NPORT-P false 0001099692 XXXXXXXX S000004538 C000012440 Prudential Investment Portfolios 2 811-09999 0001099692 54930073VH97GP26HU49 655 Broad Street Newark 07102-4077 1-800-225-1852 PGIM Core Short-Term Bond Fund S000004538 E0CZ3XBGWL3ADZM3C128 2024-01-31 2023-07-31 N 2150394203.95 28007071.56 2122387132.39 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 21968265.26000000 USD N PGIM Core Short-Term Bond Fund - ExDerivatives N/A UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1045063.70000000 0.049240013004 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-06-16 0.00000000 USD 0.00000000 USD -21000000.00000000 USD 1045063.70000000 N N N Asset Backed Funding Certifica N/A 04542BDG4 542334.42000000 PA USD 507577.02000000 0.023915383402 Long ABS-MBS CORP US N 2 2033-04-25 Floating 6.09247000 N N N N N N BANK OF AMERICA NA N/A 000000000 15000000.00000000 PA USD 15004926.30000000 0.706983474928 Long DBT CORP US N 2 2024-04-08 Fixed 5.93000000 N N N N N N Merrill Lynch Mortgage Investo N/A 5899297K8 368514.57000000 PA USD 348304.60000000 0.016410983400 Long ABS-O CORP US N 2 2034-10-25 Floating 7.06247000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAL4 25000000.00000000 PA USD 24237035.75000000 1.141970537802 Long DBT CORP US N 2 2024-03-15 Fixed 0.75000000 N N N N N N CSAIL Commercial Mortgage Trus 549300ZAGI6FKGY8O078 12635FAS3 6812231.68000000 PA USD 6507714.02000000 0.306622383856 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.44650000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514GM0 1970239.89000000 PA USD 1880519.70000000 0.088603990822 Long ABS-O CORP US N 2 2034-07-25 Floating 6.26747000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAV9 17750000.00000000 PA USD 17216140.35000000 0.811168711271 Long DBT CORP FR N 2 2024-02-27 Fixed 0.65000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WCN1 2000000.00000000 PA USD 1973443.44000000 0.092982256153 Long DBT CORP US N 2 2024-01-17 Fixed 2.90000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBY0 6450000.00000000 PA USD 6420642.83000000 0.302519871705 Long DBT CORP US N 2 2025-04-01 Floating 5.91830000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GH4 5000000.00000000 PA USD 4999557.70000000 0.235562948139 Long DBT CORP US N 2 2024-01-12 Floating 5.45472600 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAD8 7326000.00000000 PA USD 7141865.31000000 0.336501536454 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2992670.87000000 0.141004947887 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-06-29 0.00000000 USD -646552.08000000 USD -88750000.00000000 USD 3639222.95000000 N N N GLENCORE FDG LLC 0 CP 21/09/2023 N/A 000000000 20000000.00000000 PA USD 19835131.20000000 0.934567068245 Long DBT CORP US N 2 2023-09-21 None 0.00000000 N N N N N N COMM Mortgage Trust N/A 12592KAZ7 117093.49000000 PA USD 114644.69000000 0.005401686066 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.03100000 N N N N N N GS Mortgage Securities Trust N/A 36260XAA4 5359470.54000000 PA USD 5096986.72000000 0.240153487656 Long ABS-MBS CORP US N 2 2035-11-21 Floating 6.07808000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECQ2 5000000.00000000 PA USD 4992525.05000000 0.235231592474 Long DBT CORP US N 2 2026-02-27 Fixed 5.00000000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020UKZ7 87144.13000000 PA USD 83645.44000000 0.003941101918 Long ABS-MBS CORP US N 2 2035-08-25 Floating 6.61247000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKF1 5000000.00000000 PA USD 4863129.00000000 0.229134870155 Long DBT CORP US N 2 2025-08-18 Fixed 3.65000000 N N N N N N ALIMENTATION COUCHE N/A 000000000 5000000.00000000 PA USD 4983841.65000000 0.234822458822 Long DBT CORP US N 2 2023-08-21 None 0.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690VAY4 3000000.00000000 PA USD 2879122.50000000 0.135654916865 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.25200000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YB0 5000000.00000000 PA USD 4858117.50000000 0.228898744524 Long DBT CORP CH N 2 2024-02-09 Fixed 0.45000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 387417.19000000 0.018253841822 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-03-31 78331.21000000 USD 0.00000000 USD -13000000.00000000 USD 309085.98000000 N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AJ4 6750000.00000000 PA USD 6642742.91000000 0.312984507332 Long DBT CORP US N 2 2024-09-20 Fixed 4.25000000 N N N N N N Wells Fargo Commercial Mortgag 5493007OD9MH69ES1S63 95000HBE1 11623961.44000000 PA USD 10710098.38000000 0.504625108989 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.68400000 N N N N N N UDR INC N/A 000000000 10000000.00000000 PA USD 9961895.80000000 0.469372229409 Long DBT CORP US N 2 2023-08-25 None 0.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 598609.68000000 0.028204547175 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-03-15 0.00000000 USD 0.00000000 USD -12000000.00000000 USD 598609.68000000 N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YC8 7500000.00000000 PA USD 7486740.75000000 0.352750948954 Long DBT CORP CH N 2 2024-02-09 Floating 5.45847000 N N N N N N MASTR Asset Backed Securities N/A 57643LEV4 93583.30000000 PA USD 73853.48000000 0.003479736513 Long ABS-MBS CORP US N 2 2034-09-25 Floating 6.11247000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 35124.65000000 0.001654959619 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-11-09 0.00000000 USD 0.00000000 USD -7000000.00000000 USD 35124.65000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2356168.55000000 0.111015022379 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-03-01 58857.24000000 USD 0.00000000 USD -47000000.00000000 USD 2297311.31000000 N N N PENSKE TRUCK LEASING/PTL N/A 709599BU7 5250000.00000000 PA USD 5226275.88000000 0.246245173665 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N Morgan Stanley Capital Inc N/A 61746RBE0 71623.65000000 PA USD 73703.24000000 0.003472657691 Long ABS-MBS CORP US N 2 2033-04-25 Floating 8.86247000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 83222.29000000 0.003921164462 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-02-27 0.00000000 USD 0.00000000 USD -11350000.00000000 USD 83222.29000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1471030.58000000 0.069310191225 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-30 171225.43000000 USD 0.00000000 USD -29460000.00000000 USD 1299805.15000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 274821.75000000 0.012948709771 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-05-17 0.00000000 USD 0.00000000 USD -10000000.00000000 USD 274821.75000000 N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKM6 4000000.00000000 PA USD 4006484.00000000 0.188772535361 Long DBT CORP US N 2 2023-12-11 Floating 5.81761900 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBF4 6498000.00000000 PA USD 6401360.31000000 0.301611341885 Long DBT CORP US N 2 2023-11-17 Fixed 0.62000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEC1 4000000.00000000 PA USD 3980102.56000000 0.187529527448 Long DBT CORP US N 2 2026-01-12 Fixed 4.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 112.00000000 NC USD -58542.96000000 -0.00275835445 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2023-08-31 44253078.24000000 USD -58542.96000000 N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAK2 5000000.00000000 PA USD 4931391.50000000 0.232351177819 Long DBT CORP US N 2 2026-01-09 Fixed 4.75000000 N N N N N N Ventas Realty L.P./Ventas Capital Corp. N/A 000000000 4100000.00000000 PA USD 4099378.15000000 0.193149406507 Long DBT CORP US N 2 2023-08-01 None 0.00000000 N N N N N N CarMax Auto Owner Trust N/A 14316HAC6 873032.26000000 PA USD 854829.28000000 0.040276783954 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.50000000 N N N N N N LINDE INC/CT ZU69GUVJQGZ6Z1UOOO79 53522KAB9 23500000.00000000 PA USD 23473069.00000000 1.105974901646 Long DBT CORP US N 2 2025-12-05 Fixed 4.70000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CGD2 1868780.07000000 PA USD 1770692.85000000 0.083429305755 Long ABS-MBS CORP US N 2 2034-08-25 Floating 6.31247000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBC5 12000000.00000000 PA USD 11540780.52000000 0.543764158002 Long DBT CORP US N 2 2026-02-28 Fixed 2.95000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161BAV5 506524.00000000 PA USD 505610.28000000 0.023822716990 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 3.84800000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 2750000.00000000 PA USD 2771813.44000000 0.130598861899 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWP0 19250000.00000000 PA USD 19190869.58000000 0.904211549680 Long DBT CORP US N 2 2026-01-09 Fixed 4.80000000 N N N N N N Saxon Asset Securities Trust N/A 805564PF2 14425.67000000 PA USD 12842.26000000 0.000605085651 Long ABS-MBS CORP US N 2 2033-12-25 Floating 3.99028300 N N N N N N CDP FINANCIAL INC N/A 000000000 15000000.00000000 PA USD 14427925.05000000 0.679797046910 Long DBT CORP US N 2 2024-04-01 None 0.00000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAH9 3500000.00000000 PA USD 3480789.69000000 0.164003523998 Long DBT CORP US N 2 2025-09-27 Fixed 5.00000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAB1 15250000.00000000 PA USD 14778219.90000000 0.696301804438 Long DBT CORP JP N 2 2024-03-01 Fixed 0.58300000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDZ1 7000000.00000000 PA USD 7038032.68000000 0.331609279598 Long DBT CORP US N 2 2025-11-07 Fixed 5.25000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKC8 18750000.00000000 PA USD 18351634.50000000 0.864669513866 Long DBT CORP US N 2 2025-06-30 Fixed 3.95000000 N N N N N N Countrywide Asset-Backed Certi N/A 126671F84 64171.40000000 PA USD 63059.55000000 0.002971161530 Long ABS-O CORP US N 2 2033-07-25 Floating 6.46247000 N N N N N N COMM Mortgage Trust N/A 12591YBB0 6699194.44000000 PA USD 6581582.04000000 0.310102805447 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.54600000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AY0 16000000.00000000 PA USD 15576579.84000000 0.733917936190 Long DBT CORP US N 2 2024-02-15 Fixed 0.90000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEJ4 17750000.00000000 PA USD 17337013.06000000 0.816863841446 Long DBT CORP US N 2 2024-01-08 Fixed 0.50000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAC7 21500000.00000000 PA USD 20640485.90000000 0.972512770408 Long DBT CORP US N 2 2024-05-28 Fixed 0.70000000 N N N N N N AIR LIQUIDE FINANCE 549300YGXL5Z3R14K812 00913RAC0 2780000.00000000 PA USD 2764605.75000000 0.130259258916 Long DBT CORP FR N 2 2023-09-27 Fixed 2.25000000 N N N N N N Bear Stearns Asset Backed Secu N/A 07384YLU8 143139.29000000 PA USD 147264.76000000 0.006938637996 Long ABS-MBS CORP US N 2 2043-06-25 Floating 6.64247000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBV6 10500000.00000000 PA USD 10433505.50000000 0.491592949315 Long DBT CORP US N 2 2025-12-08 Fixed 5.00000000 N N N N N N Citigroup Commercial Mortgage N/A 29429EAB7 7269690.68000000 PA USD 6911179.34000000 0.325632361529 Long ABS-MBS CORP US N 2 2049-07-10 Fixed 2.45000000 N N N N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 641062BA1 11725000.00000000 PA USD 11510724.22000000 0.542348002602 Long DBT CORP US N 2 2025-09-12 Fixed 4.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2482504.47000000 0.116967561295 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-08-17 116008.80000000 USD 0.00000000 USD -53000000.00000000 USD 2366495.67000000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114TZF2 20000000.00000000 PA USD 19933208.00000000 0.939188129055 Long DBT CORP CA N 2 2024-09-10 Floating 5.42831500 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAZ0 13500000.00000000 PA USD 13486867.74000000 0.635457477769 Long DBT CORP US N 2 2024-05-13 Floating 5.73685000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 129136.64000000 0.006084499761 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-01-11 0.00000000 USD -372.18000000 USD -5250000.00000000 USD 129508.82000000 N N N Chase Funding Mortgage Loan As N/A 161546EF9 97785.36000000 PA USD 96299.81000000 0.004537334802 Long ABS-O CORP US N 2 2032-11-25 Floating 6.07247000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 975831.57000000 0.045978019519 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-02-04 24122.25000000 USD 0.00000000 USD -19250000.00000000 USD 951709.32000000 N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550UAB7 5000000.00000000 PA USD 4961267.50000000 0.233758838068 Long DBT CORP CH N 2 2024-02-02 Floating 5.72527000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BG4 14000000.00000000 PA USD 13574234.80000000 0.639573930356 Long DBT CORP US N 2 2025-05-13 Fixed 3.20000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BR6 5500000.00000000 PA USD 5392737.19000000 0.254088290854 Long DBT CORP US N 2 2025-08-08 Fixed 4.25000000 N N N N N N ERP OPERATING LIMITED PARTNERS 0 CP 28/08/2023 N/A 000000000 9200000.00000000 PA USD 9160594.38000000 0.431617504657 Long DBT CORP US N 2 2023-08-28 None 0.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KW0 25000000.00000000 PA USD 24658505.75000000 1.161828837617 Long DBT CORP US N 2 2026-02-06 Fixed 4.50000000 N N N N N N BNP PARIBAS NEW YORK R0MUWSFPU8MPRO8K5P83 05586FYZ4 15000000.00000000 PA USD 15001576.35000000 0.706825636146 Long DBT CORP FR N 2 2024-04-08 Floating 5.63370400 N N N N N N (PIPA070) PGIM Core Government Money Market Fund N/A 000000000 40602187.38000000 NS USD 40602187.38000000 1.913043419853 Long STIV RF US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BY5 11000000.00000000 PA USD 10600836.29000000 0.499477033582 Long DBT CORP US N 2 2026-02-23 Fixed 3.25000000 N N N N N N HITACHI AMER CAP LTD 0 CP 03/08/2023 N/A 000000000 10000000.00000000 PA USD 9995450.00000000 0.470953194516 Long DBT CORP JP N 2 2023-08-03 None 0.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 121888.61000000 0.005742996088 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-02-28 36145.21000000 USD 0.00000000 USD -27250000.00000000 USD 85743.40000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 469794.51000000 0.022135194038 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2023-12-01 0.00000000 USD 0.00000000 USD -20000000.00000000 USD 469794.51000000 N N N SOCIETE GENERALE N/A 000000000 25000000.00000000 PA USD 25047210.25000000 1.180143333313 Long DBT CORP FR N 2 2023-12-11 Floating 5.87000160 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CR1 10000000.00000000 PA USD 9814649.30000000 0.462434451765 Long DBT CORP US N 2 2025-09-15 Fixed 4.00000000 N N N N N N Morgan Stanley Capital Inc N/A 61746RDX6 67107.68000000 PA USD 66119.22000000 0.003115323259 Long ABS-MBS CORP US N 2 2033-10-25 Floating 6.43247000 N N N N N N Asset Backed Funding Certifica N/A 04542BJP8 240212.94000000 PA USD 233737.06000000 0.011012932392 Long ABS-MBS CORP US N 2 2034-03-25 Floating 6.31247000 N N N N N N LCH LIMITED F226TOH6YD6XJB17KS62 000000000 1.00000000 NC USD 751052.44000000 0.035387155742 N/A DIR CORP GB N 2 LCH LIMITED F226TOH6YD6XJB17KS62 Y 2025-10-07 55674.25000000 USD 0.00000000 USD -37850000.00000000 USD 695378.19000000 N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEM7 2750000.00000000 PA USD 2747693.85000000 0.129462425024 Long DBT CORP US N 2 2024-04-12 Floating 5.52472300 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1313835.20000000 0.061903654613 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-08-31 0.00000000 USD 0.00000000 USD -15000000.00000000 USD 1313835.20000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DM9 10500000.00000000 PA USD 10472168.60000000 0.493414629224 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N N CREDIT INDUST ET COMM NY N4JDFKKH2FTD8RKFXO39 22536WCC8 15000000.00000000 PA USD 15006189.60000000 0.707042997528 Long DBT CORP FR N 2 2024-01-17 Floating 5.57437500 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CY3 10000000.00000000 PA USD 9710615.90000000 0.457532735277 Long DBT CORP US Y 2 2025-08-01 Fixed 3.95000000 N N N N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 902133AZ0 15000000.00000000 PA USD 14778840.00000000 0.696331021539 Long DBT CORP LU N 2 2026-02-13 Fixed 4.50000000 N N N N N N SVENSKA HANDELSBANKEN NY NHBDILHZTYCNBV5UYZ31 86959R3Z1 15000000.00000000 PA USD 15004311.60000000 0.706954512257 Long DBT CORP SE N 2 2024-03-25 Floating 5.62875000 N N N N N N CREDIT INDUST ET COMM NY N4JDFKKH2FTD8RKFXO39 22536WBJ4 12500000.00000000 PA USD 12504801.00000000 0.589185677257 Long DBT CORP FR N 2 2023-10-18 Floating 5.56000000 N N N N N N NATIXIS NY BRANCH N/A 000000000 15000000.00000000 PA USD 14985723.90000000 0.706078720102 Long DBT CORP US N 2 2023-09-27 Fixed 5.00000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HBB4 8000000.00000000 PA USD 7540371.20000000 0.355277841866 Long DBT CORP CA N 2 2024-10-12 Fixed 1.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160BAB0 1324246.17000000 PA USD 1278284.50000000 0.060228620900 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.07650000 N N N N N N TRANSCANADA PIPELINES LTD 4/2 0 CP 20/09/2023 N/A 000000000 7000000.00000000 PA USD 6944674.94000000 0.327210565594 Long DBT CORP CA N 2 2023-09-20 None 0.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46591JAA4 3481678.47000000 PA USD 3227477.99000000 0.152068298037 Long ABS-MBS CORP US N 2 2029-09-15 Floating 6.58648000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CH1 9000000.00000000 PA USD 9021390.21000000 0.425058655526 Long DBT CORP US N 2 2026-03-02 Fixed 5.40000000 N N N N N N PACCAR FINANCIAL CORP PH3S12DWZBHHQKVYZ297 69371RR99 25000000.00000000 PA USD 24296821.00000000 1.144787424933 Long DBT CORP US N 2 2025-08-11 Fixed 3.55000000 N N N N N N Countrywide Asset-Backed Certi N/A 126671Z25 65244.03000000 PA USD 63445.66000000 0.002989353781 Long ABS-O CORP US N 2 2034-03-25 Floating 6.16247000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BR2 13250000.00000000 PA USD 12876516.95000000 0.606699727561 Long DBT CORP US N 2 2025-06-06 Fixed 3.95000000 N N N N N N Ameriquest Mortgage Securities N/A 03072SRX5 123970.13000000 PA USD 121953.50000000 0.005746053495 Long ABS-O CORP US N 2 2034-07-25 Floating 6.28247000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 95212.67000000 0.004486112290 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2023-09-23 21045.53000000 USD 0.00000000 USD -27000000.00000000 USD 74167.14000000 N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAN4 11000000.00000000 PA USD 10684465.44000000 0.503417367969 Long DBT CORP US N 2 2025-05-23 Fixed 3.95000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EW9 14000000.00000000 PA USD 13729703.26000000 0.646899100096 Long DBT CORP US N 2 2025-09-09 Fixed 3.90000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BB9 28500000.00000000 PA USD 27735128.97000000 1.306789348028 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1793305.69000000 0.084494749456 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-12-01 60366.00000000 USD 0.00000000 USD -100250000.00000000 USD 1732939.69000000 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GE2 12500000.00000000 PA USD 12452463.88000000 0.586719721862 Long DBT CORP US N 2 2026-02-21 Fixed 4.75000000 N N N N N N CITIGROUP GLOBAL MARKETS MBNUM2BPBDO7JBLYG310 000000000 15000000.00000000 PA USD 15009763.80000000 0.707211402242 Long DBT CORP US N 2 2023-09-20 Floating 5.70999960 N N N N N N Equifirst Mortgage Loan Trust N/A 29445FAD0 6660.88000000 PA USD 6806.27000000 0.000320689373 Long ABS-MBS CORP US N 2 2032-12-25 Floating 8.26247000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAR3 14000000.00000000 PA USD 13989330.60000000 0.659131898535 Long DBT CORP NL N 2 2024-01-12 Floating 5.40884000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788JAD1 10000000.00000000 PA USD 9925548.10000000 0.467659643640 Long DBT CORP US N 2 2024-01-17 Floating 5.27605300 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 120288.65000000 0.005667611161 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-10-21 0.00000000 USD -11541.62000000 USD -15000000.00000000 USD 131830.27000000 N N N JPMBB Commercial Mortgage Secu N/A 46643GAC4 14496801.20000000 PA USD 14019379.50000000 0.660547705272 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.09830000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 989205.14000000 0.046608138774 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-21 0.00000000 USD 0.00000000 USD -17000000.00000000 USD 989205.14000000 N N N Credit Suisse Mortgage Trust N/A 12653VAA4 19950365.96000000 PA USD 19893675.00000000 0.937325462277 Long ABS-MBS CORP US N 2 2036-05-15 Floating 6.24901000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBZ7 2750000.00000000 PA USD 2663917.85000000 0.125515171541 Long DBT CORP US N 2 2025-04-01 Fixed 3.25000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CM2 5000000.00000000 PA USD 4804583.65000000 0.226376403092 Long DBT CORP US N 2 2025-04-15 Fixed 2.70000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BY9 11250000.00000000 PA USD 11185067.03000000 0.527004091727 Long DBT CORP US N 2 2025-10-10 Fixed 4.87500000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EK9 10000000.00000000 PA USD 9814117.20000000 0.462409380938 Long DBT CORP US N 2 2025-09-08 Fixed 4.40000000 N N N N N N Equity One ABS Inc N/A 294751BX9 17455.06000000 PA USD 17113.49000000 0.000806332159 Long ABS-O CORP US N 2 2033-08-25 Variable 4.86000000 N N N N N N GS Mortgage Securities Trust N/A 36259DAA1 10582960.66000000 PA USD 10299687.61000000 0.485287884232 Long ABS-MBS CORP US N 2 2031-10-15 Floating 6.37301000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAH8 2000000.00000000 PA USD 1969277.60000000 0.092785975279 Long DBT CORP JP N 2 2024-07-26 Fixed 4.14200000 N N N N N N Morgan Stanley Capital Inc N/A 61746RDM0 479151.01000000 PA USD 471207.74000000 0.022201780853 Long ABS-MBS CORP US N 2 2033-09-25 Floating 6.46247000 N N N N N N Morgan Stanley Capital I Trust N/A 61691ABK8 5802987.02000000 PA USD 5497195.72000000 0.259010038089 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.54000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WEU3 22500000.00000000 PA USD 21748924.35000000 1.024738796145 Long DBT CORP US N 2 2025-08-05 Fixed 3.60000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46652JAT9 25000000.00000000 PA USD 22723687.50000000 1.070666475178 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 2.21470000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514FX7 1320820.71000000 PA USD 1273419.49000000 0.059999397403 Long ABS-O CORP US N 2 2034-06-25 Floating 6.20747000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AY4 18750000.00000000 PA USD 18671555.63000000 0.879743160192 Long DBT CORP AU N 2 2026-02-27 Fixed 4.87500000 N N N N N N Home Equity Asset Trust N/A 22541NP52 523323.87000000 PA USD 495850.31000000 0.023362858850 Long ABS-MBS CORP US N 2 2033-08-25 Floating 6.73247000 N N N N N N CSAIL Commercial Mortgage Trus 549300ZAGI6FKGY8O078 12635FAT1 12000000.00000000 PA USD 11416772.40000000 0.537921297475 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.71820000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BU7 6750000.00000000 PA USD 6559884.56000000 0.309080490542 Long DBT CORP US N 2 2025-04-22 Fixed 3.50000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514EH3 78543.20000000 PA USD 77948.24000000 0.003672668327 Long ABS-O CORP US N 2 2033-08-25 Floating 6.43247000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAA2 9500000.00000000 PA USD 9458137.30000000 0.445636762288 Long ABS-MBS CORP US N 2 2037-12-15 Floating 6.40648000 N N N N N N Amortizing Residential Collate N/A 86358RZ75 62271.09000000 PA USD 61670.52000000 0.002905714940 Long ABS-O CORP US N 2 2032-07-25 Floating 7.21247000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBF5 16000000.00000000 PA USD 16008630.40000000 0.754274757686 Long DBT CORP GB N 2 2025-10-24 Fixed 5.20000000 N N N N N N UDR INC DISC COML PAPER 4/2 YR 0 CP 29/08/2023 N/A 000000000 5000000.00000000 PA USD 4977794.85000000 0.234537553212 Long DBT CORP US N 2 2023-08-29 None 0.00000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFC8 23000000.00000000 PA USD 22283766.89000000 1.049938842444 Long DBT CORP US N 2 2025-08-25 Fixed 4.05000000 N N N N N N VULCAN MATLS CO 0 CP 15/08/2023 N/A 000000000 10000000.00000000 PA USD 9976625.00000000 0.470066221555 Long DBT CORP US N 2 2023-08-15 None 0.00000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591QAQ5 5875000.00000000 PA USD 5702276.76000000 0.268672791734 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.42000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 4373267.31000000 0.206054175661 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-08-08 927701.97000000 USD 0.00000000 USD -99000000.00000000 USD 3445565.34000000 N N N Long Beach Mortgage Loan Trust N/A 542514EA8 430696.17000000 PA USD 419368.82000000 0.019759299027 Long ABS-O CORP US N 2 2033-07-25 Floating 6.53747000 N N N N N N GS Mortgage Securities Trust N/A 36253BAT0 4400000.00000000 PA USD 4317035.36000000 0.203404708505 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.58700000 N N N N N N Morgan Stanley Capital Inc N/A 61746RFV8 310909.37000000 PA USD 289857.60000000 0.013657150270 Long ABS-O CORP US N 2 2034-05-25 Floating 6.31247000 N N N N N N BANCO SANTANDER SA/NY 5493006QMFDDMYWIAM13 05966DX49 25000000.00000000 PA USD 25033234.50000000 1.179484841288 Long DBT CORP ES N 2 2023-12-05 Floating 5.88432300 N N N N N N TORONTO DOMINION BK NY N/A 000000000 12000000.00000000 PA USD 11986075.08000000 0.564744993836 Long DBT CORP US N 2 2023-09-22 Fixed 4.80000000 N N N N N N Morgan Stanley BAML Trust N/A 61765LAT7 6570365.25000000 PA USD 6255350.40000000 0.294731828351 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.47900000 N N N N N N COCA-COLA EUROPACIFIC 549300LTH67W4GWMRF57 19123MAE3 3000000.00000000 PA USD 2882448.60000000 0.135811631912 Long DBT CORP GB N 2 2024-05-03 Fixed 0.80000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1034608.55000000 0.048747400236 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-05-11 105147.93000000 USD 0.00000000 USD -12000000.00000000 USD 929460.62000000 N N N WESTERN UNION CO N/A 000000000 15000000.00000000 PA USD 14997716.70000000 0.706643781952 Long DBT CORP US N 2 2023-08-01 None 0.00000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CC6 10000000.00000000 PA USD 9873096.90000000 0.465188313165 Long DBT CORP US N 2 2026-05-15 Fixed 4.75000000 N N N N N N Residential Asset Securities C N/A 76110WYD2 2265733.56000000 PA USD 2160062.01000000 0.101775118075 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.37476300 N N N N N N Ameriquest Mortgage Securities N/A 03072SLN3 147561.51000000 PA USD 141142.22000000 0.006650163763 Long ABS-MBS CORP US N 2 2033-12-25 Floating 5.15024100 N N N N N N Structured Asset Investment Lo N/A 86358EAB2 57554.06000000 PA USD 55941.19000000 0.002635767487 Long ABS-O CORP US N 2 2033-01-25 Floating 6.09247000 N N N N N N Banc of America Commercial Mor N/A 06054AAW9 10435637.14000000 PA USD 9881024.77000000 0.465561848694 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.44100000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BB6 4750000.00000000 PA USD 4669869.78000000 0.220029122337 Long DBT CORP US N 2 2023-12-01 Fixed 0.60000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGD0 23000000.00000000 PA USD 23010495.36000000 1.084179931589 Long DBT CORP US N 2 2024-03-22 Floating 5.57737000 N N N N N N Merrill Lynch Mortgage Investo N/A 589929M47 109586.98000000 PA USD 106515.65000000 0.005018672059 Long ABS-O CORP US N 2 2034-02-25 Floating 8.26247000 N N N N N N TRANSCANADA PIPELINES LTD 4/2 0 CP 22/09/2023 N/A 000000000 10000000.00000000 PA USD 9917702.80000000 0.467289998541 Long DBT CORP CA N 2 2023-09-22 None 0.00000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBN4 8500000.00000000 PA USD 8510217.00000000 0.400973831311 Long DBT CORP US N 2 2024-04-01 Floating 5.60830000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 791055.97000000 0.037271992367 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-03-01 0.00000000 USD 0.00000000 USD -28500000.00000000 USD 791055.97000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2212973.24000000 0.104268123672 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-08-05 0.00000000 USD 0.00000000 USD -25000000.00000000 USD 2212973.24000000 N N N JPMBB Commercial Mortgage Secu N/A 46643GAQ3 28310000.00000000 PA USD 27191975.82000000 1.281197732733 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.37260000 N N N N N N BANK OF NOVA SCOTIA HOUS L3I9ZG2KFGXZ61BMYR72 06417ML37 12000000.00000000 PA USD 12002716.68000000 0.565529092069 Long DBT CORP CA N 2 2023-08-16 Floating 5.79077900 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 6944PL2C2 12000000.00000000 PA USD 11900548.56000000 0.560715261527 Long DBT CORP US N 2 2023-09-23 Fixed 0.50000000 N N N N N N Renaissance Home Equity Loan T N/A 759950AQ1 209014.33000000 PA USD 184569.29000000 0.008696306492 Long ABS-MBS CORP US N 2 2033-06-25 Floating 6.27247000 N N N N N N Wells Fargo Commercial Mortgag 549300JPCJUA5JJLRW54 95000LAY9 5204965.76000000 PA USD 4889210.16000000 0.230363729848 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 3.16200000 N N N N N N Chase Funding Mortgage Loan As N/A 161551FX9 166023.56000000 PA USD 162703.67000000 0.007666069376 Long ABS-O CORP US N 2 2032-05-25 Floating 5.91247000 N N N N N N New Century Home Equity Loan T N/A 64352VFQ9 1942633.62000000 PA USD 1878756.14000000 0.088520897593 Long ABS-MBS CORP US N 2 2034-05-25 Floating 6.29747000 N N N N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 641062AQ7 10000000.00000000 PA USD 9761679.20000000 0.459938672404 Long DBT CORP US N 2 2024-01-15 Fixed 0.37500000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46641JAA4 4154599.04000000 PA USD 4125851.29000000 0.194396735027 Long ABS-MBS CORP US N 2 2047-02-15 Fixed 3.79380000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BD8 8250000.00000000 PA USD 8103629.24000000 0.381816734389 Long DBT CORP US N 2 2024-11-01 Variable 4.22000000 N N N N N N MUFG BANK LTD/NY C3GTMMZIHMY46P4OIX74 55380UHT7 10000000.00000000 PA USD 10001740.60000000 0.471249587191 Long DBT CORP JP N 2 2023-08-22 Floating 5.44333300 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 137387.82000000 0.006473268608 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-05-20 0.00000000 USD 0.00000000 USD -2750000.00000000 USD 137387.82000000 N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAF3 17000000.00000000 PA USD 16484687.84000000 0.776705040679 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N Accredited Mortgage Loan Trust N/A 004375CF6 728100.59000000 PA USD 692366.87000000 0.032622081967 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.01940200 N N N N N N First Franklin Mtg Loan Asset N/A 32027NJT9 107981.06000000 PA USD 100792.92000000 0.004749035577 Long ABS-O CORP US N 2 2034-08-25 Floating 6.13247000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020UKU8 44617.26000000 PA USD 42353.82000000 0.001995574669 Long ABS-MBS CORP US N 2 2035-08-25 Floating 6.21247000 N N N N N N BELL CDA DISC COML 0 CP 14/08/2023 N/A 000000000 10600000.00000000 PA USD 10577261.83000000 0.498366281465 Long DBT CORP CA N 2 2023-08-14 None 0.00000000 N N N N N N NUTRIEN LTD N/A 000000000 3000000.00000000 PA USD 2975567.01000000 0.140199069462 Long DBT CORP US N 2 2023-09-22 None 0.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AU4 9000000.00000000 PA USD 8497440.63000000 0.400371850183 Long DBT CORP US N 2 2026-05-19 Fixed 2.60000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CN4 25000000.00000000 PA USD 24878602.25000000 1.172199071051 Long DBT CORP US N 2 2025-12-01 Fixed 4.60000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCD0 15000000.00000000 PA USD 14732411.55000000 0.694143463516 Long DBT CORP US N 2 2024-03-21 Fixed 2.94000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAC7 25000000.00000000 PA USD 25017752.50000000 1.178755379647 Long DBT CORP NO N 2 2026-10-09 Fixed 5.89600000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAK7 4750000.00000000 PA USD 4749237.72000000 0.223768682325 Long DBT CORP CA N 2 2025-04-11 Floating 5.97446000 N N N N N N MUFG BANK LTD/NY C3GTMMZIHMY46P4OIX74 55380UKN6 15000000.00000000 PA USD 15003984.45000000 0.706939098010 Long DBT CORP JP N 2 2024-01-05 Floating 5.52518500 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZH3 20000000.00000000 PA USD 19646262.00000000 0.925668163935 Long DBT CORP CA N 2 2024-07-26 Fixed 3.97000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAY4 7000000.00000000 PA USD 7046867.80000000 0.332025561805 Long DBT CORP CA N 2 2025-11-07 Fixed 5.95000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DD5 20000000.00000000 PA USD 19409113.40000000 0.914494490839 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCC5 9500000.00000000 PA USD 9491964.81000000 0.447230604876 Long DBT CORP US N 2 2026-01-10 Fixed 5.05000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CQ3 5000000.00000000 PA USD 5000873.40000000 0.235624939657 Long DBT CORP US N 2 2024-10-18 Floating 5.60647900 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 233851EB6 31500000.00000000 PA USD 30514818.60000000 1.437759310462 Long DBT CORP US N 2 2024-03-01 Fixed 0.75000000 N N N N N N LLOYDS BANK CORP MKTS/NY 213800MBWEIJDM5CU638 53947BF70 17000000.00000000 PA USD 16999855.50000000 0.800978070426 Long DBT CORP GB N 2 2024-01-31 Floating 5.84500000 N N N N N N Home Equity Asset Trust N/A 22541N3S6 390818.31000000 PA USD 377950.03000000 0.017807779939 Long ABS-MBS CORP US N 2 2033-08-25 Floating 6.70247000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2412122.56000000 0.113651393903 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-11-29 0.00000000 USD -1163.15000000 USD -25000000.00000000 USD 2413285.71000000 N N N Home Equity Asset Trust N/A 22541NHH5 230191.16000000 PA USD 219138.81000000 0.010325110186 Long ABS-MBS CORP US N 2 2033-02-25 Floating 6.76247000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEB4 12000000.00000000 PA USD 11540039.76000000 0.543729255793 Long DBT CORP US N 2 2024-05-15 Fixed 0.55000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HP1 14250000.00000000 PA USD 13975217.39000000 0.658466929841 Long DBT CORP US N 2 2025-06-01 Fixed 4.20000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 848430.19000000 0.039975279582 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-03-18 0.00000000 USD 0.00000000 USD -17000000.00000000 USD 848430.19000000 N N N JP Morgan Chase Commercial Mor N/A 46645WAA1 12459653.12000000 PA USD 11746375.36000000 0.553451120238 Long ABS-MBS CORP US N 2 2033-07-05 Floating 6.45688000 N N N N N N AUST & NZ BANKING GROUP N/A 000000000 25000000.00000000 PA USD 25015932.50000000 1.178669627149 Long DBT CORP AU N 2 2023-09-28 Floating 5.41000080 N N N N N N RYDER SYS INC 0 CP 14/08/2023 N/A 000000000 7000000.00000000 PA USD 6985136.69000000 0.329116992060 Long DBT CORP US N 2 2023-08-14 None 0.00000000 N N N N N N SWEDBANK (NEW YORK) M312WZV08Y7LYUC71685 87019WKP9 10000000.00000000 PA USD 10016870.20000000 0.471962444887 Long DBT CORP SE N 2 2024-03-20 Floating 5.77384600 N N N N N N Home Equity Asset Trust N/A 22541QY30 136286.02000000 PA USD 131725.85000000 0.006206494940 Long ABS-MBS CORP US N 2 2034-04-25 Floating 6.49247000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAC6 6250000.00000000 PA USD 6294801.13000000 0.296590618833 Long DBT CORP US N 2 2026-03-22 Fixed 5.35000000 N N N N N N SUMITOMO MITSUI BANK NY 549300MS3WYYVQ4HXM15 86565FWT5 25000000.00000000 PA USD 25042593.25000000 1.179925795243 Long DBT CORP JP N 2 2023-11-30 Floating 6.16000000 N N N N N N CANADIAN IMP BK COMM NY 549300H8L46OOZOFHU82 13606KQL3 25000000.00000000 PA USD 25051858.00000000 1.180362320223 Long DBT CORP CA N 2 2023-12-11 Floating 5.91523800 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVV8 2122000.00000000 PA USD 2119160.81000000 0.099847986150 Long DBT CORP US N 2 2024-10-11 Floating 5.26304800 N N N N N N CDC Mortgage Capital Trust N/A 12506YBN8 482536.62000000 PA USD 475133.40000000 0.022386745224 Long ABS-MBS CORP US N 2 2033-11-25 Floating 6.46247000 N N N N N N Asset Backed Securities Corp H N/A 04541GFY3 111663.86000000 PA USD 110368.75000000 0.005200217637 Long ABS-MBS CORP US N 2 2033-11-25 Floating 6.09247000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAS3 14000000.00000000 PA USD 13676521.60000000 0.644393352715 Long DBT CORP NL N 2 2025-09-15 Fixed 4.25000000 N N N N N N ABN AMRO FDG USA LLC CP 0 CP 05/01/2024 N/A 000000000 15000000.00000000 PA USD 14630411.70000000 0.689337561311 Long DBT CORP US N 2 2024-01-05 None 0.00000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460WAB3 20000000.00000000 PA USD 20002359.40000000 0.942446318804 Long DBT CORP US N 2 2024-04-23 Floating 5.55850000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAC3 21000000.00000000 PA USD 20564128.20000000 0.968915043168 Long DBT CORP FI N 2 2025-09-22 Fixed 4.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGF5 12000000.00000000 PA USD 11609465.40000000 0.547000366842 Long DBT CORP US N 2 2024-03-22 Fixed 0.75000000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AX0 4000000.00000000 PA USD 3792988.80000000 0.178713333779 Long DBT CORP US N 2 2024-08-15 Fixed 0.87500000 N N N N N N Asset Backed Funding Certifica N/A 04542BCJ9 119813.37000000 PA USD 115445.01000000 0.005439394549 Long ABS-MBS CORP US N 2 2033-03-25 Variable 4.18400000 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 194162AM5 7000000.00000000 PA USD 6756894.76000000 0.318362972375 Long DBT CORP US N 2 2025-08-15 Fixed 3.10000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2469840.75000000 0.116370887869 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-05-11 0.00000000 USD -14235.48000000 USD -90000000.00000000 USD 2484076.23000000 N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 7000000.00000000 PA USD 6804068.81000000 0.320585660653 Long DBT CORP US N 2 2024-02-10 Fixed 0.80000000 N N N N N N GS Mortgage Securities Trust N/A 36252RAJ8 5659831.65000000 PA USD 5626886.90000000 0.265120665976 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 3.80100000 N N N N N N LVMH MOET HENNESSY VUITT N/A 000000000 15000000.00000000 PA USD 14420190.00000000 0.679432596435 Long DBT CORP US N 2 2024-04-08 None 0.00000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CE7 19237000.00000000 PA USD 18913583.52000000 0.891146729612 Long DBT CORP US N 2 2023-12-01 Fixed 0.86800000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 18572.23000000 0.000875063258 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-06-29 11528.47000000 USD 0.00000000 USD -550000.00000000 USD 7043.76000000 N N N MIZUHO BANK LTD/NY RB0PEZSDGCO3JS6CEU02 60710R6Q3 24000000.00000000 PA USD 24036065.76000000 1.132501483503 Long DBT CORP JP N 2 2023-11-30 Floating 6.12000000 N N N N N N CD Commercial Mortgage Trust N/A 12515ABD1 3399116.83000000 PA USD 3146525.40000000 0.148254074479 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.24800000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBQ8 14250000.00000000 PA USD 13789037.15000000 0.649694720607 Long DBT CORP US N 2 2024-03-01 Fixed 0.60000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAF5 15000000.00000000 PA USD 14948670.00000000 0.704332860478 Long DBT CORP GB N 2 2025-03-22 Floating 6.54574400 N N N N N N One New York Plaza Trust 2020- N/A 68249DAA7 11900000.00000000 PA USD 11333051.87000000 0.533976657559 Long ABS-MBS CORP US N 2 2036-01-15 Floating 6.28648000 N N N N N N ING (US) FUNDING LLC N/A 000000000 15000000.00000000 PA USD 14999821.80000000 0.706742967439 Long DBT CORP US N 2 2024-05-07 Floating 5.60999880 N N N N N N Morgan Stanley Capital Inc N/A 61746RBC4 154049.20000000 PA USD 156350.80000000 0.007366742740 Long ABS-MBS CORP US N 2 2033-04-25 Floating 6.68747000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1759577.46000000 0.082905584619 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2023-11-26 0.00000000 USD 0.00000000 USD -70000000.00000000 USD 1759577.46000000 N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 63254ABD9 7250000.00000000 PA USD 7031885.20000000 0.331319630273 Long DBT CORP AU N 2 2025-06-09 Fixed 3.50000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAG8 15000000.00000000 PA USD 14542330.50000000 0.685187460763 Long DBT CORP CA N 2 2025-08-23 Fixed 4.40000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEN8 4000000.00000000 PA USD 4007582.40000000 0.188824288408 Long DBT CORP US N 2 2025-10-15 Fixed 5.15000000 N N N N N N ONTARIO TEACHER FIN TRST N/A 000000000 15000000.00000000 PA USD 14428297.95000000 0.679814616749 Long DBT CORP US N 2 2024-04-03 None 0.00000000 N N N N N N COMM Mortgage Trust N/A 12593QBD1 8355629.61000000 PA USD 7978781.52000000 0.375934314632 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.35900000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AS0 12000000.00000000 PA USD 12000015.00000000 0.565401797667 Long DBT CORP US N 2 2023-11-01 Floating 5.77914000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AP5 10000000.00000000 PA USD 9950191.00000000 0.468820737185 Long DBT CORP US N 2 2026-01-16 Fixed 5.15000000 N N N N N N Argent Securities Inc. N/A 040104BG5 3711072.22000000 PA USD 3528658.18000000 0.166258932036 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.24682500 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAJ6 3000000.00000000 PA USD 2845945.41000000 0.134091719958 Long DBT CORP US N 2 2024-08-12 Fixed 0.80000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CAS7 21000000.00000000 PA USD 20103618.99000000 0.947217342359 Long DBT CORP US N 2 2024-06-17 Fixed 0.65000000 N N N N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611AL3 12000000.00000000 PA USD 11376025.80000000 0.536001449800 Long DBT CORP US N 2 2024-08-15 Fixed 0.85000000 N N N N N N Morgan Stanley BAML Trust N/A 61765TAE3 1500000.00000000 PA USD 1432215.15000000 0.067481334019 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.37200000 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB N/A 000000000 15000000.00000000 PA USD 15004855.80000000 0.706980153196 Long DBT CORP SE N 2 2024-04-08 Floating 5.59000080 N N N N N N Barclays Commercial Mortgage S N/A 05548WAA5 12479000.00000000 PA USD 11366392.33000000 0.535547551930 Long ABS-MBS CORP US N 2 2037-03-15 Floating 6.14101000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDY4 7500000.00000000 PA USD 7146732.75000000 0.336730874444 Long DBT CORP US N 2 2024-08-09 Fixed 0.75000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAH2 20000000.00000000 PA USD 20013756.00000000 0.942983289644 Long DBT CORP CA N 2 2024-03-08 Floating 5.78860600 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 112.00000000 NC USD 23130.24000000 0.001089821910 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2023-07-31 44267079.36000000 USD 23130.24000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 4986162.38000000 0.234931804094 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-09-08 1113437.58000000 USD 0.00000000 USD -145500000.00000000 USD 3872724.80000000 N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AX3 8000000.00000000 PA USD 7801927.68000000 0.367601535126 Long DBT CORP US N 2 2025-05-23 Fixed 3.95000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBB8 4376000.00000000 PA USD 4328044.55000000 0.203923425842 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N 2023-09-25 Prudential Investment Portfolios 2 Christian J. Kelly Christian J. Kelly Chief Financial Officer