# EDGAR Filing Document

**Accession Number:** 0000890339
**File Stem:** 0001752724-23-065225
**Filing Date:** 2023-3
**Character Count:** 130522
**Document Hash:** 312e581b18a04919da4810cc76eb3af8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065225.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065225

**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**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TARGET PORTFOLIO TRUST
- **CENTRAL INDEX KEY:** 0000890339
- **IRS NUMBER:** 137000899
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07064
- **FILM NUMBER:** 23758538

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

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

## Series and Classes Contracts Data

### PGIM CORPORATE BOND FUND (Series ID: S000004687)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012752 | Class Z      | TGMBX           |
| C000156672 | Class A      | PCWAX           |
| C000156673 | Class C      | PCWCX           |
| C000156674 | Class R6     | PCWQX           |
| C000156675 | Class R      | PCWRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Target Portfolio Trust

- **b. Investment Company Act file number:** 811-07064

- **c. CIK number of Registrant:** 0000890339

- **d. LEI of Registrant:** 5493004ZFCC5JN462S65

- **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 Corporate Bond Fund

- **b. EDGAR series identifier (if any):** S000004687

- **c. LEI of Series:** 2COI8BE15VQWR4N1NM55

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

- **a. Date of fiscal year-end:** 2023-07-31

- **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:** $29554584.70

**Total Liabilities:** $162172.79

**Net Assets:** $29392411.91

**Cash Not Reported:** $200000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 10.52579000 | **1-Year:** 1280.49150000 | **5-Year:** 5810.11099000 | **10-Year:** 11193.73352000 | **30-Year:** 2368.30319000

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

- **3-Month:** 0.02331000 | **1-Year:** 41.86179000 | **5-Year:** 114.11787000 | **10-Year:** 10.95533000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012752 | 5.00%                | -0.56%               | 4.41%                |
| Class ID C000156673 | 5.03%                | -0.65%               | 4.33%                |
| Class ID C000156674 | 5.11%                | -0.56%               | 4.41%                |
| Class ID C000156675 | 5.07%                | -0.60%               | 4.37%                |
| Class ID C000156672 | 4.97%                | -0.58%               | 4.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-158696.16              | $1583820.91                                |
| Month 2  | $-318761.58              | $117736.88                                 |
| Month 3  | $-78883.67               | $1234238.61                                |

**Designated Index Information**

- **Index Name:** PGIM Corporate 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     53000 | PA      | $42539.90     | 0.14%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                | Entergy Corp                                                                    | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94322.92     | 0.32%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                          | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107027.13    | 0.36%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $227336.12    | 0.77%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    515000 | PA      | $418021.15    | 1.42%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $71619.60     | 0.24%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $173804.90    | 0.59%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50499.17     | 0.17%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17139.92     | 0.06%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                     | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73354.32     | 0.25%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                 | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18241.37     | 0.06%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124602.65    | 0.42%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121471.31    | 0.41%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                    | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66566.27     | 0.23%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79876.58     | 0.27%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $146858.58    | 0.50%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38397.63     | 0.13%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                      | Teck Resources Ltd                                                              | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95803.30     | 0.33%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14799.35     | 0.05%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                     | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $66297.08     | 0.23%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                             | DTE Electric Co                                                                 | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63871.90     | 0.22%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106317.14    | 0.36%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191106.60    | 0.65%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139461.72    | 0.47%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                    | Petrobras Global Finance BV                                                     | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     65000 | PA      | $62712.00     | 0.21%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                       | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    205000 | PA      | $165154.62    | 0.56%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                          | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14444.51     | 0.05%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84185.39     | 0.29%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74743.19     | 0.25%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232071.66    | 0.79%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37996.72     | 0.13%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                          | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97203.06     | 0.33%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                      | Barrick North America Finance LLC                                               | CUSIP: 06849RAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $91671.24     | 0.31%             | 2038-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $67264.78     | 0.23%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                         | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59355.71     | 0.20%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                          | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $119961.23    | 0.41%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                      | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $87175.49     | 0.30%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41920.37     | 0.14%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                           | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    306000 | PA      | $292135.66    | 0.99%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    139000 | PA      | $101915.45    | 0.35%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                         | Progress Energy Inc                                                             | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $213743.38    | 0.73%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57812.61     | 0.20%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                     | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46329.78     | 0.16%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                        | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133422.55    | 0.45%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                             | OhioHealth Corp                                                                 | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26772.05     | 0.09%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                       | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142086.97    | 0.48%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63663.58     | 0.22%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                            | Berry Global Inc                                                                | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86035.99     | 0.29%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125708.58    | 0.43%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                             | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49325.10     | 0.17%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148491.32    | 0.51%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128328.41    | 0.44%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143669.62    | 0.49%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                      | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     40000 | PA      | $38191.60     | 0.13%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                    | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126518.18    | 0.43%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96252.60     | 0.33%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43220.24     | 0.15%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus              | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273265 | PA      | $256739.71    | 0.87%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120836.49    | 0.41%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144909.27    | 0.49%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                 | Mayo Clinic                                                                     | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73951.99     | 0.25%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204855.22    | 0.70%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341479.37    | 1.16%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101994.56    | 0.35%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72875.26     | 0.25%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                      | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     35000 | PA      | $30296.83     | 0.10%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31515.33     | 0.11%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                   | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101681.15    | 0.35%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37104.12     | 0.13%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $354046.25    | 1.20%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219052.26    | 0.75%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36631.95     | 0.12%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                    | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83452.10     | 0.28%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                            | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117415.44    | 0.40%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18654.69     | 0.06%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                      | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117815.43    | 0.40%             | 2055-11-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41846.56     | 0.14%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38022.07     | 0.13%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                             | San Diego Gas & Electric Co                                                     | CUSIP: 797440BQ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66046.75     | 0.22%             | 2042-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                   | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32813.04     | 0.11%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                             | Hillenbrand Inc                                                                 | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97271.57     | 0.33%             | 2026-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196660.24    | 0.67%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2017-C40                                  | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187887.14    | 0.64%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29582.29     | 0.10%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                            | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83305.33     | 0.28%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1906.08      | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64986.24     | 0.22%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                     | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $39939.83     | 0.14%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                    | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29914.99     | 0.10%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27422.22     | 0.09%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                    | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70752.31     | 0.24%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68492.58     | 0.23%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                 | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90484.40     | 0.31%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                  | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28351.54     | 0.10%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42750.52     | 0.15%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                          | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75292.19     | 0.26%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                         | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $170209.22    | 0.58%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45733.57     | 0.16%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg              | DBJPM 2017-C6 Mortgage Trust                                                    | CUSIP: 23312JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74728 | PA      | $72426.08     | 0.25%             | 2050-06-10      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                             | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82024.26     | 0.28%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                    | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    160000 | PA      | $116178.91    | 0.40%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49655.44     | 0.17%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                         | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36550.66     | 0.12%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                       | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75999.51     | 0.26%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                    | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $184158.28    | 0.63%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                      | Cox Communications Inc                                                          | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48953.18     | 0.17%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT 10 Year US Treasury Note                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         3 | NC      | $-175.86      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT 2 Year US Treasury Note                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         7 | NC      | $5761.71      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $183391.43    | 0.62%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                    | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $122331.65    | 0.42%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8676.68      | 0.03%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22849.15     | 0.08%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24298.04     | 0.08%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60059.63     | 0.20%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191961.05    | 0.65%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                    | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70083.19     | 0.24%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Ultra 10-Year US Treasury Note                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -15 | NC      | $-32185.32    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MIDAMERICAN ENERGY CO                       | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17667.80     | 0.06%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95806.36     | 0.33%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12494.23     | 0.04%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     51000 | PA      | $50372.70     | 0.17%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69810.42     | 0.24%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298194.66    | 1.01%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                     | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26211.44     | 0.09%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121249.62    | 0.41%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                           | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127377.32    | 0.43%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22810.70     | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47387.41     | 0.16%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60931.19     | 0.21%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98117.36     | 0.33%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85609.40     | 0.29%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2019-BNK16                                                                 | CUSIP: 065405AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $190343.60    | 0.65%             | 2052-02-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                     | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     40000 | PA      | $38445.45     | 0.13%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96572.66     | 0.33%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70800.45     | 0.24%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45832.03     | 0.16%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72455.94     | 0.25%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129756.33    | 0.44%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                               | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42152.12     | 0.14%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $80093.96     | 0.27%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $235413.63    | 0.80%             | 2025-01-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                      | Chubb INA Holdings Inc                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     95000 | PA      | $68771.49     | 0.23%             | 2051-12-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $141383.24    | 0.48%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39769.66     | 0.14%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22818.50     | 0.08%             | 2034-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                          | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $66517.48     | 0.23%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $232159.46    | 0.79%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                    | Colonial Enterprises Inc                                                        | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $80612.98     | 0.27%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                        | Cantor Fitzgerald LP                                                            | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39468.19     | 0.13%             | 2024-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43598.84     | 0.15%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                          | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19204.35     | 0.07%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                      | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89071.77     | 0.30%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192186.12    | 0.65%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                              | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52457.05     | 0.18%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                              | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93974.77     | 0.32%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                      | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51447.86     | 0.18%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23824.01     | 0.08%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                      | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97139.38     | 0.33%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205089.52    | 0.70%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                               | Westlake Corp                                                                   | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10574.57     | 0.04%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                     | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309626.48    | 1.05%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                        | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    205000 | PA      | $152978.28    | 0.52%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94655.65     | 0.32%             | 2050-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                  | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87128.09     | 0.30%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50225.98     | 0.17%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94991.70     | 0.32%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                    | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73812.09     | 0.25%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136927 | PA      | $129651.80    | 0.44%             | 2049-04-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41724.70     | 0.14%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                    | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93247.21     | 0.32%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                               | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41318.27     | 0.14%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU              | Texas Private Activity Bond Surface Transportation Corp                         | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $40765.75     | 0.14%             | 2049-12-31      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| MARKEL CORP                                 | Markel Corp                                                                     | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    140000 | PA      | $102522.23    | 0.35%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     35000 | PA      | $30037.27     | 0.10%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $264998.55    | 0.90%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                       | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43938.22     | 0.15%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                          | Sentara Healthcare                                                              | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70613.02     | 0.24%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                      | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13663.35     | 0.05%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                  | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28236.85     | 0.10%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2 | NC      | $3137.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN NATURAL GAS CO                     | Northern Natural Gas Co                                                         | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18320.77     | 0.06%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120008.87    | 0.41%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                       | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $182701.02    | 0.62%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18891.93     | 0.06%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21215.53     | 0.07%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                       | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232480.26    | 0.79%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                           | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20174.13     | 0.07%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                              | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $76136.87     | 0.26%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177023.66    | 0.60%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98133.95     | 0.33%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48121.05     | 0.16%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                 | Aker BP ASA                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $135864.03    | 0.46%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102425.75    | 0.35%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28999.13     | 0.10%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                        | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90172.17     | 0.31%             | 2026-03-25      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    303000 | PA      | $254295.76    | 0.87%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63945.92     | 0.22%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217467.90    | 0.74%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                         | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149829.99    | 0.51%             | 2024-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13715.66     | 0.05%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131070.18    | 0.45%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                 | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62780.17     | 0.21%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59849.13     | 0.20%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184409 | PA      | $175191.20    | 0.60%             | 2049-05-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145792.59    | 0.50%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $187824.74    | 0.64%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65299.10     | 0.22%             | 2029-06-14      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41777.68     | 0.14%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131163.11    | 0.45%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                 | Prologis LP                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81810.10     | 0.28%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT 5 Year US Treasury Note                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -2 | NC      | $372.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                     | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73256.96     | 0.25%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146744.32    | 0.50%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288255.02    | 0.98%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                 | Bacardi Ltd                                                                     | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $91820.00     | 0.31%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                           | Kinross Gold Corp                                                               | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201051.18    | 0.68%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                | Newmont Corp                                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132068.88    | 0.45%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128298.52    | 0.44%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $126516.56    | 0.43%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                              | BorgWarner Inc                                                                  | CUSIP: 099724AM8<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198507.97    | 0.68%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43007.14     | 0.15%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15205.90     | 0.05%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                    | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $44727.61     | 0.15%             | 2050-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119349.73    | 0.41%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52700.78     | 0.18%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                    | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45920.61     | 0.16%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                       | Healthpeak Properties Inc                                                       | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65189.97     | 0.22%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17075.81     | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68597.25     | 0.23%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                           | Xerox Corp                                                                      | CUSIP: 984121CQ4<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1992.65      | 0.01%             | 2023-03-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $207442.48    | 0.71%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    243888 | NS      | $243888.02    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE HLDG                    | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $44715.94     | 0.15%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196084.88    | 0.67%             | 2027-04-02      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                 | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31239.44     | 0.11%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                     | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106163.42    | 0.36%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust               | CCUBS Commercial Mortgage Trust 2017-C1                                         | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $234043.98    | 0.80%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241085.04    | 0.82%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                        | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $61382.05     | 0.21%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96143.45     | 0.33%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $39144.00     | 0.13%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96274.23     | 0.33%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85179.93     | 0.29%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                         | El Paso Natural Gas Co LLC                                                      | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $126217.00    | 0.43%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44575.40     | 0.15%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                         | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $76835.02     | 0.26%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    305000 | PA      | $246622.12    | 0.84%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $10504.10     | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                    | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61934.06     | 0.21%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79010.08     | 0.27%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                               | CUSIP: 651229AQ9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97178.75     | 0.33%             | 2024-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                        | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $95598.34     | 0.33%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                     | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139521.20    | 0.47%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                         | University of Michigan                                                          | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $53735.61     | 0.18%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21978.56     | 0.07%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    270000 | PA      | $217284.59    | 0.74%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229761.56    | 0.78%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37246.81     | 0.13%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129224.75    | 0.44%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39851.55     | 0.14%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                        | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121306.94    | 0.41%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138020.79    | 0.47%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CME Ultra Long Term US Treasury Bond                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         5 | NC      | $12398.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $99908.41     | 0.34%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                     | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85239.77     | 0.29%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                    | Discovery Communications LLC                                                    | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27068.63     | 0.09%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101739.11    | 0.35%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51177.58     | 0.17%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                             | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74762.76     | 0.25%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198324.51    | 0.67%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47579.19     | 0.16%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                    | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50985.82     | 0.17%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8323.51      | 0.03%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                     | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88859.51     | 0.30%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88833.69     | 0.30%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $188730.34    | 0.64%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39744.53     | 0.14%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                          | Regal Rexnord Corp                                                              | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30450.42     | 0.10%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                      | Chubb INA Holdings Inc                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39129.34     | 0.13%             | 2061-12-15      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282820 | PA      | $263084.09    | 0.90%             | 2049-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52034.87     | 0.18%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     75000 | PA      | $69489.00     | 0.24%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                      | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79656.97     | 0.27%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                            | Puget Energy Inc                                                                | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383702.68    | 1.31%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                    | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81220.64     | 0.28%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81109.31     | 0.28%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $189822.12    | 0.65%             | 2025-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                      | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $161160.00    | 0.55%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $178369.10    | 0.61%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30556.08     | 0.10%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95711.27     | 0.33%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196648.39    | 0.67%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $150980.56    | 0.51%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81704.86     | 0.28%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85760.07     | 0.29%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42984.83     | 0.15%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $150522.10    | 0.51%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                     | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10083.21     | 0.03%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     55000 | PA      | $43678.33     | 0.15%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72819.95     | 0.25%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Target Portfolio Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer