
N
ZAIS7 2017-2A A V/R 04/15/30
N/A
ZAIS CLO 7 LTD SER 2017-2A CL A V/R REGD 144A P/P 1.41375000
98887VAA1
244323.87000000
NS
USD
244101.95000000
0.012234030753
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Variable
1.41375000
N
N
N
N
N
N
FIDELITY NATL IN 0.6% 03/01/24
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFO SERV REGD 0.60000000
31620MBQ8
5750000.00000000
NS
USD
5669529.21000000
0.284148466292
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
UBSBB 2013-C6 3.244% 03/10/23
N/A
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 SER 2013-C6 CL A4 REGD 3.24430000
90349GBF1
16009339.00000000
NS
USD
16375579.85000000
0.820719979855
Long
ABS-CBDO
CORP
US
N
2
2046-04-10
Fixed
3.24430000
N
N
N
N
N
N
FLORIDA POWER & L V/R 05/10/23
N/A
FLORIDA POWER & LIGHT CO REGD V/R 0.29926000
341081GD3
12000000.00000000
NS
USD
11986938.00000000
0.600767704350
Long
DBT
CORP
US
N
2
2023-05-10
Variable
0.29926000
N
N
N
N
N
N
UBS AG LONDON V/R 02/09/24
N/A
UBS AG LONDON REGD V/R 144A P/P MTN 0.40924000
902674YC8
4500000.00000000
NS
USD
4501035.72000000
0.225585290981
Long
DBT
CORP
CH
Y
2
2024-02-09
Variable
0.40924000
N
N
N
N
N
N
MRAFT 2021-S1 A1 V/R 09/10/22
N/A
MORTGAGE REPURCHASE AGREEMENT_ FINANCING TRUS SER 2021-S1 CL A1 V/R REGD 144A P/P 0.59113000
61916TAA9
17000000.00000000
NS
USD
17004173.50000000
0.852224169172
Long
ABS-CBDO
CORP
US
N
2
2022-09-10
Variable
0.59113000
N
N
N
N
N
N
ATCLO 2013-1A AR V/R 11/17/27
N/A
ATLAS SENIOR LOAN FUND III LTD SER 2013-1A CL AR V/R REGD 144A P/P 0.98788000
04941GAL2
3250141.31000000
NS
USD
3254701.26000000
0.163120840728
Long
ABS-CBDO
CORP
KY
Y
2
2027-11-17
Variable
0.98788000
N
N
N
N
N
N
SEMPRA ENERGY 2.875% 10/01/22
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY REGD 2.87500000
816851AT6
10354000.00000000
NS
USD
10509530.23000000
0.526722199620
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.30 04/26/24 CITCL FLOAT
N/A
1.00000000
NC
USD
25316.44000000
0.001268822741
N/A
DIR
US
N
2
DEUTSCHE BANK
N/A
N/A
N/A
Y
2024-04-26
-2999843.25000000
USD
3000000.00000000
USD
3000000.00000000
USD
25159.69000000
N
N
N
WEC ENERGY GROUP 0.8% 03/15/24
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC REGD 0.80000000
92939UAF3
7250000.00000000
NS
USD
7189201.57000000
0.360312210117
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.80000000
N
N
N
N
N
N
RECKITT BENCKISER V/R 06/24/22
N/A
RECKITT BENCKISER TSY REGD V/R 144A P/P 0.68925000
75625QAF6
8000000.00000000
NS
USD
8019267.68000000
0.401913902840
Long
DBT
CORP
GB
Y
2
2022-06-24
Variable
0.68925000
N
N
N
N
N
N
WFCM 2017-C42 2.338% 11/15/22
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C42 SER 2017-C42 CL A1 REGD 2.33800000
95001GAA1
544921.39000000
NS
USD
547994.91000000
0.027464698997
Long
ABS-CBDO
CORP
US
N
2
2050-12-15
Fixed
2.33800000
N
N
N
N
N
N
TRANSCANADA PIPELI 1% 10/12/24
N/A
TRANSCANADA PIPELINES REGD 1.00000000
89352HBB4
9750000.00000000
NS
USD
9676816.40000000
0.484987807065
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
TORONTO-DOMINION V/R 01/27/23
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK REGD V/R MTN 0.52936000
89114QCF3
7138000.00000000
NS
USD
7160110.10000000
0.358854188423
Long
DBT
CORP
CA
N
2
2023-01-27
Variable
0.52936000
N
N
N
N
N
N
AMERISOURCEBER 0.737% 03/15/23
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP REGD 0.73700000
03073EAS4
12000000.00000000
NS
USD
11996506.44000000
0.601247260491
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
JPMBB 2014-C2 3.407% 08/15/24
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 SER 2014-C25 CL ASB REGD 3.40740000
46643PBF6
3583850.69000000
NS
USD
3709696.89000000
0.185924552578
Long
ABS-CBDO
CORP
US
N
2
2047-11-15
Fixed
3.40740000
N
N
N
N
N
N
EMBRIDGE US INC DISC 12/21/21
N/A
EMBRIDGE US INC DISC 12/21/21 0.00000000
29251UZM3
7000000.00000000
PA
USD
6999412.00000000
0.350800235977
Long
STIV
CORP
US
N
2
2021-12-21
Fixed
0.00000000
N
N
N
N
N
N
INFOR INC 1.45% 07/15/23
N/A
INFOR INC REGD 144A P/P 1.45000000
45674CAB9
1200000.00000000
NS
USD
1205287.75000000
0.060407249511
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
NMSG3 2021-1 A V/R 06/25/54
N/A
MSG III SECURITIZATION TRUST 2021-1 SER 2021-1 CL A V/R REGD 144A P/P 0.83600000
55368MAA9
4480000.00000000
NS
USD
4480798.34000000
0.224571023257
Long
ABS-CBDO
CORP
US
Y
2
2054-06-25
Variable
0.83600000
N
N
N
N
N
N
CABOT CORP DISC 12/08/21
N/A
CABOT CORP DISC 12/08/21 0.00000000
12705WZ88
5000000.00000000
PA
USD
4999854.50000000
0.250585354662
Long
STIV
CORP
US
N
2
2021-12-08
Fixed
0.00000000
N
N
N
N
N
N
VENTR 2015-21A A V/R 07/15/27
N/A
VENTURE XXI CLO LTD SER 2015-21A CL AR V/R REGD 144A P/P 1.00375000
92330MAL3
351998.15000000
NS
USD
351997.62000000
0.017641603060
Long
ABS-CBDO
CORP
KY
Y
2
2027-07-15
Variable
1.00375000
N
N
N
N
N
N
DISNEY WALT CO DISC 3/31/22
N/A
DISNEY WALT CO DISC 3/31/22 0.00000000
2546R3CX0
7000000.00000000
PA
USD
6995741.20000000
0.350616260879
Long
STIV
CORP
US
N
2
2022-03-31
Fixed
0.00000000
N
N
N
N
N
N
CANADIAN IMPER DISC 05/04/22
N/A
CANADIAN IMPER DISC 05/04/22 0.00000000
13608BE42
4000000.00000000
PA
USD
3996693.20000000
0.200308385574
Long
STIV
CORP
US
N
2
2022-05-04
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.27 03/18/24 CITCL FLOAT
N/A
1.00000000
NC
USD
55025.29000000
0.002757786613
N/A
DIR
US
N
2
CREDIT AGRICOLE
N/A
N/A
N/A
Y
2024-03-18
-6999834.25000000
USD
7000000.00000000
USD
7000000.00000000
USD
54859.54000000
N
N
N
N/A
N/A
IRS RFE01P00.01 04/13/23 CITCL FLOAT
N/A
1.00000000
NC
USD
32605.53000000
0.001634141213
N/A
DIR
US
N
2
TD BANK, N.A.
N/A
N/A
N/A
Y
2023-04-13
-4999838.75000000
USD
5000000.00000000
USD
5000000.00000000
USD
28685.67000000
N
N
N
UBSBB 2012-C3 3.091% 09/10/22
N/A
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3 SER 2012-C3 CL A4 REGD 3.09100000
90349DAD4
8026222.97000000
NS
USD
8116113.46000000
0.406767670910
Long
ABS-CBDO
CORP
US
N
2
2049-08-10
Fixed
3.09100000
N
N
N
N
N
N
PPL ELECTRIC UTI V/R 06/24/24
N/A
PPL ELECTRIC UTI REGD V/R 0.38000000
69351UAY9
2250000.00000000
NS
USD
2248798.97000000
0.112706497251
Long
DBT
CORP
US
N
2
2024-06-24
Variable
0.38000000
N
N
N
N
N
N
HOME DEPOT INC V/R 03/01/22
QEKMOTMBBKA8I816DO57
HOME DEPOT INC REGD V/R 0.42988000
437076BU5
1500000.00000000
NS
USD
1500890.72000000
0.075222435649
Long
DBT
CORP
US
N
2
2022-03-01
Variable
0.42988000
N
N
N
N
N
N
ICG 2014-3A A1RR V/R 04/25/31
N/A
ICG US CLO 2014-3 LTD SER 2014-3A CL A1RR V/R REGD 144A P/P 1.15388000
44929FBA9
7082684.45000000
NS
USD
7078782.60000000
0.354778173725
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-25
Variable
1.15388000
N
N
N
N
N
N
ENEL FIN AMER LLC DISC 7/15/22
N/A
ENEL FIN AMER LLC DISC 7/15/22 0.00000000
29279HGF6
5000000.00000000
PA
USD
4987357.50000000
0.249959023401
Long
STIV
CORP
US
N
2
2022-07-15
Fixed
0.00000000
N
N
N
N
N
N
PLMRS 2014-1A A1 V/R 01/17/31
N/A
PALMER SQUARE CLO 2014-1 LTD SER 2014-1A CL A1R2 V/R REGD 144A P/P 1.25225000
69688XAS0
1250000.00000000
NS
USD
1249676.25000000
0.062631935853
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-17
Variable
1.25225000
N
N
N
N
N
N
OZLM 2014-9A A1A V/R 10/20/31
N/A
OZLM IX LTD SER 2014-9A CL A1A3 V/R REGD 1.23150000
67109KBC7
18000000.00000000
NS
USD
17993925.00000000
0.901829058805
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Variable
1.23150000
N
N
N
N
N
N
CGCMT 2014-GC 3.337% 05/10/24
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23 SER 2014-GC23 CL AAB REGD 3.33700000
17322VAU0
732857.43000000
NS
USD
756286.59000000
0.037903971681
Long
ABS-CBDO
CORP
US
N
2
2047-07-10
Fixed
3.33700000
N
N
N
N
N
N
N/A
N/A
IRS RUS3MP01.42 08/22/22 CITCL FLOAT
N/A
1.00000000
NC
USD
-565283.32000000
-0.02833116868
N/A
DIR
US
N
2
CITIBANK
N/A
CITIBANK
N/A
N/A
N/A
Y
2022-08-22
-22027967.94000000
USD
22000000.00000000
USD
22000000.00000000
USD
-230289.87000000
N
N
N
UBSBB 2012-C4 2.85% 12/10/22
N/A
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 SER 2012-C4 CL A5 REGD 2.85020000
90270RBE3
11500000.00000000
NS
USD
11653263.95000000
0.584044451671
Long
ABS-CBDO
CORP
US
N
2
2045-12-10
Fixed
2.85020000
N
N
N
N
N
N
MSBAM 2013-C9 2.657% 01/15/23
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2 SER 2013-C9 CL AAB REGD 2.65700000
61762DAU5
364034.21000000
NS
USD
367861.96000000
0.018436700450
Long
ABS-CBDO
CORP
US
N
2
2046-05-15
Fixed
2.65700000
N
N
N
N
N
N
SKYSEA INTERNA 4.875% 12/07/21
N/A
SKYSEA INTERNATIONAL CAP REGD REG S EMTN 4.87500000
G82229AA6
4300000.00000000
NS
USD
4302388.44000000
0.215629381441
Long
DBT
CORP
VG
N
2
2021-12-07
Fixed
4.87500000
N
N
N
N
N
N
MDPK 2018-30A A V/R 04/15/29
N/A
MADISON PARK FUNDING XXX LTD SER 2018-30A CL A V/R REGD 144A P/P 0.87375000
55821TAA5
13333750.57000000
NS
USD
13334817.27000000
0.668321431146
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Variable
0.87375000
N
N
N
N
N
N
MONDELEZ INTER 0.625% 07/01/22
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL REGD 0.62500000
609207AV7
8000000.00000000
NS
USD
8006237.76000000
0.401260862411
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.62500000
N
N
N
N
N
N
CGCMT 2014-GC 3.477% 12/10/23
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 SER 2014-GC21 CL AAB REGD 3.47700000
17322MAX4
259168.29000000
NS
USD
267311.49000000
0.013397258765
Long
ABS-CBDO
CORP
US
N
2
2047-05-10
Fixed
3.47700000
N
N
N
N
N
N
N/A
N/A
IRS RUS3MP02.35 04/12/22 CITCL FLOAT
N/A
1.00000000
NC
USD
-461418.60000000
-0.02312562166
N/A
DIR
US
N
2
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
N/A
N/A
Y
2022-04-12
-11198883.20000000
USD
11000000.00000000
USD
11000000.00000000
USD
80891.73000000
N
N
N
TRUIST BANK V/R 03/09/23
N/A
TRUIST BANK REGD V/R SER BKNT 0.77566000
89788JAC3
2000000.00000000
NS
USD
2011202.86000000
0.100798529631
Long
DBT
CORP
US
N
2
2023-03-09
Variable
0.77566000
N
N
N
N
N
N
COMM 2012-CR5 2.771% 12/10/22
N/A
COMM 2012-CCRE5 MORTGAGE TRUST SER 2012-CR5 CL A4 REGD 2.77100000
12623SAE0
4750000.00000000
NS
USD
4830609.88000000
0.242103063202
Long
ABS-CBDO
CORP
US
N
2
2045-12-10
Fixed
2.77100000
N
N
N
N
N
N
EXXON MOBIL CO 1.571% 04/15/23
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORPORATION REGD 1.57100000
30231GBL5
4000000.00000000
NS
USD
4048206.24000000
0.202890143382
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57100000
N
N
N
N
N
N
CGCMT 2016-P4 2.45% 07/10/21
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4 SER 2016-P4 CL A2 REGD 2.45000000
29429EAB7
4422124.30000000
NS
USD
4435390.23000000
0.222295235561
Long
ABS-CBDO
CORP
US
N
2
2049-07-10
Fixed
2.45000000
N
N
N
N
N
N
NUTRIEN LTD 1.9% 05/13/23
5493002QQ7GD21OWF963
NUTRIEN LTD REGD 1.90000000
67077MAV0
3000000.00000000
NS
USD
3042150.63000000
0.152468115733
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.14 06/07/23 CITCL FLOAT
N/A
1.00000000
NC
USD
68746.89000000
0.003445493026
N/A
DIR
US
N
2
CREDIT AGRICOLE
N/A
N/A
N/A
Y
2023-06-07
-17999809.50000000
USD
18000000.00000000
USD
18000000.00000000
USD
68556.39000000
N
N
N
DBJPM 2016-C3 1.886% 08/10/21
N/A
DBJPM 16-C3 MORTGAGE TRUST SER 2016-C3 CL A2 REGD 1.88600000
23312VAB2
97027.59000000
NS
USD
96705.61000000
0.004846742956
Long
ABS-CBDO
CORP
US
N
2
2049-08-10
Fixed
1.88600000
N
N
N
N
N
N
ORACLE CORP 2.5% 10/15/22
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP REGD 2.50000000
68389XAP0
9000000.00000000
NS
USD
9154253.70000000
0.458797733031
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.50000000
N
N
N
N
N
N
MAGNE 2015-16A A V/R 01/18/28
N/A
MAGNETITE XVI LTD SER 2015-16A CL AR V/R REGD 144A P/P 0.92225000
55953RAL5
2392138.39000000
NS
USD
2393389.24000000
0.119953148946
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-18
Variable
0.92225000
N
N
N
N
N
N
N/A
N/A
IRS RSOFRP00.30 05/11/24 CITCL FLOAT
N/A
1.00000000
NC
USD
100340.00000000
0.005028893238
N/A
DIR
US
N
2
BANK OF AMERICA
N/A
N/A
N/A
Y
2024-05-11
-11251564.42000000
USD
11250000.00000000
USD
11250000.00000000
USD
91676.29000000
N
N
N
CAPITAL ONE FINAN V/R 01/30/23
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO REGD V/R 0.84863000
14040HBV6
1660000.00000000
NS
USD
1667964.00000000
0.083595902741
Long
DBT
CORP
US
N
2
2023-01-30
Variable
0.84863000
N
N
N
N
N
N
CCUBS 2017-C1 A1 V/R 07/15/22
N/A
CCUBS COMMERCIAL MORTGAGE TRUST 2017-C1 SER 2017-C1 CL A1 V/R REGD 2.28800000
12508GAQ9
1514706.01000000
NS
USD
1519633.35000000
0.076161788701
Long
ABS-CBDO
CORP
US
N
2
2050-11-15
Variable
2.28800000
N
N
N
N
N
N
FIFTH THIRD BANK 1.8% 01/30/23
N/A
FIFTH THIRD BANK REGD MTN SER BKNT 1.80000000
31677QBS7
5000000.00000000
NS
USD
5061701.80000000
0.253685050385
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.80000000
N
N
N
N
N
N
COOPERAT RABOBANK V/R 01/12/24
N/A
COOPERAT RABOBANK UA/NY REGD V/R 0.35000000
21688AAR3
5500000.00000000
NS
USD
5503270.08000000
0.275815803200
Long
DBT
CORP
NL
N
2
2024-01-12
Variable
0.35000000
N
N
N
N
N
N
WESTPAC BANKING CORP NY V/R 01/24/22
N/A
WESTPAC BANKING CORP NY VARIABLE SER YCD CTF OF DEPOSIT 0.13825000
96130AHJ0
7100000.00000000
NS
USD
7100214.92000000
0.355852330084
Long
DBT
CORP
AU
N
2
2022-01-24
Variable
0.13825000
N
N
N
N
N
N
MSC 2016-UB12 2.932% 11/15/21
N/A
MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 SER 2016-UB12 CL A2 REGD 2.93200000
61691EAX3
2886472.00000000
NS
USD
2885839.00000000
0.144634006712
Long
ABS-CBDO
CORP
US
N
2
2049-12-15
Fixed
2.93200000
N
N
N
N
N
N
WALT DISNEY COMPA V/R 09/01/22
549300GZKULIZ0WOW665
WALT DISNEY COMPANY/THE REGD V/R 0.50988000
254687FH4
3000000.00000000
NS
USD
3006169.20000000
0.150664779376
Long
DBT
CORP
US
N
2
2022-09-01
Variable
0.50988000
N
N
N
N
N
N
PRINCIPAL LFE GLB V/R 04/12/24
635400WSLKBQWSOIIT41
PRINCIPAL LFE GLB FND II REGD V/R 144A P/P 0.50000000
74256LEM7
1250000.00000000
NS
USD
1253163.73000000
0.062806723222
Long
DBT
CORP
US
Y
2
2024-04-12
Variable
0.50000000
N
N
N
N
N
N
NATIONAL SECS CL 0.4% 12/07/23
N/A
NATIONAL SECS CLEARING REGD 144A P/P 0.40000000
637639AC9
3750000.00000000
NS
USD
3723171.68000000
0.186599889237
Long
DBT
CORP
US
Y
2
2023-12-07
Fixed
0.40000000
N
N
N
N
N
N
COCA-COLA EUROPA 0.5% 05/05/23
549300LTH67W4GWMRF57
COCA-COLA EUROPACIFIC REGD 144A P/P 0.50000000
19123MAD5
5600000.00000000
NS
USD
5567535.06000000
0.279036669488
Long
DBT
CORP
GB
Y
2
2023-05-05
Fixed
0.50000000
N
N
N
N
N
N
BANK OF AMERICA C V/R 05/28/24
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP REGD V/R MTN 0.59299000
06051GJX8
15000000.00000000
NS
USD
15013989.45000000
0.752479071387
Long
DBT
CORP
US
N
2
2024-05-28
Variable
0.59299000
N
N
N
N
N
N
TRUIST BANK V/R 05/17/22
N/A
TRUIST BANK REGD V/R SER BKNT 0.74788000
86787EBD8
3000000.00000000
NS
USD
3006374.43000000
0.150675065202
Long
DBT
CORP
US
N
2
2022-05-17
Variable
0.74788000
N
N
N
N
N
N
WELF 2019-1A A1R V/R 07/20/32
N/A
WELLFLEET CLO 2019-1 LTD SER 2019-1A CL A1R V/R REGD 144A P/P 0.00000000
94950NAN2
20000000.00000000
NS
USD
20000000.00000000
1.002370587635
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Variable
0.00000000
N
N
N
N
N
N
N/A
N/A
IRS RUS3MP01.91 09/03/22 CITCL FLOAT
N/A
1.00000000
NC
USD
-730852.69000000
-0.03662926201
N/A
DIR
US
N
2
DEUTSCHE BANK
N/A
DEUTSCHE BANK
N/A
DEUTSCHE BANK
N/A
N/A
N/A
Y
2022-09-03
-19220783.48000000
USD
19000000.00000000
USD
19000000.00000000
USD
-97488.72000000
N
N
N
CADILLAC FAIRV 3.125% 03/20/22
N/A
CADILLAC FAIRVIEW PRP TR REGD 144A P/P 3.12500000
68327LAA4
6775000.00000000
NS
USD
6814142.97000000
0.341514824653
Long
DBT
CORP
CA
Y
2
2022-03-20
Fixed
3.12500000
N
N
N
N
N
N
SUMITOMO MITSUI T V/R 09/16/24
N/A
SUMITOMO MITSUI TR BK LT REGD V/R 144A P/P MTN 0.49000000
86563VAX7
7500000.00000000
NS
USD
7494548.40000000
0.375615744188
Long
DBT
CORP
JP
Y
2
2024-09-16
Variable
0.49000000
N
N
N
N
N
N
AIR LIQUIDE FIN 2.25% 09/27/23
N/A
AIR LIQUIDE FINANCE REGD 144A P/P 2.25000000
00913RAC0
1000000.00000000
NS
USD
1023483.04000000
0.051295464811
Long
DBT
CORP
FR
Y
2
2023-09-27
Fixed
2.25000000
N
N
N
N
N
N
BERKSHIRE HATHA 2.75% 03/15/23
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC REGD 2.75000000
084670BR8
4853000.00000000
NS
USD
4970137.10000000
0.249095962277
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.36 12/10/22 CITCL FLOAT
N/A
1.00000000
NC
USD
-11671.81000000
-0.00058497395
N/A
DIR
US
N
2
BNP PARIBAS
N/A
N/A
N/A
Y
2022-12-10
-1999965.50000000
USD
2000000.00000000
USD
2000000.00000000
USD
-7906.31000000
N
N
N
B A T INTL FIN DISC 12/10/21
N/A
B A T INTL FIN DISC 12/10/21 0.00000000
05531MZA9
15000000.00000000
PA
USD
14999442.00000000
0.751749974587
Long
STIV
CORP
US
N
2
2021-12-10
Fixed
0.00000000
N
N
N
N
N
N
COCA-COLA EUROPA 0.8% 05/03/24
549300LTH67W4GWMRF57
COCA-COLA EUROPACIFIC REGD 144A P/P 0.80000000
19123MAE3
3000000.00000000
NS
USD
2955165.90000000
0.148108568987
Long
DBT
CORP
GB
Y
2
2024-05-03
Fixed
0.80000000
N
N
N
N
N
N
BLUEM 2018-22A A V/R 07/15/31
N/A
BLUEMOUNTAIN CLO XXII LTD SER 2018-22A CL A1 V/R REGD 144A P/P 1.20375000
09629PAA4
4500000.00000000
NS
USD
4499307.90000000
0.225498695183
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Variable
1.20375000
N
N
N
N
N
N
COMM 2014-UBS 3.472% 12/10/23
N/A
COMM 2014-UBS2 MORTGAGE TRUST SER 2014-UBS2 CL ASB REGD 3.47200000
12591UAD5
770389.00000000
NS
USD
792613.03000000
0.039724599432
Long
ABS-CBDO
CORP
US
N
2
2047-03-10
Fixed
3.47200000
N
N
N
N
N
N
MSBAM 2015-C2 3.398% 11/15/24
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C23 CL ASB REGD 3.39800000
61690QAC3
1824384.43000000
NS
USD
1890322.61000000
0.094740189270
Long
ABS-CBDO
CORP
US
N
2
2050-07-15
Fixed
3.39800000
N
N
N
N
N
N
MCDONALD'S COR 2.625% 01/15/22
UE2136O97NLB5BYP9H04
MCDONALD'S CORP REGD MTN 2.62500000
58013MEM2
2193000.00000000
NS
USD
2198567.06000000
0.110188947794
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.62500000
N
N
N
N
N
N
MSC 2018-H3 A 3.997% 05/15/23
N/A
MORGAN STANLEY CAPITAL I TRUST 2018-H3 SER 2018-H3 CL A2 REGD 3.99700000
61767YAV2
591128.17000000
NS
USD
611592.08000000
0.030652095631
Long
ABS-CBDO
CORP
US
N
2
2051-07-15
Fixed
3.99700000
N
N
N
N
N
N
AUTOZONE INC 3.7% 04/15/22
GA3JGKJ41LJKXDN23E90
AUTOZONE INC REGD 3.70000000
053332AM4
15000000.00000000
NS
USD
15058144.50000000
0.754692057558
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.70000000
N
N
N
N
N
N
MUFG BK LTD 0.3% 10/25/22
N/A
MUFG BK LTD N Y_______________ CTF OF DEPOSIT 0.30000000
55380TXW5
10000000.00000000
PA
USD
9989425.00000000
0.500655290369
Long
STIV
CORP
US
N
2
2022-10-25
Fixed
0.30000000
N
N
N
N
N
N
JPMCC 2013-LC 2.959% 04/15/23
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 201 SER 2013-LC11 CL A5 REGD 2.95990000
46639YAQ0
7287000.00000000
NS
USD
7432315.90000000
0.372496742808
Long
ABS-CBDO
CORP
US
N
2
2046-04-15
Fixed
2.95990000
N
N
N
N
N
N
AIG GLOBAL FUND 0.65% 06/17/24
54930057MDZ7KOVOTV71
AIG GLOBAL FUNDING REGD 144A P/P 0.65000000
00138CAS7
12750000.00000000
NS
USD
12586524.35000000
0.630818090449
Long
DBT
CORP
US
Y
2
2024-06-17
Fixed
0.65000000
N
N
N
N
N
N
COMM 2013-CR8 3.334% 05/10/23
N/A
COMM 2013-CCRE8 MORTGAGE TRUST SER 2013-CR8 CL A4 REGD 3.33400000
12625KAD7
454153.69000000
NS
USD
463642.41000000
0.023237075748
Long
ABS-CBDO
CORP
US
N
2
2046-06-10
Fixed
3.33400000
N
N
N
N
N
N
EXXON MOBIL CORPO V/R 08/16/22
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORPORATION REGD V/R 0.48500000
30231GBA9
4000000.00000000
NS
USD
4007872.20000000
0.200868660614
Long
DBT
CORP
US
N
2
2022-08-16
Variable
0.48500000
N
N
N
N
N
N
PPL ELECTRIC UTI 2.5% 09/01/22
N/A
PPL ELECTRIC UTILITIES REGD 2.50000000
69351UAQ6
4800000.00000000
NS
USD
4840371.55000000
0.242592303747
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.50000000
N
N
N
N
N
N
SPST 2021-4 A V/R 04/11/22
N/A
STATION PLACE SECURITIZATION TRUST SERIES 2021-4 SER 2021-4 CL A V/R REGD 144A P/P 0.99238000
85772BAA0
6500000.00000000
NS
USD
6493226.35000000
0.325430955604
Long
ABS-CBDO
CORP
US
Y
2
2022-04-11
Variable
0.99238000
N
N
N
N
N
N
BANCO DEL ESTA 3.875% 02/08/22
N/A
BANCO DEL ESTADO -CHILE REGD P/P MTN 3.87500000
05965MAA1
4045000.00000000
NS
USD
4060084.17000000
0.203485447766
Long
DBT
CORP
CL
Y
2
2022-02-08
Fixed
3.87500000
N
N
N
N
N
N
UBSCM 2018-C8 2.659% 09/15/22
N/A
UBS COMMERCIAL MORTGAGE TRUST 2018-C8 SER 2018-C8 CL A1 REGD 2.65900000
90276VAA7
876295.95000000
NS
USD
881881.72000000
0.044198614895
Long
ABS-CBDO
CORP
US
N
2
2051-02-15
Fixed
2.65900000
N
N
N
N
N
N
GOLDMAN SACHS GRO V/R 06/05/23
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD V/R 2.90800000
38141GWJ9
7314000.00000000
NS
USD
7391782.85000000
0.370465285951
Long
DBT
CORP
US
N
2
2023-06-05
Variable
2.90800000
N
N
N
N
N
N
JPMBB 2013-C1 3.362% 05/15/23
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 SER 2013-C12 CL A4 REGD 3.36260000
46639NAP6
2904170.69000000
NS
USD
2963020.51000000
0.148502230489
Long
ABS-CBDO
CORP
US
N
2
2045-07-15
Fixed
3.36260000
N
N
N
N
N
N
UBSBB 2013-C5 3.184% 02/10/23
N/A
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C5 SER 2013-C5 CL A4 REGD 3.18470000
90270YBF5
8311000.00000000
NS
USD
8459033.87000000
0.423954337554
Long
ABS-CBDO
CORP
US
N
2
2046-03-10
Fixed
3.18470000
N
N
N
N
N
N
KOREA RESOURCES CO 3% 04/24/22
N/A
KOREA RESOURCES CORP REGD REG S 3.00000000
50066KAB7
3200000.00000000
NS
USD
3227770.88000000
0.161771129686
Long
DBT
USGA
KR
N
2
2022-04-24
Fixed
3.00000000
N
N
N
N
N
N
STARBUCKS CORP 1.3% 05/07/22
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP REGD 1.30000000
855244AY5
1000000.00000000
NS
USD
1003946.46000000
0.050316320153
Long
DBT
CORP
US
N
2
2022-05-07
Fixed
1.30000000
N
N
N
N
N
N
CENTERPOINT ENERG V/R 05/13/24
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC REGD V/R 0.70000000
15189TAZ0
10000000.00000000
NS
USD
9996990.10000000
0.501034442056
Long
DBT
CORP
US
N
2
2024-05-13
Variable
0.70000000
N
N
N
N
N
N
TOYOTA MOTOR CRED V/R 06/13/22
N/A
TOYOTA MOTOR CREDIT CORP REGD V/R MTN 0.35000000
89236THS7
10000000.00000000
NS
USD
10004303.90000000
0.501400998956
Long
DBT
CORP
US
N
2
2022-06-13
Variable
0.35000000
N
N
N
N
N
N
ABBVIE INC V/R 11/21/22
FR5LCKFTG8054YNNRU85
ABBVIE INC REGD V/R SER WI 0.80963000
00287YBP3
3000000.00000000
NS
USD
3012559.74000000
0.150985063843
Long
DBT
CORP
US
N
2
2022-11-21
Variable
0.80963000
N
N
N
N
N
N
CREDIT SUISSE NEW V/R 02/02/24
N/A
CREDIT SUISSE NEW YORK REGD V/R 0.44000000
22550UAB7
3750000.00000000
NS
USD
3740582.25000000
0.187472481401
Long
DBT
CORP
CH
N
2
2024-02-02
Variable
0.44000000
N
N
N
N
N
N
PEPSICO INC 0.4% 10/07/23
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC REGD 0.40000000
713448FB9
5500000.00000000
NS
USD
5474595.34000000
0.274378667401
Long
DBT
CORP
US
N
2
2023-10-07
Fixed
0.40000000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.39 08/31/24 CITCL FLOAT
N/A
1.00000000
NC
USD
68728.59000000
0.003444575857
N/A
DIR
US
N
2
MORGAN STANLEY
N/A
N/A
N/A
Y
2024-08-31
-7999817.60000000
USD
8000000.00000000
USD
8000000.00000000
USD
79427.75000000
N
N
N
BSP 2017-12A A1R V/R 10/15/30
N/A
BENEFIT STREET PARTNERS CLO XII LTD SER 2017-12A CL A1R V/R REGD 144A P/P 1.07375000
08179HAE0
18000000.00000000
NS
USD
17995518.00000000
0.901908897623
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Variable
1.07375000
N
N
N
N
N
N
GLENCORE FUNDI DISC 12/20/21
N/A
GLENCORE FUNDI DISC 12/20/21 0.00000000
37790AZL0
5000000.00000000
PA
USD
4999341.50000000
0.250559643857
Long
STIV
CORP
US
N
2
2021-12-20
Fixed
0.00000000
N
N
N
N
N
N
ROYAL BANK OF CAN V/R 02/01/22
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 0.86163000
78012KZD2
5050000.00000000
NS
USD
5055646.86000000
0.253381585696
Long
DBT
CORP
CA
N
2
2022-02-01
Variable
0.86163000
N
N
N
N
N
N
HUNTINGTON NATIO 1.8% 02/03/23
N/A
HUNTINGTON NATIONAL BANK REGD 1.80000000
44644MAA9
6000000.00000000
NS
USD
6070355.40000000
0.304237285472
Long
DBT
CORP
US
N
2
2023-02-03
Fixed
1.80000000
N
N
N
N
N
N
N/A
N/A
IRS RSOFRP00.36 08/13/24 CITCL FLOAT
N/A
1.00000000
NC
USD
28149.26000000
0.001410799514
N/A
DIR
US
N
2
CITIBANK
N/A
N/A
N/A
Y
2024-08-13
-2999843.25000000
USD
3000000.00000000
USD
3000000.00000000
USD
27992.51000000
N
N
N
PRUDENTIAL CORE ULTRA SHORT
N/A
PRUDENTIAL CORE ULTRA SHORT BOND FUND 0.00000000
74440E201
23602374.30000000
NS
USD
23602374.30000000
1.182916289833
Long
EC
RF
US
N
1
N
N
N
COMM 2013-CR8 A5 V/R 05/10/23
N/A
COMM 2013-CCRE8 MORTGAGE TRUST SER 2013-CR8 CL A5 V/R REGD 3.61200000
12625KAE5
5080574.00000000
NS
USD
5247751.81000000
0.263009603277
Long
ABS-CBDO
CORP
US
N
2
2046-06-10
Variable
3.61200000
N
N
N
N
N
N
NMSG3 2021-1 D V/R 06/25/54
N/A
MSG III SECURITIZATION TRUST 2021-1 SER 2021-1 CL D V/R REGD 144A P/P 1.38600000
55368MAD3
200000.00000000
NS
USD
200073.14000000
0.010027371545
Long
ABS-CBDO
CORP
US
Y
2
2054-06-25
Variable
1.38600000
N
N
N
N
N
N
ABBVIE INC 3.25% 10/01/22
FR5LCKFTG8054YNNRU85
ABBVIE INC REGD SER WI 3.25000000
00287YCT4
17000000.00000000
NS
USD
17257863.14000000
0.864938720848
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25000000
N
N
N
N
N
N
BANQUE FED CRED 0.65% 02/27/24
N/A
BANQUE FED CRED MUTUEL REGD 144A P/P 0.65000000
06675FAV9
7250000.00000000
NS
USD
7178940.43000000
0.359797936870
Long
DBT
CORP
FR
Y
2
2024-02-27
Fixed
0.65000000
N
N
N
N
N
N
AMERICAN ELECTRIC V/R 11/01/23
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER REGD V/R SER A 0.61163000
025537AS0
3000000.00000000
NS
USD
2998553.79000000
0.150283106226
Long
DBT
CORP
US
N
2
2023-11-01
Variable
0.61163000
N
N
N
N
N
N
JPMBB 2013-C14 A V/R 06/15/23
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 SER 2013-C14 CL ASB V/R REGD 3.76070000
46640LAE2
6577402.61000000
NS
USD
6759762.41000000
0.338789350959
Long
ABS-CBDO
CORP
US
N
2
2046-08-15
Variable
3.76070000
N
N
N
N
N
N
MORGAN STANLEY 2.75% 05/19/22
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY REGD MTN 2.75000000
61744YAH1
3000000.00000000
NS
USD
3030932.76000000
0.151905892586
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.75000000
N
N
N
N
N
N
PIONEER NATURAL 0.55% 05/15/23
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCE REGD 0.55000000
723787AU1
2500000.00000000
NS
USD
2488547.20000000
0.124722325961
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
BMARK 2018-B2 3.662% 02/15/23
N/A
BENCHMARK 2018-B2 MORTGAGE TRUST SER 2018-B2 CL A2 REGD 3.66230000
08161CAB7
975000.00000000
NS
USD
997025.93000000
0.049969473367
Long
ABS-CBDO
CORP
US
N
2
2051-02-15
Fixed
3.66230000
N
N
N
N
N
N
COMM 2017-COR 2.111% 09/10/22
N/A
COMM 2017-COR2 MORTGAGE TRUST SER 2017-COR2 CL A1 REGD 2.11100000
12595EAA3
67879.65000000
NS
USD
68130.99000000
0.003414625024
Long
ABS-CBDO
CORP
US
N
2
2050-09-10
Fixed
2.11100000
N
N
N
N
N
N
N/A
N/A
IRS RUS3MP01.87 06/15/22 CITCL FLOAT
N/A
1.00000000
NC
USD
-107903.67000000
-0.00540797325
N/A
DIR
US
N
2
CITIGROUP
N/A
N/A
N/A
Y
2022-06-15
-3217496.46000000
USD
3250000.00000000
USD
3250000.00000000
USD
-88613.27000000
N
N
N
COMM 2015-DC1 2.87% 01/10/20
N/A
COMM 2015-DC1 MORTGAGE TRUST SER 2015-DC1 CL A2 REGD 2.87000000
12629NAB1
129154.22000000
NS
USD
129135.04000000
0.006472058296
Long
ABS-CBDO
CORP
US
N
2
2048-02-10
Fixed
2.87000000
N
N
N
N
N
N
GILEAD SCIENCES 0.75% 09/29/23
549300WTZWR07K8MNV44
GILEAD SCIENCES INC REGD 0.75000000
375558BW2
2250000.00000000
NS
USD
2243865.76000000
0.112459252021
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
VOYA 2014-2A A1R V/R 04/17/30
N/A
VOYA CLO 2014-2 LTD SER 2014-2A CL A1RR V/R REGD 144A P/P 1.14225000
92912VAY1
1689353.12000000
NS
USD
1688021.23000000
0.084601141612
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-17
Variable
1.14225000
N
N
N
N
N
N
VF CORP 2.05% 04/23/22
CWAJJ9DJ5Z7P057HV541
VF CORP REGD 2.05000000
918204AZ1
8000000.00000000
NS
USD
8046473.04000000
0.403277395474
Long
DBT
CORP
US
N
2
2022-04-23
Fixed
2.05000000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.31 06/07/24 CITCL FLOAT
N/A
1.00000000
NC
USD
104166.71000000
0.005220682315
N/A
DIR
US
N
2
CREDIT AGRICOLE
N/A
N/A
N/A
Y
2024-06-07
-10899825.47000000
USD
10900000.00000000
USD
10900000.00000000
USD
103992.18000000
N
N
N
N/A
N/A
IRS RSOFRP00.45 05/11/25 CITCL FLOAT
N/A
1.00000000
NC
USD
221578.71000000
0.011105199087
N/A
DIR
US
N
2
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
N/A
N/A
Y
2025-05-11
-15981099.91000000
USD
16000000.00000000
USD
16000000.00000000
USD
179709.73000000
N
N
N
INGIM 2014-1A AA V/R 04/18/31
N/A
VOYA CLO 2014-1 LTD SER 2014-1A CL AAR2 V/R REGD 1.11225000
92915PAH8
1864472.41000000
NS
USD
1863966.39000000
0.093419254283
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-18
Variable
1.11225000
N
N
N
N
N
N
WFCM 2013-LC12 A V/R 06/15/23
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 SER 2013-LC12 CL A4 V/R REGD 4.21800000
94988QAG6
17500000.00000000
NS
USD
18241548.50000000
0.914239584466
Long
ABS-CBDO
CORP
US
N
2
2046-07-15
Variable
4.21800000
N
N
N
N
N
N
MDPK 2021-38A X V/R 07/17/34
N/A
MADISON PARK FUNDING XXXVIII LTD SER 2021-38A CL X V/R REGD 144A P/P 1.08425000
55821KAA4
3500000.00000000
NS
USD
3499928.95000000
0.175411291914
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-17
Variable
1.08425000
N
N
N
N
N
N
NATIXIS NY BRANCH V/R 12/09/21
N/A
NATIXIS NY BRANCH VARIABLE SER YCD CTF OF DEPOSIT 0.24600000
63873QLW2
10000000.00000000
PA
USD
10000363.40000000
0.501203506891
Long
STIV
CORP
FR
N
2
2021-12-09
Variable
0.24600000
N
N
N
N
N
N
PACIFIC LIFE GF 0.5% 09/23/23
6354003EUPCHXTWUU869
PACIFIC LIFE GF II REGD 144A P/P 0.50000000
6944PL2C2
4750000.00000000
NS
USD
4729840.91000000
0.237052670618
Long
DBT
CORP
US
Y
2
2023-09-23
Fixed
0.50000000
N
N
N
N
N
N
OAKCL 2015-1A A1 V/R 10/20/27
N/A
OAKTREE CLO 2015-1 LTD SER 2015-1A CL A1R V/R REGD 144A P/P 1.00150000
67389XAF4
1062660.36000000
NS
USD
1062596.92000000
0.053255794955
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-20
Variable
1.00150000
N
N
N
N
N
N
PAIA 2018-1A A1A V/R 10/20/31
N/A
PARK AVENUE INSTITUTIONAL ADVISERS CLO SER 2018-1A CL A1AR V/R REGD 144A P/P 1.13150000
70016RAL9
10000000.00000000
NS
USD
10004820.00000000
0.501426865129
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Variable
1.13150000
N
N
N
N
N
N
OZLM 2015-12A A1 V/R 04/30/27
N/A
OZLM XII LTD SER 2015-12A CL A1R V/R REGD 144A P/P 1.18163000
67109WAJ7
56526.57000000
NS
USD
56483.23000000
0.002830856422
Long
ABS-CBDO
CORP
KY
Y
2
2027-04-30
Variable
1.18163000
N
N
N
N
N
N
GEORGIA-PACIFI 3.734% 07/15/23
N/A
GEORGIA-PACIFIC LLC REGD P/P 3.73400000
37331NAD3
7000000.00000000
NS
USD
7275665.39000000
0.364645649620
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
3.73400000
N
N
N
N
N
N
JPMCC 2016-JP 2.713% 09/15/25
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 20 SER 2016-JP2 CL ASB REGD 2.71300000
46590MAS9
7830639.78000000
NS
USD
8056791.01000000
0.403794516957
Long
ABS-CBDO
CORP
US
N
2
2049-08-15
Fixed
2.71300000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P02.30 05/11/22 CITCL FLOAT
N/A
1.00000000
NC
USD
-365492.89000000
-0.01831796614
N/A
DIR
US
N
2
CITIBANK
N/A
N/A
N/A
Y
2022-05-11
-7772260.79000000
USD
7500000.00000000
USD
7500000.00000000
USD
103901.23000000
N
N
N
CANADIAN IMPERIAL V/R 10/18/24
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK REGD V/R 0.47000300
13607HYE6
10000000.00000000
NS
USD
9970070.40000000
0.499685266280
Long
DBT
CORP
CA
N
2
2024-10-18
Variable
0.47000300
N
N
N
N
N
N
UBSCM 2017-C5 2.139% 06/15/22
N/A
UBS COMMERCIAL MORTGAGE TRUST 2017-C5 SER 2017-C5 CL A1 REGD 2.13900000
90276TAA2
196865.90000000
NS
USD
197449.41000000
0.009895874056
Long
ABS-CBDO
CORP
US
N
2
2050-11-15
Fixed
2.13900000
N
N
N
N
N
N
CGMS 2015-5A A1R V/R 01/20/32
N/A
CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2015-5A CL A1RR V/R REGD 144A P/P 1.21150000
14312JAY8
18000000.00000000
NS
USD
17999996.40000000
0.902133348445
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Variable
1.21150000
N
N
N
N
N
N
PHILLIPS 66 0.9% 02/15/24
5493005JBO5YSIGK1814
PHILLIPS 66 REGD 0.90000000
718546AY0
4000000.00000000
NS
USD
3961901.44000000
0.198564673728
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
COMM 2013-CR7 2.739% 07/10/22
N/A
COMM 2013-CCRE7 MORTGAGE TRUST SER 2013-CR7 CL ASB REGD 2.73900000
12625FAC0
188679.60000000
NS
USD
190773.11000000
0.009561267718
Long
ABS-CBDO
CORP
US
N
2
2046-03-10
Fixed
2.73900000
N
N
N
N
N
N
ONYP 2020-1NYP A V/R 01/15/23
N/A
ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 1.04000000
68249DAA7
4925000.00000000
NS
USD
4915084.50000000
0.246336806927
Long
ABS-CBDO
CORP
US
Y
2
2026-01-15
Variable
1.04000000
N
N
N
N
N
N
MITSUBISHI UFJ 2.665% 07/25/22
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP REGD 2.66500000
606822AP9
3044000.00000000
NS
USD
3086094.26000000
0.154670505844
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.66500000
N
N
N
N
N
N
WASTE MANAGEME DISC 07/11/22
N/A
WASTE MANAGEME DISC 07/11/22 0.00000000
94107NGB4
8500000.00000000
PA
USD
8483466.65000000
0.425178872557
Long
STIV
CORP
US
N
2
2022-07-11
Fixed
0.00000000
N
N
N
N
N
N
BASF SE DISC 12/28/21
N/A
BASF SE DISC 12/28/21 0.00000000
05526LZU4
20000000.00000000
PA
USD
19998040.00000000
1.002272355317
Long
STIV
CORP
US
N
2
2021-12-28
Fixed
0.00000000
N
N
N
N
N
N
ENBRIDGE (US) DISC 12/10/21
N/A
ENBRIDGE (US) DISC 12/10/21 0.00000000
29251UZA9
10000000.00000000
PA
USD
9999628.00000000
0.501166649724
Long
STIV
CORP
US
N
2
2021-12-10
Fixed
0.00000000
N
N
N
N
N
N
BALLY 2020-2A A1 V/R 10/20/31
N/A
BALLYROCK CLO 2020-2 LTD SER 2020-2A CL A1R V/R REGD 144A P/P 1.14150000
05875DAJ1
18000000.00000000
NS
USD
17999998.20000000
0.902133438658
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Variable
1.14150000
N
N
N
N
N
N
PARKER-HANNIFI DISC 12/21/21
N/A
PARKER-HANNIFI DISC 12/21/21 0.00000000
70109LZM1
10000000.00000000
PA
USD
9998635.00000000
0.501116882025
Long
STIV
CORP
US
N
2
2021-12-21
Fixed
0.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA NY V/R 12/16/21
N/A
ROYAL BANK OF CANADA NY VARIABLE SER YCD CTF OF DEPOSIT 0.22800000
78012UZC2
3000000.00000000
NS
USD
3000228.51000000
0.150367040730
Long
DBT
CORP
CA
N
2
2021-12-16
Variable
0.22800000
N
N
N
N
N
N
ZAIS8 2018-1A A V/R 04/15/29
N/A
ZAIS CLO 8 LTD SER 2018-1A CL A V/R REGD 144A P/P 1.07375000
98885GAA6
713170.61000000
NS
USD
712688.36000000
0.035718892510
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Variable
1.07375000
N
N
N
N
N
N
PROTECTIVE LIF 0.631% 10/13/23
N/A
PROTECTIVE LIFE GLOBAL REGD 144A P/P 0.63100000
74368CAZ7
4250000.00000000
NS
USD
4236460.95000000
0.212325192597
Long
DBT
CORP
US
Y
2
2023-10-13
Fixed
0.63100000
N
N
N
N
N
N
BMW US CAPITAL L 3.8% 04/06/23
N/A
BMW US CAPITAL LLC REGD 144A P/P 3.80000000
05565EBM6
4000000.00000000
NS
USD
4161960.84000000
0.208591356645
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
3.80000000
N
N
N
N
N
N
SNDPT 2014-3RA A V/R 10/23/31
N/A
SOUND POINT CLO VII-R LTD SER 2014-3RA CL A1R V/R REGD 144A P/P 1.19388000
83610HAL4
10000000.00000000
NS
USD
9996716.00000000
0.501020704567
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-23
Variable
1.19388000
N
N
N
N
N
N
ENEL FINANCE A DISC 05/26/22
N/A
ENEL FINANCE A DISC 05/26/22 0.00000000
29279HES0
10000000.00000000
PA
USD
9982497.00000000
0.500308069197
Long
STIV
CORP
US
N
2
2022-05-26
Fixed
0.00000000
N
N
N
N
N
N
CARGILL INC 1.375% 07/23/23
QXZYQNMR4JZ5RIRN4T31
CARGILL INC REGD 144A P/P 1.37500000
141781BL7
1000000.00000000
NS
USD
1010217.89000000
0.050630635001
Long
DBT
CORP
US
Y
2
2023-07-23
Fixed
1.37500000
N
N
N
N
N
N
NMSG3 2021-1 C V/R 06/25/54
N/A
MSG III SECURITIZATION TRUST 2021-1 SER 2021-1 CL C V/R REGD 144A P/P 1.18600000
55368MAC5
530000.00000000
NS
USD
530194.19000000
0.026572553089
Long
ABS-CBDO
CORP
US
Y
2
2054-06-25
Variable
1.18600000
N
N
N
N
N
N
OZLM 2014-6A A1S V/R 04/17/31
N/A
OZLM VI LTD SER 2014-6A CL A1S V/R REGD 1.20225000
67108LAW3
8866825.42000000
NS
USD
8864234.53000000
0.444262398738
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-17
Variable
1.20225000
N
N
N
N
N
N
CITIZENS BANK NA/ V/R 05/26/22
N/A
CITIZENS BANK NA/RI REGD V/R SER BKNT 0.99025000
17401QAM3
8500000.00000000
NS
USD
8525804.64000000
0.427300790353
Long
DBT
CORP
US
N
2
2022-05-26
Variable
0.99025000
N
N
N
N
N
N
BRISTOL-MYERS SQU V/R 05/16/22
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO REGD V/R 0.53500000
110122CJ5
2000000.00000000
NS
USD
2002969.90000000
0.100385905783
Long
DBT
CORP
US
N
2
2022-05-16
Variable
0.53500000
N
N
N
N
N
N
OGE ENERGY COR 0.703% 05/26/23
CE5OG6JPOZMDSA0LAQ19
OGE ENERGY CORP REGD SER * 0.70300000
670837AC7
3500000.00000000
NS
USD
3483543.67000000
0.174590085777
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
NATIONAL SECS CL 1.2% 04/23/23
N/A
NATIONAL SECS CLEARING REGD 144A P/P 1.20000000
637639AA3
3000000.00000000
NS
USD
3024123.84000000
0.151564639529
Long
DBT
CORP
US
Y
2
2023-04-23
Fixed
1.20000000
N
N
N
N
N
N
ENEL FIN AMER LLC DISC 7/14/22
N/A
ENEL FIN AMER LLC DISC 7/14/22 0.00000000
29279HGE9
5000000.00000000
PA
USD
4987413.00000000
0.249961804979
Long
STIV
CORP
US
N
2
2022-07-14
Fixed
0.00000000
N
N
N
N
N
N
VERIZON COMMUNI 0.75% 03/22/24
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS REGD 0.75000000
92343VGF5
8000000.00000000
NS
USD
7945755.04000000
0.398229557432
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
INTEL CORP V/R 05/11/22
KNX4USFCNGPY45LOCE31
INTEL CORP REGD V/R 0.50438000
458140BC3
5000000.00000000
NS
USD
5006052.65000000
0.250895996825
Long
DBT
CORP
US
N
2
2022-05-11
Variable
0.50438000
N
N
N
N
N
N
WEC ENERGY GRO DISC 12/13/21
N/A
WEC ENERGY GRO DISC 12/13/21 0.00000000
92930VZD8
6000000.00000000
PA
USD
5999703.00000000
0.300696291087
Long
STIV
CORP
US
N
2
2021-12-13
Fixed
0.00000000
N
N
N
N
N
N
COMM 2015-LC2 3.221% 10/10/20
N/A
COMM 2015-LC23 MORTGAGE TRUST SER 2015-LC23 CL A2 REGD 3.22100000
12636FBF9
590803.40000000
NS
USD
595349.63000000
0.029838047923
Long
ABS-CBDO
CORP
US
N
2
2048-10-10
Fixed
3.22100000
N
N
N
N
N
N
CANYC 2017-1A AR V/R 07/15/30
N/A
CANYON CAPITAL CLO 2017-1 LTD SER 2017-1A CL AR V/R REGD 144A P/P 1.12375000
13876GAJ7
15000000.00000000
NS
USD
14996547.00000000
0.751604881444
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Variable
1.12375000
N
N
N
N
N
N
BANK OF MONTREAL V/R 12/13/21
N/A
BANK OF MONTREAL CHICAGO VARIABLE SER YCD CTF OF DEPOSIT 0.22413000
06367C2Y2
5000000.00000000
NS
USD
5000299.00000000
0.250607632349
Long
DBT
CORP
CA
N
2
2021-12-13
Variable
0.22413000
N
N
N
N
N
N
MCCORMICK & CO 2.7% 08/15/22
549300JQQA6MQ4OJP259
MCCORMICK & CO REGD 2.70000000
579780AL1
7685000.00000000
NS
USD
7787764.67000000
0.390311312431
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
PRINCIPAL LFE GL 0.5% 01/08/24
635400WSLKBQWSOIIT41
PRINCIPAL LFE GLB FND II REGD 144A P/P 0.50000000
74256LEJ4
7250000.00000000
NS
USD
7177085.52000000
0.359704971509
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.50000000
N
N
N
N
N
N
JMP 2017-1A AR V/R 07/17/29
N/A
JMP CREDIT ADVISORS CLO IV LTD SER 2017-1A CL AR V/R REGD 144A P/P 1.40225000
46647YAL1
11466482.36000000
NS
USD
11468646.09000000
0.574791676030
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-17
Variable
1.40225000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P02.25 05/11/23 CITCL FLOAT
N/A
1.00000000
NC
USD
-466733.10000000
-0.02339197658
N/A
DIR
US
N
2
NOMURA
N/A
N/A
N/A
Y
2023-05-11
-9127764.54000000
USD
8560000.00000000
USD
8560000.00000000
USD
230275.18000000
N
N
N
JPMCC 2012-C6 3.144% 12/15/21
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2 SER 2012-C6 CL ASB REGD 3.14440000
46634SAD7
35902.82000000
NS
USD
35910.27000000
0.001799769922
Long
ABS-CBDO
CORP
US
N
2
2045-05-15
Fixed
3.14440000
N
N
N
N
N
N
MSBAM 2012-C6 2.858% 09/15/22
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2 SER 2012-C6 CL A4 REGD 2.85800000
61761DAD4
1333869.57000000
NS
USD
1343143.70000000
0.067316386992
Long
ABS-CBDO
CORP
US
N
2
2045-11-15
Fixed
2.85800000
N
N
N
N
N
N
SOCIETE GENERALE IAM COML PAPER 4/A2 V/R 12/13/21
N/A
SOCIETE GENERALE IAM COML PAPER 4/A2 VARIABLE COMMERCIAL PAPER 0.27413000
83368YFS1
10000000.00000000
PA
USD
10000596.00000000
0.501215164461
Long
STIV
CORP
US
N
2
2021-12-13
Variable
0.27413000
N
N
N
N
N
N
MVW 2013-1A ARR V/R 10/12/30
N/A
MOUNTAIN VIEW CLO 2013-1 LTD SER 2013-1A CL ARR V/R REGD 144A P/P 1.12113000
62431UBC5
13500000.00000000
NS
USD
13499634.15000000
0.676581810789
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-12
Variable
1.12113000
N
N
N
N
N
N
JPMCC 2012-C8 2.829% 09/15/22
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2 SER 2012-C8 CL A3 REGD 2.82910000
46638UAC0
3023713.21000000
NS
USD
3053629.22000000
0.153043405783
Long
ABS-CBDO
CORP
US
N
2
2045-10-15
Fixed
2.82910000
N
N
N
N
N
N
HSBC USA INC DISC 12/10/21
N/A
HSBC USA INC DISC 12/10/21 0.00000000
40434PZA7
6000000.00000000
PA
USD
5999826.60000000
0.300702485737
Long
STIV
CORP
US
N
2
2021-12-10
Fixed
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS G 5.75% 01/24/22
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD 5.75000000
38141GGS7
3000000.00000000
NS
USD
3023474.91000000
0.151532116111
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
STRYKER CORP 0.6% 12/01/23
5493002F0SC4JTBU5137
STRYKER CORP REGD 0.60000000
863667BB6
1250000.00000000
NS
USD
1240560.64000000
0.062175074885
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.60000000
N
N
N
N
N
N
CAPITAL ONE BA 3.375% 02/15/23
N/A
CAPITAL ONE BANK USA NA REGD SER WI 3.37500000
140420NB2
4000000.00000000
NS
USD
4119442.12000000
0.206460380927
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.37500000
N
N
N
N
N
N
COMM 2015-CR2 3.257% 12/10/24
N/A
COMM 2015-CCRE23 MORTGAGE TRUST SER 2015-CR23 CL ASB REGD 3.25700000
12593AAY1
1459579.72000000
NS
USD
1508440.17000000
0.075600802980
Long
ABS-CBDO
CORP
US
N
2
2048-05-10
Fixed
3.25700000
N
N
N
N
N
N
VENTR 2016-24A A V/R 10/20/28
N/A
VENTURE XXIV CLO LTD SER 2016-24A CL ARR V/R REGD 144A P/P 1.03150000
92330WBJ5
9298236.67000000
NS
USD
9295281.69000000
0.465865848492
Long
ABS-CBDO
CORP
KY
Y
2
2028-10-20
Variable
1.03150000
N
N
N
N
N
N
COMM 2015-CR2 3.207% 02/10/22
N/A
COMM 2015-CCRE22 MORTGAGE TRUST SER 2015-CR22 CL A3 REGD 3.20700000
12592XBA3
2000000.00000000
NS
USD
2002283.20000000
0.100351489389
Long
ABS-CBDO
CORP
US
N
2
2048-03-10
Fixed
3.20700000
N
N
N
N
N
N
BANK OF MONTREAL 0.23% 5/5/22
N/A
BANK OF MONTREAL CHICAGO______ CTD OF DEPOSIT 0.23000000
06367CEV5
5000000.00000000
PA
USD
4999646.50000000
0.250574930008
Long
STIV
CORP
CA
N
2
2022-05-05
Fixed
0.23000000
N
N
N
N
N
N
BSP 2013-IIIA A1 V/R 07/20/29
N/A
BENEFIT STREET PARTNERS CLO III LTD SER 2013-IIIA CL A1R2 V/R REGD 144A P/P 1.13150000
08180EBJ2
9118185.26000000
NS
USD
9111143.29000000
0.456637102681
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-20
Variable
1.13150000
N
N
N
N
N
N
BANK 2017-BNK 1.984% 06/15/22
N/A
BANK 2017-BNK7 SER 2017-BNK7 CL A1 REGD 1.98400000
06541XAA8
684.22000000
NS
USD
684.00000000
0.000034281074
Long
ABS-CBDO
CORP
US
N
2
2060-09-15
Fixed
1.98400000
N
N
N
N
N
N
BAXTER INTERNATIO V/R 12/01/23
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC REGD V/R 144A P/P 0.00000000
071813CW7
20000000.00000000
NS
USD
19990501.00000000
1.001894511724
Long
DBT
CORP
US
Y
2
2023-12-01
Variable
0.00000000
N
N
N
N
N
N
COMM 2015-CR2 3.445% 12/10/24
N/A
COMM 2015-CCRE24 MORTGAGE TRUST SER 2015-CR24 CL ASB REGD 3.44500000
12593JBC9
2691291.56000000
NS
USD
2790515.44000000
0.139856530069
Long
ABS-CBDO
CORP
US
N
2
2048-08-10
Fixed
3.44500000
N
N
N
N
N
N
SPST 2021-8 A V/R 06/20/22
N/A
STATION PLACE SECURITIZATION TRUST SERIES 2021-8 SER 2021-8 CL A V/R REGD 144A P/P 0.89238000
85772NAA4
9450000.00000000
NS
USD
9457578.90000000
0.473999945980
Long
ABS-CBDO
CORP
US
Y
2
2022-06-20
Variable
0.89238000
N
N
N
N
N
N
CGMS 2017-1A A1R V/R 04/20/31
N/A
CARLYLE US CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 1.13150000
14314BAL1
13000000.03000000
NS
USD
12996317.13000000
0.651356301934
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Variable
1.13150000
N
N
N
N
N
N
SNDPT 2019-1A AR V/R 01/20/32
N/A
SOUND POINT CLO XXII LTD SER 2019-1A CL AR V/R REGD 144A P/P 1.21150000
83611KAL6
13000000.00000000
NS
USD
12991072.90000000
0.651093468839
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Variable
1.21150000
N
N
N
N
N
N
SWIRE PACIFIC MT 4.5% 02/28/22
N/A
SWIRE PACIFIC MTN FIN REGD EMTN 4.50000000
G8611LAW0
2000000.00000000
NS
USD
2016151.90000000
0.101046568238
Long
DBT
CORP
KY
N
2
2022-02-28
Fixed
4.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP V/R 03/09/23
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP REGD V/R 0.49600000
049560AV7
5250000.00000000
NS
USD
5250681.77000000
0.263156448564
Long
DBT
CORP
US
N
2
2023-03-09
Variable
0.49600000
N
N
N
N
N
N
BRISTOL-MYERS 0.537% 11/13/23
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO REGD 0.53700000
110122DT2
10000000.00000000
NS
USD
9962979.10000000
0.499329860753
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.53700000
N
N
N
N
N
N
HORMEL FOODS CO 0.65% 06/03/24
MSD54751OJP1FS2ND863
HORMEL FOODS CORP REGD 0.65000000
440452AG5
3500000.00000000
NS
USD
3470019.35000000
0.173912266748
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
EQUITABLE FINANCI V/R 04/06/23
N/A
EQUITABLE FINANCIAL LIFE REGD V/R 144A P/P 0.44000000
29449WAH0
10000000.00000000
NS
USD
10010317.80000000
0.501702406780
Long
DBT
CORP
US
Y
2
2023-04-06
Variable
0.44000000
N
N
N
N
N
N
UBS AG LONDON 0.45% 02/09/24
N/A
UBS AG LONDON REGD 144A P/P MTN 0.45000000
902674YB0
3000000.00000000
NS
USD
2958043.77000000
0.148252803599
Long
DBT
CORP
CH
Y
2
2024-02-09
Fixed
0.45000000
N
N
N
N
N
N
AMERICAN ELECTR 3.65% 12/01/21
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER REGD SER I 3.65000000
025537AL5
4000000.00000000
NS
USD
4000000.00000000
0.200474117527
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.65000000
N
N
N
N
N
N
VALERO ENERGY CO 2.7% 04/15/23
549300XTO5VR8SKV1V74
VALERO ENERGY CORP REGD 2.70000000
91913YAX8
8000000.00000000
NS
USD
8209221.36000000
0.411434101932
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.70000000
N
N
N
N
N
N
WELF 2017-2A A1R V/R 10/20/29
N/A
WELLFLEET CLO 2017-2A LTD SER 2017-2A CL A1R V/R REGD 144A P/P 1.19150000
94951MAJ2
1750000.00000000
NS
USD
1750150.85000000
0.087714986798
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-20
Variable
1.19150000
N
N
N
N
N
N
DFLF2 2021-2 A 0.56% 04/10/34
549300ZWUQETU54FDP26
DONLEN FLEET LEASE FUNDING 2 LLC SER 2021-2 CL A2 REGD 144A P/P 0.56000000
257812AD9
6000000.00000000
NS
USD
5978817.60000000
0.299649545553
Long
ABS-CBDO
CORP
US
Y
2
2034-12-11
Fixed
0.56000000
N
N
N
N
N
N
7-ELEVEN INC 0.8% 02/10/24
N/A
7-ELEVEN INC REGD 144A P/P 0.80000000
817826AB6
2250000.00000000
NS
USD
2226362.36000000
0.111582007354
Long
DBT
CORP
US
Y
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
PNC BANK NA V/R 02/24/23
N/A
PNC BANK NA REGD V/R SER BKNT 0.49463000
69353RFU7
3000000.00000000
NS
USD
3001066.89000000
0.150409059103
Long
DBT
CORP
US
N
2
2023-02-24
Variable
0.49463000
N
N
N
N
N
N
MARTIN MARIETTA 0.65% 07/15/23
5299005MZ4WZECVATV08
MARTIN MARIETTA REGD 0.65000000
573284AY2
2250000.00000000
NS
USD
2244825.72000000
0.112507363804
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
INGREDION INC DISC 12/17/21
N/A
INGREDION INC DISC 12/17/21 0.00000000
45718VZH5
2500000.00000000
PA
USD
2499810.00000000
0.125286800933
Long
STIV
CORP
US
N
2
2021-12-17
Fixed
0.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY V/R 11/08/23
N/A
DEUTSCHE BANK N REGD V/R SER E 0.55000300
251526CL1
20000000.00000000
NS
USD
19964509.40000000
1.000591850956
Long
DBT
CORP
DE
N
2
2023-11-08
Variable
0.55000300
N
N
N
N
N
N
WFCM 2016-C34 2.911% 11/15/25
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 SER 2016-C34 CL ASB REGD 2.91100000
95000DBE0
4505674.07000000
NS
USD
4660273.21000000
0.233566039802
Long
ABS-CBDO
CORP
US
N
2
2049-06-15
Fixed
2.91100000
N
N
N
N
N
N
RACEP 2013-8A AR V/R 02/20/30
N/A
RACE POINT VIII CLO LTD SER 2013-8A CL AR2 V/R REGD 144A P/P 1.19963000
74982LAY6
9873272.83000000
NS
USD
9876120.28000000
0.494976624431
Long
ABS-CBDO
CORP
KY
Y
2
2030-02-20
Variable
1.19963000
N
N
N
N
N
N
NEXTERA ENERGY C 2.9% 04/01/22
N/A
NEXTERA ENERGY CAPITAL REGD 2.90000000
65339KBF6
2500000.00000000
NS
USD
2518654.08000000
0.126231238510
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.22 12/07/23 CITCL FLOAT
N/A
1.00000000
NC
USD
34510.43000000
0.001729611999
N/A
DIR
US
N
2
CITIBANK
N/A
N/A
N/A
Y
2023-12-07
-4999838.75000000
USD
5000000.00000000
USD
5000000.00000000
USD
34349.18000000
N
N
N
ROYAL BANK OF CAN V/R 10/07/24
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 0.39000000
78016EZY6
10000000.00000000
NS
USD
9979057.10000000
0.500135666468
Long
DBT
CORP
CA
N
2
2024-10-07
Variable
0.39000000
N
N
N
N
N
N
N/A
N/A
IRS RUS3MP02.26 04/01/22 CITCL FLOAT
N/A
1.00000000
NC
USD
-964800.29000000
-0.04835437168
N/A
DIR
US
N
2
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
N/A
N/A
Y
2022-04-01
-25231335.29000000
USD
24945000.00000000
USD
24945000.00000000
USD
25909.02000000
N
N
N
COMM 2014-CR1 3.598% 12/10/23
N/A
COMM 2014-CCRE17 MORTGAGE TRUST SER 2014-CR17 CL ASB REGD 3.59800000
12631DAZ6
362539.71000000
NS
USD
372406.23000000
0.018664452580
Long
ABS-CBDO
CORP
US
N
2
2047-05-10
Fixed
3.59800000
N
N
N
N
N
N
UBSCM 2018-C8 3.713% 02/15/23
N/A
UBS COMMERCIAL MORTGAGE TRUST 2018-C8 SER 2018-C8 CL A2 REGD 3.71300000
90276VAB5
1950000.00000000
NS
USD
1997291.99000000
0.100101337284
Long
ABS-CBDO
CORP
US
N
2
2051-02-15
Fixed
3.71300000
N
N
N
N
N
N
JPMORGAN CHASE & V/R 08/09/25
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R 0.76800000
46647PCM6
15000000.00000000
NS
USD
14794314.75000000
0.741469298480
Long
DBT
CORP
US
N
2
2025-08-09
Variable
0.76800000
N
N
N
N
N
N
RYDER SYSTEM I 2.875% 06/01/22
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC REGD MTN 2.87500000
78355HKM0
3000000.00000000
NS
USD
3027550.65000000
0.151736386206
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.00 07/02/22 CITCL FLOAT
N/A
1.00000000
NC
USD
16224.46000000
0.000813146075
N/A
DIR
US
N
2
CITIBANK
N/A
N/A
N/A
Y
2022-07-02
-7999832.00000000
USD
8000000.00000000
USD
8000000.00000000
USD
9339.79000000
N
N
N
TICP 2018-3R A V/R 04/20/28
N/A
TICP CLO III-2 LTD SER 2018-3R CL A V/R REGD 144A P/P 0.97150000
87249FAC8
1447093.47000000
NS
USD
1446372.67000000
0.072490071158
Long
ABS-CBDO
CORP
KY
Y
2
2028-04-20
Variable
0.97150000
N
N
N
N
N
N
CATERPILLAR FIN 0.45% 09/14/23
N/A
CATERPILLAR FINL SERVICE REGD MTN 0.45000000
14913R2F3
10000000.00000000
NS
USD
9966073.50000000
0.499484947530
Long
DBT
CORP
US
N
2
2023-09-14
Fixed
0.45000000
N
N
N
N
N
N
BANK OF NOVA S 1.625% 05/01/23
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA REGD 1.62500000
064159VK9
6000000.00000000
NS
USD
6080431.20000000
0.304742269750
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
1.62500000
N
N
N
N
N
N
WASTE MANAGEME DISC 09/09/22
N/A
WASTE MANAGEME DISC 09/09/22 0.00000000
94107NJ96
6500000.00000000
PA
USD
6481962.50000000
0.324866428007
Long
STIV
CORP
US
N
2
2022-09-09
Fixed
0.00000000
N
N
N
N
N
N
WESTLAKE CHEMI 0.875% 08/15/24
N/A
WESTLAKE CHEMICAL CORP REGD 0.87500000
960413AX0
2750000.00000000
NS
USD
2724535.25000000
0.136549699978
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.87500000
N
N
N
N
N
N
VERIZON COMMUNICA V/R 03/22/24
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS REGD V/R 0.55000000
92343VGD0
7000000.00000000
NS
USD
7023430.54000000
0.352004009879
Long
DBT
CORP
US
N
2
2024-03-22
Variable
0.55000000
N
N
N
N
N
N
NUTRIEN LTD DISC 12/29/21
N/A
NUTRIEN LTD DISC 12/29/21 0.00000000
67077UZV5
5000000.00000000
PA
USD
4999400.00000000
0.250562575791
Long
STIV
CORP
US
N
2
2021-12-29
Fixed
0.00000000
N
N
N
N
N
N
CGCMT 2017-P8 2.065% 09/15/22
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 SER 2017-P8 CL A1 REGD 2.06500000
17326DAA0
243553.84000000
NS
USD
244347.36000000
0.012246330341
Long
ABS-CBDO
CORP
US
N
2
2050-09-15
Fixed
2.06500000
N
N
N
N
N
N
TORONTO-DOMINION V/R 09/10/24
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK REGD V/R MTN 0.40000300
89114TZF2
8000000.00000000
NS
USD
7990775.28000000
0.400485905653
Long
DBT
CORP
CA
N
2
2024-09-10
Variable
0.40000300
N
N
N
N
N
N
MORGAN STANLEY V/R 10/24/23
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY REGD V/R MTN 1.52388000
61746BEC6
4750000.00000000
NS
USD
4799172.90000000
0.240527487996
Long
DBT
CORP
US
N
2
2023-10-24
Variable
1.52388000
N
N
N
N
N
N
N/A
N/A
IRS RUS3MP02.67 01/11/22 CITCL FLOAT
N/A
1.00000000
NC
USD
-1167591.37000000
-0.05851796238
N/A
DIR
US
N
2
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
BANK OF AMERICA
N/A
N/A
N/A
Y
2022-01-11
-26965463.16000000
USD
26525000.00000000
USD
26525000.00000000
USD
94581.25000000
N
N
N
NTT FINANCE CO 0.583% 03/01/24
N/A
NTT FINANCE CORP REGD 144A P/P 0.58300000
62954WAB1
6500000.00000000
NS
USD
6439351.36000000
0.322730820335
Long
DBT
CORP
JP
Y
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
ANALOG DEVICES IN V/R 10/01/24
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC REGD V/R 0.30000000
032654AT2
2000000.00000000
NS
USD
2000006.32000000
0.100237375512
Long
DBT
CORP
US
N
2
2024-10-01
Variable
0.30000000
N
N
N
N
N
N
HEALTHPEAK PRO DISC 12/08/21
N/A
HEALTHPEAK PRO DISC 12/08/21 0.00000000
42250QZ87
8000000.00000000
PA
USD
7999713.60000000
0.400933881107
Long
STIV
CORP
US
N
2
2021-12-08
Fixed
0.00000000
N
N
N
N
N
N
UBS AG LONDON BRH V/R 09/21/22
N/A
UBS AG LONDON BRH IAM COML PAPER 4/2 /VARIABLE/ COMMERCIAL PAPER 0.22000000
90276JNE2
3500000.00000000
PA
USD
3497480.00000000
0.175288554142
Long
STIV
CORP
US
N
2
2022-09-21
Variable
0.22000000
N
N
N
N
N
N
CREDIT AGRICOLE 0.4% 01/15/23
N/A
CREDIT AGRICOLE CIB SA REGD MTN 0.40000000
22533B2H7
11600000.00000000
NS
USD
11584616.43000000
0.580603938923
Long
DBT
CORP
FR
N
2
2023-01-15
Fixed
0.40000000
N
N
N
N
N
N
NMSG3 2021-1 B V/R 06/25/54
N/A
MSG III SECURITIZATION TRUST 2021-1 SER 2021-1 CL B V/R REGD 144A P/P 0.98600000
55368MAB7
650000.00000000
NS
USD
650238.55000000
0.032588999873
Long
ABS-CBDO
CORP
US
Y
2
2054-06-25
Variable
0.98600000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.00 01/14/23 CITCL FLOAT
N/A
1.00000000
NC
USD
31855.12000000
0.001596531767
N/A
DIR
US
N
2
BANK OF AMERICA
N/A
N/A
N/A
Y
2023-01-14
-6999834.25000000
USD
7000000.00000000
USD
7000000.00000000
USD
28219.70000000
N
N
N
NATIONWIDE BLDG 0.55% 01/22/24
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY REGD 144A P/P 0.55000000
63859UBG7
9750000.00000000
NS
USD
9635250.20000000
0.482904570249
Long
DBT
CORP
GB
Y
2
2024-01-22
Fixed
0.55000000
N
N
N
N
N
N
TORONTO DOMINION V/R 12/3/2021
N/A
TORONTO DOMINION V/R 12/3/2021 0.20888000
89120DSH3
3000000.00000000
PA
USD
3000010.50000000
0.150356114389
Long
STIV
CORP
US
N
2
2021-12-03
Variable
0.20888000
N
N
N
N
N
N
CREDIT SUISSE NEW V/R 02/04/22
N/A
CREDIT SUISSE NEW YORK REGD V/R SER * 0.50000000
22550UAA9
5000000.00000000
NS
USD
5000919.60000000
0.250638735908
Long
DBT
CORP
CH
N
2
2022-02-04
Variable
0.50000000
N
N
N
N
N
N
INTERCONTINENTAL 0% 12/13/21
N/A
INTERCONTINENTAL EXCHANGE INC_ ZCP COMMERCIAL PAPER 0.00000000
45856WZD4
11500000.00000000
PA
USD
11499034.00000000
0.576314673390
Long
STIV
CORP
US
N
2
2021-12-13
Fixed
0.00000000
N
N
N
N
N
N
GLENCORE FDG LLC 0% 12/17/21
N/A
GLENCORE FDG LLC 0% 12/17/21 0.00000000
37790AZH9
10000000.00000000
PA
USD
9999041.00000000
0.501137230147
Long
STIV
CORP
US
N
2
2021-12-17
Fixed
0.00000000
N
N
N
N
N
N
BMARK 2018-B3 3.848% 04/10/23
N/A
BENCHMARK 2018-B3 MORTGAGE TRUST SER 2018-B3 CL A2 REGD 3.84800000
08161BAV5
896301.81000000
NS
USD
920025.04000000
0.046110301999
Long
ABS-CBDO
CORP
US
N
2
2051-04-10
Fixed
3.84800000
N
N
N
N
N
N
KVK 2018-1A A V/R 05/20/29
N/A
KVK CLO 2018-1 LTD SER 2018-1A CL A V/R REGD 144A P/P 1.08963000
48273LAB8
1613592.99000000
NS
USD
1612370.05000000
0.080809615725
Long
ABS-CBDO
CORP
KY
Y
2
2029-05-20
Variable
1.08963000
N
N
N
N
N
N
CSAIL 2015-C3 3.718% 07/15/25
N/A
CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST SER 2015-C3 CL A4 REGD 3.71820000
12635FAT1
16716479.00000000
NS
USD
17845010.17000000
0.894365666523
Long
ABS-CBDO
CORP
US
N
2
2048-08-15
Fixed
3.71820000
N
N
N
N
N
N
TRUIST BANK V/R 01/17/24
N/A
TRUIST BANK REGD V/R SER BKNT 0.25000400
89788JAD1
10000000.00000000
NS
USD
9990163.70000000
0.500692312927
Long
DBT
CORP
US
N
2
2024-01-17
Variable
0.25000400
N
N
N
N
N
N
ASTRAZENECA FINA 0.7% 05/28/24
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC REGD 0.70000000
04636NAC7
12250000.00000000
NS
USD
12132575.67000000
0.608066850193
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.70000000
N
N
N
N
N
N
BANCO SANTANDER 3.5% 04/11/22
5493006QMFDDMYWIAM13
BANCO SANTANDER SA REGD 3.50000000
05964HAC9
10400000.00000000
NS
USD
10509534.46000000
0.526722411622
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.50000000
N
N
N
N
N
N
COMM 2013-CR11 3.66% 07/10/23
N/A
COMM 2013-CCRE11 MORTGAGE TRUST SER 2013-CR11 CL ASB REGD 3.66000000
12626LAC6
436832.19000000
NS
USD
447647.11000000
0.022435414835
Long
ABS-CBDO
CORP
US
N
2
2050-08-10
Fixed
3.66000000
N
N
N
N
N
N
BCC 2018-1A A1 V/R 04/23/31
N/A
BAIN CAPITAL CREDIT CLO 2018-1 SER 2018-1A CL A1 V/R REGD 144A P/P 1.08388000
05683LAA4
4000000.00000000
NS
USD
3996151.20000000
0.200281221331
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-23
Variable
1.08388000
N
N
N
N
N
N
SAUDI ELECTRIC 4.211% 04/03/22
N/A
SAUDI ELECTRICITY GLOBAL REGD 4.21100000
G7778UAB7
1800000.00000000
NS
USD
1822447.31000000
0.091338379052
Long
DBT
CORP
KY
N
2
2022-04-03
Fixed
4.21100000
N
N
N
N
N
N
VODAFONE GROUP P 2.5% 09/26/22
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC REGD 2.50000000
92857WAZ3
8000000.00000000
NS
USD
8117496.16000000
0.406836969801
Long
DBT
CORP
GB
N
2
2022-09-26
Fixed
2.50000000
N
N
N
N
N
N
BMARK 2018-B5 4.076% 07/15/23
N/A
BENCHMARK 2018-B5 MORTGAGE TRUST SER 2018-B5 CL A2 REGD 4.07650000
08160BAB0
800000.00000000
NS
USD
828961.76000000
0.041546344324
Long
ABS-CBDO
CORP
US
N
2
2051-07-15
Fixed
4.07650000
N
N
N
N
N
N
MET LIFE GLOB 3.375% 01/11/22
635400MMSOCXNNNZDZ82
MET LIFE GLOB FUNDING I REGD 144A P/P MTN 3.37500000
59217GCS6
1250000.00000000
NS
USD
1254141.11000000
0.062855708070
Long
DBT
CORP
US
Y
2
2022-01-11
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
IRS RSOFRP00.51 10/12/24 CITCL FLOAT
N/A
1.00000000
NC
USD
70008.09000000
0.003508702515
N/A
DIR
US
N
2
CITIBANK
N/A
N/A
N/A
Y
2024-10-12
-9749828.06000000
USD
9750000.00000000
USD
9750000.00000000
USD
69836.15000000
N
N
N
BMW US CAPITAL LL V/R 04/01/24
N/A
BMW US CAPITAL LLC REGD V/R 144A P/P 0.58000000
05565EBN4
4000000.00000000
NS
USD
4026546.04000000
0.201804566012
Long
DBT
CORP
US
Y
2
2024-04-01
Variable
0.58000000
N
N
N
N
N
N
CARLISLE COS IN 0.55% 09/01/23
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC REGD 0.55000000
142339AK6
3000000.00000000
NS
USD
2980140.03000000
0.149360235655
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
N/A
N/A
IRS RUS3MP01.41 02/12/22 CITCL FLOAT
N/A
1.00000000
NC
USD
-200670.77000000
-0.01005732388
N/A
DIR
US
N
2
CITIBANK
N/A
CITIBANK
N/A
N/A
N/A
Y
2022-02-12
-9897138.62000000
USD
9900000.00000000
USD
9900000.00000000
USD
-70257.13000000
N
N
N
BARCLAYS BANK PL 1.7% 05/12/22
N/A
BARCLAYS BANK PLC REGD 1.70000000
06739GCR8
10000000.00000000
NS
USD
10045665.00000000
0.503473956461
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
MITSUBISHI UFJ 2.623% 07/18/22
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP REGD 2.62300000
606822BL7
3500000.00000000
NS
USD
3546486.55000000
0.177744690358
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.62300000
N
N
N
N
N
N
AWPT 2017-7A A V/R 07/15/30
N/A
ELEVATION CLO 2017-7 LTD SER 2017-7A CL A V/R REGD 144A P/P 1.34375000
28622JAA5
1708000.00000000
NS
USD
1709009.77000000
0.085653056371
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Variable
1.34375000
N
N
N
N
N
N
CGCMT 2014-GC 3.372% 09/10/24
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25 SER 2014-GC25 CL A3 REGD 3.37200000
17322YAC4
7155017.17000000
NS
USD
7448080.23000000
0.373286827844
Long
ABS-CBDO
CORP
US
N
2
2047-10-10
Fixed
3.37200000
N
N
N
N
N
N
BANK 2017-BNK 2.322% 11/15/22
N/A
BANK 2017-BNK9 SER 2017-BNK9 CL A1 REGD 2.32200000
06540RAA2
319195.04000000
NS
USD
320128.30000000
0.016044359609
Long
ABS-CBDO
CORP
US
N
2
2054-11-15
Fixed
2.32200000
N
N
N
N
N
N
WFCM 2015-NXS2 3.02% 03/15/20
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 SER 2015-NXS2 CL A2 REGD 3.02000000
94989MAB5
174123.39000000
NS
USD
176976.87000000
0.008869820458
Long
ABS-CBDO
CORP
US
N
2
2058-07-15
Fixed
3.02000000
N
N
N
N
N
N
NESTLE HOLDING 0.375% 01/15/24
N/A
NESTLE HOLDINGS INC REGD 144A P/P 0.37500000
641062AQ7
5000000.00000000
NS
USD
4945172.75000000
0.247844785768
Long
DBT
CORP
US
Y
2
2024-01-15
Fixed
0.37500000
N
N
N
N
N
N
EVERSOURCE ENER 2.75% 03/15/22
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY REGD SER K 2.75000000
30040WAC2
1500000.00000000
NS
USD
1506766.32000000
0.075516912080
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.22 03/01/24 CITCL FLOAT
N/A
1.00000000
NC
USD
170323.71000000
0.008536373864
N/A
DIR
US
N
2
CITIBANK
N/A
CITIBANK
N/A
N/A
N/A
Y
2024-03-01
-19475745.36000000
USD
19500000.00000000
USD
19500000.00000000
USD
146069.07000000
N
N
N
CGMS 2014-1A A1R V/R 04/17/31
N/A
CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2014-1A CL A1R2 V/R REGD 144A P/P 1.09225000
14310MAW7
4984844.17000000
NS
USD
4980850.81000000
0.249632917667
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-17
Variable
1.09225000
N
N
N
N
N
N
SOUTHWEST AIRLI 4.75% 05/04/23
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO REGD 4.75000000
844741BH0
7500000.00000000
NS
USD
7872327.00000000
0.394549452052
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.75000000
N
N
N
N
N
N
PARKER-HANNIFI DISC 01/19/22
N/A
PARKER-HANNIFI DISC 01/19/22 0.00000000
70109MAK0
8000000.00000000
PA
USD
7996555.20000000
0.400775586744
Long
STIV
CORP
US
N
2
2022-01-19
Fixed
0.00000000
N
N
N
N
N
N
CIFC 2017-2A AR V/R 04/20/30
N/A
CIFC FUNDING 2017-II LTD SER 2017-2A CL AR V/R REGD 144A P/P 1.08150000
12550YAN4
15000000.00000000
NS
USD
14996959.50000000
0.751625555337
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-20
Variable
1.08150000
N
N
N
N
N
N
TRANSCANADA PIPE 2.5% 08/01/22
N/A
TRANSCANADA PIPELINES REGD 2.50000000
893526DM2
3000000.00000000
NS
USD
3036147.51000000
0.152167248187
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
JPMCC 2017-JP 1.968% 06/15/22
N/A
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 SER 2017-JP7 CL A1 REGD 1.96880000
465968AA3
155642.72000000
NS
USD
156000.76000000
0.007818528673
Long
ABS-CBDO
CORP
US
N
2
2050-09-15
Fixed
1.96880000
N
N
N
N
N
N
THERMO FISHER SCI V/R 10/18/24
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC REGD V/R 0.56000100
883556CQ3
6750000.00000000
NS
USD
6756534.61000000
0.338627578370
Long
DBT
CORP
US
N
2
2024-10-18
Variable
0.56000100
N
N
N
N
N
N
NEW YORK LIFE GLO V/R 07/12/22
N/A
NEW YORK LIFE GLOBAL FDG REGD V/R 144A P/P 0.56113000
64952WDJ9
3000000.00000000
NS
USD
3007063.44000000
0.150709597370
Long
DBT
CORP
US
Y
2
2022-07-12
Variable
0.56113000
N
N
N
N
N
N
CSAIL 2016-C5 3.532% 06/15/25
N/A
CSAIL 2016-C5 COMMERCIAL MORTGAGE TRUST SER 2016-C5 CL ASB REGD 3.53250000
12636LAZ3
3332093.68000000
NS
USD
3474956.53000000
0.174159710949
Long
ABS-CBDO
CORP
US
N
2
2048-11-15
Fixed
3.53250000
N
N
N
N
N
N
GLENCORE FUNDI DISC 12/16/21
N/A
GLENCORE FUNDI DISC 12/16/21 0.00000000
37790AZG1
5000000.00000000
PA
USD
4999575.50000000
0.250571371593
Long
STIV
CORP
US
N
2
2021-12-16
Fixed
0.00000000
N
N
N
N
N
N
REALTY INCOME CORP 0% 12/06/21
N/A
REALTY INCOME CORP 0% 12/06/21 0.00000000
75611MZ64
7500000.00000000
PA
USD
7499775.00000000
0.375877693694
Long
STIV
CORP
US
N
2
2021-12-06
Fixed
0.00000000
N
N
N
N
N
N
B A T INTL FIN DISC 12/13/21
N/A
B A T INTL FIN DISC 12/13/21 0.00000000
05531MZD3
3200000.00000000
PA
USD
3199841.60000000
0.160371355246
Long
STIV
CORP
US
N
2
2021-12-13
Fixed
0.00000000
N
N
N
N
N
N
BANQUE FED CRED M V/R 02/04/25
N/A
BANQUE FED CRED MUTUEL REGD V/R 144A P/P 0.46000400
06675FAW7
20000000.00000000
NS
USD
19974716.40000000
1.001103410785
Long
DBT
CORP
FR
Y
2
2025-02-04
Variable
0.46000400
N
N
N
N
N
N
F/C US 2YR NOTE (CBT) MAR22
N/A
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR22 0.00000000
N/A
-29.00000000
NC
USD
-6343296.90000000
-0.31791671205
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
F/C US 2YR NOTE (CBT) MAR22
US 2YR NOTE (CBT) MAR22
2022-03-31
6333365.15000000
USD
-9931.75000000
N
N
N
HEALTHPEAK PROPE DISC 12/01/21
N/A
HEALTHPEAK PROPE DISC 12/01/21 0.00000000
42250QZ12
5000000.00000000
PA
USD
4999978.00000000
0.250591544301
Long
STIV
CORP
US
N
2
2021-12-01
Fixed
0.00000000
N
N
N
N
N
N
NORDEA BANK AB 0.625% 05/24/24
529900ODI3047E2LIV03
NORDEA BANK ABP REGD 144A P/P 0.62500000
65559CAC5
9500000.00000000
NS
USD
9396889.00000000
0.470958257443
Long
DBT
CORP
FI
Y
2
2024-05-24
Fixed
0.62500000
N
N
N
N
N
N
PUBLIC STORAGE V/R 04/23/24
549300LMZF40TKJ6DM64
PUBLIC STORAGE REGD V/R 0.51957000
74460WAB3
8500000.00000000
NS
USD
8504324.38000000
0.426224231311
Long
DBT
CORP
US
N
2
2024-04-23
Variable
0.51957000
N
N
N
N
N
N
HAROT 2020-1 A 1.61% 05/22/23
N/A
HONDA AUTO RECEIVABLES 2020-1 OWNER TRUST SER 2020-1 CL A3 REGD 1.61000000
43813RAC1
5159908.41000000
NS
USD
5201880.65000000
0.260710608197
Long
ABS-CBDO
CORP
US
N
2
2024-04-22
Fixed
1.61000000
N
N
N
N
N
N
EFF 2021-2 A2 0.48% 12/20/24
N/A
ENTERPRISE FLEET FINANCING 2021-2 LLC SER 2021-2 CL A2 REGD 144A P/P 0.48000000
29374YAB8
6210000.00000000
NS
USD
6162704.64000000
0.308865693570
Long
ABS-CBDO
CORP
US
Y
2
2027-05-20
Fixed
0.48000000
N
N
N
N
N
N
OTIS WORLDWIDE CO V/R 04/05/23
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP REGD V/R SER WI 0.58313000
68902VAG2
6700000.00000000
NS
USD
6700168.24000000
0.335802578799
Long
DBT
CORP
US
N
2
2023-04-05
Variable
0.58313000
N
N
N
N
N
N
PHILLIPS 66 4.3% 04/01/22
5493005JBO5YSIGK1814
PHILLIPS 66 REGD SER WI 4.30000000
718546AC8
5921000.00000000
NS
USD
5994202.33000000
0.300420605596
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
4.30000000
N
N
N
N
N
N
PAYPAL HOLDINGS 1.35% 06/01/23
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC REGD 1.35000000
70450YAF0
5000000.00000000
NS
USD
5050790.25000000
0.253138179545
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
ANCHC 2015-7A AR V/R 01/28/31
N/A
ANCHORAGE CAPITAL CLO 7 LTD SER 2015-7A CL AR2 V/R REGD 144A P/P 1.22588000
03328TBA2
5000000.00000000
NS
USD
4998943.50000000
0.250539696682
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-28
Variable
1.22588000
N
N
N
N
N
N
MIDO 2016-5A AR V/R 07/19/28
N/A
MIDOCEAN CREDIT CLO V SER 2016-5A CL AR V/R REGD 144A P/P 1.24363000
59801TAL7
4230721.98000000
NS
USD
4230681.79000000
0.212035549597
Long
ABS-CBDO
CORP
KY
Y
2
2028-07-19
Variable
1.24363000
N
N
N
N
N
N
MIDO 2018-9A A1 V/R 07/20/31
N/A
MIDOCEAN CREDIT CLO IX SER 2018-9A CL A1 V/R REGD 144A P/P 1.28150000
59802MAA5
5250000.00000000
NS
USD
5249868.23000000
0.263115675135
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Variable
1.28150000
N
N
N
N
N
N
HLM 11A-17 AR V/R 05/06/30
N/A
HPS LOAN MANAGEMENT 11-2017 LTD SER 11A-17 CL AR V/R REGD 144A P/P 1.16438000
40436VAE1
3500000.00000000
NS
USD
3499257.65000000
0.175377647345
Long
ABS-CBDO
CORP
KY
Y
2
2030-05-06
Variable
1.16438000
N
N
N
N
N
N
KKR 30A A1R V/R 10/17/31
N/A
KKR CLO 30 LTD SER 30A CL A1R V/R REGD 144A P/P 2.26600000
48250EAN5
14000000.00000000
NS
USD
13999990.20000000
0.701658920183
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-17
Variable
2.26600000
N
N
N
N
N
N
APPLE INC V/R 02/09/22
HWUPKR0MPOU8FGXBT394
APPLE INC REGD V/R 0.64275000
037833CN8
2163000.00000000
NS
USD
2164837.27000000
0.108498460323
Long
DBT
CORP
US
N
2
2022-02-09
Variable
0.64275000
N
N
N
N
N
N
ECLO 2019-4A AR V/R 04/15/29
N/A
ELLINGTON CLO IV LTD SER 2019-4A CL AR V/R REGD 144A P/P 1.70375000
28853RAL3
9279113.37000000
NS
USD
9272866.67000000
0.464742440653
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Variable
1.70375000
N
N
N
N
N
N
JPMBB 2013-C1 3.157% 05/15/22
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 SER 2013-C12 CL ASB REGD 3.15700000
46639NAR2
229018.78000000
NS
USD
230463.75000000
0.011550504225
Long
ABS-CBDO
CORP
US
N
2
2045-07-15
Fixed
3.15700000
N
N
N
N
N
N
US BANK NA CINCIN V/R 05/23/22
N/A
US BANK NA CINCINNATI REGD V/R SER BKNT 0.60400000
90331HPD9
3700000.00000000
NS
USD
3704895.54000000
0.185683915977
Long
DBT
CORP
US
N
2
2022-05-23
Variable
0.60400000
N
N
N
N
N
N
N/A
N/A
IRS RSOFRP00.26 08/05/24 CITCL FLOAT
N/A
1.00000000
NC
USD
184896.78000000
0.009266754701
N/A
DIR
US
N
2
BANK OF AMERICA
N/A
N/A
N/A
Y
2024-08-05
-14999816.25000000
USD
15000000.00000000
USD
15000000.00000000
USD
184713.03000000
N
N
N
SNDPT 2017-3A A1 V/R 10/20/30
N/A
SOUND POINT CLO XVII SER 2017-3A CL A1R V/R REGD 144A P/P 1.11150000
83611GAL5
10000000.00000000
NS
USD
9995035.00000000
0.500936455319
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Variable
1.11150000
N
N
N
N
N
N
EQUITABLE FINANC 0.8% 08/12/24
N/A
EQUITABLE FINANCIAL LIFE REGD 144A P/P 0.80000000
29449WAJ6
3000000.00000000
NS
USD
2969612.76000000
0.148832624364
Long
DBT
CORP
US
Y
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
N/A
N/A
IRS RSOFRP00.25 10/01/23 CITCL FLOAT
N/A
1.00000000
NC
USD
33385.21000000
0.001673217628
N/A
DIR
US
N
2
BANK OF AMERICA
N/A
N/A
N/A
Y
2023-10-01
-7999832.00000000
USD
8000000.00000000
USD
8000000.00000000
USD
33217.21000000
N
N
N
AMERICAN HONDA 0.75% 08/09/24
N/A
AMERICAN HONDA FINANCE REGD MTN 0.75000000
02665WDY4
4500000.00000000
NS
USD
4454356.14000000
0.223245779079
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.30 06/16/24 CITCL FLOAT
N/A
1.00000000
NC
USD
131434.44000000
0.006587300842
N/A
DIR
US
N
2
JP MORGAN
N/A
N/A
N/A
Y
2024-06-16
-12749821.31000000
USD
12750000.00000000
USD
12750000.00000000
USD
131255.75000000
N
N
N
AIR LEASE CORP V/R 12/15/22
5493004NW4M4P8TMMK63
AIR LEASE CORP REGD V/R MTN 0.46600000
00914AAN2
15000000.00000000
NS
USD
14990423.55000000
0.751297983135
Long
DBT
CORP
US
N
2
2022-12-15
Variable
0.46600000
N
N
N
N
N
N
UNITEDHEALTH GR 0.55% 05/15/24
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC REGD 0.55000000
91324PEB4
7250000.00000000
NS
USD
7175326.02000000
0.359616787957
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.55000000
N
N
N
N
N
N
KKR 11 AR V/R 01/15/31
N/A
KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 1.30375000
48250MAK3
1000000.00000000
NS
USD
1000013.70000000
0.050119216005
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Variable
1.30375000
N
N
N
N
N
N
HYUNDAI CAPITA DISC 12/08/21
N/A
HYUNDAI CAPITA DISC 12/08/21 0.00000000
44890MZ88
15000000.00000000
PA
USD
14999664.00000000
0.751761100900
Long
STIV
CORP
US
N
2
2021-12-08
Fixed
0.00000000
N
N
N
N
N
N
DTE ENERGY CO 2.25% 11/01/22
549300IX8SD6XXD71I78
DTE ENERGY CO REGD 2.25000000
233331BE6
8000000.00000000
NS
USD
8114110.56000000
0.406667288508
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.25000000
N
N
N
N
N
N
BSP 2013-IIA A1R V/R 07/15/29
N/A
BENEFIT STREET PARTNERS CLO II LTD SER 2013-IIA CL A1R2 V/R REGD 144A P/P 0.99375000
08179XAW5
4582288.66000000
NS
USD
4581654.47000000
0.229625784171
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-15
Variable
0.99375000
N
N
N
N
N
N
CITIGROUP GLOBA 0.75% 06/07/24
N/A
CITIGROUP GLOBAL MARKETS REGD MTN 0.75000000
17329FXG4
13250000.00000000
NS
USD
13081099.07000000
0.655605448085
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.75000000
N
N
N
N
N
N
GLAXOSMITHKLIN 0.534% 10/01/23
N/A
GLAXOSMITHKLINE CAPITAL REGD 0.53400000
377373AL9
6500000.00000000
NS
USD
6473086.88000000
0.324421594985
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53400000
N
N
N
N
N
N
GNRT 2A AR V/R 01/22/31
N/A
GENERATE CLO 2 LTD SER 2015-2A CL AR V/R REGD 144A P/P 1.27825000
98625TAJ4
10340000.00000000
NS
USD
10339968.98000000
0.518224039130
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-22
Variable
1.27825000
N
N
N
N
N
N
BANK NOVA SCOTIA 0.23% 5/10/22
N/A
BANK NOVA SCOTIA HOUSTON TEX__ CTF OF DEPOSIT 0.23000000
06417MPG4
5000000.00000000
PA
USD
4999814.50000000
0.250583349921
Long
STIV
CORP
CA
N
2
2022-05-10
Fixed
0.23000000
N
N
N
N
N
N
KIMCO REALTY COR 3.4% 11/01/22
549300EA7I6T15IBYS12
KIMCO REALTY CORP REGD 3.40000000
49446RAN9
5935000.00000000
NS
USD
6050348.98000000
0.303234593124
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.40000000
N
N
N
N
N
N
STACR 2021-DNA5 V/R 01/25/34
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA5 SER 2021-DNA5 CL M1 V/R REGD 144A P/P 0.69967000
35564KGX1
878360.69000000
NS
USD
878360.69000000
0.044022146049
Long
ABS-CBDO
CORP
US
Y
2
2034-01-25
Variable
0.69967000
N
N
N
N
N
N
TRNTS 2016-4A A1 V/R 10/18/31
N/A
TRINITAS CLO IV LTD SER 2016-4A CL A1L2 V/R REGD 144A P/P 1.22225000
89640XBK1
12000000.00000000
NS
USD
12000736.80000000
0.601459279913
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-18
Variable
1.22225000
N
N
N
N
N
N
PIONEER NATURAL 0.75% 01/15/24
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCE REGD 0.75000000
723787AS6
4250000.00000000
NS
USD
4195426.01000000
0.210268581751
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
IRS RSOFRP00.36 09/09/24 CITCL FLOAT
N/A
1.00000000
NC
USD
46439.09000000
0.002327458896
N/A
DIR
US
N
2
WELLS FARGO
N/A
N/A
N/A
Y
2024-09-09
-4500015.75000000
USD
4500000.00000000
USD
4500000.00000000
USD
46454.84000000
N
N
N
ENTERGY LOUISIA 0.62% 11/17/23
N/A
ENTERGY LOUISIANA LLC REGD 0.62000000
29364WBF4
4250000.00000000
NS
USD
4227515.21000000
0.211876845264
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.62000000
N
N
N
N
N
N
CIFC 2013-3RA A1 V/R 04/24/31
N/A
CIFC FUNDING 2013-III-R LTD SER 2013-3RA CL A1 V/R REGD 144A P/P 1.10388000
12552MAC2
2000000.00000000
NS
USD
2000270.00000000
0.100250590766
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-24
Variable
1.10388000
N
N
N
N
N
N
ENBRIDGE INC 0.55% 10/04/23
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC REGD 0.55000000
29250NBG9
8000000.00000000
NS
USD
7951755.68000000
0.398530300684
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.55000000
N
N
N
N
N
N
SKANDINAVISKA E 0.65% 09/09/24
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA REGD 144A P/P 0.65000000
83051GAS7
11250000.00000000
NS
USD
11107744.31000000
0.556703809565
Long
DBT
CORP
SE
Y
2
2024-09-09
Fixed
0.65000000
N
N
N
N
N
N
SOUTHERN NATUR 0.625% 04/28/23
N/A
SOUTHERN NATURAL GAS REGD 144A P/P 0.62500000
84346LAC4
5250000.00000000
NS
USD
5235889.58000000
0.262415085754
Long
DBT
CORP
US
Y
2
2023-04-28
Fixed
0.62500000
N
N
N
N
N
N
KKR 18 AR V/R 07/18/30
N/A
KKR CLO 18 LTD SER 18 CL AR V/R REGD 144A P/P 1.06225000
48251JAL7
18000000.00000000
NS
USD
17999991.00000000
0.902133077804
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-18
Variable
1.06225000
N
N
N
N
N
N
OCTR 2019-7A AR V/R 04/17/30
N/A
OCEAN TRAILS CLO VII SER 2019-7A CL AR V/R REGD 144A P/P 1.13225000
67515WDG8
5000000.00000000
NS
USD
4999989.50000000
0.250592120664
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-17
Variable
1.13225000
N
N
N
N
N
N
PROTECTIVE LIF 0.473% 01/12/24
N/A
PROTECTIVE LIFE GLOBAL REGD 144A P/P 0.47300000
74368CBA1
10000000.00000000
NS
USD
9874975.30000000
0.494919239717
Long
DBT
CORP
US
Y
2
2024-01-12
Fixed
0.47300000
N
N
N
N
N
N
GSMS 2014-GC2 3.467% 01/10/24
N/A
GS MORTGAGE SECURITIES TRUST 2014-GC22 SER 2014-GC22 CL AAB REGD 3.46700000
36253BAV5
455274.88000000
NS
USD
467983.79000000
0.023454659329
Long
ABS-CBDO
CORP
US
N
2
2047-06-10
Fixed
3.46700000
N
N
N
N
N
N
TPMT 2021-SJ1 A1 V/R 07/25/68
N/A
TOWD POINT MORTGAGE TRUST 2021-SJ1 SER 2021-SJ1 CL A1 V/R REGD 144A P/P 2.25000000
89180FCD1
16000000.00000000
NS
USD
16168000.00000000
0.810316383044
Long
ABS-CBDO
CORP
US
Y
2
2068-07-25
Variable
2.25000000
N
N
N
N
N
N
UBSCM 2012-C1 A 3.4% 03/10/22
N/A
UBS COMMERCIAL MORTGAGE TRUST 2012-C1 SER 2012-C1 CL A3 REGD 3.40000000
90269GAC5
484809.75000000
NS
USD
484510.77000000
0.024282967262
Long
ABS-CBDO
CORP
US
N
2
2045-05-10
Fixed
3.40000000
N
N
N
N
N
N
7-ELEVEN INC 0.625% 02/10/23
N/A
7-ELEVEN INC REGD 144A P/P 0.62500000
817826AA8
1750000.00000000
NS
USD
1745723.00000000
0.087493069467
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
IRS RFE01P00.29 05/20/24 CITCL FLOAT
N/A
1.00000000
NC
USD
160279.39000000
0.008032967317
N/A
DIR
US
N
2
CREDIT AGRICOLE
N/A
N/A
N/A
Y
2024-05-20
-16749812.31000000
USD
16750000.00000000
USD
16750000.00000000
USD
160091.70000000
N
N
N
N/A
N/A
IRS RFE01P00.13 02/04/24 CITCL FLOAT
N/A
1.00000000
NC
USD
94717.10000000
0.004747081759
N/A
DIR
US
N
2
GOLDMAN SACHS
N/A
GOLDMAN SACHS
N/A
N/A
N/A
Y
2024-02-04
-8739953.16000000
USD
8750000.00000000
USD
8750000.00000000
USD
84496.16000000
N
N
N
NEW YORK LIFE GL 2.9% 01/17/24
N/A
NEW YORK LIFE GLOBAL FDG REGD 144A P/P 2.90000000
64952WCN1
4190000.00000000
NS
USD
4360437.97000000
0.218538738516
Long
DBT
CORP
US
Y
2
2024-01-17
Fixed
2.90000000
N
N
N
N
N
N
GOLDMAN SACHS GRO V/R 11/17/23
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD V/R SER VAR 0.62700000
38141GXL3
5000000.00000000
NS
USD
4989206.85000000
0.250051710103
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.62700000
N
N
N
N
N
N
2021-12-30
PGIM ETF TRUST
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer
XXXX