# EDGAR Filing Document

**Accession Number:** 0000803013
**File Stem:** 0001752724-23-014601
**Filing Date:** 2023-1
**Character Count:** 135097
**Document Hash:** fb08a06d2ec56d986d898aebfc97bd15
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014601.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014601

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY GARRISON STREET TRUST
- **CENTRAL INDEX KEY:** 0000803013
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04861
- **FILM NUMBER:** 23556434

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY ADVISOR SERIES V
- **DATE OF NAME CHANGE:** 19930706

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY INVESTMENT SERIES
- **DATE OF NAME CHANGE:** 19930706

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PLYMOUTH INVESTMENT SERIES /NY/
- **DATE OF NAME CHANGE:** 19920206

## Series and Classes Contracts Data

### Fidelity Education Income Fund (Series ID: S000071949)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000227568 | Fidelity Education Income Fund |  |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Education Income Fund**

**November 30, 2022**

EDI-NPRT1-0123

1.9901561.101 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Bonds - 25.7%** | &nbsp;&nbsp;**Nonconvertible Bonds - 25.7%** | &nbsp;&nbsp;**Nonconvertible Bonds - 25.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 1.1%  |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| AT&T, Inc.: |  |  |
|  1.65% 2/1/28  | 2750000  | 2360779  |
|  4.25% 3/1/27  | 400000  | 392695  |
|  4.3% 2/15/30  | 250000  | 237524  |
| Verizon Communications, Inc.: |  |  |
|  2.1% 3/22/28  | 500000  | 437464  |
|  2.355% 3/15/32  | 2000000  | 1605460  |
|  3% 3/22/27  | 78000  | 73147  |
|  |  | 5107069 |
| Entertainment - 0.1% |  |  |
| The Walt Disney Co. 1.75% 1/13/26  | 306000 | 281354 |
| Media - 0.3% |  |  |
| Comcast Corp.: |  |  |
|  2.35% 1/15/27  | 500000  | 458496  |
|  3.95% 10/15/25  | 725000  | 712579  |
| Magallanes, Inc.: |  |  |
|  3.755% 3/15/27 (b) | 1000000  | 911283  |
|  4.054% 3/15/29 (b) | 6000  | 5254  |
|  |  | 2087612 |
| Wireless Telecommunication Services - 0.0% |  |  |
| Rogers Communications, Inc. 3.2% 3/15/27 (b) | 19000 | 17730 |
| TOTAL COMMUNICATION SERVICES |  | 7493765 |
| CONSUMER DISCRETIONARY - 2.0%  |  |  |
| Automobiles - 1.1% |  |  |
| Daimler Finance North America LLC: |  |  |
|  0.75% 3/1/24 (b) | 500000  | 473277  |
|  1.45% 3/2/26 (b) | 2500000  | 2234239  |
| General Motors Financial Co., Inc.: |  |  |
|  1.05% 3/8/24  | 18000  | 17028  |
|  1.25% 1/8/26  | 500000  | 438197  |
|  2.35% 2/26/27  | 3000000  | 2641819  |
| Toyota Motor Corp. 3.419% 7/20/23  | 355000 | 352059 |
| Volkswagen Group of America Finance LLC: |  |  |
|  1.25% 11/24/25 (b) | 1000000  | 895359  |
|  3.95% 6/6/25 (b) | 227000  | 220590  |
|  4.35% 6/8/27 (b) | 200000  | 193552  |
|  |  | 7466120 |
| Multiline Retail - 0.3% |  |  |
| Dollar General Corp. 4.625% 11/1/27  | 2406000 | 2386637 |
| Specialty Retail - 0.6% |  |  |
| Lowe's Companies, Inc. 4.4% 9/8/25  | 2275000 | 2258840 |
| The Home Depot, Inc. 2.875% 4/15/27  | 2028000 | 1902845 |
|  |  | 4161685 |
| TOTAL CONSUMER DISCRETIONARY |  | 14014442 |
| CONSUMER STAPLES - 0.6%  |  |  |
| Tobacco - 0.6% |  |  |
| BAT Capital Corp. 4.7% 4/2/27  | 801000 | 772301 |
| BAT International Finance PLC 1.668% 3/25/26  | 2750000 | 2437679 |
| Philip Morris International, Inc. 1.5% 5/1/25  | 750000 | 693812 |
|  |  | 3903792 |
| ENERGY - 0.5%  |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Co.: |  |  |
|  1.231% 12/15/23  | 16000  | 15405  |
|  2.061% 12/15/26  | 15000  | 13508  |
|  |  | 28913 |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| Canadian Natural Resources Ltd. 2.05% 7/15/25  | 315000 | 294004 |
| ConocoPhillips Co. 2.4% 3/7/25  | 30000 | 28519 |
| Enbridge, Inc.: |  |  |
|  2.15% 2/16/24  | 12000  | 11572  |
|  2.5% 2/14/25  | 12000  | 11355  |
| Energy Transfer LP 4.2% 9/15/23  | 73000 | 72467 |
| Exxon Mobil Corp. 2.992% 3/19/25  | 210000 | 203383 |
| MPLX LP: |  |  |
|  1.75% 3/1/26  | 2000000  | 1785234  |
|  4% 3/15/28  | 760000  | 711453  |
|  4.5% 7/15/23  | 350000  | 347891  |
| Phillips 66 Co. 3.7% 4/6/23  | 118000 | 117713 |
|  |  | 3583591 |
| TOTAL ENERGY |  | 3612504 |
| FINANCIALS - 18.7%  |  |  |
| Banks - 12.5% |  |  |
| Bank of America Corp.: |  |  |
|  1.197% 10/24/26 (c) | 500000  | 443859  |
|  1.734% 7/22/27 (c) | 500000  | 438113  |
|  2.456% 10/22/25 (c) | 500000  | 470455  |
|  2.551% 2/4/28 (c) | 850000  | 760418  |
|  2.651% 3/11/32 (c) | 2750000  | 2230888  |
|  3.004% 12/20/23 (c) | 500000  | 499414  |
|  3.458% 3/15/25 (c) | 393000  | 382572  |
|  4.827% 7/22/26 (c) | 2500000  | 2467360  |
|  4.948% 7/22/28 (c) | 3750000  | 3676055  |
| Banque Federative du Credit Mutuel SA 4.524% 7/13/25 (b) | 449000 | 441774 |
| Barclays PLC: |  |  |
|  1.007% 12/10/24 (c) | 750000  | 709229  |
|  2.279% 11/24/27 (c) | 1300000  | 1118149  |
|  2.852% 5/7/26 (c) | 750000  | 691511  |
|  5.304% 8/9/26 (c) | 2500000  | 2458501  |
| BNP Paribas SA U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.000% 1.323% 1/13/27 (b)(c)(d) | 750000 | 651447 |
| Canadian Imperial Bank of Commerce: |  |  |
|  3.45% 4/7/27  | 1150000  | 1083193  |
|  3.945% 8/4/25  | 495000  | 481527  |
| Citigroup, Inc.: |  |  |
|  1.122% 1/28/27 (c) | 3000000  | 2616863  |
|  3.07% 2/24/28 (c) | 3000000  | 2725917  |
|  3.106% 4/8/26 (c) | 1100000  | 1043381  |
|  4.14% 5/24/25 (c) | 2500000  | 2453604  |
|  4.4% 6/10/25  | 250000  | 245868  |
| DNB Bank ASA: |  |  |
|  0.856% 9/30/25 (b)(c) | 2500000  | 2294318  |
|  1.605% 3/30/28 (b)(c) | 2250000  | 1913045  |
| Fifth Third Bancorp 3.65% 1/25/24  | 168000 | 165366 |
| HSBC Holdings PLC: |  |  |
|  1.589% 5/24/27 (c) | 550000  | 471242  |
|  2.251% 11/22/27 (c) | 1300000  | 1120535  |
|  3.803% 3/11/25 (c) | 2250000  | 2179101  |
|  3.95% 5/18/24 (c) | 750000  | 741213  |
|  5.21% 8/11/28 (c) | 2827000  | 2727995  |
| Huntington Bancshares, Inc.: |  |  |
|  2.625% 8/6/24  | 450000  | 430940  |
|  4.443% 8/4/28 (c) | 2261000  | 2147148  |
| Huntington National Bank 5.699% 11/18/25 (c) | 1490000 | 1492389 |
| JPMorgan Chase & Co.: |  |  |
|  0.697% 3/16/24 (c) | 500000  | 492734  |
|  0.824% 6/1/25 (c) | 63000  | 58589  |
|  1.47% 9/22/27 (c) | 3080000  | 2673474  |
|  2.083% 4/22/26 (c) | 500000  | 464507  |
|  2.58% 4/22/32 (c) | 3000000  | 2431442  |
|  2.947% 2/24/28 (c) | 3318000  | 3018071  |
|  3.54% 5/1/28 (c) | 350000  | 325169  |
|  4.851% 7/25/28 (c) | 3750000  | 3671627  |
| KeyBank NA 4.15% 8/8/25  | 250000 | 244608 |
| KeyCorp 3.878% 5/23/25 (c) | 177000 | 173550 |
| Mitsubishi UFJ Financial Group, Inc.: |  |  |
|  0.848% 9/15/24 (c) | 750000  | 721007  |
|  0.953% 7/19/25 (c) | 750000  | 695559  |
|  1.64% 10/13/27 (c) | 1300000  | 1123610  |
| Mizuho Financial Group, Inc.: |  |  |
|  0.849% 9/8/24 (c) | 500000  | 480338  |
|  1.234% 5/22/27 (c) | 2050000  | 1773340  |
|  2.651% 5/22/26 (c) | 500000  | 463270  |
| National Australia Bank Ltd. 2.875% 4/12/23  | 468000 | 464953 |
| NatWest Group PLC: |  |  |
|  1.642% 6/14/27 (c) | 3300000  | 2825240  |
|  4.269% 3/22/25 (c) | 200000  | 194607  |
| PNC Financial Services Group, Inc.: |  |  |
|  3.5% 1/23/24  | 200000  | 196922  |
|  5.354% 12/2/28 (c) | 1020000  | 1027565  |
| Rabobank Nederland 1.98% 12/15/27 (b)(c) | 3050000 | 2641770 |
| Santander Holdings U.S.A., Inc. 2.49% 1/6/28 (c) | 773000 | 670814 |
| Societe Generale: |  |  |
|  2.226% 1/21/26 (b)(c) | 2500000  | 2289232  |
|  2.797% 1/19/28 (b)(c) | 950000  | 824110  |
| Sumitomo Mitsui Financial Group, Inc.: |  |  |
|  1.402% 9/17/26  | 750000  | 652154  |
|  1.474% 7/8/25  | 2500000  | 2279165  |
|  2.696% 7/16/24  | 500000  | 478976  |
| The Toronto-Dominion Bank 2.8% 3/10/27  | 64000 | 58758 |
| Truist Financial Corp. 4.26% 7/28/26 (c) | 2960000 | 2906061 |
| Wells Fargo & Co.: |  |  |
|  1.654% 6/2/24 (c) | 750000  | 736441  |
|  2.164% 2/11/26 (c) | 750000  | 699235  |
|  2.188% 4/30/26 (c) | 2676000  | 2492412  |
|  3.526% 3/24/28 (c) | 3288000  | 3054210  |
|  4.808% 7/25/28 (c) | 1250000  | 1220840  |
|  |  | 88297750 |
| Capital Markets - 4.2% |  |  |
| Credit Suisse Group AG: |  |  |
|  1.305% 2/2/27 (b)(c) | 1300000  | 1022294  |
|  2.593% 9/11/25 (b)(c) | 2500000  | 2214722  |
|  3.091% 5/14/32 (b)(c) | 250000  | 170316  |
|  6.373% 7/15/26 (b)(c) | 300000  | 278210  |
| Deutsche Bank AG New York Branch: |  |  |
|  2.129% 11/24/26 (c) | 750000  | 656422  |
|  2.311% 11/16/27 (c) | 3300000  | 2756498  |
| Goldman Sachs Group, Inc.: |  |  |
|  1.757% 1/24/25 (c) | 500000  | 476607  |
|  2.64% 2/24/28 (c) | 2563000  | 2286547  |
|  4.482% 8/23/28 (c) | 2500000  | 2400109  |
| Intercontinental Exchange, Inc.: |  |  |
|  3.65% 5/23/25  | 314000  | 307790  |
|  3.75% 9/21/28  | 125000  | 118639  |
|  4% 9/15/27  | 1981000  | 1940921  |
|  4.35% 6/15/29  | 2500000  | 2464039  |
| Moody's Corp. 3.75% 3/24/25  | 750000 | 730828 |
| Morgan Stanley: |  |  |
|  0.79% 5/30/25 (c) | 750000  | 694938  |
|  2.188% 4/28/26 (c) | 750000  | 697643  |
|  2.239% 7/21/32 (c) | 2750000  | 2144612  |
|  3.591% 7/22/28 (c) | 1050000  | 969175  |
|  3.737% 4/24/24 (c) | 500000  | 496547  |
|  4.679% 7/17/26 (c) | 1842000  | 1821044  |
| S&P Global, Inc. 2.45% 3/1/27 (b) | 2814000 | 2587709 |
| UBS Group AG 4.703% 8/5/27 (b)(c) | 2500000 | 2418160 |
|  |  | 29653770 |
| Consumer Finance - 1.1% |  |  |
| AerCap Ireland Capital Ltd./AerCap Global Aviation Trust 2.45% 10/29/26  | 700000 | 615507 |
| American Express Co.: |  |  |
|  2.25% 3/4/25  | 35000  | 33064  |
|  2.55% 3/4/27  | 54000  | 49045  |
| Capital One Financial Corp.: |  |  |
|  1.343% 12/6/24 (c) | 850000  | 810997  |
|  1.878% 11/2/27 (c) | 3400000  | 2950426  |
|  4.985% 7/24/26 (c) | 2701000  | 2677414  |
| Hyundai Capital America 1% 9/17/24 (b) | 74000 | 67961 |
| John Deere Capital Corp. 3.4% 6/6/25  | 355000 | 346346 |
|  |  | 7550760 |
| Diversified Financial Services - 0.6% |  |  |
| Athene Global Funding: |  |  |
|  1.716% 1/7/25 (b) | 600000  | 555696  |
|  1.73% 10/2/26 (b) | 573000  | 494143  |
| Corebridge Financial, Inc.: |  |  |
|  3.5% 4/4/25 (b) | 508000  | 486471  |
|  3.65% 4/5/27 (b) | 2762000  | 2585386  |
|  |  | 4121696 |
| Insurance - 0.3% |  |  |
| American International Group, Inc. 2.5% 6/30/25  | 383000 | 361637 |
| Equitable Financial Life Global Funding: |  |  |
|  1.1% 11/12/24 (b) | 500000  | 461563  |
|  1.4% 8/27/27 (b) | 700000  | 588581  |
|  1.7% 11/12/26 (b) | 799000  | 703133  |
| MassMutual Global Funding II 4.15% 8/26/25 (b) | 463000 | 454468 |
| RGA Global Funding 2% 11/30/26 (b) | 30000 | 26616 |
|  |  | 2595998 |
| TOTAL FINANCIALS |  | 132219974 |
| HEALTH CARE - 0.4%  |  |  |
| Health Care Providers & Services - 0.4% |  |  |
| CVS Health Corp. 4.3% 3/25/28  | 110000 | 106933 |
| Humana, Inc. 3.7% 3/23/29  | 2500000 | 2302179 |
| UnitedHealth Group, Inc. 3.7% 5/15/27  | 399000 | 386736 |
|  |  | 2795848 |
| Pharmaceuticals - 0.0% |  |  |
| AstraZeneca Finance LLC 0.7% 5/28/24  | 60000 | 56487 |
| TOTAL HEALTH CARE |  | 2852335 |
| INDUSTRIALS - 0.8%  |  |  |
| Aerospace & Defense - 0.1% |  |  |
| Raytheon Technologies Corp. 3.95% 8/16/25  | 116000 | 114075 |
| The Boeing Co.: |  |  |
|  1.95% 2/1/24  | 307000  | 295364  |
|  5.04% 5/1/27  | 500000  | 495149  |
|  |  | 904588 |
| Machinery - 0.2% |  |  |
| Daimler Trucks Finance North America LLC 2% 12/14/26 (b) | 500000 | 438465 |
| Parker Hannifin Corp.: |  |  |
|  3.65% 6/15/24  | 440000  | 430111  |
|  4.25% 9/15/27  | 217000  | 210452  |
|  |  | 1079028 |
| Road & Rail - 0.2% |  |  |
| Canadian Pacific Railway Co. 1.75% 12/2/26  | 1517000 | 1355687 |
| Trading Companies & Distributors - 0.3% |  |  |
| Air Lease Corp.: |  |  |
|  2.2% 1/15/27  | 2530000  | 2207401  |
|  2.25% 1/15/23  | 175000  | 174184  |
|  3.25% 3/1/25  | 97000  | 91948  |
|  |  | 2473533 |
| TOTAL INDUSTRIALS |  | 5812836 |
| INFORMATION TECHNOLOGY - 0.3%  |  |  |
| Software - 0.3% |  |  |
| Roper Technologies, Inc.: |  |  |
|  1% 9/15/25  | 2076000  | 1867393  |
|  1.75% 2/15/31  | 750000  | 581972  |
|  |  | 2449365 |
| REAL ESTATE - 0.3%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 0.3% |  |  |
| Crown Castle International Corp. 3.15% 7/15/23  | 399000 | 394394 |
| Ventas Realty LP 2.65% 1/15/25  | 2000000 | 1888182 |
|  |  | 2282576 |
| UTILITIES - 1.0%  |  |  |
| Electric Utilities - 0.8% |  |  |
| Alabama Power Co. 3.05% 3/15/32  | 2526000 | 2198405 |
| Duke Energy Corp. 4.3% 3/15/28  | 1341000 | 1292345 |
| Eversource Energy 0.8% 8/15/25  | 43000 | 38342 |
| Exelon Corp. 2.75% 3/15/27 (b) | 1006000 | 927269 |
| Southern Co. 3.25% 7/1/26  | 500000 | 474861 |
| Virginia Electric & Power Co. 2.4% 3/30/32  | 500000 | 408470 |
|  |  | 5339692 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Exelon Generation Co. LLC 3.25% 6/1/25  | 178000 | 170883 |
| Multi-Utilities - 0.2% |  |  |
| NiSource, Inc. 0.95% 8/15/25  | 1500000 | 1352578 |
| Sempra Energy 3.3% 4/1/25  | 28000 | 27012 |
|  |  | 1379590 |
| TOTAL UTILITIES |  | 6890165 |
| <br> **TOTAL NONCONVERTIBLE BONDS**<br> (Cost $185,528,978) |  | <br> **181531754** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 65.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 65.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 65.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Treasury Notes: |  |  |
|  0.125% 8/15/23  | 59733800 | 57818119 |
|  0.625% 7/31/26  | 223300 | 197821 |
|  0.75% 3/31/26  | 28048900 | 25223192 |
|  1.75% 3/15/25  | 82950100 | 78471587 |
|  2.25% 4/30/24  | 49000 | 47413 |
|  2.5% 4/30/24  | 31681900 | 30768570 |
|  2.5% 3/31/27  | 678700 | 640921 |
|  2.625% 4/15/25  | 57349000 | 55256657 |
|  2.75% 4/30/27  | 16773900 | 16003349 |
|  2.75% 7/31/27  | 500000 | 476406 |
|  2.75% 8/15/32  | 7291700 | 6753937 |
|  2.875% 4/30/29  | 19656500 | 18627605 |
|  3.125% 8/15/25  | 66297000 | 64580011 |
|  3.5% 9/15/25  | 21279200 | 20936738 |
|  3.875% 11/30/27  | 9100000 | 9134125 |
|  4.125% 9/30/27  | 7162000 | 7249287 |
|  4.125% 10/31/27  | 50177900 | 50816884 |
|  4.5% 11/15/25  | 21200000 | 21438500 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $469,191,910) |  | **464441122** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Fannie Mae - 1.0%  |  |  |
| 2.5% 7/1/31 to 11/1/36  | 1413137 | 1320989 |
| 3% 8/1/32 to 12/1/36  | 5691877 | 5403671 |
| TOTAL FANNIE MAE |  | 6724660 |
| Freddie Mac - 0.1%  |  |  |
| 3% 7/1/32 to 10/1/35  | 729523 | 696492 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $7,537,193) |  | <br> **7421152** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 3.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 3.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 3.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| American Express Credit Account Master Trust: |  |  |
|  Series 2021-1 Class A, 0.9% 11/15/26  | 100000 | 92406 |
|  Series 2022-2 Class A, 3.39% 5/15/27  | 600000 | 579335 |
|  Series 2022-3 Class A, 3.75% 8/15/27  | 3570000 | 3470449 |
|  Series 2022-4 Class A, 4.95% 10/15/27  | 1122000 | 1126387 |
| Bank of America Credit Card Master Trust: |  |  |
|  Series 2021-A1 Class A1, 0.44% 9/15/26  | 80000 | 74975 |
|  Series 2022-A1 Class A1, 3.53% 11/15/27  | 2624000 | 2540225 |
|  Series 2022-A2 Class A2, 5% 4/17/28  | 1294000 | 1295545 |
| Capital One Multi-Asset Execution Trust: |  |  |
|  Series 2021-A3 Class A3, 1.04% 11/15/26  | 97000 | 89863 |
|  Series 2022-A1 Class A1, 2.8% 3/15/27  | 148000 | 141302 |
|  Series 2022-A2 Class A, 3.49% 5/15/27  | 5671000 | 5477756 |
|  Series 2022-A3 Class A, 4.95% 10/15/27  | 1603000 | 1608234 |
| Chase Issuance Trust Series 2022-A1 Class A, 3.97% 9/15/27  | 560000 | 547619 |
| Discover Card Execution Note Trust: |  |  |
|  Series 2021-A1 Class A1, 0.58% 9/15/26  | 80000 | 74122 |
|  Series 2022-A1 Class A1, 1.96% 2/15/27  | 49000 | 46114 |
|  Series 2022-A2 Class A, 3.32% 5/15/27  | 540000 | 521134 |
|  Series 2022-A3 Class A3, 3.56% 7/15/27  | 2540000 | 2435471 |
|  Series 2022-A4 Class A, 5.03% 10/15/27  | 1613000 | 1618532 |
| Ford Credit Auto Owner Trust: |  |  |
|  Series 2019-1 Class A, 3.52% 7/15/30 (b) | 320000 | 312378 |
|  Series 2021-A Class A3, 0.3% 8/15/25  | 407967 | 395503 |
| Honda Auto Receivables Owner Trust Series 2021-1 Class A3, 0.27% 4/21/25  | 622427 | 602122 |
| Verizon Master Trust: |  |  |
|  Series 2021-1 Class A, 0.5% 5/20/27  | 59000 | 55036 |
|  Series 2021-2 Class A, 0.99% 4/20/28  | 90000 | 83350 |
|  Series 2022-5 Class A1A, 3.72% 7/20/27  | 277000 | 271776 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $23,854,330) |  | **23459634** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.1%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.1%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Private Sponsor - 0.1%  |  |  |
| CSAIL Commercial Mortgage Trust Series 2015-C2 Class ASB, 3.2241% 6/15/57 <br> (Cost $584,059) | 585260 | **569091** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 2.6%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.6%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BANK sequential payer Series 2017-BNK9 Class ASB, 3.47% 11/15/54  | 3308000 | 3156769 |
| BX Commercial Mortgage Trust floater: |  |  |
|  Series 2021-PAC Class A, 1 month U.S. LIBOR + 0.680% 4.5651% 10/15/36 (b)(c)(d) | 100000 | 95426 |
|  Series 2022-LP2 Class A, CME Term SOFR 1 Month Index + 1.010% 4.8072% 2/15/39 (b)(c)(d) | 93383 | 89582 |
| BX Trust: |  |  |
|  floater:  |  |  |
| Series 2021-ACNT Class A, 1 month U.S. LIBOR + 0.850% 4.726% 11/15/38 (b)(c)(d) <br>| 100000 | 95891 |
| Series 2021-BXMF Class A, 1 month U.S. LIBOR + 0.630% 4.5109% 10/15/26 (b)(c)(d) <br>| 100000 | 94875 |
| Series 2022-GPA Class A, CME Term SOFR 1 Month Index + 2.160% 5.9593% 10/15/39 (b)(c)(d) <br>| 17000 | 16925 |
|  floater, sequential payer Series 2019-XL Class A, CME Term SOFR 1 Month Index + 1.030% 4.8287% 10/15/36 (b)(c)(d) | 1586395 | 1558444 |
| CD Mortgage Trust sequential payer Series 2017-CD5 Class AAB, 3.22% 8/15/50  | 655290 | 618047 |
| Credit Suisse Mortgage Trust floater Series 2019-ICE4 Class A, 1 month U.S. LIBOR + 0.980% 4.855% 5/15/36 (b)(c)(d) | 3120000 | 3079717 |
| CSAIL Commercial Mortgage Trust Series 2017-CX9 Class A2, 3.0538% 9/15/50  | 29384 | 29319 |
| ELP Commercial Mortgage Trust floater Series 2021-ELP Class A, 1 month U.S. LIBOR + 0.700% 4.577% 11/15/38 (b)(c)(d) | 770000 | 734540 |
| GS Mortgage Securities Trust sequential payer: |  |  |
|  Series 2015-GC28 Class AAB, 3.206% 2/10/48  | 97969 | 95194 |
|  Series 2015-GC32 Class AAB, 3.513% 7/10/48  | 318761 | 308841 |
|  Series 2016-GS2 Class AAB, 2.922% 5/10/49  | 692159 | 662568 |
|  Series 2017-GS7 Class AAB, 3.203% 8/10/50  | 2529577 | 2401360 |
| JPMorgan Chase Commercial Mortgage Securities Trust sequential payer Series 2019-COR4 Class ASB, 3.9381% 3/10/52  | 1000000 | 950420 |
| Life Financial Services Trust floater Series 2022-BMR2 Class A1, CME Term SOFR 1 Month Index + 1.290% 5.0895% 5/15/39 (b)(c)(d) | 445000 | 431616 |
| MSCCG Trust floater Series 2018-SELF Class A, 1 month U.S. LIBOR + 0.900% 4.773% 10/15/37 (b)(c)(d) | 1919130 | 1869718 |
| SREIT Trust floater Series 2021-MFP Class A, 1 month U.S. LIBOR + 0.730% 4.6061% 11/15/38 (b)(c)(d) | 200000 | 191103 |
| Wells Fargo Commercial Mortgage Trust sequential payer: |  |  |
|  Series 2015-C27 Class ASB, 3.278% 2/15/48  | 329085 | 319032 |
|  Series 2019-C50 Class ASB, 3.635% 5/15/52  | 1000000 | 940235 |
| WF-RBS Commercial Mortgage Trust sequential payer Series 2014-C20 Class ASB, 3.638% 5/15/47  | 571456 | 562388 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $18,555,086) |  | **18302010** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Truist Bank 3% 2/2/23 <br>(Cost $501,117) <br>| 500000 | **498348** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (e) <br>(Cost $6,991,385) <br>| 6989987 | **6991385** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $712,744,058)<br>| <br>**703214496** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%**  | **2359369** |
| **NET ASSETS - 100.0%** | **705573865** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $41,058,358 or 5.8% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 4178473 | 472282890 | 469469978 | 67506 | - | - | 6991385 | 0.0% |
| Total | 4178473 | 472282890 | 469469978 | 67506 | - | - | 6991385 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Nonconvertible Bonds, U.S. Treasury Obligations and Bank Notes are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. U.S. Government Agency - Mortgage Securities, Asset-Backed Securities, Collateralized Mortgage Obligations and Commercial Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Garrison Street Trust

- **b. Investment Company Act file number:** 811-04861

- **c. CIK number of Registrant:** 0000803013

- **d. LEI of Registrant:** GZF76QJ38YQDHAIO0Y79

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Education Income Fund

- **b. EDGAR series identifier (if any):** S000071949

- **c. LEI of Series:** 549300P87JWB9HLN4A98

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $706613355.75

**Total Liabilities:** $3254304.75

**Net Assets:** $703359051.00

**Cash Not Reported:** $25786.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4999.18619854 | **1-Year:** 77600.97783973 | **5-Year:** 111689.87069529 | **10-Year:** 13884.03382549 | **30-Year:** 7.37222818

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

- **3-Month:** 0.11171000 | **1-Year:** 9.30483000 | **5-Year:** 25.49223000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227568 | -1.99%               | -0.34%               | 1.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-317571.19              | $-12780061.74                              |
| Month 2  | $-1666555.25             | $-2348245.21                               |
| Month 3  | $-276976.25              | $9266618.28                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GS MTG SECS TR 2017-GS7                                | GS MTG SECS TR 2017-GS7 3.203% 08/10/2050                           | CUSIP: 36254CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2529577 | PA      | $2401359.85   | 0.34%             | 2050-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                          | LOWES COS INC 4.4% 09/08/2025                                       | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2258840.15   | 0.32%             | 2025-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                   | BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024                          | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $709228.97    | 0.10%             | 2024-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                           | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                  | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2147148.11   | 0.31%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A        | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    700000 | PA      | $588580.68    | 0.08%             | 2027-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NT TR                          | DISCOVER CARD EXECUTION NT TR 5.03% 10/15/2027                      | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   1613000 | PA      | $1618531.78   | 0.23%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                  | JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2431441.98   | 0.35%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                           | AT and T INC 1.65% 02/01/2028                                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2360779.33   | 0.34%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                          | BX TRUST 2019-XL A 1ML+85 10/15/2036 144A                           | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1586395 | PA      | $1558443.85   | 0.22%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                  | JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028                         | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3318000 | PA      | $3018070.92   | 0.43%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                           | DNB BANK ASA 1.605/VAR 03/30/2028 144A                              | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2250000 | PA      | $1913045.04   | 0.27%             | 2028-03-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY 3.737%/VAR 04/24/2024                                | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496547.27    | 0.07%             | 2024-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                        | BX TR 2021-ACNT 1ML+85 11/15/2026 144A                              | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95890.87     | 0.01%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025                   | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    393000 | PA      | $382572.33    | 0.05%             | 2025-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                   | PARKER-HANNIFIN CORP 3.65% 06/15/2024                               | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    440000 | PA      | $430110.97    | 0.06%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                          | FHLG 15YR 3% 03/01/2033#SB0181                                      | CUSIP: 3132CWFW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73296 | PA      | $70016.54     | 0.01%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                         | PNC FINANCIAL SERVICES GRP INC SOFR+ 12/02/2028                     | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1027564.94   | 0.15%             | 2028-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                | DEERE JOHN CAPITAL CORP 3.4% 06/06/2025                             | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    355000 | PA      | $346346.02    | 0.05%             | 2025-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | BOEING CO 1.95% 02/01/2024                                          | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    307000 | PA      | $295364.33    | 0.04%             | 2024-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | SOCIETE GENERALE FRANCE 2.226%/VAR 01/21/2026 144A                  | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2289231.73   | 0.33%             | 2026-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                         | CAPITAL ONE MULTI-ASST EXEC TR 2.8% 03/15/2027                      | CUSIP: 14041NFZ9<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    148000 | PA      | $141302.47    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                          | GOLDMAN SACHS GROUP INC (THE) 1.757%/VAR 01/24/2025                 | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476606.60    | 0.07%             | 2025-01-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | CROWN CASTLE INC 3.15% 07/15/2023                                   | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    399000 | PA      | $394394.21    | 0.06%             | 2023-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY 2.239%/VAR 07/21/2032                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2144611.70   | 0.30%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                             | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                        | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1605459.66   | 0.23%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                       | EXXON MOBIL CORP 2.992% 03/19/2025                                  | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203382.80    | 0.03%             | 2025-03-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 0.625% 07/31/2026                                         | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    223300 | PA      | $197821.12    | 0.03%             | 2026-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                             | CAPITAL ONE FINANCIAL CORP SOFR 1.343%/VAR 12/06/2024               | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $810996.65    | 0.12%             | 2024-12-06      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                            | MOODYS CORP 3.75% 03/24/2025                                        | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730828.17    | 0.10%             | 2025-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                   | DUKE ENERGY CORP NEW 4.3% 03/15/2028                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1292344.66   | 0.18%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                            | VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025                        | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1888181.92   | 0.27%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                         | AMERICAN EXPRESS CR ACC MST TR 0.9% 11/15/2026                      | CUSIP: 02582JJR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $92406.11     | 0.01%             | 2026-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                             | FNMA 15YR 2.5% 6/1/31#MA2675                                        | CUSIP: 31418B6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487474 | PA      | $461973.20    | 0.07%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                               | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                           | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438196.66    | 0.06%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                   | CREDIT SUISSE GRP AG 6.373%/VAR 07/15/2026 144A                     | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $278210.24    | 0.04%             | 2026-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY 0.79/VAR 05/30/2025                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $694938.19    | 0.10%             | 2025-05-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A                         | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $651447.30    | 0.09%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                          | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                 | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2400108.90   | 0.34%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 2.625% 04/15/2025                                         | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57349000 | PA      | $55256657.29  | 7.86%             | 2025-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | AIR LEASE CORP 2.25% 01/15/2023                                     | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174184.20    | 0.02%             | 2023-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                     | WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026                        | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $699235.44    | 0.10%             | 2026-02-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                         | PNC FINANCIAL SERVICES GRP INC 3.5% 01/23/2024                      | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196921.89    | 0.03%             | 2024-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                             | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                          | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437463.64    | 0.06%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UNITEDHEALTH GROUP INC 3.7% 05/15/2027                              | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    399000 | PA      | $386736.04    | 0.05%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                  | JPMORGAN CHASE and CO 0.697%/VAR 03/16/2024                         | CUSIP: 46647PBZ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492734.48    | 0.07%             | 2024-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                          | VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A                 | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    227000 | PA      | $220589.98    | 0.03%             | 2025-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                       | COMCAST CORP NEW 3.95% 10/15/2025                                   | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    725000 | PA      | $712578.57    | 0.10%             | 2025-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY 2.188%/VAR 04/28/2026                                | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697642.99    | 0.10%             | 2026-04-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                               | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 144A                      | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2762000 | PA      | $2585386.17   | 0.37%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH            | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 2.875% 04/12/2023          | CUSIP: 63254AAY4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    468000 | PA      | $464953.32    | 0.07%             | 2023-04-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC               | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A         | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438464.59    | 0.06%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY 3.591/VAR 07/22/2028                                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $969174.92    | 0.14%             | 2028-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 0.75% 03/31/2026                                          | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28048900 | PA      | $25223192.39  | 3.59%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX9 COML MTG TR                             | CSAIL 2017-CX9 A2 3.0538% 09/15/2050                                | CUSIP: 12595FAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29384 | PA      | $29319.32     | 0.00%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                          | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2286547.28   | 0.33%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A                  | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $824109.55    | 0.12%             | 2028-01-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                         | AMERICAN EXPRESS CR ACC MST TR 3.39% 05/15/2027                     | CUSIP: 02582JJT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $579335.46    | 0.08%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026                    | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443859.18    | 0.06%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 2.75% 08/15/2032                                          | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7291700 | PA      | $6753937.13   | 0.96%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                      | EVERSOURCE ENERGY 0.8% 08/15/2025                                   | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38341.90     | 0.01%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                         | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    750000 | PA      | $656422.23    | 0.09%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                   | CREDIT SUISSE GRP AG SOFR 1.305%/VAR 02/02/2027 144A                | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1300000 | PA      | $1022294.00   | 0.15%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                      | KEYBANK NATL ASSN 4.15% 08/08/2025                                  | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244607.83    | 0.03%             | 2025-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | CITIGROUP INC 1.122%/VAR 01/28/2027                                 | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2616863.31   | 0.37%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BA CR CARD TR                                          | BA CR CARD TR 3.53% 11/15/2027                                      | CUSIP: 05522RDE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2624000 | PA      | $2540224.60   | 0.36%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                     | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                        | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3288000 | PA      | $3054210.21   | 0.43%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORPORATION 3.004%/VAR 12/20/2023                   | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499414.36    | 0.07%             | 2023-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | TRUIST BANK 3% 02/02/2023                                           | CUSIP: 86787EAV9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498348.47    | 0.07%             | 2023-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                     | RGA GLOBAL FUNDING 2% 11/30/2026 144A                               | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26615.92     | 0.00%             | 2026-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC32                               | GS MTG SECS TR 2015-GC32 AAB 3.513% 07/10/2048                      | CUSIP: 36250PAE5<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |    318761 | PA      | $308840.55    | 0.04%             | 2048-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                               | HUNTINGTON NATL BK COLUMBUS OH 5.699%/VAR 11/18/2025                | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1492389.36   | 0.21%             | 2025-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C2 COML MTG TR                              | CSAIL 2015-C2 COML MTG TR 3.2241% 06/15/2057                        | CUSIP: 12634NAU2<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    585260 | PA      | $569090.55    | 0.08%             | 2057-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C50                       | WELLS FARGO COML MTG TR 2019-C50 3.635% 05/15/2052                  | CUSIP: 95001XAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $940234.70    | 0.13%             | 2052-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                     | MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027                     | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1123610.23   | 0.16%             | 2027-10-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13508.35     | 0.00%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                          | FHLG 20YR 3% 10/01/2035#K93321                                      | CUSIP: 3132LPSJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110129 | PA      | $104360.00    | 0.01%             | 2035-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                  | JPMORGAN CHASE and CO 0.824/VAR 06/01/2025                          | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58589.40     | 0.01%             | 2025-06-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                               | MASSMUTUAL GLOBAL FDG II 4.15% 08/26/2025 144A                      | CUSIP: 57629WDK3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    463000 | PA      | $454468.36    | 0.06%             | 2025-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY 4.679%/VAR 07/17/2026                                | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1821043.57   | 0.26%             | 2026-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 2.875% 04/30/2029                                         | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19656500 | PA      | $18627605.08  | 2.65%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                         | CAPITAL ONE MULTI-ASST EXEC TR 1.04% 11/15/2026                     | CUSIP: 14041NFY2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |     97000 | PA      | $89863.06     | 0.01%             | 2026-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                         | WALT DISNEY CO 1.75% 01/13/2026                                     | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    306000 | PA      | $281353.74    | 0.04%             | 2026-01-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                             | FNMA 20YR 3% 12/01/2036#MA2832                                      | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383007 | PA      | $362022.35    | 0.05%             | 2036-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP 1.734%/VAR 07/22/2027                          | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438112.50    | 0.06%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NT TR                          | DISCOVER CARD EXECUTION NT TR 0.58% 09/15/2026                      | CUSIP: 254683CP8<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $74122.02     | 0.01%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 1.231% 12/15/2023         | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15405.44     | 0.00%             | 2023-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                   | CREDIT SUISSE GRP AG 3.091%/VAR 05/14/2032 144A                     | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $170315.67    | 0.02%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2021-A                           | FORD CREDIT AUTO OWNER TRUST 2021-A A3 0.3% 08/15/2025              | CUSIP: 34532NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    407967 | PA      | $395503.12    | 0.06%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                       | SOUTHERN COMPANY 3.25% 07/01/2026                                   | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474861.36    | 0.07%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                             | FNMA 20YR 3% 05/01/2035#BM5385                                      | CUSIP: 3140J96X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1667492 | PA      | $1581343.19   | 0.22%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                               | COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 144A                       | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    508000 | PA      | $486470.70    | 0.07%             | 2025-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                         | MAGALLANES INC 4.054% 03/15/2029 144A                               | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5254.38      | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032                   | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2230888.44   | 0.32%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 0.125% 08/15/2023                                         | CUSIP: 91282CAF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59733800 | PA      | $57818118.52  | 8.22%             | 2023-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026                          | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2906061.10   | 0.41%             | 2026-07-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                           | NISOURCE INC 0.95% 08/15/2025                                       | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1352577.74   | 0.19%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC HOLDINGS PLC 1.589%/VAR 05/24/2027                             | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $471242.11    | 0.07%             | 2027-05-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | AIR LEASE CORP 2.2% 01/15/2027                                      | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2207400.61   | 0.31%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                   | BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026                          | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $691510.96    | 0.10%             | 2026-05-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                              | NATWEST GRP PLC(UNGTD) 1.642/VAR 06/14/2027                         | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $2825240.25   | 0.40%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 3.5% 09/15/2025                                           | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21279200 | PA      | $20936737.88  | 2.98%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                             | MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027                          | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2050000 | PA      | $1773340.10   | 0.25%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                             | MIZUHO FINL GROUP INC T1Y 2.651%/VAR 05/22/2026                     | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $463270.37    | 0.07%             | 2026-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORPORATION 2.551%/VAR 02/04/2028                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    850000 | PA      | $760417.63    | 0.11%             | 2028-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                 | CONOCOPHILLIPS CO 2.4% 03/07/2025                                   | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28518.79     | 0.00%             | 2025-03-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                                | MERCEDES BENZ RETAIL SA 0.75% 03/01/2024 144A                       | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473276.67    | 0.07%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                    | FIFTH THIRD BANCORP 3.65% 01/25/2024                                | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165366.17    | 0.02%             | 2024-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-LGCY                                        | BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A                       | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17000 | PA      | $16925.44     | 0.00%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NT TR                          | DISCOVER CARD EXECUTION NT TR 1.96% 02/15/2027                      | CUSIP: 254683CR4<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |     49000 | PA      | $46114.34     | 0.01%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAP AMER 1% 09/17/2024 144A                                 | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67960.82     | 0.01%             | 2024-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MSCCG TR 2018-SELF                                     | MSCCG TR 2018-SELF 1ML+90 10/15/2037 144A                           | CUSIP: 55358PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1919130 | PA      | $1869717.79   | 0.27%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                              | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2827000 | PA      | $2727995.18   | 0.39%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025                             | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $2179101.22   | 0.31%             | 2025-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                    | SUMITOMO MITSUI FINL GRP INC 2.696% 07/16/2024                      | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $478976.01    | 0.07%             | 2024-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                     | WELLS FARGO and CO NEW 1.654%/VAR 06/02/2024                        | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736440.69    | 0.10%             | 2024-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                             | VERIZON COMMUNICATIONS INC 3% 03/22/2027                            | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73147.25     | 0.01%             | 2027-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMCC COML MTG SECS TR 2019-COR4                       | JPMCC COML MTG SECS TR 2019-COR4 3.9381% 03/10/2052                 | CUSIP: 48128YAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $950420.00    | 0.14%             | 2052-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                              | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A                      | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $17729.52     | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                                | MERCEDES BENZ RETAIL SA 1.45% 03/02/2026 144A                       | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2234238.63   | 0.32%             | 2026-03-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                          | INTERCONTINENTAL EXCHANGE INC 4.35% 06/15/2029                      | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2464038.75   | 0.35%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                               | GENERAL MTRS FINL CO INC 2.35% 02/26/2027                           | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2641818.51   | 0.38%             | 2027-02-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                         | BANK 2017-BNK9 3.47% 11/15/2054                                     | CUSIP: 06540RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3308000 | PA      | $3156769.16   | 0.45%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | AIR LEASE CORP 3.25% 03/01/2025                                     | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91947.75     | 0.01%             | 2025-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                 | ROPER TECHNOLOGIES INC 1% 09/15/2025                                | CUSIP: 776743AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $1867393.47   | 0.27%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 3.125% 08/15/2025                                         | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66297000 | PA      | $64580011.12  | 9.18%             | 2025-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT CAPITAL CORP 4.7% 04/02/2027                                    | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    801000 | PA      | $772300.95    | 0.11%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                 | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A     | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $734540.27    | 0.10%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                    | SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026                      | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $652153.54    | 0.09%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                          | VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A                 | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193551.51    | 0.03%             | 2027-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BA CR CARD TR                                          | BA CR CARD TR 5% 04/17/2028                                         | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1294000 | PA      | $1295544.78   | 0.18%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                          | SEMPRA ENERGY 3.3% 04/01/2025                                       | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27011.92     | 0.00%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                       | COMCAST CORP NEW 2.35% 01/15/2027                                   | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458496.43    | 0.07%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                             | FNMA 15YR 3% 08/01/2032#MA3090                                      | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788397 | PA      | $753119.56    | 0.11%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                   | CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A                     | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2500000 | PA      | $2214721.85   | 0.31%             | 2025-09-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                  | JPMORGAN CHASE and CO 2.083/VAR 04/22/2026                          | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464506.84    | 0.07%             | 2026-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORPORATION 4.827%/VAR 07/22/2026                   | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2467360.43   | 0.35%             | 2026-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                     | MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024                    | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $721006.62    | 0.10%             | 2024-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 2.5% 03/31/2027                                           | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    678700 | PA      | $640920.80    | 0.09%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                           | BX 2021-BXMF 1ML+64 10/15/2026 144A                                 | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94874.69     | 0.01%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                     | CD MTG TR 2017-CD5 AAB 3.22% 08/15/2050                             | CUSIP: 12515HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655290 | PA      | $618046.50    | 0.09%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | ENERGY TRANSFER LP 4.2% 09/15/2023                                  | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72466.84     | 0.01%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                               | GENERAL MTRS FINL CO INC 1.05% 03/08/2024                           | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17027.87     | 0.00%             | 2024-03-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                             | CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026               | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2701000 | PA      | $2677414.27   | 0.38%             | 2026-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                           | HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024                      | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430940.47    | 0.06%             | 2024-08-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC HOLDINGS PLC 3.95%/VAR 5/18/2024                               | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $741212.93    | 0.11%             | 2024-05-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST 3.72% 07/20/2027                               | CUSIP: 92348KAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    277000 | PA      | $271775.92    | 0.04%             | 2027-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                | ASTRAZENECA FINANCE LLC 0.7% 05/28/2024                             | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56487.25     | 0.01%             | 2024-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                     | CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025                      | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $481526.98    | 0.07%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A                         | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    573000 | PA      | $494142.73    | 0.07%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | BOEING CO 5.04% 05/01/2027                                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495148.81    | 0.07%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                         | CSMC 2019-ICE4 1ML+98.535 05/15/2036 144A                           | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $3079717.06   | 0.44%             | 2036-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                      | CHASE ISSUANCE TR 3.97% 09/15/2027                                  | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $547618.62    | 0.08%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                             | FNMA 15YR 2.5% 11/01/2036#FS1970                                    | CUSIP: 3140XHFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925663 | PA      | $859015.59    | 0.12%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028                    | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3676055.06   | 0.52%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | ENBRIDGE INC 2.5% 02/14/2025                                        | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11354.54     | 0.00%             | 2025-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                          | VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A                 | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895359.03    | 0.13%             | 2025-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                    | CONSTELLATION ENERGY GENERATION LLC 3.25% 06/01/2025                | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    178000 | PA      | $170883.36    | 0.02%             | 2025-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                   | BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027                          | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1118149.24   | 0.16%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                         | AMERICAN EXPRESS CR ACC MST TR 3.75% 08/15/2027                     | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3570000 | PA      | $3470449.48   | 0.49%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                  | JPMORGAN CHASE and CO 3.54% 05/01/2028                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325168.89    | 0.05%             | 2028-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                        | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    773000 | PA      | $670814.30    | 0.10%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-C27                       | WELLS FARGO COML MTG TR 15-C27 ASB 3.278% 02/15/2048                | CUSIP: 94989DAX7<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |    329085 | PA      | $319031.97    | 0.05%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING 1.716% 01/07/2025 144A                        | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    600000 | PA      | $555695.64    | 0.08%             | 2025-01-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | ENBRIDGE INC 2.15% 02/16/2024                                       | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11571.51     | 0.00%             | 2024-02-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                           | Fidelity Cash Central Fund                                          | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   6989987 | NS      | $6991384.63   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                  | JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028                         | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3671626.61   | 0.52%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                  | BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+71.21 10/15/2036 144A     | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95425.75     | 0.01%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                         | CAPITAL ONE MULTI-ASST EXEC TR 4.95% 10/15/2027                     | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   1603000 | PA      | $1608233.96   | 0.23%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                             | FNMA 20YR 3% 03/01/2036#BM5018                                      | CUSIP: 3140J9SG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2200437 | PA      | $2083315.22   | 0.30%             | 2036-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                          | INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028                      | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118639.03    | 0.02%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                      | SREIT TR 2021-MFP 1ML+73.08 11/15/2038 144A                         | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $191102.94    | 0.03%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                            | EXELON CORP 2.75% 03/15/2027 144A                                   | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $927268.52    | 0.13%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                          | BAT INTL FINANCE PLC 1.668% 03/25/2026                              | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2437679.26   | 0.35%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                              | ROYAL BK SCOTLND GRP PLC(UNGTD 3ML+176.2 03/22/2025                 | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194606.58    | 0.03%             | 2025-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NT TR                          | DISCOVER CARD EXECUTION NT TR 3.32% 05/15/2027                      | CUSIP: 254683CS2<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    540000 | PA      | $521133.86    | 0.07%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                     | MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025                    | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $695559.42    | 0.10%             | 2025-07-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                          | INTERCONTINENTAL EXCHANGE INC 3.65% 05/23/2025                      | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    314000 | PA      | $307789.87    | 0.04%             | 2025-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP 4.5% 07/15/2023                                             | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347890.83    | 0.05%             | 2023-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC28                               | GS MTG SECS TR 2015-GC28 AAB 3.206% 02/10/2048                      | CUSIP: 36251FAX4<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |     97969 | PA      | $95193.54     | 0.01%             | 2048-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                             | MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024                         | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $480338.06    | 0.07%             | 2024-09-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 4.125% 10/31/2027                                         | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50177900 | PA      | $50816884.45  | 7.22%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                     | CANADIAN IMPERIAL BK OF COMM 3.45% 04/07/2027                       | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1083192.82   | 0.15%             | 2027-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                            | PHILLIPS 66 3.7% 04/06/2023                                         | CUSIP: 718546AU8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117713.10    | 0.02%             | 2023-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                             | FNMA 15YR 3% 02/01/2033#BM5464                                      | CUSIP: 3140JACA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558822 | PA      | $534341.51    | 0.08%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                            | CANADIAN PAC RY CO 1.75% 12/02/2026                                 | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1517000 | PA      | $1355686.82   | 0.19%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                          | INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027                         | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1940921.20   | 0.28%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | AMERICAN EXPRESS CO 2.55% 03/04/2027                                | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49045.41     | 0.01%             | 2027-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                      | TOYOTA MOTOR CORP 3.419% 07/20/2023                                 | CUSIP: 892331AC3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $352058.72    | 0.05%             | 2023-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                           | BANQUE FED CRED MUTUEL PARIS 4.524% 07/13/2025 144A                 | CUSIP: 06675DCD2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    449000 | PA      | $441774.35    | 0.06%             | 2025-07-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                        | PHILIP MORRIS INTL INC 1.5% 05/01/2025                              | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $693811.55    | 0.10%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | CITIGROUP INC 3.070%/VAR 02/24/28                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2725916.79   | 0.39%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                | KEYCORP 3.878%/VAR 05/23/2025                                       | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    177000 | PA      | $173550.17    | 0.02%             | 2025-05-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                          | FHLG 15YR 3% 07/32#G18652                                           | CUSIP: 3128MMWN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546098 | PA      | $522115.41    | 0.07%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 1.75% 03/15/2025                                          | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82950100 | PA      | $78471590.92  | 11.16%            | 2025-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR     | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    700000 | PA      | $615506.78    | 0.09%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 2.75% 04/30/2027                                          | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16773900 | PA      | $16003348.97  | 2.28%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                           | AT and T INC 4.3% 02/15/2030                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237524.11    | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                     | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A   | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $431615.60    | 0.06%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS HEALTH CORP 4.3% 03/25/2028                                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106932.76    | 0.02%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                    | SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025                      | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2279164.55   | 0.32%             | 2025-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                           | DNB BANK ASA .856/VAR 09/30/2025 144A                               | CUSIP: 25601B2A2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2294317.78   | 0.33%             | 2025-09-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                             | RAYTHEON TECHNOLOGIES CORP 3.95% 08/16/2025                         | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    116000 | PA      | $114074.84    | 0.02%             | 2025-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                             | CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027                    | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2950425.55   | 0.42%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                             | FNMA 15YR 3% 02/01/2033#BM5108                                      | CUSIP: 3140J9VA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93722 | PA      | $89528.76     | 0.01%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                   | PARKER-HANNIFIN CORP 4.25% 09/15/2027                               | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    217000 | PA      | $210452.28    | 0.03%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | AMERICAN EXPRESS CO 2.25% 03/04/2025                                | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33063.70     | 0.00%             | 2025-03-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | HUMANA INC 3.7% 03/23/2029                                          | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2302179.48   | 0.33%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | CITIGROUP INC 4.4% 06/10/2025                                       | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245868.41    | 0.03%             | 2025-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2021-1 OWNER TR                 | HONDA AUTO RECEIVABLES 2021-1 A3 OWNER TR A3 0.27% 04/21/2025       | CUSIP: 43813GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    622427 | PA      | $602121.73    | 0.09%             | 2025-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                         | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2756498.15   | 0.39%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 2.75% 07/31/2027                                          | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $476406.25    | 0.07%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | CITIGROUP INC 3.106%/VAR 04/08/2026                                 | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1043381.30   | 0.15%             | 2026-04-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021                      | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A  | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93383 | PA      | $89582.35     | 0.01%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP 1.75% 03/01/2026                                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1785233.80   | 0.25%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                 | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                             | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    750000 | PA      | $581972.49    | 0.08%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027                       | CUSIP: 92348KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59000 | PA      | $55036.11     | 0.01%             | 2027-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                         | VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032                      | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408470.49    | 0.06%             | 2032-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                   | BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026                          | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2458501.48   | 0.35%             | 2026-08-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                    | DOLLAR GEN CORP NEW 4.625% 11/01/2027                               | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2386636.56   | 0.34%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A             | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3050000 | PA      | $2641769.88   | 0.38%             | 2027-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                         | HOME DEPOT INC 2.875% 04/15/2027                                    | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $1902845.49   | 0.27%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A        | CUSIP: 29449WAK3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461563.31    | 0.07%             | 2024-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP 4% 03/15/2028                                               | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    760000 | PA      | $711452.76    | 0.10%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027                             | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1120535.03   | 0.16%             | 2027-11-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORPORATION 2.456%/VAR 10/22/2025                   | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470454.56    | 0.07%             | 2025-10-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 4.125% 09/30/2027                                         | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7162000 | PA      | $7249286.88   | 1.03%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST 2021-1 A 0.99% 04/20/2028                      | CUSIP: 92348KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $83350.35     | 0.01%             | 2028-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 2.25% 04/30/2024                                          | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     49000 | PA      | $47413.24     | 0.01%             | 2024-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2019-REV1                        | FORD CR AUTO OWNER TR 2019-1 A 3.52% 07/15/2030 144A                | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $312378.21    | 0.04%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NT TR                          | DISCOVER CARD EXECUTION NT TR 3.56% 07/15/2027                      | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   2540000 | PA      | $2435470.87   | 0.35%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BA CR CARD TR                                          | BA CR CARD TR 0.44% 09/15/2026                                      | CUSIP: 05522RDD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $74975.04     | 0.01%             | 2026-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                              | UST NOTES 2.5% 04/30/2024                                           | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63081900 | PA      | $61263367.42  | 8.71%             | 2024-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                         | MAGALLANES INC 3.755% 03/15/2027 144A                               | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911282.82    | 0.13%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                       | AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025                      | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    383000 | PA      | $361636.82    | 0.05%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2014-C20                             | WFRBS COML MTG TR 2014-C20 ASB 3.638% 05/15/2047                    | CUSIP: 92890FAV8<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    571456 | PA      | $562387.52    | 0.08%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                  | JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2673474.25   | 0.38%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                | ALABAMA POWER CO 3.05% 03/15/2032                                   | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2198405.31   | 0.31%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS GROUP AG 4.703%/VAR 08/05/2027 144A                             | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2500000 | PA      | $2418159.83   | 0.34%             | 2027-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                     | WELLS FARGO and CO NEW 4.808%/VAR 07/25/2028                        | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1220839.80   | 0.17%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                           | AT and T INC 4.25% 03/01/2027                                       | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392694.56    | 0.06%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | CITIGROUP INC 4.14%/VAR 05/24/2025                                  | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2453603.68   | 0.35%             | 2025-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                         | CAPITAL ONE MULTI-ASST EXEC TR 3.49% 05/15/2027                     | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   5671000 | PA      | $5477756.14   | 0.78%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A        | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    799000 | PA      | $703132.75    | 0.10%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                              | TORONTO DOMINION BANK 2.8% 03/10/2027                               | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $58757.91     | 0.01%             | 2027-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                         | AMERICAN EXPRESS CR ACC MST TR 4.95% 10/15/2027                     | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1122000 | PA      | $1126386.91   | 0.16%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2016-GS2                                | GS MTG SECS TR 2016-GS2 2.922% 05/10/2049                           | CUSIP: 36252TAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692159 | PA      | $662568.04    | 0.09%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                     | S and P GLOBAL INC 2.45% 03/01/2027 144A                            | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2587708.70   | 0.37%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                     | WELLS FARGO and CO NEW 2.188/VAR 04/30/2026                         | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2492411.90   | 0.35%             | 2026-04-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                         | CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025                        | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $294004.29    | 0.04%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer