Form NPORT-P PGIM ETF TRUST For: Nov 30

January 24, 2022 9:16 AM EST

News and research before you hear about it on CNBC and others. Claim your 1-week free trial to StreetInsider Premium here.

  
    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



PGIM Ultra Short Bond ETF

Schedule of Investments (unaudited)

as of November 30, 2021

 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

LONG-TERM INVESTMENTS 84.3%

           

ASSET-BACKED SECURITIES 22.8%

           

Automobile ABS 0.9%

                                   

Donlen Fleet Lease Funding 2 LLC, Series 2021-2, Class A2, 144A

     0.560%        12/11/34        6,000        $5,978,817  

Enterprise Fleet Financing LLC, Series 2021-2, Class A2, 144A

     0.480        05/20/27        6,210        6,162,705  

Honda Auto Receivables Owner Trust, Series 2020-1, Class A3

     1.610        04/22/24        5,160        5,201,881  
           

 

 

 
                              17,343,403  
           

 

 

 

Collateralized Loan Obligations 21.8%

                                   

Allegro CLO IV Ltd. (Cayman Islands), Series 2016-1A, Class AR2, 144A, 3 Month LIBOR + 0.950%

     1.074(c)        01/15/30        8,386        8,381,202  

Anchorage Capital CLO 7 Ltd. (Cayman Islands), Series 2015-7A, Class AR2, 144A, 3 Month LIBOR + 1.090%

     1.226(c)        01/28/31        5,000        4,998,943  

Atlas Senior Loan Fund III Ltd. (Cayman Islands), Series 2013-1A, Class AR, 144A, 3 Month LIBOR + 0.830%

     0.988(c)        11/17/27        3,250        3,254,701  

Atrium XII (Cayman Islands), Series 12A, Class AR, 144A, 3 Month LIBOR + 0.830%

     0.958(c)        04/22/27        7,414        7,411,946  

Bain Capital Credit CLO (Cayman Islands), Series 2018-1A, Class A1, 144A, 3 Month LIBOR + 0.960%

     1.084(c)        04/23/31        4,000        3,996,151  

Ballyrock CLO Ltd. (Cayman Islands), Series 2020-2A, Class A1R, 144A, 3 Month LIBOR + 1.010%

     1.142(c)        10/20/31        18,000        17,999,998  

Benefit Street Partners CLO II Ltd. (Cayman Islands), Series 2013-IIA, Class A1R2, 144A, 3 Month LIBOR + 0.870%

     0.994(c)        07/15/29        4,582        4,581,654  

Benefit Street Partners CLO III Ltd. (Cayman Islands), Series 2013-IIIA, Class A1R2, 144A, 3 Month LIBOR + 1.000%

     1.132(c)        07/20/29        9,118        9,111,143  

Benefit Street Partners CLO XII Ltd. (Cayman Islands), Series 2017-12A, Class A1R, 144A, 3 Month LIBOR + 0.950%

     1.074(c)        10/15/30        18,000        17,995,518  

BlueMountain CLO XXII Ltd. (Cayman Islands), Series 2018-22A, Class A1, 144A, 3 Month LIBOR + 1.080%

     1.204(c)        07/15/31        4,500        4,499,308  

Brookside Mill CLO Ltd. (Cayman Islands), Series 2013-1A, Class AR, 144A, 3 Month LIBOR + 0.820%

     0.942(c)        01/17/28        1,931        1,930,532  

Canyon Capital CLO Ltd. (Cayman Islands), Series 2017-1A, Class AR, 144A, 3 Month LIBOR + 1.000%

     1.124(c)        07/15/30        15,000        14,996,547  

Carlyle Global Market Strategies CLO Ltd. (Cayman Islands),

           

Series 2014-1A, Class A1R2, 144A, 3 Month LIBOR + 0.970%

     1.092(c)        04/17/31        4,985        4,980,851  


PGIM Ultra Short Bond ETF

Schedule of Investments (unaudited) (continued)

as of November 30, 2021

 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

ASSET-BACKED SECURITIES (Continued)

           

Collateralized Loan Obligations (cont’d.)

 

                 

Series 2015-5A, Class A1RR, 144A, 3 Month LIBOR + 1.080%

     1.212%(c)        01/20/32        18,000        $17,999,996  

Carlyle US CLO Ltd. (Cayman Islands), Series 2017-1A, Class A1R, 144A, 3 Month LIBOR + 1.000%

     1.132(c)        04/20/31        13,000                        12,996,317  

Catamaran CLO Ltd. (Cayman Islands), Series 2013-1A, Class AR, 144A, 3 Month LIBOR + 0.850%

     0.985(c)        01/27/28        86        85,567  

CIFC Funding Ltd. (Cayman Islands),

           

Series 2013-3RA, Class A1, 144A, 3 Month LIBOR + 0.980%

     1.104(c)        04/24/31        2,000        2,000,270  

Series 2017-1A, Class AR, 144A, 3 Month LIBOR + 1.010%

     1.140(c)        04/23/29        4,915        4,915,162  

Series 2017-2A, Class AR, 144A, 3 Month LIBOR + 0.950%

     1.082(c)        04/20/30        15,000        14,996,960  

Elevation CLO Ltd. (Cayman Islands),

           

Series 2014-2A, Class A1R, 144A, 3 Month LIBOR + 1.230%

     1.354(c)        10/15/29        1,500        1,501,070  

Series 2017-7A, Class A, 144A, 3 Month LIBOR + 1.220%

     1.344(c)        07/15/30        1,708        1,709,010  

Ellington CLO IV Ltd. (Cayman Islands), Series 2019-4A, Class AR, 144A, 3 Month LIBOR + 1.580%

     1.704(c)        04/15/29        9,279        9,272,867  

Generate CLO 2 Ltd. (Cayman Islands), Series 2A, Class AR, 144A, 3 Month LIBOR + 1.150%

     1.278(c)        01/22/31        10,340        10,339,969  

HPS Loan Management Ltd. (Cayman Islands), Series 11A-17, Class AR, 144A, 3 Month LIBOR + 1.020%

     1.164(c)        05/06/30        3,500        3,499,258  

ICG US CLO Ltd. (Cayman Islands), Series 2014-3A, Class A1RR, 144A, 3 Month LIBOR + 1.030%

     1.154(c)        04/25/31        7,083        7,078,783  

JMP Credit Advisors CLO IV Ltd. (Cayman Islands), Series 2017-1A, Class AR, 144A, 3 Month LIBOR + 1.280%

     1.402(c)        07/17/29        11,466        11,468,646  

KKR CLO 18 Ltd. (Cayman Islands), Series 18, Class AR, 144A, 3 Month LIBOR + 0.940%

     1.062(c)        07/18/30        18,000        17,999,991  

KKR CLO 30 Ltd. (Cayman Islands), Series 30A, Class A1R, 144A, 3 Month LIBOR + 1.020%

     2.266(c)        10/17/31        14,000        13,999,990  

KKR CLO Ltd. (Cayman Islands), Series 11, Class AR, 144A, 3 Month LIBOR + 1.180%

     1.304(c)        01/15/31        1,000        1,000,014  

KVK CLO Ltd. (Cayman Islands), Series 2018-1A, Class A, 144A, 3 Month LIBOR + 0.930%

     1.090(c)        05/20/29        1,614        1,612,370  


 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

ASSET-BACKED SECURITIES (Continued)

           

Collateralized Loan Obligations (cont’d.)

 

                 

Madison Park Funding XXX Ltd. (Cayman Islands), Series 2018-30A, Class A, 144A, 3 Month LIBOR + 0.750%

     0.874%(c)        04/15/29        13,334        $13,334,817  

Madison Park Funding XXXVIII Ltd. (Cayman Islands), Series 2021-38A, Class X, 144A, 3 Month LIBOR + 0.950%

     1.084(c)        07/17/34        3,500                            3,499,929  

Magnetite XVI Ltd. (Cayman Islands), Series 2015-16A, Class AR, 144A, 3 Month LIBOR + 0.800%

     0.922(c)        01/18/28        2,392        2,393,389  

Midocean Credit CLO IX (Cayman Islands), Series 2018-9A, Class A1, 144A, 3 Month LIBOR + 1.150%

     1.282(c)        07/20/31        5,250        5,249,868  

Midocean Credit CLO V (Cayman Islands), Series 2016-5A, Class AR, 144A, 3 Month LIBOR + 1.120%

     1.244(c)        07/19/28        4,231        4,230,682  

Mountain View CLO Ltd. (Cayman Islands), Series 2013-1A, Class ARR, 144A, 3 Month LIBOR + 1.000%

     1.121(c)        10/12/30        13,500        13,499,634  

Oaktree CLO Ltd. (Cayman Islands), Series 2015-1A, Class A1R, 144A, 3 Month LIBOR + 0.870%

     1.002(c)        10/20/27        1,063        1,062,597  

Ocean Trails CLO VII (Cayman Islands), Series 2019-7A, Class AR, 144A, 3 Month LIBOR + 1.010%

     1.132(c)        04/17/30        5,000        4,999,990  

Octagon Investment Partners 31 LLC (Cayman Islands), Series 2017-1A, Class AR, 144A, 3 Month LIBOR + 1.050%

     1.182(c)        07/20/30        8,000        7,996,668  

OZLM IX Ltd. (Cayman Islands), Series 2014-9A, Class A1A3, 144A, 3 Month LIBOR + 1.100%

     1.232(c)        10/20/31        18,000        17,993,925  

OZLM VI Ltd. (Cayman Islands), Series 2014-6A, Class A1S, 144A, 3 Month LIBOR + 1.080%

     1.202(c)        04/17/31        8,867        8,864,235  

OZLM XII Ltd. (Cayman Islands), Series 2015-12A, Class A1R, 144A, 3 Month LIBOR + 1.050%

     1.182(c)        04/30/27        57        56,483  

Palmer Square CLO Ltd. (Cayman Islands),

           

Series 2014-1A, Class A1R2, 144A, 3 Month LIBOR + 1.130%

     1.252(c)        01/17/31        1,250        1,249,676  

Series 2015-2A, Class A1R2, 144A, 3 Month LIBOR + 1.100%

     1.232(c)        07/20/30        1,400        1,400,688  

Park Avenue Institutional Advisers CLO Ltd. (Cayman Islands), Series 2018-1A, Class A1AR, 144A, 3 Month LIBOR + 1.000%

     1.132(c)        10/20/31        10,000        10,004,820  

Race Point VIII CLO Ltd. (Cayman Islands), Series 2013-8A, Class AR2, 144A, 3 Month LIBOR + 1.040%

     1.200(c)        02/20/30        9,873        9,876,120  

Sound Point CLO VII-R Ltd. (Cayman Islands), Series 2014-3RA, Class A1R, 144A, 3 Month LIBOR + 1.070%

     1.194(c)        10/23/31        10,000        9,996,716  

Sound Point CLO XVII Ltd. (Cayman Islands), Series 2017-3A, Class A1R, 144A, 3 Month LIBOR + 0.980%

     1.112(c)        10/20/30        10,000        9,995,035  


PGIM Ultra Short Bond ETF

Schedule of Investments (unaudited) (continued)

as of November 30, 2021

 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

ASSET-BACKED SECURITIES (Continued)

           

Collateralized Loan Obligations (cont’d.)

 

                 

Sound Point CLO XXII Ltd. (Cayman Islands), Series 2019-1A, Class AR, 144A, 3 Month LIBOR + 1.080%

     1.212%(c)        01/20/32        13,000        $12,991,073  

TICP CLO III-2 Ltd. (Cayman Islands), Series 2018-3R, Class A, 144A, 3 Month LIBOR + 0.840%

     0.972(c)        04/20/28        1,447        1,446,373  

Trinitas CLO IV Ltd. (Cayman Islands), Series 2016-4A, Class A1L2, 144A, 3 Month LIBOR + 1.100%

     1.222(c)        10/18/31        12,000        12,000,737  

Trinitas CLO V Ltd. (Cayman Islands), Series 2016-5A, Class ARR, 144A, 3 Month LIBOR + 1.030%

     1.154(c)        10/25/28        5,075        5,075,913  

Venture XXI CLO Ltd. (Cayman Islands), Series 2015-21A, Class AR, 144A, 3 Month LIBOR + 0.880%

     1.004(c)        07/15/27        352        351,998  

Venture XXIV CLO Ltd. (Cayman Islands), Series 2016-24A, Class ARR, 144A, 3 Month LIBOR + 0.900%

     1.032(c)        10/20/28        9,298        9,295,282  

Voya CLO Ltd. (Cayman Islands),

           

Series 2014-1A, Class AAR2, 144A, 3 Month LIBOR + 0.990%

     1.112(c)        04/18/31        1,864        1,863,966  

Series 2014-2A, Class A1RR, 144A, 3 Month LIBOR + 1.020%

     1.142(c)        04/17/30        1,689        1,688,021  

Wellfleet CLO Ltd. (Cayman Islands),

           

Series 2016-2A, Class A1R, 144A, 3 Month LIBOR + 1.140%

     1.272(c)        10/20/28        4,826        4,826,574  

Series 2017-2A, Class A1R, 144A, 3 Month LIBOR + 1.060%

     1.192(c)        10/20/29        1,750        1,750,151  

Series 2019-1A, Class A1R, 144A, 3 Month LIBOR + 1.120%

     1.295(c)      07/20/32        20,000                        20,000,000  

Zais CLO 7 Ltd. (Cayman Islands), Series 2017-2A, Class A, 144A, 3 Month LIBOR + 1.290%

     1.414(c)        04/15/30        244        244,102  

Zais CLO 8 Ltd. (Cayman Islands), Series 2018-1A, Class A, 144A, 3 Month LIBOR + 0.950%

     1.074(c)        04/15/29        713        712,688  
           

 

 

 
              434,566,884  
           

 

 

 

Other ABS 0.1%

 

                 

SoFi Consumer Loan Program Trust, Series 2021-1, Class A, 144A

     0.490        09/25/30        2,825        2,818,148  

TOTAL ASSET-BACKED SECURITIES

 

     
     

 

 

 

(cost $454,429,711)

              454,728,435  
           

 

 

 

COMMERCIAL MORTGAGE-BACKED SECURITIES 14.0%

 

     

BANK,

           

Series 2017-BNK5, Class A1

     1.909        06/15/60        52        51,608  

Series 2017-BNK7, Class A1

     1.984        09/15/60        1        684  

Series 2017-BNK9, Class A1

     2.322        11/15/54        319        320,128  


 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

COMMERCIAL MORTGAGE-BACKED SECURITIES (Continued)

           

Benchmark Mortgage Trust,

           

Series 2018-B2, Class A2

     3.662%        02/15/51        975        $997,026  

Series 2018-B3, Class A2

     3.848        04/10/51        896        920,025  

Series 2018-B5, Class A2

     4.077        07/15/51        800        828,962  

CCUBS Commercial Mortgage Trust, Series 2017-C1, Class A1

     2.288(cc)        11/15/50        1,515        1,519,633  

Citigroup Commercial Mortgage Trust,

           

Series 2014-GC21, Class AAB

     3.477        05/10/47        259        267,311  

Series 2014-GC23, Class AAB

     3.337        07/10/47        733        756,287  

Series 2014-GC25, Class A3

     3.372        10/10/47        7,155        7,448,080  

Series 2016-P4, Class A2

     2.450        07/10/49        4,422        4,435,390  

Series 2017-P8, Class A1

     2.065        09/15/50        244        244,347  

COMM Mortgage Trust,

           

Series 2012-CR4, Class A3

     2.853        10/15/45        2,704                        2,739,429  

Series 2012-CR5, Class A4

     2.771        12/10/45        4,750        4,830,610  

Series 2013-CR11, Class ASB

     3.660        08/10/50        437        447,647  

Series 2013-CR7, Class ASB

     2.739        03/10/46        189        190,773  

Series 2013-CR8, Class A4

     3.334        06/10/46        454        463,642  

Series 2013-CR8, Class A5

     3.612(cc)        06/10/46        5,081        5,247,752  

Series 2014-CR17, Class ASB

     3.598        05/10/47        363        372,406  

Series 2014-UBS2, Class ASB

     3.472        03/10/47        770        792,613  

Series 2014-UBS5, Class A4

     3.838        09/10/47        10,000        10,599,147  

Series 2015-CR22, Class A3

     3.207        03/10/48        2,000        2,002,283  

Series 2015-CR23, Class ASB

     3.257        05/10/48        1,460        1,508,440  

Series 2015-CR24, Class ASB

     3.445        08/10/48        2,691        2,790,515  

Series 2015-DC1, Class A2

     2.870        02/10/48        129        129,135  

Series 2015-LC23, Class A2

     3.221        10/10/48        591        595,350  

Series 2017-COR2, Class A1

     2.111        09/10/50        68        68,131  

CSAIL Commercial Mortgage Trust,

           

Series 2015-C3, Class A4

     3.718        08/15/48        16,716        17,845,010  

Series 2016-C5, Class ASB

     3.533        11/15/48        3,332        3,474,957  

DBJPM Mortgage Trust,

           

Series 2016-C3, Class A2

     1.886        08/10/49        97        96,706  

Series 2017-C6, Class A3

     3.269        06/10/50        5,400        5,568,127  

Freddie Mac STACR REMIC Trust, Series 2021-DNA5, Class M1, 144A, SOFR30A + 0.650%

     0.700(c)        01/25/34        878        878,361  

GS Mortgage Securities Corp. Trust, Series 2021-RENT, Class A, 144A, 1 Month LIBOR + 0.700%

     0.791(c)        11/21/35        5,425        5,401,166  

GS Mortgage Securities Trust,

           

Series 2014-GC22, Class AAB

     3.467        06/10/47        455        467,984  

Series 2017-GS7, Class A1

     1.950        08/10/50        413        414,355  

JP Morgan Chase Commercial Mortgage Securities Trust,

           

Series 2012-C6, Class ASB

     3.144        05/15/45        36        35,910  

Series 2012-C8, Class A3

     2.829        10/15/45        3,024        3,053,629  

Series 2013-LC11, Class A5

     2.960        04/15/46        7,287        7,432,316  

Series 2016-JP2, Class ASB

     2.713        08/15/49        7,831        8,056,791  


PGIM Ultra Short Bond ETF

Schedule of Investments (unaudited) (continued)

as of November 30, 2021

 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

COMMERCIAL MORTGAGE-BACKED SECURITIES (Continued)

           

JPMBB Commercial Mortgage Securities Trust,

           

Series 2013-C12, Class A4

     3.363%        07/15/45        2,904        $2,963,021  

Series 2013-C12, Class ASB

     3.157        07/15/45        229        230,464  

Series 2013-C14, Class ASB

     3.761(cc)        08/15/46        6,577        6,759,762  

Series 2014-C18, Class A4A2, 144A

     3.794        02/15/47        4,082        4,229,939  

Series 2014-C25, Class ASB

     3.407        11/15/47        3,584        3,709,697  

JPMCC Commercial Mortgage Securities Trust, Series 2017-JP7, Class A1

     1.969        09/15/50        156        156,001  

Morgan Stanley Bank of America Merrill Lynch Trust,

           

Series 2012-C6, Class A4

     2.858        11/15/45        1,334        1,343,144  

Series 2013-C12, Class ASB

     3.824        10/15/46        4,531        4,631,641  

Series 2013-C8, Class A4

     3.134        12/15/48        4,750        4,835,195  

Series 2013-C9, Class AAB

     2.657        05/15/46        364        367,862  

Series 2014-C19, Class ASB

     3.326        12/15/47        5,287        5,457,789  

Series 2015-C23, Class ASB

     3.398        07/15/50        1,824        1,890,323  

Morgan Stanley Capital I Trust,

           

Series 2016-UB12, Class A2

     2.932        12/15/49        2,886        2,885,839  

Series 2018-H3, Class A2

     3.997        07/15/51        591        611,592  

Mortgage Repurchase Agreement Financing Trust, Series 2021-S1, Class A1, 144A, 1 Month LIBOR + 0.500%

     0.591(c)        09/10/22        17,000                        17,004,173  

MSG III Securitization Trust,

           

Series 2021-1, Class A, 144A, 1 Month LIBOR + 0.750%

     0.836(c)        06/25/54        4,480        4,480,798  

Series 2021-1, Class B, 144A, 1 Month LIBOR + 0.900%

     0.986(c)        06/25/54        650        650,239  

Series 2021-1, Class C, 144A, 1 Month LIBOR + 1.100%

     1.186(c)        06/25/54        530        530,194  

Series 2021-1, Class D, 144A, 1 Month LIBOR + 1.300%

     1.386 (c)        06/25/54        200        200,073  

One New York Plaza Trust, Series 2020-1NYP, Class A, 144A, 1 Month LIBOR + 0.950%

     1.040(c)        01/15/26        4,925        4,915,085  

Station Place Securitization Trust,

           

Series 2021-4, Class A, 144A, 1 Month LIBOR + 0.900%

     0.992(c)        04/11/22        6,500        6,493,226  

Series 2021-8, Class A, 144A, 1 Month LIBOR + 0.800%

     0.892(c)        06/20/22        9,450        9,457,579  

Towd Point Mortgage Trust, Series 2021-SJ1, Class A1, 144A

     2.250(cc)        07/25/68        16,000        16,168,000  

UBS Commercial Mortgage Trust,

           

Series 2012-C1, Class A3

     3.400        05/10/45        485        484,511  

Series 2017-C5, Class A1

     2.139        11/15/50        197        197,449  

Series 2018-C8, Class A1

     2.659        02/15/51        876        881,882  


 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

COMMERCIAL MORTGAGE-BACKED SECURITIES (Continued)

           

Series 2018-C8, Class A2

     3.713%        02/15/51        1,950        $1,997,292  

UBS-Barclays Commercial Mortgage Trust,

           

Series 2012-C3, Class A4

     3.091        08/10/49        8,026        8,116,113  

Series 2012-C4, Class A5

     2.850        12/10/45        11,500        11,653,264  

Series 2013-C5, Class A4

     3.185        03/10/46        8,311        8,459,034  

Series 2013-C6, Class A4

     3.244        04/10/46        16,009        16,375,580  

Wells Fargo Commercial Mortgage Trust,

           

Series 2013-LC12, Class A4

     4.218(cc)        07/15/46        17,500        18,241,549  

Series 2013-LC12, Class ASB

     3.928(cc)        07/15/46        4,297        4,412,976  

Series 2015-NXS2, Class A2

     3.020        07/15/58        174        176,977  

Series 2016-C34, Class ASB

     2.911        06/15/49        4,506                        4,660,273  

Series 2017-C42, Class A1

     2.338        12/15/50        545        547,995  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

 

     
     

 

 

 

(cost $283,588,988)

              279,469,197  
           

 

 

 

CORPORATE BONDS 46.8%

 

     

Agriculture 0.2%

 

                 

Cargill, Inc., Sr. Unsec’d. Notes, 144A

     1.375        07/23/23        1,000        1,010,218  

Philip Morris International, Inc., Sr. Unsec’d. Notes

     1.125        05/01/23        3,000        3,019,348  
           

 

 

 
              4,029,566  
           

 

 

 

Airlines 0.4%

 

                 

Southwest Airlines Co., Sr. Unsec’d. Notes

     4.750        05/04/23        7,500        7,872,327  

Apparel 0.4%

 

                 

VF Corp., Sr. Unsec’d. Notes

     2.050        04/23/22        8,000        8,046,473  

Auto Manufacturers 1.8%

 

                 

American Honda Finance Corp.,

           

Sr. Unsec’d. Notes, MTN

     0.750        08/09/24        4,500        4,454,356  

Sr. Unsec’d. Notes, MTN, 3 Month LIBOR + 0.290%

     0.406(c)        12/10/21        750        750,028  

BMW US Capital LLC,

           

Gtd. Notes, 144A

     3.800        04/06/23        4,000        4,161,961  

Gtd. Notes, 144A, SOFR + 0.530%

     0.579(c)        04/01/24        4,000        4,026,546  

Daimler Finance North America LLC, Gtd. Notes, 144A

     0.750        03/01/24        13,500        13,390,120  

Toyota Motor Credit Corp., Sr. Unsec’d. Notes, MTN, SOFR + 0.300%

     0.350(c)        06/13/22        10,000        10,004,304  
           

 

 

 
              36,787,315  
           

 

 

 

Banks 15.8%

 

                 

Banco del Estado de Chile (Chile), Sr. Unsec’d. Notes, 144A

     3.875        02/08/22        4,045        4,060,084  

Banco Santander SA (Spain), Sr. Unsec’d. Notes

     3.500        04/11/22        10,400        10,509,535  

Bank of America Corp., Sr. Unsec’d. Notes, MTN, 3 Month BSBY + 0.430%

     0.593(c)        05/28/24        15,000        15,013,990  

Bank of Nova Scotia (The) (Canada), Sr. Unsec’d. Notes

     1.625        05/01/23        6,000        6,080,431  


PGIM Ultra Short Bond ETF

Schedule of Investments (unaudited) (continued)

as of November 30, 2021

 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

CORPORATE BONDS (Continued)

           

Banks (cont’d.)

 

                 

Banque Federative du Credit Mutuel SA (France),

           

Sr. Unsec’d. Notes, 144A

     0.650%        02/27/24        7,250        $7,178,940  

Sr. Unsec’d. Notes, 144A, SOFR + 0.410%

     0.459(c)        02/04/25        20,000        19,974,716  

Barclays Bank PLC (United Kingdom), Sr. Unsec’d. Notes

     1.700        05/12/22        10,000        10,045,665  

Canadian Imperial Bank of Commerce (Canada),

           

Sr. Unsec’d. Notes, SOFR + 0.420%

     0.469(c)        10/18/24        10,000        9,970,070  

Sr. Unsec’d. Notes, SOFR + 0.800%

     0.849(c)        03/17/23        6,000        6,036,451  

Citizens Bank NA, Sr. Unsec’d. Notes, BKNT, 3 Month LIBOR + 0.810%

     0.990(c)        05/26/22        8,500        8,525,805  

Commonwealth Bank of Australia (Australia), Sr. Unsec’d. Notes, 144A, 3 Month LIBOR + 0.700%

     0.816(c)        03/10/22        5,000        5,008,460  

Cooperatieve Rabobank UA (Netherlands), Sr. Unsec’d. Notes, SOFR + 0.300%

     0.349(c)        01/12/24        5,500        5,503,270  

Credit Agricole Corporate & Investment Bank SA (France), MTN

     0.400        01/15/23        11,600                        11,584,616  

Credit Suisse AG (Switzerland),

           

Sr. Unsec’d. Notes, SOFR + 0.390%

     0.440(c)        02/02/24        3,750        3,740,582  

Sr. Unsec’d. Notes, SOFR + 0.450%

     0.500(c)        02/04/22        5,000        5,000,920  

Deutsche Bank AG (Germany), Sr. Unsec’d. Notes, SOFR + 0.500%

     0.550(c)        11/08/23        20,000        19,964,509  

DIB Sukuk Ltd. (Cayman Islands), Sr. Unsec’d. Notes

     3.664        02/14/22        2,400        2,410,890  

Fifth Third Bank NA, Sr. Unsec’d. Notes, BKNT

     1.800        01/30/23        5,000        5,061,702  

Goldman Sachs Group, Inc. (The),

           

Sr. Unsec’d. Notes

     5.750        01/24/22        3,000        3,023,475  

Sr. Unsec’d. Notes, 3 Month LIBOR + 1.053%

     2.908(cc)        06/05/23        7,314        7,391,783  

Sr. Unsec’d. Notes, SOFR + 0.538%

     0.627(cc)        11/17/23        5,000        4,989,207  

Huntington National Bank (The), Sr. Unsec’d. Notes

     1.800        02/03/23        6,000        6,070,355  

ING Groep NV (Netherlands), Sr. Unsec’d. Notes, 3 Month LIBOR + 1.150%

     1.282(c)        03/29/22        10,500        10,535,670  

JPMorgan Chase & Co., Sr. Unsec’d. Notes, SOFR + 0.490%

     0.768(cc)        08/09/25        15,000        14,794,315  

Mitsubishi UFJ Financial Group, Inc. (Japan),

           

Sr. Unsec’d. Notes

     2.623        07/18/22        3,500        3,546,487  

Sr. Unsec’d. Notes

     2.665        07/25/22        3,044        3,086,094  

Morgan Stanley,

           

Sr. Unsec’d. Notes

     2.750        05/19/22        3,000        3,030,933  

Sr. Unsec’d. Notes, MTN, 3 Month LIBOR + 1.400%

     1.524(c)        10/24/23        4,750        4,799,173  

National Securities Clearing Corp.,

           

Sr. Unsec’d. Notes, 144A

     0.400        12/07/23        3,750        3,723,172  


 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

CORPORATE BONDS (Continued)

           

Banks (cont’d.)

 

                 

Sr. Unsec’d. Notes, 144A

     1.200%        04/23/23        3,000        $3,024,124  

Nordea Bank Abp (Finland), Sr. Unsec’d. Notes, 144A

     0.625        05/24/24        9,500        9,396,889  

PNC Bank NA, Sr. Unsec’d. Notes, BKNT, 3 Month LIBOR + 0.325%

     0.495(c)        02/24/23        3,000        3,001,067  

Royal Bank of Canada (Canada),

           

Sr. Unsec’d. Notes, GMTN, 3 Month LIBOR + 0.730%

     0.862(c)        02/01/22        5,050        5,055,647  

Sr. Unsec’d. Notes, GMTN, SOFR + 0.340%

     0.389(c)        10/07/24        10,000        9,979,057  

Skandinaviska Enskilda Banken AB (Sweden), Sr. Unsec’d. Notes, 144A

     0.650        09/09/24        11,250        11,107,744  

Skysea International Capital Management Ltd. (British Virgin Islands), Gtd. Notes, EMTN

     4.875        12/07/21        4,300        4,302,388  

Sumitomo Mitsui Trust Bank Ltd. (Japan), Sr. Unsec’d. Notes, 144A, SOFR + 0.440%

     0.489(c)        09/16/24        7,500        7,494,548  

Toronto-Dominion Bank (The) (Canada),

           

Sr. Unsec’d. Notes, MTN, SOFR + 0.350%

     0.399(c)        09/10/24        8,000        7,990,775  

Sr. Unsec’d. Notes, MTN, SOFR + 0.480%

     0.530(c)        01/27/23        7,138        7,160,110  

Truist Bank,

           

Sr. Unsec’d. Notes, BKNT, 3 Month LIBOR + 0.590%

     0.748(c)        05/17/22        3,000        3,006,374  

Sr. Unsec’d. Notes, BKNT, SOFR + 0.200%

     0.249(c)        01/17/24        10,000        9,990,164  

Sr. Unsec’d. Notes, BKNT, SOFR + 0.730%

     0.779(c)        03/09/23        2,000        2,011,203  

UBS AG (Switzerland),

           

Sr. Unsec’d. Notes, 144A

     0.450        02/09/24        3,000        2,958,044  

Sr. Unsec’d. Notes, 144A, SOFR + 0.360%

     0.410(c)        02/09/24        4,500        4,501,036  

US Bank NA, Sr. Unsec’d. Notes, BKNT, 3 Month LIBOR + 0.440%

     0.604(c)        05/23/22        3,700        3,704,896  
           

 

 

 
                              315,345,366  
           

 

 

 

Beverages 0.7%

 

                 

Coca-Cola Europacific Partners PLC (United Kingdom),

           

Sr. Unsec’d. Notes, 144A

     0.500        05/05/23        5,600        5,567,535  

Sr. Unsec’d. Notes, 144A

     0.800        05/03/24        3,000        2,955,166  

PepsiCo, Inc., Sr. Unsec’d. Notes

     0.400        10/07/23        5,500        5,474,595  
           

 

 

 
              13,997,296  
           

 

 

 

Biotechnology 0.1%

 

                 

Gilead Sciences, Inc., Sr. Unsec’d. Notes

     0.750        09/29/23        2,250        2,243,866  

Building Materials 0.1%

 

                 

Martin Marietta Materials, Inc., Sr. Unsec’d. Notes

     0.650        07/15/23        2,250        2,244,826  

Chemicals 0.3%

 

                 

Air Liquide Finance SA (France), Gtd. Notes, 144A

     2.250        09/27/23        1,000        1,023,483  

Nutrien Ltd. (Canada), Sr. Unsec’d. Notes

     1.900        05/13/23        3,000        3,042,151  

Westlake Chemical Corp., Sr. Unsec’d. Notes

     0.875        08/15/24        2,750        2,724,535  
           

 

 

 
              6,790,169  
           

 

 

 


PGIM Ultra Short Bond ETF

Schedule of Investments (unaudited) (continued)

as of November 30, 2021

 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

CORPORATE BONDS (Continued)

           

Coal 0.2%

 

                 

Korea Resources Corp. (South Korea), Sr. Unsec’d. Notes

     3.000%        04/24/22        3,200        $3,227,771  

Commercial Services 0.3%

 

                 

PayPal Holdings, Inc., Sr. Unsec’d. Notes

     1.350        06/01/23        5,000        5,050,790  

Computers 0.4%

 

                 

Apple, Inc.,

           

Sr. Unsec’d. Notes

     1.700        09/11/22        5,000        5,050,603  

Sr. Unsec’d. Notes, 3 Month LIBOR + 0.500%

     0.643(c)        02/09/22        2,163        2,164,837  
           

 

 

 
              7,215,440  
           

 

 

 

Diversified Financial Services 2.3%

 

                 

AIG Global Funding, Sr. Sec’d. Notes, 144A

     0.650        06/17/24        12,750        12,586,524  

Air Lease Corp., Sr. Unsec’d. Notes, MTN, 3 Month LIBOR + 0.350%

     0.466(c)        12/15/22        15,000        14,990,424  

Capital One Bank USA NA, Sub. Notes

     3.375        02/15/23        4,000        4,119,442  

Capital One Financial Corp., Sr. Unsec’d. Notes, 3 Month LIBOR + 0.720%

     0.849(c)        01/30/23        1,660        1,667,964  

Citigroup Global Markets Holdings, Inc., Gtd. Notes, MTN

     0.750        06/07/24        13,250        13,081,099  
           

 

 

 
                              46,445,453  
           

 

 

 

Electric 3.8%

 

                 

American Electric Power Co., Inc.,

           

Sr. Unsec’d. Notes

     3.650        12/01/21        4,000        4,000,000  

Sr. Unsec’d. Notes, 3 Month LIBOR + 0.480%

     0.612(c)        11/01/23        3,000        2,998,554  

CenterPoint Energy, Inc., Sr. Unsec’d. Notes, SOFR + 0.650%

     0.700(c)        05/13/24        10,000        9,996,990  

DTE Energy Co., Sr. Unsec’d. Notes

     2.250        11/01/22        8,000        8,114,111  

Entergy Louisiana LLC, First Mortgage

     0.620        11/17/23        4,250        4,227,515  

Eversource Energy, Sr. Unsec’d. Notes

     2.750        03/15/22        1,500        1,506,766  

Florida Power & Light Co., Sr. Unsec’d. Notes, SOFR + 0.250%

     0.300(c)        05/10/23        12,000        11,986,938  

NextEra Energy Capital Holdings, Inc., Gtd. Notes

     2.900        04/01/22        2,500        2,518,654  

OGE Energy Corp., Sr. Unsec’d. Notes

     0.703        05/26/23        3,500        3,483,544  

PPL Electric Utilities Corp.,

           

First Mortgage

     2.500        09/01/22        4,800        4,840,371  

First Mortgage, SOFR + 0.330%

     0.379(c)        06/24/24        2,250        2,248,799  

Saudi Electricity Global Sukuk Co. (Cayman Islands), Sr. Unsec’d. Notes

     4.211        04/03/22        1,800        1,822,447  

Sempra Energy, Sr. Unsec’d. Notes

     2.875        10/01/22        10,354        10,509,530  

WEC Energy Group, Inc., Sr. Unsec’d. Notes

     0.800        03/15/24        7,250        7,189,202  
           

 

 

 
              75,443,421  
           

 

 

 


 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

CORPORATE BONDS (Continued)

           

Food 1.2%

 

                 

Hormel Foods Corp., Sr. Unsec’d. Notes

     0.650%        06/03/24        3,500        $3,470,019  

McCormick & Co., Inc., Sr. Unsec’d. Notes

     2.700        08/15/22        7,685        7,787,765  

Mondelez International, Inc., Sr. Unsec’d. Notes

     0.625        07/01/22        8,000        8,006,238  

Nestle Holdings, Inc., Gtd. Notes, 144A

     0.375        01/15/24        5,000        4,945,173  
           

 

 

 
              24,209,195  
           

 

 

 

Forest Products & Paper 0.4%

 

                 

Georgia-Pacific LLC, Sr. Unsec’d. Notes, 144A

     3.734        07/15/23        7,000        7,275,665  

Gas 0.3%

 

                 

Atmos Energy Corp., Sr. Unsec’d. Notes, 3 Month LIBOR + 0.380%

     0.496(c)        03/09/23        5,250        5,250,682  

Healthcare-Products 1.4%

 

                 

Baxter International, Inc., Sr. Unsec’d. Notes, 144A, SOFR + 0.260%

     0.310(c)      12/01/23        20,000        19,990,501  

Stryker Corp., Sr. Unsec’d. Notes

     0.600        12/01/23        1,250        1,240,561  

Thermo Fisher Scientific, Inc., Sr. Unsec’d. Notes, SOFR + 0.530%

     0.579(c)        10/18/24        6,750        6,756,534  
           

 

 

 
                              27,987,596  
           

 

 

 

Healthcare-Services 0.4%

 

                 

UnitedHealth Group, Inc., Sr. Unsec’d. Notes

     0.550        05/15/24        7,250        7,175,326  

Holding Companies-Diversified 0.1%

 

                 

Swire Pacific MTN Financing Ltd. (Cayman Islands), Gtd. Notes, EMTN

     4.500        02/28/22        2,000        2,016,152  

Household Products/Wares 0.4%

 

                 

Reckitt Benckiser Treasury Services PLC (United Kingdom), Gtd. Notes, 144A, 3 Month LIBOR + 0.560%

     0.689(c)        06/24/22        8,000        8,019,268  

Insurance 2.7%

 

                 

Berkshire Hathaway, Inc., Sr. Unsec’d. Notes

     2.750        03/15/23        4,853        4,970,137  

Equitable Financial Life Global Funding,

           

Sec’d. Notes, 144A

     0.800        08/12/24        3,000        2,969,613  

Sec’d. Notes, 144A, SOFR + 0.390%

     0.439(c)        04/06/23        10,000        10,010,318  

Metropolitan Life Global Funding I, Sec’d. Notes, 144A

     3.375        01/11/22        1,250        1,254,141  

New York Life Global Funding,

           

Sec’d. Notes, 144A

     2.900        01/17/24        4,190        4,360,438  

Sr. Sec’d. Notes, 144A, 3 Month LIBOR + 0.440%

     0.561(c)        07/12/22        3,000        3,007,063  

Pacific Life Global Funding II, Sr. Sec’d. Notes, 144A

     0.500        09/23/23        4,750        4,729,841  

Principal Life Global Funding II,

           

Sec’d. Notes, 144A

     0.500        01/08/24        7,250        7,177,086  

Sec’d. Notes, 144A, SOFR + 0.450%

     0.499(c)        04/12/24        1,250        1,253,164  

Protective Life Global Funding,

           

Sec’d. Notes, 144A

     0.631        10/13/23        4,250        4,236,461  


PGIM Ultra Short Bond ETF

Schedule of Investments (unaudited) (continued)

as of November 30, 2021

 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

CORPORATE BONDS (Continued)

           

Insurance (cont’d.)

 

                 

Sr. Sec’d. Notes, 144A

     0.473%        01/12/24        10,000        $9,874,975  
           

 

 

 
              53,843,237  
           

 

 

 

Machinery-Constructions & Mining 0.5%

 

                 

Caterpillar Financial Services Corp., Sr. Unsec’d. Notes, MTN

     0.450        09/14/23        10,000        9,966,074  

Machinery-Diversified 0.3%

 

                 

Otis Worldwide Corp., Sr. Unsec’d. Notes, 3 Month LIBOR + 0.450%

     0.583(c)        04/05/23        6,700        6,700,168  

Media 0.1%

 

                 

Walt Disney Co. (The), Gtd. Notes, 3 Month LIBOR + 0.390%

     0.561(c)        09/01/22        3,000        3,006,169  

Miscellaneous Manufacturer 0.1%

 

                 

Carlisle Cos., Inc., Sr. Unsec’d. Notes

     0.550        09/01/23        3,000        2,980,140  

Oil & Gas 1.3%

 

                 

Exxon Mobil Corp.,

           

Sr. Unsec’d. Notes

     1.571        04/15/23        4,000        4,048,206  

Sr. Unsec’d. Notes, 3 Month LIBOR + 0.330%

     0.485(c)        08/16/22        4,000        4,007,872  

Phillips 66,

           

Gtd. Notes

     0.900        02/15/24        4,000        3,961,902  

Gtd. Notes

     4.300        04/01/22        5,921        5,994,202  

Pioneer Natural Resources Co.,

           

Sr. Unsec’d. Notes

     0.550        05/15/23        2,500        2,488,547  

Sr. Unsec’d. Notes

     0.750        01/15/24        4,250        4,195,426  

Saudi Arabian Oil Co. (Saudi Arabia), Sr. Unsec’d. Notes, 144A

     2.750        04/16/22        1,980        1,995,177  
           

 

 

 
              26,691,332  
           

 

 

 

Pharmaceuticals 3.1%

 

                 

AbbVie, Inc.,

           

Sr. Unsec’d. Notes

     3.250        10/01/22        17,000        17,257,863  

Sr. Unsec’d. Notes, 3 Month LIBOR + 0.650%

     0.810(c)        11/21/22        3,000        3,012,560  

AmerisourceBergen Corp., Sr. Unsec’d. Notes

     0.737        03/15/23        12,000        11,996,506  

Astrazeneca Finance LLC, Gtd. Notes

     0.700        05/28/24        12,250        12,132,576  

Bristol-Myers Squibb Co.,

           

Sr. Unsec’d. Notes

     0.537        11/13/23        10,000        9,962,979  

Sr. Unsec’d. Notes, 3 Month LIBOR + 0.380%

     0.535(c)        05/16/22        2,000        2,002,970  

GlaxoSmithKline Capital PLC (United Kingdom), Gtd. Notes

     0.534        10/01/23        6,500        6,473,087  
           

 

 

 
                              62,838,541  
           

 

 

 


Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
    Value  

CORPORATE BONDS (Continued)

 

    

Pipelines 1.9%

 

                

Enbridge, Inc. (Canada), Gtd. Notes

     0.550%        10/04/23        8,000       $7,951,756  

Enterprise Products Operating LLC, Gtd. Notes

     3.500        02/01/22        12,350       12,408,604  

Southern Natural Gas Co. LLC, Sr. Unsec’d. Notes, 144A

     0.625        04/28/23        5,250       5,235,890  

TransCanada PipeLines Ltd. (Canada),

          

Sr. Unsec’d. Notes

     1.000        10/12/24        9,750       9,676,816  

Sr. Unsec’d. Notes

     2.500        08/01/22        3,000       3,036,147  
          

 

 

 
             38,309,213  
          

 

 

 

Real Estate 0.3%

 

                

Ontario Teachers’ Cadillac Fairview Properties Trust (Canada), Sr. Unsec’d. Notes, 144A

     3.125        03/20/22        6,775       6,814,143  

Real Estate Investment Trusts (REITs) 0.7%

 

                

Kimco Realty Corp., Sr. Unsec’d. Notes

     3.400        11/01/22        5,935       6,050,349  

Public Storage, Sr. Unsec’d. Notes, SOFR + 0.470%

     0.520(c)        04/23/24        8,500       8,504,324  
          

 

 

 
             14,554,673  
          

 

 

 

Retail 1.2%

 

                

7-Eleven, Inc.,

          

Sr. Unsec’d. Notes, 144A

     0.625        02/10/23        1,750       1,745,723  

Sr. Unsec’d. Notes, 144A

     0.800        02/10/24        2,250       2,226,362  

AutoZone, Inc., Sr. Unsec’d. Notes

     3.700        04/15/22        15,000       15,058,145  

Home Depot, Inc. (The), Sr. Unsec’d. Notes, 3 Month LIBOR + 0.310%

     0.481(c)        03/01/22        1,500       1,500,891  

McDonald’s Corp., Sr. Unsec’d. Notes, MTN

     2.625        01/15/22        2,193       2,198,567  

Starbucks Corp., Sr. Unsec’d. Notes

     1.300        05/07/22        1,000       1,003,946  
          

 

 

 
                             23,733,634  
          

 

 

 

Savings & Loans 0.5%

 

                

Nationwide Building Society (United Kingdom), Sr. Unsec’d. Notes, 144A

     0.550        01/22/24        9,750       9,635,250  

Semiconductors 0.4%

 

                

Analog Devices, Inc., Sr. Unsec’d. Notes, SOFR + 0.250%

     0.299(c)        10/01/24        2,000       2,000,006  

Intel Corp., Sr. Unsec’d. Notes, 3 Month LIBOR + 0.350%

     0.504(c)        05/11/22        5,000       5,006,053  
          

 

 

 
             7,006,059  
          

 

 

 

Software 0.8%

 

                

Fidelity National Information Services, Inc., Sr. Unsec’d. Notes

     0.600        03/01/24        5,750       5,669,529  

Infor, Inc., Sr. Unsec’d. Notes, 144A

     1.450        07/15/23        1,200       1,205,288  

Oracle Corp., Sr. Unsec’d. Notes

     2.500        10/15/22        9,000       9,154,254  
          

 

 

 
             16,029,071  
          

 

 

 

Telecommunications 1.7%

 

                

NTT Finance Corp. (Japan), Gtd. Notes, 144A

     0.583        03/01/24        6,500       6,439,351  

Rogers Communications, Inc. (Canada), Gtd. Notes, 3 Month LIBOR + 0.600%

     0.725 (c)        03/22/22        4,200       4,205,601  


PGIM Ultra Short Bond ETF

Schedule of Investments (unaudited) (continued)

as of November 30, 2021

 

Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

CORPORATE BONDS (Continued)

 

     

Telecommunications (cont’d.)

 

                 

Verizon Communications, Inc.,

           

Sr. Unsec’d. Notes

     0.750%        03/22/24        8,000        $7,945,755  

Sr. Unsec’d. Notes, SOFR + 0.500%

     0.549(c)        03/22/24        7,000        7,023,431  

Vodafone Group PLC (United Kingdom), Sr. Unsec’d. Notes

     2.500        09/26/22        8,000        8,117,496  
           

 

 

 
              33,731,634  
           

 

 

 

Transportation 0.2%

 

                 

Ryder System, Inc., Sr. Unsec’d. Notes, MTN

     2.875        06/01/22        3,000        3,027,551  

TOTAL CORPORATE BONDS

           
           

 

 

 

(cost $936,390,903)

 

        935,540,852  
           

 

 

 

CERTIFICATES OF DEPOSIT 0.7%

 

     

Banks 0.7%

 

                 

Bank of Montreal (Canada), 3 Month LIBOR + 0.110%

     0.224(c)        12/13/21        5,000        5,000,299  

Royal Bank of Canada (Canada), 3 Month LIBOR + 0.110%

     0.228(c)        12/16/21        3,000        3,000,228  

Westpac Banking Corp. (Australia), 3 Month LIBOR + 0.010%

     0.138(c)        01/24/22        7,100        7,100,215  

TOTAL CERTIFICATES OF DEPOSIT

           
           

 

 

 

(cost $15,099,657)

              15,100,742  
           

 

 

 

TOTAL LONG-TERM INVESTMENTS

(cost $1,689,509,259)

              1,684,839,226  
           

 

 

 
                   Shares         

SHORT-TERM INVESTMENTS 16.2%

 

     

AFFILIATED MUTUAL FUND 1.2%

 

     

PGIM Core Ultra Short Bond Fund (cost $23,605,613)(wa)

           23,605,613        23,605,613  
           

 

 

 
                   Principal
Amount
(000)#
        

TIME DEPOSIT 0.4%

 

     

Skandinaviska Enskilda Banken AB (cost $8,253,373)

     0.005        12/01/21        8,253        8,253,373  
           

 

 

 

CERTIFICATES OF DEPOSIT 1.5%

 

     

Banks 1.5%

 

                 

Bank of Montreal (Canada)

     0.230        05/05/22        5,000        4,999,646  

Bank of Nova Scotia (Canada)

     0.230        05/10/22        5,000        4,999,815  

MUFG Bank Ltd.

     0.300        10/25/22        10,000        9,989,425  


Description    Interest
Rate
     Maturity
Date
     Principal
Amount
(000)#
     Value  

CERTIFICATES OF DEPOSIT (Continued)

 

     

Banks (cont’d.)

 

                 

Natixis SA (France), 3 Month LIBOR + 0.130%

     0.246%(c)        12/09/21        10,000        $10,000,363  

TOTAL CERTIFICATES OF DEPOSIT

 

     
     

 

 

 

(cost $30,000,000)

              29,989,249  
           

 

 

 

COMMERCIAL PAPER 12.6%

 

     

BASF SE (Germany) 144A

     0.150(s)        12/28/21        20,000        19,998,040  

BAT International Finance PLC (United Kingdom) 144A

     0.220(s)        12/13/21        3,200        3,199,842  

BAT International Finance PLC (United Kingdom) 144A

     0.220(s)        12/10/21        15,000        14,999,442  

Cabot Corp. 144A

     0.220(s)        12/08/21        5,000        4,999,855  

Canadian Imperial Bank of Commerce (Canada) 144A

     0.241(s)        05/04/22        4,000        3,996,693  

Enbridge, Inc. 144A

     0.220(s)        12/21/21        7,000        6,999,412  

Enbridge, Inc. 144A

     0.300(s)        12/10/21        10,000        9,999,628  

Enel Finance America LLC 144A

     0.401(s)        05/26/22        10,000        9,982,497  

Enel Finance America LLC 144A

     0.392(s)        07/15/22        5,000        4,987,357  

Enel Finance America LLC 144A

     0.392(s)        07/14/22        5,000        4,987,413  

Glencore Funding LLC 144A

     0.260(s)        12/20/21        5,000        4,999,341  

Glencore Funding LLC 144A

     0.257(s)        12/16/21        5,000        4,999,576  

Glencore Funding LLC 144A

     0.260(s)        12/17/21        10,000