# EDGAR Filing Document

**Accession Number:** 0001099692
**File Stem:** 0001752724-23-065205
**Filing Date:** 2023-3
**Character Count:** 86827
**Document Hash:** 3d76f27b7d4f108f714f731ba8320f3f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065205.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065205

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230131

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09999
- **FILM NUMBER:** 23758519

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

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

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

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

## Series and Classes Contracts Data

### PGIM Core Ultra Short Bond Fund (Series ID: S000004539)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000012441 | PGIM Core Ultra Short Bond Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000004539

- **c. LEI of Series:** 1VRLPVAWKZCB406TIT84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $20806537515.44

**Total Liabilities:** $77782691.24

**Net Assets:** $20728754824.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 224777.24049000 | **1-Year:** 121358.75239000 | **5-Year:** 20332.23987000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012441 | 0.33%                | 0.37%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-0.03                   | $3823964.56                                |
| Month 2  | $-977.50                 | $4372280.94                                |
| Month 3  | $-3830.65                | $5571526.99                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATV87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 195000000 | PA      | $195012817.35 | 0.94%             | 2023-05-08      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| AMHERST PIERPONT SECURITIES LLC                | AMHERST PIERPONT SECURITIES TRI PARTY              | CUSIP: 000000000<br>LEI: 549300LGG2RLWD21SU97 | Long             | RA               | CORP              | US        | 200000000 | PA      | $200000000.00 | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                  | CUSIP: 86959RZS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        | 230000000 | PA      | $230206767.70 | 1.11%             | 2023-06-01      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| DNBNBK CPIB 0 03/23/23                         | DNBNBK CPIB 0 03/23/23                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 100000000 | PA      | $100054400.00 | 0.48%             | 2023-03-23      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK                           | BNP Paribas SA/New York NY                         | CUSIP: 05586FB48<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |  65000000 | PA      | $65004197.05  | 0.31%             | 2023-02-22      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CDP FINL INC 0 CP 28/06/2023                   | CDP FINL INC 0 CP 28/06/2023                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19603853.40  | 0.09%             | 2023-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK NY                         | TORONTO DOMINION BK NY                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 115000000 | PA      | $115251693.60 | 0.56%             | 2023-07-26      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MORTGAGE SECURITIES, INC.      | BOFA SECURITIES INC. TRI PARTY                     | CUSIP: 000000000<br>LEI: 549300RHSE13N47D3B98 | Long             | RA               | CORP              | US        |  90000000 | PA      | $90000000.00  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                    | WESTPAC BANKING CORP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $14687897.10  | 0.07%             | 2023-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY            | STATE STREET BANK & TRUST TRI PARTY                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        | 400000000 | PA      | $400000000.00 | 1.93%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIO                       | GOLDMAN SACHS INTERNATIONAL                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  54500000 | PA      | $54560436.69  | 0.26%             | 2023-06-23      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CDP FINL INC 0 CP 03/07/2023                   | CDP FINL INC 0 CP 03/07/2023                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21548301.50  | 0.10%             | 2023-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                              | NATIXIS SA/NEW YORK NY                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4368525.75   | 0.02%             | 2023-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                        | CUSIP: 17330QCC9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  29000000 | PA      | $29068566.44  | 0.14%             | 2023-12-13      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                            | BOFA SECURITIES INC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 111500000 | PA      | $111596170.98 | 0.54%             | 2023-07-07      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENGR NORTH AMER INC DISC CO 0 CP 13/02/2023    | ENGR NORTH AMER INC DISC CO 0 CP 13/02/2023        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  79000000 | PA      | $78873022.51  | 0.38%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NATWEST MARKETS SECURITIES TRI PARTY               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | RA               | CORP              | US        | 225000000 | PA      | $225000000.00 | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                        | BANK OF NOVA SCOTIA/THE                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  35000000 | PA      | $35100430.05  | 0.17%             | 2023-12-06      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BK OF CANADA NY                          | ROYAL BK OF CANADA NY                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50007145.50  | 0.24%             | 2023-02-28      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| ING FINANCIAL MARKETS LLC                      | ING FINANCIAL MARKETS LLC TRI PARTY                | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        | 250000000 | PA      | $250000000.00 | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                       | Bank of Montreal/Chicago IL                        | CUSIP: 06367CVZ7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        | 150000000 | PA      | $150235597.50 | 0.72%             | 2023-07-21      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CF SECURED, LLC                                | CF SECURED LLC TRI PARTY                           | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        | 750000000 | PA      | $750000000.00 | 3.62%             |  |  |  | No            |                  2 | On Loan: No      |
| NATL SEC CORP 4/2 144A CP 0.0000 20230215      | NATL SEC CORP 4/2 144A CP 0.0000 20230215          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  72000000 | PA      | $71865779.76  | 0.35%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                            | BOFA SECURITIES INC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 115000000 | PA      | $115082314.70 | 0.56%             | 2023-06-01      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                        | Sumitomo Mitsui Banking Corp/New York              | CUSIP: 86565FWT5<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | JP        |  60000000 | PA      | $60228789.60  | 0.29%             | 2023-11-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NEW ZEALAND BANKING GROUP LTD      | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  68000000 | PA      | $66626264.00  | 0.32%             | 2023-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | SWEDBANK AB                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |  75000000 | PA      | $75139013.25  | 0.36%             | 2023-06-30      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42000000 | PA      | $40133128.14  | 0.19%             | 2023-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                             | BANK OF AMERICA NA                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 111000000 | PA      | $111107533.47 | 0.54%             | 2024-01-08      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130AUPT5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 100000000 | PA      | $100000814.00 | 0.48%             | 2023-05-03      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                       | Bank of Montreal/Chicago IL                        | CUSIP: 06367CSC2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250052.93   | 0.01%             | 2023-02-17      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS FORTIS SA/NY                       | BNP Paribas Fortis SA/New York                     | CUSIP: 34959TSK3<br>LEI: KGCEPHLVVKVRZYO1T647 | Long             | DBT              | CORP              | US        | 115000000 | PA      | $115140826.70 | 0.56%             | 2023-04-28      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK                           | BNP Paribas SA/New York NY                         | CUSIP: 05586FP43<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |  92000000 | PA      | $92097245.84  | 0.44%             | 2023-05-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                        | Royal Bank of Canada/New York NY                   | CUSIP: 78015J3E5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10015531.20  | 0.05%             | 2023-07-07      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        | 141000000 | PA      | $141072519.12 | 0.68%             | 2023-03-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATYW1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 116000000 | PA      | $116016127.48 | 0.56%             | 2023-05-23      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ING FINANCIAL MARKETS LLC                      | ING FINANCIAL MARKETS LLC TRI PARTY                | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATVU8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 133000000 | PA      | $133006786.99 | 0.64%             | 2023-04-10      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | GOLDMAN SACHS & CO TRI PARTY                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | RA               | CORP              | US        | 250000000 | PA      | $250000000.00 | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TR & BK NY                      | MITSUBISHI UFJ TR & BK NY                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  64000000 | PA      | $63999844.48  | 0.31%             | 2023-02-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| STATE OF THE NETHERLANDS 0 CP 01/02/2023       | STATE OF THE NETHERLANDS 0 CP 01/02/2023           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 103000000 | PA      | $102987714.16 | 0.50%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATWL7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 209000000 | PA      | $209032662.52 | 1.01%             | 2023-08-16      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC.                      | TOYOTA CREDIT CANADA INC.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $49962666.50  | 0.24%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YALE UNIV 0 CP 07/02/2023                      | YALE UNIV 0 CP 07/02/2023                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24978368.00  | 0.12%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina) CD USD            | Truist Bank (North Carolina) CD USD                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29999991.90  | 0.14%             | 2023-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC 0 CP 06/02/2023                   | HYDRO-QUEBEC 0 CP 06/02/2023                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24981725.00  | 0.12%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERATION CAISSES DESJARDIN 0 CP 14/03/2023   | FEDERATION CAISSES DESJARDIN 0 CP 14/03/2023       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  75500000 | PA      | $75098692.59  | 0.36%             | 2023-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ INDL DEV AUTH                 | Maricopa County Industrial Development Authority   | CUSIP: 56682HDC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  50000000 | PA      | $50000000.00  | 0.24%             | 2061-01-01      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| STE TRANSCORE                                  | STE TRANSCORE                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24993807.00  | 0.12%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130AU3Z5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 212000000 | PA      | $212001250.80 | 1.02%             | 2023-03-03      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | JP MORGAN SECURITIES LLC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  53000000 | PA      | $53008901.35  | 0.26%             | 2023-02-27      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                        | Royal Bank of Canada/New York NY                   | CUSIP: 78015J4A2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        | 150000000 | PA      | $150337279.50 | 0.73%             | 2023-08-11      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                              | CDP FINANCIAL INC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        | 100000000 | PA      | $100092062.00 | 0.48%             | 2023-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOU VUITTON 0 CP 08/02/2023 | LVMH MOET HENNESSY LOU VUITTON 0 CP 08/02/2023     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  53000000 | PA      | $52946858.49  | 0.26%             | 2023-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                              | CDP FINANCIAL INC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  36500000 | PA      | $36616282.43  | 0.18%             | 2023-11-03      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                            | BOFA SECURITIES INC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  70000000 | PA      | $70137470.90  | 0.34%             | 2023-08-01      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK (NEW YORK)                            | Swedbank AB/New York                               | CUSIP: 87019WDK8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | US        | 100000000 | PA      | $100217978.00 | 0.48%             | 2023-07-19      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                       | TOYOTA CREDIT CANADA INC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  50000000 | PA      | $50101060.00  | 0.24%             | 2023-07-18      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA INDS COML FIN 144A 0 CP 03/02/2023      | TOYOTA INDS COML FIN 144A 0 CP 03/02/2023          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9996375.00   | 0.05%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | JP MORGAN SECURITIES LLC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  95000000 | PA      | $95082633.85  | 0.46%             | 2023-05-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TEXAS PUBLIC FIN AUTH                          | TEXAS PUBLIC FIN AUTH                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20007426.00  | 0.10%             | 2023-02-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATL SEC CLEARING CORP 0 CP 13/02/2023         | NATL SEC CLEARING CORP 0 CP 13/02/2023             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  70000000 | PA      | $69887008.10  | 0.34%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP CAP INC 0 CP 08/02/2023                    | PSP CAP INC 0 CP 08/02/2023                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $49950422.00  | 0.24%             | 2023-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATL SEC CLEARING CORP 0 CP 19/04/2023         | NATL SEC CLEARING CORP 0 CP 19/04/2023             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $49497116.50  | 0.24%             | 2023-04-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | TRUIST BANK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  78000000 | PA      | $78000000.00  | 0.38%             | 2023-05-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                             | BANK OF AMERICA NA                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50016648.50  | 0.24%             | 2023-03-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                  | CUSIP: 86959RXK1<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        | 120000000 | PA      | $120008700.00 | 0.58%             | 2023-02-24      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CITIBANK NA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  75000000 | PA      | $74979348.00  | 0.36%             | 2023-02-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                       | Bank of Nova Scotia/Houston                        | CUSIP: 06417MWU5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25014100.50  | 0.12%             | 2023-03-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO BANK NV                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.12%             | 2023-02-07      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35007805.70  | 0.17%             | 2023-03-07      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                  | CUSIP: 86959RYM6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |  55000000 | PA      | $55028691.30  | 0.27%             | 2023-03-28      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                       | Bank of Montreal/Chicago IL                        | CUSIP: 06367CZR1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        | 225000000 | PA      | $225798421.50 | 1.09%             | 2023-11-10      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                        | TD SECURITIES (USA) LLC TRI PARTY                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |  90000000 | PA      | $90000000.00  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                           | CUSIP: 89236TKE4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        | 106000000 | PA      | $106224201.66 | 0.51%             | 2023-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB BANK ASA                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        | 100000000 | PA      | $100007334.00 | 0.48%             | 2023-02-06      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                  | CITIGROUP GLOBAL MARKETS INC.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  70000000 | PA      | $68804400.00  | 0.33%             | 2023-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRST 0 CP 13/06/2023  | ONTARIO TEACHERS FINANCE TRST 0 CP 13/06/2023      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24552972.25  | 0.12%             | 2023-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAV ENSKILDA BANK                        | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        | 135000000 | PA      | $135139010.85 | 0.65%             | 2023-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTAL CAP CDA LTD U S DLR D N 0 CP 03/02/2023  | TOTAL CAP CDA LTD U S DLR D N 0 CP 03/02/2023      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 135000000 | PA      | $134950984.20 | 0.65%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                        | Canadian Imperial Bank of Commerce/New York NY     | CUSIP: 13606KQL3<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | CA        |  16500000 | PA      | $16565394.78  | 0.08%             | 2023-12-11      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                        | CANTOR FITZGERALD TRI PARTY                        | CUSIP: 000000000<br>LEI: 5493004J7H4GCPG6OB62 | Long             | RA               | CORP              | US        | 250000000 | PA      | $250000000.00 | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHER FIN TRST                       | ONTARIO TEACHER FIN TRST                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36000000 | PA      | $35560203.12  | 0.17%             | 2023-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE                   | Illinois Finance Authority                         | CUSIP: 45204FRY3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |  23500000 | PA      | $23500000.00  | 0.11%             | 2042-10-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SKANDINAV ENSKILDA BK NY                       | Skandinaviska Enskilda Banken AB/New York NY       | CUSIP: 83050PZJ1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        | 100000000 | PA      | $100071776.00 | 0.48%             | 2023-03-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP AMERS 0 CP 06/02/2023          | MITSUBISHI CORP AMERS 0 CP 06/02/2023              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34973960.00  | 0.17%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TX A&M UNIV                                    | TX A&M UNIV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8999903.70   | 0.04%             | 2023-03-09      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| FEDERATION CAISSES DESJARDIN 0 CP 10/03/2023   | FEDERATION CAISSES DESJARDIN 0 CP 10/03/2023       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9951961.70   | 0.05%             | 2023-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATVL8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  61000000 | PA      | $60999904.84  | 0.29%             | 2023-02-08      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS SA                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        | 120000000 | PA      | $120276574.80 | 0.58%             | 2023-08-04      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                    | WESTPAC BANKING CORP                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        | 125000000 | PA      | $125138078.75 | 0.60%             | 2023-04-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CITIBANK NA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  79500000 | PA      | $79486481.03  | 0.38%             | 2023-02-06      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | BANK OF MONTREAL                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  87000000 | PA      | $87111016.35  | 0.42%             | 2023-05-02      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                        | CUSIP: 21684LER9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18001346.58  | 0.09%             | 2023-02-06      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | WELLS FARGO SECURITIES LLC TRI PARTY               | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Long             | RA               | CORP              | US        | 400000000 | PA      | $400000000.00 | 1.93%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |  25000000 | PA      | $25087631.75  | 0.12%             | 2023-12-11      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                            | BOFA SECURITIES INC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  61000000 | PA      | $61020474.65  | 0.29%             | 2023-03-09      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CR LTD DISC COML PA 0 CP 03/02/2023 | DEERE JOHN CR LTD DISC COML PA 0 CP 03/02/2023     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  90000000 | PA      | $89967352.50  | 0.43%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                       | Nordea Bank Abp/New York NY                        | CUSIP: 65558UVD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35008215.20  | 0.17%             | 2023-02-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                        | Federal Home Loan Bank Discount Notes              | CUSIP: 313384BZ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 437128000 | PA      | $436256987.49 | 2.10%             | 2023-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA/NY                          | Banco Santander SA/New York                        | CUSIP: 05966DX31<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |  86000000 | PA      | $86081732.68  | 0.42%             | 2023-06-05      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                  | United States Treasury Bill                        | CUSIP: 912796Y78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 248000000 | PA      | $247173230.00 | 1.19%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                       | Nordea Bank Abp/New York NY                        | CUSIP: 65558UVB5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        | 160000000 | PA      | $160339412.80 | 0.77%             | 2023-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS FORTIS SA (NEW YORK BR             | BNP PARIBAS FORTIS SA (NEW YORK BR                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40000000 | PA      | $39963120.00  | 0.19%             | 2023-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB NY                         | CREDIT AGRICOLE CIB NY                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  75000000 | PA      | $74999868.00  | 0.36%             | 2023-02-03      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NY                                 | BNP PARIBAS NY                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30500000 | PA      | $30496113.69  | 0.15%             | 2023-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO BANK NV                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18000000.00  | 0.09%             | 2023-02-02      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP AMERS 0 CP 02/02/2023          | MITSUBISHI CORP AMERS 0 CP 02/02/2023              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  65000000 | PA      | $64984251.80  | 0.31%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANZ CPIB 0 02/24/23                            | ANZ CPIB 0 02/24/23                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  61000000 | PA      | $61004295.62  | 0.29%             | 2023-02-24      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                        | Royal Bank of Canada/New York NY                   | CUSIP: 78015JE60<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10008523.60  | 0.05%             | 2023-07-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATWK9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 213000000 | PA      | $213013252.86 | 1.03%             | 2023-04-18      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FEDERATION CAISSES DESJARDIN 0 CP 22/03/2023   | FEDERATION CAISSES DESJARDIN 0 CP 22/03/2023       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4471393.77   | 0.02%             | 2023-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOU VUITTON 0 CP 10/02/2023 | LVMH MOET HENNESSY LOU VUITTON 0 CP 10/02/2023     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29962374.90  | 0.14%             | 2023-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (NEW YORK BRANCH)                  | BNP PARIBAS (NEW YORK BRANCH)                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $49953900.00  | 0.24%             | 2023-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP (AMERICAS)                     | MITSUBISHI CORP (AMERICAS)                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12998434.28  | 0.06%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP AMERS 0 CP 07/02/2023          | MITSUBISHI CORP AMERS 0 CP 07/02/2023              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32000000 | PA      | $31972062.08  | 0.15%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDP FINL INC 0 CP 03/02/2023                   | CDP FINL INC 0 CP 03/02/2023                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  78000000 | PA      | $77971679.76  | 0.38%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  38000000 | PA      | $38052901.70  | 0.18%             | 2023-06-23      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                            | OMERS FINANCE TRUST                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19995176.60  | 0.10%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | FEDERAL HOME LOAN BANKS                            | CUSIP: 3130AUNV2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 111000000 | PA      | $110989504.95 | 0.54%             | 2023-04-24      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                             | Mizuho Bank Ltd/New York NY                        | CUSIP: 60710R6Q3<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |  56000000 | PA      | $56195086.64  | 0.27%             | 2023-11-30      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Banks Funding Corp             | CUSIP: 3133ENVW7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  50000000 | PA      | $50002185.50  | 0.24%             | 2023-05-02      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NY                       | TORONTO-DOMINION BANK/NY                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32000000 | PA      | $32057538.88  | 0.15%             | 2023-07-03      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATLE5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 100000000 | PA      | $100004187.00 | 0.48%             | 2023-06-06      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                       | Bank of Nova Scotia/Houston                        | CUSIP: 06417MVU6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        | 112000000 | PA      | $112004768.96 | 0.54%             | 2023-02-17      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| CF SECURED, LLC                                | CF SECURED LLC TRI PARTY                           | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        | 500000000 | PA      | $500000000.00 | 2.41%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP AMERS 0 CP 27/02/2023          | MITSUBISHI CORP AMERS 0 CP 27/02/2023              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  80000000 | PA      | $79728140.00  | 0.38%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERATION CAISSES DESJARDIN 0 CP 03/02/2023   | FEDERATION CAISSES DESJARDIN 0 CP 03/02/2023       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 167000000 | PA      | $166938807.86 | 0.81%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATWX1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 190000000 | PA      | $190015019.50 | 0.92%             | 2023-05-17      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| TOTAL CAP CDA LTD U S DLR D N 0 CP 02/02/2023  | TOTAL CAP CDA LTD U S DLR D N 0 CP 02/02/2023      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 141500000 | PA      | $141465953.69 | 0.68%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | TRUIST BANK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 115000000 | PA      | $115113156.55 | 0.56%             | 2023-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TX A&M UNIV                                    | TX A&M UNIV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12011064.00  | 0.06%             | 2023-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TEXAS PUBLIC FIN AUTH                          | TEXAS PUBLIC FIN AUTH                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  43000000 | PA      | $43014151.30  | 0.21%             | 2023-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                       | Bank of Montreal/Chicago IL                        | CUSIP: 06367CSK4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |  90000000 | PA      | $90008574.30  | 0.43%             | 2023-02-28      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | TRUIST BANK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 120000000 | PA      | $119992009.20 | 0.58%             | 2023-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                            | BOFA SECURITIES INC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37000000 | PA      | $37109939.58  | 0.18%             | 2023-10-18      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| PSP CAP INC 0 CP 03/04/2023                    | PSP CAP INC 0 CP 03/04/2023                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7440673.73   | 0.04%             | 2023-04-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NATWEST MARKETS SECURITIES TRI PARTY               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | RA               | CORP              | US        | 225000000 | PA      | $225000000.00 | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATTV9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  33000000 | PA      | $32993258.76  | 0.16%             | 2023-03-02      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                        | CUSIP: 21684LEE8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  87000000 | PA      | $87144864.57  | 0.42%             | 2023-07-07      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIV OF TEXAS TX UNIV REVENUES                 | Board of Regents of the University of Texas System | CUSIP: 91514AEY7<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |  38000000 | PA      | $38000000.00  | 0.18%             | 2045-08-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATWY9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 218000000 | PA      | $217903223.26 | 1.05%             | 2023-04-17      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                             | SENTARA HEALTHCARE                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000524.00  | 0.05%             | 2023-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                        | Royal Bank of Canada/New York NY                   | CUSIP: 78015JJ24<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        | 140000000 | PA      | $140399393.40 | 0.68%             | 2023-10-06      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                         | State Street Bank & Trust Co                       | CUSIP: 8574P1MS2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15001501.50  | 0.07%             | 2023-03-27      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ING FINANCIAL MARKETS LLC                      | ING FINANCIAL MARKETS LLC TRI PARTY                | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        | 225000000 | PA      | $225000000.00 | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                              | Natixis SA/New York NY                             | CUSIP: 63873QXE9<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | FR        | 114000000 | PA      | $114001401.06 | 0.55%             | 2023-02-01      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CDP FINL INC 0 CP 20/03/2023                   | CDP FINL INC 0 CP 20/03/2023                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29817600.00  | 0.14%             | 2023-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPAN             | STATE STREET BANK AND TRUST COMPAN                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40000000 | PA      | $39985031.20  | 0.19%             | 2023-03-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                        | CUSIP: 17305T7H9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        | 144000000 | PA      | $144231445.44 | 0.70%             | 2023-09-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| THE NORTHERN TRUST COMPANY                     | THE NORTHERN TRUST COMPANY TRI PARTY               | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | Long             | RA               | CORP              | US        | 186395000 | PA      | $186395000.00 | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| AMHERST PIERPONT SECURITIES LLC                | AMHERST PIERPONT SECURITIES TRI PARTY              | CUSIP: 000000000<br>LEI: 549300LGG2RLWD21SU97 | Long             | RA               | CORP              | US        | 500000000 | PA      | $500000000.00 | 2.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                       | Bank of Nova Scotia/Houston                        | CUSIP: 06417MZT5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |  30500000 | PA      | $30502287.50  | 0.15%             | 2023-02-06      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ING FINANCIAL MARKETS LLC                      | ING FINANCIAL MARKETS LLC TRI PARTY                | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        |  35000000 | PA      | $35000000.00  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130AUQQ0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 125000000 | PA      | $124968880.00 | 0.60%             | 2023-08-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                               | MUFG Bank Ltd/New York NY                          | CUSIP: 55380UE45<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        | 123700000 | PA      | $123746533.47 | 0.60%             | 2023-04-12      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE NETHERLANDS 0 CP 27/04/2023   | UNILEVER FINANCE NETHERLANDS 0 CP 27/04/2023       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  67000000 | PA      | $66260223.52  | 0.32%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROV CDA 0 CP 06/02/2023               | ALBERTA PROV CDA 0 CP 06/02/2023                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40000000 | PA      | $39970560.00  | 0.19%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING FINANCIAL MARKETS LLC                      | ING FINANCIAL MARKETS LLC TRI PARTY                | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        |  75000000 | PA      | $75000000.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST AND BANKING C             | MITSUBISHI UFJ TRUST AND BANKING C                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000005.82   | 0.01%             | 2023-02-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDP FINL INC 0 CP 21/02/2023                   | CDP FINL INC 0 CP 21/02/2023                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  47000000 | PA      | $46877063.51  | 0.23%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | JP MORGAN SECURITIES LLC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 120000000 | PA      | $120094125.60 | 0.58%             | 2024-01-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                  | CUSIP: 86959RXZ8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  84000000 | PA      | $84054911.64  | 0.41%             | 2023-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE             | CANADIAN IMPERIAL BANK OF COMMERCE TRI PARTY       | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | RA               | CORP              | US        | 200000000 | PA      | $200000000.00 | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | FEDERAL HOME LOAN BANKS                            | CUSIP: 3130AUPE8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 137000000 | PA      | $136998769.74 | 0.66%             | 2023-06-27      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERATION CAISSES DESJARDIN 0 CP 12/04/2023   | FEDERATION CAISSES DESJARDIN 0 CP 12/04/2023       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19817135.60  | 0.10%             | 2023-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANNER HLTH                                    | BANNER HLTH                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12453801.38  | 0.06%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE OF THE NETHERLANDS 0 CP 26/04/2023       | STATE OF THE NETHERLANDS 0 CP 26/04/2023           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  80000000 | PA      | $79128655.20  | 0.38%             | 2023-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERATION CAISSES DESJARDIN 0 CP 15/03/2023   | FEDERATION CAISSES DESJARDIN 0 CP 15/03/2023       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30500000 | PA      | $30333986.06  | 0.15%             | 2023-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER INVESTMENT SECURITIES INC.           | SANTANDER BANK NA TRI PARTY                        | CUSIP: 000000000<br>LEI: 549300FT36TF8GQFTL08 | Long             | RA               | CORP              | US        |  58140000 | PA      | $58140000.00  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                            | BOFA SECURITIES INC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  97000000 | PA      | $97036403.13  | 0.47%             | 2023-03-03      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                   | RBC DOMINION SECURITIES TRI PARTY                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        | 500000000 | PA      | $500000000.00 | 2.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO 0 CP 02/02/2023      | ARCHER DANIELS MIDLAND CO 0 CP 02/02/2023          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14496512.75  | 0.07%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CR LTD DISC COML PA 0 CP 13/02/2023 | DEERE JOHN CR LTD DISC COML PA 0 CP 13/02/2023     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24959727.00  | 0.12%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                           | CUSIP: 89236TJE6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000956.80  | 0.05%             | 2023-04-06      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ING FINANCIAL MARKETS LLC                      | ING FINANCIAL MARKETS LLC TRI PARTY                | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        | 275000000 | PA      | $275000000.00 | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK NY                         | TORONTO DOMINION BK NY                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35001103.90  | 0.17%             | 2023-02-09      | Floating      | 0.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                       | CITIGROUP GLOBAL MARKETS INC                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        | 218500000 | PA      | $218706703.19 | 1.06%             | 2023-09-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                        | Canadian Imperial Bank of Commerce/New York NY     | CUSIP: 13606KJA5<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        | 100000000 | PA      | $100187236.00 | 0.48%             | 2023-07-10      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.          | NOMURA SECURITIES INTERNATIONAL TRI PARTY          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        | 450000000 | PA      | $450000000.00 | 2.17%             |  |  |  | No            |                  2 | On Loan: No      |
| WSTPAC CPIB 0 03/23/23                         | WSTPAC CPIB 0 03/23/23                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  50000000 | PA      | $50022157.00  | 0.24%             | 2023-03-23      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROV CDA 0 CP 01/02/2023               | ALBERTA PROV CDA 0 CP 01/02/2023                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  60000000 | PA      | $59992843.20  | 0.29%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATL SEC CLEARING CORP 0 CP 21/04/2023         | NATL SEC CLEARING CORP 0 CP 21/04/2023             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  75500000 | PA      | $74720336.42  | 0.36%             | 2023-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMHERST PIERPONT SECURITIES LLC                | AMHERST PIERPONT SECURITIES TRI PARTY              | CUSIP: 000000000<br>LEI: 549300LGG2RLWD21SU97 | Long             | RA               | CORP              | US        | 225000000 | PA      | $225000000.00 | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTA PROV CDA 0 CP 16/02/2023               | ALBERTA PROV CDA 0 CP 16/02/2023                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $49900978.00  | 0.24%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG LONDON                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50002971.00  | 0.24%             | 2023-02-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                              | CDP FINANCIAL INC                                  | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |  75000000 | PA      | $75169669.50  | 0.36%             | 2023-07-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GSINAT CPIB 0 03/24/23                         | GSINAT CPIB 0 03/24/23                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        | 135000000 | PA      | $135089641.35 | 0.65%             | 2023-03-24      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                           | CUSIP: 89236TKM6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  67500000 | PA      | $67673072.70  | 0.33%             | 2023-12-11      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK NY                         | TORONTO DOMINION BK NY                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50062122.50  | 0.24%             | 2023-06-30      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TX A&M UNIV                                    | TX A&M UNIV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14001505.00  | 0.07%             | 2023-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                       | Nordea Bank Abp/New York NY                        | CUSIP: 65558UTL6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        | 115000000 | PA      | $115130868.85 | 0.56%             | 2023-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF TEXAS SYSTEM                     | UNIVERSITY OF TEXAS SYSTEM                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8000259.20   | 0.04%             | 2023-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                           | CUSIP: 89236TJM8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $23998979.52  | 0.12%             | 2023-02-13      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| CDP FINL INC 0 CP 22/05/2023                   | CDP FINL INC 0 CP 22/05/2023                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14781514.95  | 0.07%             | 2023-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRST 0 CP 01/06/2023  | ONTARIO TEACHERS FINANCE TRST 0 CP 01/06/2023      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  53000000 | PA      | $52143152.18  | 0.25%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP NY                        | Westpac Banking Corp/NY                            | CUSIP: 96130ANC8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |  70000000 | PA      | $70036311.10  | 0.34%             | 2023-03-30      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | TRUIST BANK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 113000000 | PA      | $112988803.96 | 0.55%             | 2023-03-31      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | FEDERAL HOME LOAN BANKS                            | CUSIP: 3130AUNW0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 131000000 | PA      | $130997598.77 | 0.63%             | 2023-05-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | TRUIST BANK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  80000000 | PA      | $79997376.00  | 0.39%             | 2023-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                       | Bank of Nova Scotia/Houston                        | CUSIP: 06417MD28<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |  90500000 | PA      | $90609313.14  | 0.44%             | 2023-05-12      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TX A&M UNIV                                    | TX A&M UNIV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12000628.80  | 0.06%             | 2023-03-09      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                            | CUSIP: 3130ATWZ6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        | 205000000 | PA      | $205042789.65 | 0.99%             | 2023-09-21      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| SWEDBANK (NEW YORK)                            | Swedbank AB/New York                               | CUSIP: 87019WDR3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | US        |  95000000 | PA      | $95227948.70  | 0.46%             | 2023-08-08      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  22000000 | PA      | $21983595.26  | 0.11%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE OF THE NETHERLANDS 0 CP 24/04/2023       | STATE OF THE NETHERLANDS 0 CP 24/04/2023           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 177000000 | PA      | $175118327.16 | 0.84%             | 2023-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | TRUIST BANK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  57000000 | PA      | $57000442.89  | 0.27%             | 2023-02-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                       | Bank of Nova Scotia/Houston                        | CUSIP: 06417ML37<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        | 140000000 | PA      | $140322196.00 | 0.68%             | 2023-08-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                       | Bank of Nova Scotia/Houston                        | CUSIP: 06417MZW8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        | 180000000 | PA      | $180149196.60 | 0.87%             | 2023-04-10      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA (PROVINCE OF)                 | BRITISH COLUMBIA (PROVINCE OF)                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19985280.00  | 0.10%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERATION CAISSES DESJARDIN 0 CP 18/04/2023   | FEDERATION CAISSES DESJARDIN 0 CP 18/04/2023       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16335893.81  | 0.08%             | 2023-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                        | Royal Bank of Canada/New York NY                   | CUSIP: 78015J7E1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        | 100000000 | PA      | $100187063.00 | 0.48%             | 2023-08-02      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-17

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer