# EDGAR Filing Document

**Accession Number:** 0001099692
**File Stem:** 0001752724-23-065230
**Filing Date:** 2023-3
**Character Count:** 130640
**Document Hash:** dd7ee1e1711c600cfdbe04f6f8a1771b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065230.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065230

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS 2
- **CENTRAL INDEX KEY:** 0001099692
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09999
- **FILM NUMBER:** 23758542

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** PRUDENTIAL TOWER SOUTH , 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** PRUDENTIAL TOWER SOUTH , 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN CORE INVESTMENT FUND
- **DATE OF NAME CHANGE:** 20030721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL CORE INVESTMENT FUND
- **DATE OF NAME CHANGE:** 20000623

## Series and Classes Contracts Data

### PGIM Core Short-Term Bond Fund (Series ID: S000004538)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000012440 | PGIM Core Short-Term Bond Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Prudential Investment Portfolios 2

- **b. Investment Company Act file number:** 811-09999

- **c. CIK number of Registrant:** 0001099692

- **d. LEI of Registrant:** 54930073VH97GP26HU49

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

**Item A.2. Information about the Series.**

- **a. Name of Series:** PGIM Core Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000004538

- **c. LEI of Series:** E0CZ3XBGWL3ADZM3C128

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2767767752.66

**Total Liabilities:** $66111060.38

**Net Assets:** $2701656692.28

**Delayed Delivery Securities:** $14971650.00

**Cash Not Reported:** $30096128.96

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 12814.22633000 | **1-Year:** 75401.95389000 | **5-Year:** 25737.31683000 | **10-Year:** 0.91184000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.73453000 | **1-Year:** 1021.45015000 | **5-Year:** 1125.81275000 | **10-Year:** 8.03328000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012440 | 0.44%                | 0.48%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-97321.15               | $9263340.34                                |
| Month 2  | $34043.50                | $2016958.73                                |
| Month 3  | $76964.98                | $14040097.99                               |

**Designated Index Information**

- **Index Name:** PGIM Core Short-Term Bond Fund - ExDerivatives

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                           | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Government Cash Management             | Dreyfus Government Cash Management                                            | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  45267881 | NS      | $45267881.49  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-9646.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2014-GC22                                        | CUSIP: 36253BAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4319384.52   | 0.16%             | 2047-06-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2016-P4                                   | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7269691 | PA      | $6910384.04   | 0.26%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2014-GC24                                        | CUSIP: 36253GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23934701 | PA      | $23327010.97  | 0.86%             | 2047-09-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                              | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1975349.40   | 0.07%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                                                | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19939367.40  | 0.74%             | 2024-04-23      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                         | Protective Life Global Funding                                                | CUSIP: 74368CBA1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14387994.15  | 0.53%             | 2024-01-12      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                     | CUSIP: 911312BJ4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   5144000 | PA      | $5144599.48   | 0.19%             | 2023-04-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                       | CUSIP: 06417XAK7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4750000 | PA      | $4744752.91   | 0.18%             | 2025-04-11      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                                             | CUSIP: 86959RXZ8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $15009805.65  | 0.56%             | 2023-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                            | CUSIP: 13607GKW3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  21000000 | PA      | $21024141.60  | 0.78%             | 2023-03-17      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                 | Long Beach Mortgage Loan Trust 2004-2                                         | CUSIP: 542514FX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1412410 | PA      | $1351305.62   | 0.05%             | 2034-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Accredited Mortgage Loan Trust                 | Accredited Mortgage Loan Trust 2004-4                                         | CUSIP: 004375CF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748673 | PA      | $720048.27    | 0.03%             | 2035-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2033244.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                 | CUSIP: 46645WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19357792 | PA      | $18397432.78  | 0.68%             | 2033-07-05      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                       | CUSIP: 24422EVV8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2122000 | PA      | $2109699.02   | 0.08%             | 2024-10-11      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                                       | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10058023.00  | 0.37%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                          | CUSIP: 06051GJX8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  33500000 | PA      | $33267566.62  | 1.23%             | 2024-05-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                              | CDP FINANCIAL INC                                                             | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10022622.60  | 0.37%             | 2023-07-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                      | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  28500000 | PA      | $27284184.87  | 1.01%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                         | Protective Life Global Funding                                                | CUSIP: 74368CAZ7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10431431.06  | 0.39%             | 2023-10-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $12903414.45  | 0.48%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                 | ABFC 2003-OPT1 Trust                                                          | CUSIP: 04542BDG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551033 | PA      | $511334.34    | 0.02%             | 2033-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                         | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2003-W7   | CUSIP: 040104BG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997198 | PA      | $3863678.65   | 0.14%             | 2033-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                    | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7886299.04   | 0.29%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3384600.74   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                        | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4080170.52   | 0.15%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2014-UBS5 Mortgage Trust                                                 | CUSIP: 12592KAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117093 | PA      | $113503.80    | 0.00%             | 2047-09-10      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2015-CCRE22 Mortgage Trust                                               | CUSIP: 12592XBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26945000 | PA      | $25783015.74  | 0.95%             | 2048-03-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $805141.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $793741.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                       | Standard Chartered Bank/New York                                              | CUSIP: 85325VW89<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |  16000000 | PA      | $16015170.88  | 0.59%             | 2023-07-28      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $759896.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3890385.61   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                 | Long Beach Mortgage Loan Trust 2003-4                                         | CUSIP: 542514EH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114609 | PA      | $113728.09    | 0.00%             | 2033-08-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                            | Georgia-Pacific LLC                                                           | CUSIP: 37331NAD3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |  14126000 | PA      | $14023577.46  | 0.52%             | 2023-07-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-62976.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                  | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7152195.96   | 0.26%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $416985.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1910321.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                            | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19558843.60  | 0.72%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                 | Bear Stearns Asset Backed Securities Trust 2003-3                             | CUSIP: 07384YLU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150658 | PA      | $153247.34    | 0.01%             | 2043-06-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                  | First Franklin Mortgage Loan Trust 2004-FF5                                   | CUSIP: 32027NJT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113434 | PA      | $105693.59    | 0.00%             | 2034-08-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2404752.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                                | CUSIP: 6944PL2C2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11651850.00  | 0.43%             | 2023-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc                             | Equity One Mortgage Pass-Through Trust 2003-1                                 | CUSIP: 294751BX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20342 | PA      | $19805.31     | 0.00%             | 2033-08-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                 | Merrill Lynch Mortgage Investors Trust Series 2004-WMC1                       | CUSIP: 5899297K8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432633 | PA      | $414519.86    | 0.02%             | 2034-10-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                 | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-R5 | CUSIP: 03072SRX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143064 | PA      | $140821.78    | 0.01%             | 2034-07-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                           | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14695902.30  | 0.54%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                  | CUSIP: 64952WCN1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1962951.68   | 0.07%             | 2024-01-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                            | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9958771.70   | 0.37%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2014-UBS4 Mortgage Trust                                                 | CUSIP: 12591QAQ5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   5875000 | PA      | $5708545.98   | 0.21%             | 2047-08-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                        | Home Equity Asset Trust 2002-3                                                | CUSIP: 22541NHH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251584 | PA      | $240461.44    | 0.01%             | 2033-02-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                   | CUSIP: 61765LAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6570365 | PA      | $6290233.13   | 0.23%             | 2048-05-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | Credit Suisse Mortgage Capital Certificates 2019-ICE4                         | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35000000 | PA      | $34846269.50  | 1.29%             | 2036-05-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | BANK OF MONTREAL                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5006380.25   | 0.19%             | 2023-05-02      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                   | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15340612.00  | 0.57%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                       | CITIGROUP GLOBAL MARKETS INC                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15014190.15  | 0.56%             | 2023-09-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Amortizing Residential Collate                 | Amortizing Residential Collateral Trust 2002-BC5                              | CUSIP: 86358RZ75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64838 | PA      | $63165.18     | 0.00%             | 2032-07-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                                       | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  31500000 | PA      | $30107170.80  | 1.11%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                      | Infor Inc                                                                     | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1759516.94   | 0.07%             | 2023-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                       | Bank of Nova Scotia/Houston                                                   | CUSIP: 06417ML37<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $12027616.80  | 0.45%             | 2023-08-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                       | Principal Life Global Funding II                                              | CUSIP: 74256LEJ4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  17750000 | PA      | $17036861.98  | 0.63%             | 2024-01-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Equifirst Mortgage Loan Trust                  | Equifirst Mortgage Loan Trust 2003-1                                          | CUSIP: 29445FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10770 | PA      | $10887.63     | 0.00%             | 2032-12-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK NY                         | TORONTO DOMINION BK NY                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11970165.72  | 0.44%             | 2023-09-22      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                     | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7486859.20   | 0.28%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                          | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $23883480.25  | 0.88%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                    | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11457533.52  | 0.42%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                   | CUSIP: 61765TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1435362.30   | 0.05%             | 2048-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                 | Asset Backed Securities Corp Home Equity Loan Trust Series 2003-HE6           | CUSIP: 04541GFY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134312 | PA      | $132203.29    | 0.00%             | 2033-11-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB Bank ASA                                                                  | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  25000000 | PA      | $25249207.50  | 0.93%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                        | Canadian Imperial Bank of Commerce/New York NY                                | CUSIP: 13606KQL3<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25099083.00  | 0.93%             | 2023-12-11      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                   | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4955158.00   | 0.18%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                 | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8154901.34   | 0.30%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                         | CUSIP: 69371RR99<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24530564.75  | 0.91%             | 2025-08-11      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $876111.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                         | National Securities Clearing Corp                                             | CUSIP: 637639AA3<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4958460.40   | 0.18%             | 2023-04-23      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                                        | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  11728000 | PA      | $11670504.54  | 0.43%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                 | Long Beach Mortgage Loan Trust 2003-3                                         | CUSIP: 542514EA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483744 | PA      | $467565.87    | 0.02%             | 2033-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $76502.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                         | CUSIP: 29364WBF4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   6498000 | PA      | $6276403.12   | 0.23%             | 2023-11-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2021-RENT                                   | CUSIP: 36260XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5359471 | PA      | $5032525.15   | 0.19%             | 2035-11-21      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1134734.79   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2004-NC5                               | CUSIP: 61746RFV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333675 | PA      | $312202.47    | 0.01%             | 2034-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2018-B3 Mortgage Trust                                              | CUSIP: 08161BAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575060 | PA      | $573219.80    | 0.02%             | 2051-04-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2003-NC5                               | CUSIP: 61746RBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204550 | PA      | $203654.45    | 0.01%             | 2033-04-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                    | WESTPAC BANKING CORP                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25027615.75  | 0.93%             | 2023-04-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2015-C30                                | CUSIP: 94989NBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27946626 | PA      | $26940757.02  | 1.00%             | 2058-09-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                 | BBCMS 2018-TALL Mortgage Trust                                                | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22479000 | PA      | $20880298.02  | 0.77%             | 2037-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                 | CAMB Commercial Mortgage Trust 2019-LIFE                                      | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $9446303.15   | 0.35%             | 2037-12-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3958885 | PA      | $3834176.09   | 0.14%             | 2029-09-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPAN             | STATE STREET BANK AND TRUST COMPAN                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4998128.90   | 0.19%             | 2023-03-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORP MKTS/NY                       | Lloyds Bank Corporate Markets PLC/New York NY                                 | CUSIP: 53947BF70<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |  17000000 | PA      | $17019701.81  | 0.63%             | 2024-01-31      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $157655.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                            | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9982936.00   | 0.37%             | 2023-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $702053.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                 | Long Beach Mortgage Loan Trust 2004-3                                         | CUSIP: 542514GM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2043721 | PA      | $1956659.87   | 0.07%             | 2034-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | SWEDBANK AB                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $15027802.65  | 0.56%             | 2023-06-30      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO 0 CP 06/02/2023  | HEWLETT PACKARD ENTERPRISE CO 0 CP 06/02/2023                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24980529.25  | 0.92%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                        | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13354446.78  | 0.49%             | 2024-05-13      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                              | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  15250000 | PA      | $14521730.15  | 0.54%             | 2024-03-01      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                    | IRS USD                                                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-47705.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                      | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4892161.50   | 0.18%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                      | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  19237000 | PA      | $18588298.16  | 0.69%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                              | Natixis SA/New York NY                                                        | CUSIP: 63873QXE9<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | FR        |  11000000 | PA      | $11000135.19  | 0.41%             | 2023-02-01      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                 | Chase Funding Trust Series 2003-1                                             | CUSIP: 161546EF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144488 | PA      | $142175.72    | 0.01%             | 2032-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1263752.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                              | NATIXIS NY BRANCH                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14978247.75  | 0.55%             | 2023-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTI                               | PPL Electric Utilities Corp                                                   | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4706915.84   | 0.17%             | 2024-06-24      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-49512.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                       | CUSIP: 49327M2Z6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12455341.00  | 0.46%             | 2023-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2014-C18                           | CUSIP: 46641JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4154599 | PA      | $4094202.39   | 0.15%             | 2047-02-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                            | CUSIP: 05565EBZ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2673476.85   | 0.10%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $227783.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                   | 7-Eleven Inc                                                                  | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6694683.03   | 0.25%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                          | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $19777710.00  | 0.73%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                                            | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $22650135.50  | 0.84%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE (US) INC                              | ENBRIDGE (US) INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17995235.94  | 0.67%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                 | Banc of America Commercial Mortgage Trust 2015-UBS7                           | CUSIP: 06054AAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10435637 | PA      | $9997925.82   | 0.37%             | 2048-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                           | CUSIP: 641062BA1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  16750000 | PA      | $16585760.56  | 0.61%             | 2025-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2014-UBS3 Mortgage Trust                                                 | CUSIP: 12591YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6726887 | PA      | $6556405.86   | 0.24%             | 2047-06-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                       | CUSIP: 110122DT2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19341324.40  | 0.72%             | 2023-11-13      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                    | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10771717.77  | 0.40%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                             | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9639511.11   | 0.36%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                 | CSAIL 2015-C3 Commercial Mortgage Trust                                       | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11593828.80  | 0.43%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                                  | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6663432.74   | 0.25%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital US LLC                                        | CUSIP: 36264FAJ0<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6257422.13   | 0.23%             | 2024-03-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1573657.77   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                   | Saxon Asset Securities Trust 2003-3                                           | CUSIP: 805564PF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14426 | PA      | $13092.09     | 0.00%             | 2033-12-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| CDC Mortgage Capital Trust                     | CDC Mortgage Capital Trust 2003-HE3                                           | CUSIP: 12506YBN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601279 | PA      | $590902.78    | 0.02%             | 2033-11-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2013-C15                           | CUSIP: 46640NAF5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    146810 | PA      | $145918.11    | 0.01%             | 2045-11-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-388022.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                   | CUSIP: 02665WEC1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4033603.92   | 0.15%             | 2026-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2018-B5 Mortgage Trust                                              | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1782326.16   | 0.07%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                 | CUSIP: 842400GL1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12417997.50  | 0.46%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                        | Home Equity Asset Trust                                                       | CUSIP: 22541N3S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431894 | PA      | $419581.31    | 0.02%             | 2033-08-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                      | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7511030.85   | 0.28%             | 2024-03-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP CAPITAL MARKETS PLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24929722.25  | 0.92%             | 2023-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-265940.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS FORTIS SA/NY                       | BNP Paribas Fortis SA/New York                                                | CUSIP: 34959TSK3<br>LEI: KGCEPHLVVKVRZYO1T647 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25030614.50  | 0.93%             | 2023-04-28      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1590674.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2013-LC12                               | CUSIP: 94988QAG6<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |  17884000 | PA      | $17749117.08  | 0.66%             | 2046-07-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                 | Merrill Lynch Mortgage Investors Trust Series 2004-HE2                        | CUSIP: 59020UKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44931 | PA      | $42728.17     | 0.00%             | 2035-08-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                 | New Century Home Equity Loan Trust 2004-1                                     | CUSIP: 64352VFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2061679 | PA      | $1977901.42   | 0.07%             | 2034-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HCP INC                                        | HCP INC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16997846.61  | 0.63%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                            | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8474280.70   | 0.31%             | 2024-04-01      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                              | CUSIP: 83051GAS7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   9750000 | PA      | $9122588.48   | 0.34%             | 2024-09-09      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CITIBANK NA                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14995869.60  | 0.56%             | 2023-02-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2016-C33                                | CUSIP: 95000LAY9<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   5377592 | PA      | $5120717.95   | 0.19%             | 2059-03-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25059616.25  | 0.93%             | 2023-09-28      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                       | Equitable Financial Life Global Funding                                       | CUSIP: 29449WAH0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24999266.75  | 0.93%             | 2023-04-06      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2014-UBS5 Mortgage Trust                                                 | CUSIP: 12592KBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $24313557.50  | 0.90%             | 2047-09-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                            | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  16000000 | PA      | $16324590.40  | 0.60%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                           | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4375788.75   | 0.16%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2018-H3                                        | CUSIP: 61767YAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1064206 | PA      | $1056836.85   | 0.04%             | 2051-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                 | Structured Asset Investment Loan Trust 2003-BC1                               | CUSIP: 86358EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63971 | PA      | $62213.55     | 0.00%             | 2033-01-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                       | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $20416498.90  | 0.76%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                    | CUSIP: 92343VGD0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $22913887.54  | 0.85%             | 2024-03-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                      | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  18750000 | PA      | $18508291.69  | 0.69%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                 | ABFC 2003-AHL1 Trust                                                          | CUSIP: 04542BCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126672 | PA      | $123121.60    | 0.00%             | 2033-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                       | Principal Life Global Funding II                                              | CUSIP: 74256LEM7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2741900.01   | 0.10%             | 2024-04-12      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                        | Sumitomo Mitsui Banking Corp/New York                                         | CUSIP: 86565FWT5<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | JP        |  25000000 | PA      | $25095329.00  | 0.93%             | 2023-11-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                  | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4982717.95   | 0.18%             | 2024-10-18      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                    | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8521544.43   | 0.32%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                  | CUSIP: 22550UAB7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4889995.50   | 0.18%             | 2024-02-02      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                     | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13671985.18  | 0.51%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                  | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4580119.48   | 0.17%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                  | CUSIP: 64952WEU3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $21909071.03  | 0.81%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD 4/2 0 CP 06/02/2023  | TRANSCANADA PIPELINES LTD 4/2 0 CP 06/02/2023                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13989077.62  | 0.52%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                                 | CUSIP: 902674YC8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   7500000 | PA      | $7493903.25   | 0.28%             | 2024-02-09      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2014-C24                           | CUSIP: 46643GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28310000 | PA      | $27359888.09  | 1.01%             | 2047-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9959042.60   | 0.37%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1145320.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                        | Home Equity Asset Trust                                                       | CUSIP: 22541QY30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158382 | PA      | $153465.28    | 0.01%             | 2034-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T                 | Renaissance Home Equity Loan Trust 2003-1                                     | CUSIP: 759950AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215390 | PA      | $194996.52    | 0.01%             | 2033-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                         | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  17750000 | PA      | $16948223.63  | 0.63%             | 2024-02-27      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                           | CUSIP: 641062AQ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9585870.50   | 0.35%             | 2024-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                         | Berkshire Hathaway Inc                                                        | CUSIP: 084670BR8<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12966719.61  | 0.48%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                         | National Securities Clearing Corp                                             | CUSIP: 637639AC9<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12271679.29  | 0.45%             | 2023-12-07      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                              | CUSIP: 06368FAH2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20013350.00  | 0.74%             | 2024-03-08      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                           | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $23325536.00  | 0.86%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2003-NC5                               | CUSIP: 61746RBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82140 | PA      | $81907.08     | 0.00%             | 2033-04-25      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1141957.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                   | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $24658542.50  | 0.91%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                                     | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |  15000000 | PA      | $15019969.05  | 0.56%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                               | MUFG Bank Ltd/New York NY                                                     | CUSIP: 55380UCP0<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $10000246.80  | 0.37%             | 2023-02-02      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                 | One New York Plaza Trust 2020-1NYP                                            | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11900000 | PA      | $11309529.14  | 0.42%             | 2036-01-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2018-HART                                        | CUSIP: 36259DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11300000 | PA      | $10787700.94  | 0.40%             | 2031-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                        | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11391722.16  | 0.42%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                       | Mondelez International Holdings Netherlands BV                                | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |  14000000 | PA      | $13820721.60  | 0.51%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                                                  | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |  23500000 | PA      | $23792023.69  | 0.88%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                   | CUSIP: 713448FB9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14067021.45  | 0.52%             | 2023-10-07      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1944866.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                 | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3672114.56   | 0.14%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                 | Chase Funding Trust Series 2002-2                                             | CUSIP: 161551FX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184746 | PA      | $180799.75    | 0.01%             | 2032-05-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $594179.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $574320.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAV ENSKILDA BK NY                       | Skandinaviska Enskilda Banken AB/New York NY                                  | CUSIP: 83050PZJ1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  10000000 | PA      | $10007177.60  | 0.37%             | 2023-03-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2016-LC24                               | CUSIP: 95000HBE1<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  12089391 | PA      | $11345556.98  | 0.42%             | 2049-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA/NY                          | Banco Santander SA/New York                                                   | CUSIP: 05966DX49<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  25000000 | PA      | $25067064.00  | 0.93%             | 2023-12-05      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3125285.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | Countrywide Asset-Backed Certificates                                         | CUSIP: 126671F84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82232 | PA      | $80587.67     | 0.00%             | 2033-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                          | CUSIP: 961214EA7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    175000 | PA      | $175366.15    | 0.01%             | 2023-05-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                 | Merrill Lynch Mortgage Investors Trust Series 2004-HE2                        | CUSIP: 59020UKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113382 | PA      | $110575.67    | 0.00%             | 2035-08-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                     | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $19908844.00  | 0.74%             | 2024-09-10      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                   | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7070410.20   | 0.26%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                              | CUSIP: 30231GBL5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $20856954.72  | 0.77%             | 2023-04-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                 | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $11200000.00  | 0.41%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $34939.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                   | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $7204742.30   | 0.27%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                          | CUSIP: 63254ABD9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   7250000 | PA      | $7063835.95   | 0.26%             | 2025-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                          | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6827842.84   | 0.25%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                   | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6575322.69   | 0.24%             | 2025-04-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                   | CUSIP: 377373AL9<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |  13500000 | PA      | $13112161.20  | 0.49%             | 2023-10-01      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                   | CUSIP: 21688AAR3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  14000000 | PA      | $13971116.60  | 0.52%             | 2024-01-12      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                       | Equitable Financial Life Global Funding                                       | CUSIP: 29449WAJ6<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2814906.75   | 0.10%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                          | Coca-Cola Europacific Partners PLC                                            | CUSIP: 19123MAD5<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $7909741.60   | 0.29%             | 2023-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                       | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  14000000 | PA      | $13890380.00  | 0.51%             | 2023-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                   | 7-Eleven Inc                                                                  | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4994643.70   | 0.18%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                      | CUSIP: 341081GH4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4985981.90   | 0.18%             | 2024-01-12      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                            | Air Liquide Finance SA                                                        | CUSIP: 00913RAC0<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |   2780000 | PA      | $2730988.60   | 0.10%             | 2023-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | CarMax Auto Owner Trust 2020-4                                                | CUSIP: 14316HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515087 | PA      | $1475889.56   | 0.05%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                          | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5011108.15   | 0.19%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |  25000000 | PA      | $25087631.75  | 0.93%             | 2023-12-11      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                        | Home Equity Asset Trust                                                       | CUSIP: 22541NP52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567277 | PA      | $541455.40    | 0.02%             | 2033-08-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                          | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25025509.25  | 0.93%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                             | Mizuho Bank Ltd/New York NY                                                   | CUSIP: 60710R6Q3<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |  24000000 | PA      | $24083608.56  | 0.89%             | 2023-11-30      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25213795.00  | 0.93%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                   | CUSIP: 89788JAC3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2749532.34   | 0.10%             | 2023-03-09      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                  | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6998714.80   | 0.26%             | 2023-02-17      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                   | CUSIP: 63859UBG7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  25000000 | PA      | $23896097.50  | 0.88%             | 2024-01-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C                 | RASC Series 2004-KS5 Trust                                                    | CUSIP: 76110WYD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2442309 | PA      | $2350783.76   | 0.09%             | 2034-06-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2015-UBS8                                      | CUSIP: 61691ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5808450 | PA      | $5569700.31   | 0.21%             | 2048-12-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                           | Verisk Analytics Inc                                                          | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   7326000 | PA      | $7173348.28   | 0.27%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                         | State Street Bank & Trust Co                                                  | CUSIP: 8574P1MS2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000500.50   | 0.19%             | 2023-03-27      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $211975.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                      | CUSIP: 89236TKM6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4010256.16   | 0.15%             | 2023-12-11      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11945898.00  | 0.44%             | 2023-11-01      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC 0 CP 07/02/2023      | HEALTHPEAK PROPERTIES INC 0 CP 07/02/2023                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9990783.30   | 0.37%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                           | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6690887.08   | 0.25%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1996590.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                  | Mastr Asset Backed Securities Trust 2004-OPT2                                 | CUSIP: 57643LEV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106342 | PA      | $85211.77     | 0.00%             | 2034-09-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Inc Asset-Backed Certificates Series 2004-1                             | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68824 | PA      | $67282.88     | 0.00%             | 2034-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2004-HE7                               | CUSIP: 61744CGD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1963742 | PA      | $1844193.71   | 0.07%             | 2034-08-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2020-COR7                          | CUSIP: 46652JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $23324237.50  | 0.86%             | 2053-05-13      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | SEMPRA ENERGY                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9990841.70   | 0.37%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                                 | CUSIP: 902674YB0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4776047.50   | 0.18%             | 2024-02-09      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                   | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9970647.20   | 0.37%             | 2024-01-17      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                             | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4376000 | PA      | $4329911.49   | 0.16%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                      | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11240797.16  | 0.42%             | 2023-05-10      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                              | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10590469.68  | 0.39%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                          | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3521156.31   | 0.13%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                 | Merrill Lynch Mortgage Investors Trust Series 2003-WMC2                       | CUSIP: 589929M47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113108 | PA      | $110625.33    | 0.00%             | 2034-02-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                                     | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $19817371.14  | 0.73%             | 2024-06-17      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                 | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2003-11 | CUSIP: 03072SLN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156509 | PA      | $148877.28    | 0.01%             | 2033-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                         | CUSIP: 904764BJ5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9727190.00   | 0.36%             | 2023-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                            | Avery Dennison Corp                                                           | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11308250.16  | 0.42%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2015-CCRE26 Mortgage Trust                                               | CUSIP: 12593QBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8355630 | PA      | $8033630.38   | 0.30%             | 2048-10-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                                             | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5689695.00   | 0.21%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                   | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13934457.18  | 0.52%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $420441.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                       | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  19250000 | PA      | $19496623.11  | 0.72%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP AMERS 0 CP 07/02/2023          | MITSUBISHI CORP AMERS 0 CP 07/02/2023                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4995634.70   | 0.18%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                 | ABFC 2004-HE1 Trust                                                           | CUSIP: 04542BJP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276552 | PA      | $270020.75    | 0.01%             | 2034-03-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $707483.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDP FINL INC 0 CP 03/07/2023                   | CDP FINL INC 0 CP 03/07/2023                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4897341.25   | 0.18%             | 2023-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                     | CUSIP: 89114TZC9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1698993.57   | 0.06%             | 2023-06-02      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                 | Capital One NA                                                                | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19987040.40  | 0.74%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2015-P1                                   | CUSIP: 17324DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12159241 | PA      | $11750245.74  | 0.43%             | 2048-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                          | Coca-Cola Europacific Partners PLC                                            | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2839287.60   | 0.11%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1411719.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                               | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  21000000 | PA      | $20995279.20  | 0.78%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2014-GC25                                 | CUSIP: 17322YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12222600 | PA      | $11877815.33  | 0.44%             | 2047-10-10      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| E ON AG DISC COML PAPER 4/2 YR 0 CP 02/02/2023 | E ON AG DISC COML PAPER 4/2 YR 0 CP 02/02/2023                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4998731.40   | 0.19%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                          | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16232172.22  | 0.60%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                   | CUSIP: 61690VAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2893381.80   | 0.11%             | 2048-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                               | MUFG Bank Ltd/New York NY                                                     | CUSIP: 55380UE45<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $10003761.80  | 0.37%             | 2023-04-12      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2003-NC8                               | CUSIP: 61746RDM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522672 | PA      | $518005.44    | 0.02%             | 2033-09-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $421800.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2014-GC18                                        | CUSIP: 36252RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5742036 | PA      | $5659375.48   | 0.21%             | 2047-01-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $28023.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                   | CUSIP: 141781BL7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2947940.61   | 0.11%             | 2023-07-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                  | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2500000 | PA      | $2447389.50   | 0.09%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                   | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11334419.33  | 0.42%             | 2025-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                     | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10686797.99  | 0.40%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                           | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9853929.70   | 0.36%             | 2025-08-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                            | CUSIP: 05565EBZ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6434205.24   | 0.24%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                 | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3747132.04   | 0.14%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2003-NC10                              | CUSIP: 61746RDX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82671 | PA      | $81349.98     | 0.00%             | 2033-10-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                | OGE Energy Corp                                                               | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6655621.91   | 0.25%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD 4/2 0 CP 06/03/2023  | TRANSCANADA PIPELINES LTD 4/2 0 CP 06/03/2023                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7963861.76   | 0.29%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                            | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4821691.00   | 0.18%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                             | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11997559.56  | 0.44%             | 2023-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                                           | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $14798569.50  | 0.55%             | 2025-03-22      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                 | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14079178.84  | 0.52%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2014-C24                           | CUSIP: 46643GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19500000 | PA      | $18800260.05  | 0.70%             | 2047-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                    | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $13590450.86  | 0.50%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                           | CUSIP: 14913R2F3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14599059.90  | 0.54%             | 2023-09-14      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                       | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5435269.29   | 0.20%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $689743.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-117056.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9990884.40   | 0.37%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2101793.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** Prudential Investment Portfolios 2

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer