# EDGAR Filing Document

**Accession Number:** 0000803013
**File Stem:** 0001752724-25-176683
**Filing Date:** 2025-7
**Character Count:** 186059
**Document Hash:** 3628a07a56f18944b6208f517287d23d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176683.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176683

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY GARRISON STREET TRUST
- **CENTRAL INDEX KEY:** 0000803013

**ORGANIZATION NAME:**
- **EIN:** 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:** 251146271

**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 Fund (Series ID: S000071949)

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Education Fund**

**May 31, 2025**

EDI-NPRT3-0725

1.9901560.104 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 8.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 8.9%  |  |  |
| Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028  | 321000 | 322725 |
| American Express Credit Account Master Trust Series 2024-1 Class A, 5.23% 4/15/2029  | 1700000 | 1728672 |
| Bank of America Credit Card Master Trust Series 2023-A2 Class A2, 4.98% 11/15/2028  | 3529000 | 3561353 |
| BofA Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (b) | 126000 | 127236 |
| Capital One Prime Auto Receivables Trust 2023-2 Series 2023-2 Class A3, 5.82% 6/15/2028  | 1612000 | 1631686 |
| Capital One Prime Auto Receivables Trust Series 2024-1 Class A3, 4.62% 7/16/2029  | 1280000 | 1284574 |
| CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028  | 321000 | 325541 |
| CarMax Auto Owner Trust Series 2024-1 Class A3, 4.92% 10/16/2028  | 757000 | 759760 |
| CarMax Auto Owner Trust Series 2024-2 Class A3, 5.5% 1/16/2029  | 232000 | 235043 |
| Chase Auto Owner Trust Series 2024-1A Class A3, 5.13% 5/25/2029 (b) | 300000 | 302120 |
| Chase Auto Owner Trust Series 2024-3A Class A3, 5.22% 7/25/2029 (b) | 1277000 | 1290572 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 2135000 | 2186678 |
| Chase Issuance Trust Series 2024-A1 Class A, 4.6% 1/16/2029 (c) | 1892000 | 1901080 |
| Citizens Auto Receivables Trust Series 2024-1 Class A3, 5.11% 4/17/2028 (b) | 764000 | 767544 |
| Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (b) | 374000 | 376405 |
| Citizens Auto Receivables Trust Series 2024-2 Class A4, 5.26% 4/15/2031 (b) | 2500000 | 2530744 |
| Daimler Trucks Retail Trust Series 2024-1 Class A3, 5.49% 12/15/2027  | 1091000 | 1098691 |
| Dell Equipment Finance Trust Series 2023-2 Class A3, 5.65% 1/22/2029 (b) | 417194 | 418773 |
| Dell Equipment Finance Trust Series 2023-3 Class A3, 5.93% 4/23/2029 (b) | 818488 | 822881 |
| Dell Equipment Finance Trust Series 2024-1 Class A3, 5.39% 3/22/2030 (b) | 507000 | 510923 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (b) | 146000 | 147650 |
| DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (b) | 105000 | 106463 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b) | 635000 | 639140 |
| Ford Credit Auto Owner Trust Series 2023-B Class A3, 5.23% 5/15/2028  | 1110853 | 1116247 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 710000 | 713779 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class A1, 5.29% 4/15/2029 (b) | 1637000 | 1660314 |
| Fordf Series 2025-1 Class A1, 4.63% 4/15/2030  | 1145000 | 1150054 |
| GM Financial Automobile Leasing Trust Series 2023-2 Class A3, 5.05% 7/20/2026  | 361616 | 361849 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-3 Class A3, 5.45% 6/16/2028  | 297877 | 299713 |
| Gm Financial Consumer Automobile Receivables Trust Series 2023-4 Class A3, 5.78% 8/16/2028  | 1324000 | 1339743 |
| GM Financial Leasing Trust Series 2023-3 Class A3, 5.38% 11/20/2026  | 103092 | 103297 |
| GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (b) | 1660000 | 1672697 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class A1, 5.13% 3/15/2029 (b) | 2000000 | 2021220 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (b) | 395000 | 397334 |
| Huntington Auto Trust Series 2024-1A Class A3, 5.23% 1/16/2029 (b) | 1943000 | 1957605 |
| Hyundai Auto Lease Securitization Trust Series 2024-B Class A3, 5.41% 5/17/2027 (b) | 581000 | 585676 |
| Hyundai Auto Receivables Trust Series 2023-B Class A3, 5.48% 4/17/2028  | 292346 | 294161 |
| Hyundai Auto Receivables Trust Series 2024-A Class A3, 4.99% 2/15/2029  | 334000 | 336451 |
| Mercedes-Benz Auto Lease Trust Series 2024-A Class A3, 5.32% 1/18/2028  | 370000 | 373893 |
| Mercedes-Benz Auto Lease Trust Series 2025-A Class A3, 4.61% 4/16/2029  | 1375000 | 1384325 |
| Nissan Auto Receivables Owner Trust Series 2023-B Class A3, 5.93% 3/15/2028  | 901000 | 908845 |
| Nissan Master Owner Tr Receivable Series 2024-B Class A, 5.05% 2/15/2029 (b) | 589000 | 592640 |
| Porsche Finl Auto Securitization Tr 2023-2 Series 2023-2A Class A3, 5.79% 1/22/2029 (b) | 591386 | 594899 |
| SBNA Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (b) | 331000 | 333750 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class A3, 4.95% 5/21/2029 (b) | 585000 | 586890 |
| SFS Auto Receivables Securitization Trust Series 2024-2A Class A3, 5.33% 11/20/2029 (b) | 189000 | 190996 |
| Tesla Electric Vehicle Trust Series 2023-1 Class A3, 5.38% 6/20/2028 (b) | 808000 | 814224 |
| Tesla Series 2024-A Class A3, 5.3% 6/21/2027 (b) | 740000 | 742244 |
| Toyota Auto Loan Extended Note Trust Series 2022-1A Class A, 3.82% 4/25/2035 (b) | 2500000 | 2469573 |
| Usaa Auto Owner Trust 2023-A Series 2023-A Class A3, 5.58% 5/15/2028 (b) | 607711 | 610887 |
| Verizon Master Trust Series 2023-4 Class A1A, 5.16% 6/20/2029  | 1806000 | 1818961 |
| Verizon Master Trust Series 2024-8 Class A1A, 4.62% 11/20/2030  | 1700000 | 1713847 |
| Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A3, 5.48% 12/20/2028  | 4151000 | 4208140 |
| Volkswagen Auto Loan Enhanced Trust Series 2023-1 Class A3, 5.02% 6/20/2028  | 823000 | 825536 |
| Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A3, 4.63% 7/20/2029  | 1720000 | 1732164 |
| Volvo Financial Equipment LLC Series 2024-1A Class A3, 4.29% 10/16/2028 (b) | 136000 | 135710 |
| Wells Fargo Card Issuance Trust Series 2024-A1 Class A, 4.94% 2/15/2029  | 1723000 | 1740431 |
| World Omni Auto Receivables Tr 2023-D Series 2023-D Class A3, 5.79% 2/15/2029  | 1089000 | 1101041 |
| World Omni Auto Receivables Tr Series 2024-A Class A3, 4.86% 3/15/2029  | 1962000 | 1970757 |
| World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028  | 181000 | 181613 |
| World Omni Auto Receivables Trust Series 2024-B Class A3, 5.27% 9/17/2029  | 863000 | 871318 |
| World Omni Automobile Lease Securitization Trust Series 2024-A Class A3, 5.26% 10/15/2027  | 753000 | 760128 |
| TOTAL UNITED STATES |  | 63749206 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $63,155,341) |  | <br> **63749206** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.5%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.5%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Fannie Mae Series 2022-28 Class A, 2.5% 2/25/2052  | 343229 | 322223 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class HP, 4.5% 12/25/2042  | 1977738 | 1975902 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048  | 1309332 | 1308120 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044  | 266061 | 262825 |
| TOTAL UNITED STATES |  | 3869070 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $3,823,319) |  | <br> **3869070** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.7%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.7%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.7%  |  |  |
| BANK Series 2017-BNK9 Class ASB, 3.47% 11/15/2054  | 1704019 | 1681308 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.1326% 10/15/2036 (b)(c)(d) | 100000 | 99563 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.3416% 2/15/2039 (b)(c)(d) | 52972 | 52872 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6215% 12/15/2039 (b)(c)(d) | 173477 | 173477 |
| BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 5.0794% 10/15/2026 (b)(c)(d) | 80803 | 80499 |
| CD Mortgage Trust Series 2017-CD5 Class AAB, 3.22% 8/15/2050  | 289151 | 285213 |
| DBGS Mortgage Trust Series 2018-C1 Class ASB, 4.302% 10/15/2051  | 2317167 | 2304297 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.1445% 11/15/2038 (b)(c)(d) | 769105 | 767182 |
| GS Mortgage Securities Trust Series 2016-GS2 Class AAB, 2.922% 5/10/2049  | 121037 | 120357 |
| GS Mortgage Securities Trust Series 2017-GS7 Class AAB, 3.203% 8/10/2050  | 1100019 | 1083437 |
| JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 Class ASB, 3.9381% 3/10/2052  | 701992 | 696266 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.624% 5/15/2039 (b)(c)(d) | 445000 | 431650 |
| Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class ASB, 2.624% 2/15/2053  | 1515187 | 1447123 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.174% 11/15/2038 (b)(c)(d) | 167768 | 167559 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.5716% 12/15/2039 (b)(c)(d) | 575000 | 574819 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C50 Class ASB, 3.635% 5/15/2052  | 799607 | 787044 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class ASB, 2.651% 2/15/2053  | 1507270 | 1445464 |
| TOTAL UNITED STATES |  | 12198130 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $11,907,623) |  | <br> **12198130** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 34.9%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 34.9%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 34.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Glencore Funding LLC 4.907% 4/1/2028 (b) | 449000 | 451137 |
| CANADA - 1.3%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Rogers Communications Inc 3.2% 3/15/2027  | 19000 | 18587 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Canadian Natural Resources Ltd 2.05% 7/15/2025  | 315000 | 313962 |
| Canadian Natural Resources Ltd 5% 12/15/2029 (b) | 538000 | 535874 |
| Enbridge Inc 5.25% 4/5/2027  | 848000 | 857927 |
| Enbridge Inc 5.3% 4/5/2029  | 708000 | 723647 |
| Enbridge Inc 5.9% 11/15/2026  | 720000 | 732127 |
|  |  | 3163537 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Canadian Imperial Bank of Commerce 3.45% 4/7/2027  | 1150000 | 1129880 |
| Canadian Imperial Bank of Commerce 3.945% 8/4/2025  | 495000 | 494314 |
| National Bank of Canada 4.5% 10/10/2029  | 1225000 | 1213018 |
| Toronto Dominion Bank 2.8% 3/10/2027  | 64000 | 62233 |
| Toronto Dominion Bank 4.783% 12/17/2029  | 1526000 | 1531913 |
|  |  | 4431358 |
| Industrials - 0.2% |  |  |
| Ground Transportation - 0.2% |  |  |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 1517000 | 1458311 |
| TOTAL CANADA |  | 9071793 |
| FRANCE - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Banque Federative du Credit Mutuel SA 4.524% 7/13/2025 (b) | 449000 | 448910 |
| BNP Paribas SA 1.323% 1/13/2027 (b)(c) | 750000 | 734381 |
| Societe Generale SA 2.797% 1/19/2028 (b)(c) | 950000 | 916940 |
| Societe Generale SA 5.5% 4/13/2029 (b)(c) | 463000 | 468599 |
| TOTAL FRANCE |  | 2568830 |
| GERMANY - 1.5%  |  |  |
| Consumer Discretionary - 0.8% |  |  |
| Automobiles - 0.8% |  |  |
| Mercedes-Benz Finance North America LLC 4.8% 8/1/2029 (b) | 1800000 | 1800181 |
| Volkswagen Group of America Finance LLC 4.35% 6/8/2027 (b) | 200000 | 197359 |
| Volkswagen Group of America Finance LLC 4.95% 8/15/2029 (b) | 920000 | 912398 |
| Volkswagen Group of America Finance LLC 5.7% 9/12/2026 (b) | 2500000 | 2521475 |
|  |  | 5431413 |
| Financials - 0.5% |  |  |
| Capital Markets - 0.5% |  |  |
| Deutsche Bank AG/New York NY 2.129% 11/24/2026 (c) | 750000 | 739507 |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (c) | 3300000 | 3176635 |
|  |  | 3916142 |
| Industrials - 0.2% |  |  |
| Machinery - 0.2% |  |  |
| Daimler Truck Finance North America LLC 2% 12/14/2026 (b) | 500000 | 480860 |
| Daimler Truck Finance North America LLC 4.95% 1/13/2028 (b) | 605000 | 608631 |
| Daimler Truck Finance North America LLC 5.125% 9/25/2027 (b) | 578000 | 583697 |
|  |  | 1673188 |
| TOTAL GERMANY |  | 11020743 |
| IRELAND - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Consumer Finance - 0.5% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 700000 | 678436 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 1/15/2027  | 2500000 | 2549139 |
|  |  | 3227575 |
| Industrials - 0.0% |  |  |
| Transportation Infrastructure - 0.0% |  |  |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (b) | 268000 | 268048 |
| TOTAL IRELAND |  | 3495623 |
| JAPAN - 0.9%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Tobacco - 0.1% |  |  |
| Japan Tobacco Inc 4.892% 5/15/2028 (b) | 934000 | 942697 |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| Mitsubishi UFJ Financial Group Inc 1.64% 10/13/2027 (c) | 1300000 | 1248472 |
| Mizuho Financial Group Inc 1.234% 5/22/2027 (c) | 2050000 | 1984052 |
| Sumitomo Mitsui Financial Group Inc 1.474% 7/8/2025  | 2500000 | 2492391 |
|  |  | 5724915 |
| TOTAL JAPAN |  | 6667612 |
| NETHERLANDS - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Cooperatieve Rabobank UA 1.98% 12/15/2027 (b)(c) | 3050000 | 2926760 |
| ING Groep NV 5.335% 3/19/2030 (c) | 1031000 | 1050898 |
| TOTAL NETHERLANDS |  | 3977658 |
| NORWAY - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| DNB Bank ASA 1.605% 3/30/2028 (b)(c) | 2250000 | 2132321 |
| SWITZERLAND - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Capital Markets - 0.6% |  |  |
| UBS Group AG 1.305% 2/2/2027 (b)(c) | 1300000 | 1269926 |
| UBS Group AG 3.091% 5/14/2032 (b)(c) | 250000 | 223798 |
| UBS Group AG 4.703% 8/5/2027 (b)(c) | 2500000 | 2498113 |
| UBS Group AG 6.373% 7/15/2026 (b)(c) | 300000 | 300419 |
| TOTAL SWITZERLAND |  | 4292256 |
| UNITED KINGDOM - 3.5%  |  |  |
| Consumer Staples - 0.5% |  |  |
| Tobacco - 0.5% |  |  |
| BAT Capital Corp 4.7% 4/2/2027  | 801000 | 802631 |
| BAT International Finance PLC 1.668% 3/25/2026  | 2750000 | 2684850 |
|  |  | 3487481 |
| Financials - 2.9% |  |  |
| Banks - 2.9% |  |  |
| Barclays PLC 2.279% 11/24/2027 (c) | 1300000 | 1254447 |
| Barclays PLC 5.304% 8/9/2026 (c) | 2500000 | 2502224 |
| Barclays PLC 5.367% 2/25/2031 (c) | 1794000 | 1809516 |
| HSBC Holdings PLC 4.899% 3/3/2029 (c) | 1431000 | 1434253 |
| HSBC Holdings PLC 5.21% 8/11/2028 (c) | 2827000 | 2856160 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 2100000 | 2131197 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (c) | 414000 | 417726 |
| Lloyds Banking Group PLC 5.985% 8/7/2027 (c) | 901000 | 913572 |
| NatWest Group PLC 1.642% 6/14/2027 (c) | 3300000 | 3197472 |
| NatWest Group PLC 5.115% 5/23/2031 (c) | 2140000 | 2148316 |
| NatWest Markets PLC 5.416% 5/17/2027 (b) | 1800000 | 1832519 |
|  |  | 20497402 |
| Industrials - 0.1% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| BAE Systems PLC 5% 3/26/2027 (b) | 587000 | 591821 |
| BAE Systems PLC 5.125% 3/26/2029 (b) | 546000 | 556215 |
|  |  | 1148036 |
| TOTAL UNITED KINGDOM |  | 25132919 |
| UNITED STATES - 25.3%  |  |  |
| Communication Services - 1.1% |  |  |
| Diversified Telecommunication Services - 0.9% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 2750000 | 2559306 |
| AT&T Inc 4.25% 3/1/2027  | 400000 | 398813 |
| AT&T Inc 4.3% 2/15/2030  | 250000 | 247366 |
| AT&T Inc 4.7% 8/15/2030  | 922000 | 924905 |
| Verizon Communications Inc 2.1% 3/22/2028  | 500000 | 470289 |
| Verizon Communications Inc 2.355% 3/15/2032  | 2000000 | 1705728 |
| Verizon Communications Inc 3% 3/22/2027  | 78000 | 76116 |
|  |  | 6382523 |
| Media - 0.2% |  |  |
| Comcast Corp 2.35% 1/15/2027  | 500000 | 484365 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 1000000 | 969372 |
| Warnermedia Holdings Inc 4.054% 3/15/2029  | 6000 | 5587 |
|  |  | 1459324 |
| TOTAL COMMUNICATION SERVICES |  | 7841847 |
| Consumer Discretionary - 1.4% |  |  |
| Automobiles - 0.7% |  |  |
| General Motors Financial Co Inc 1.25% 1/8/2026  | 500000 | 488880 |
| General Motors Financial Co Inc 2.35% 2/26/2027  | 3000000 | 2870124 |
| Hyundai Capital America 4.3% 9/24/2027 (b) | 1700000 | 1677952 |
|  |  | 5036956 |
| Specialty Retail - 0.7% |  |  |
| Home Depot Inc/The 2.875% 4/15/2027  | 2028000 | 1981498 |
| Lowe's Cos Inc 4.4% 9/8/2025  | 2275000 | 2273983 |
| O'Reilly Automotive Inc 5.75% 11/20/2026  | 516000 | 524741 |
|  |  | 4780222 |
| TOTAL CONSUMER DISCRETIONARY |  | 9817178 |
| Consumer Staples - 1.1% |  |  |
| Consumer Staples Distribution & Retail - 0.7% |  |  |
| Dollar General Corp 4.625% 11/1/2027  | 2406000 | 2405810 |
| Mars Inc 4.45% 3/1/2027 (b) | 838000 | 838812 |
| Mars Inc 4.6% 3/1/2028 (b) | 1422000 | 1428619 |
| Mars Inc 4.8% 3/1/2030 (b) | 467000 | 469882 |
|  |  | 5143123 |
| Personal Care Products - 0.2% |  |  |
| Kenvue Inc 5.05% 3/22/2028  | 1262000 | 1293871 |
| Tobacco - 0.2% |  |  |
| Philip Morris International Inc 4.75% 2/12/2027  | 1503000 | 1514140 |
| TOTAL CONSUMER STAPLES |  | 7951134 |
| Energy - 0.6% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 2.061% 12/15/2026  | 15000 | 14461 |
| Oil, Gas & Consumable Fuels - 0.6% |  |  |
| MPLX LP 1.75% 3/1/2026  | 2000000 | 1954992 |
| MPLX LP 4% 3/15/2028  | 760000 | 749274 |
| ONEOK Inc 4.25% 9/24/2027  | 173000 | 171867 |
| ONEOK Inc 4.4% 10/15/2029  | 180000 | 177121 |
| Williams Cos Inc/The 4.8% 11/15/2029  | 914000 | 919092 |
|  |  | 3972346 |
| TOTAL ENERGY |  | 3986807 |
| Financials - 16.5% |  |  |
| Banks - 7.5% |  |  |
| Bank of America Corp 1.197% 10/24/2026 (c) | 500000 | 492956 |
| Bank of America Corp 1.734% 7/22/2027 (c) | 500000 | 483649 |
| Bank of America Corp 2.551% 2/4/2028 (c) | 850000 | 821551 |
| Bank of America Corp 2.651% 3/11/2032 (c) | 2750000 | 2434302 |
| Bank of America Corp 4.827% 7/22/2026 (c) | 2500000 | 2499714 |
| Bank of America Corp 4.948% 7/22/2028 (c) | 3750000 | 3773577 |
| Citibank NA 4.576% 5/29/2027  | 2140000 | 2143047 |
| Citigroup Inc 1.122% 1/28/2027 (c) | 3000000 | 2928692 |
| Citigroup Inc 3.07% 2/24/2028 (c) | 3000000 | 2919172 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (c) | 2261000 | 2257521 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (c) | 3080000 | 2957809 |
| JPMorgan Chase & Co 2.58% 4/22/2032 (c) | 3000000 | 2647928 |
| JPMorgan Chase & Co 2.947% 2/24/2028 (c) | 3318000 | 3229982 |
| JPMorgan Chase & Co 3.54% 5/1/2028 (c) | 350000 | 343595 |
| JPMorgan Chase & Co 4.851% 7/25/2028 (c) | 3750000 | 3768975 |
| JPMorgan Chase & Co 5.571% 4/22/2028 (c) | 1160000 | 1181203 |
| KeyBank NA/Cleveland OH 4.15% 8/8/2025  | 250000 | 249590 |
| Morgan Stanley Bank NA 5.016% 1/12/2029 (c) | 1020000 | 1030247 |
| PNC Financial Services Group Inc/The 5.354% 12/2/2028 (c) | 1020000 | 1038506 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (c) | 773000 | 742763 |
| Santander Holdings USA Inc 6.124% 5/31/2027 (c) | 590000 | 595265 |
| Truist Financial Corp 4.26% 7/28/2026 (c) | 2960000 | 2956614 |
| Truist Financial Corp 5.071% 5/20/2031 (c) | 1689000 | 1696520 |
| Wells Fargo & Co 3.526% 3/24/2028 (c) | 3288000 | 3224860 |
| Wells Fargo & Co 4.808% 7/25/2028 (c) | 1250000 | 1253433 |
| Wells Fargo & Co 4.9% 1/24/2028 (c) | 1336000 | 1340937 |
| Wells Fargo & Co 4.97% 4/23/2029 (c) | 1656000 | 1668325 |
| Wells Fargo & Co 5.244% 1/24/2031 (c) | 937000 | 950953 |
| Wells Fargo Bank NA 5.254% 12/11/2026  | 1800000 | 1822971 |
|  |  | 53454657 |
| Capital Markets - 5.1% |  |  |
| Athene Global Funding 1.73% 10/2/2026 (b) | 573000 | 550787 |
| Athene Global Funding 4.721% 10/8/2029 (b) | 1400000 | 1381612 |
| Athene Global Funding 5.38% 1/7/2030 (b) | 2000000 | 2026012 |
| Athene Global Funding 5.516% 3/25/2027 (b) | 2000000 | 2027735 |
| Athene Global Funding 5.583% 1/9/2029 (b) | 505000 | 515427 |
| Bank of New York Mellon/The 4.729% 4/20/2029 (c) | 659000 | 664675 |
| GA Global Funding Trust 5.4% 1/13/2030 (b) | 1173000 | 1192402 |
| Goldman Sachs Group Inc/The 2.64% 2/24/2028 (c) | 2563000 | 2475994 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (c) | 2500000 | 2491714 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (c) | 2000000 | 2010186 |
| HPS Corporate Lending Fund 5.3% 6/5/2027 (b) | 897000 | 894959 |
| Intercontinental Exchange Inc 3.75% 9/21/2028  | 125000 | 122319 |
| Intercontinental Exchange Inc 4% 9/15/2027  | 1981000 | 1963372 |
| Intercontinental Exchange Inc 4.35% 6/15/2029  | 2500000 | 2492586 |
| Morgan Stanley 2.239% 7/21/2032 (c) | 2750000 | 2341945 |
| Morgan Stanley 3.591% 7/22/2028 (c) | 1050000 | 1026594 |
| Morgan Stanley 4.679% 7/17/2026 (c) | 1842000 | 1841752 |
| Morgan Stanley 4.994% 4/12/2029 (c) | 1225000 | 1236471 |
| Morgan Stanley 5.042% 7/19/2030 (c) | 1800000 | 1817876 |
| Morgan Stanley 5.23% 1/15/2031 (c) | 1311000 | 1330368 |
| S&P Global Inc 2.45% 3/1/2027  | 2814000 | 2729564 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 1469000 | 1486345 |
| Sammons Financial Group Global Funding 5.1% 12/10/2029 (b) | 1232000 | 1247002 |
| State Street Corp 4.53% 2/20/2029 (c) | 1015000 | 1018049 |
|  |  | 36885746 |
| Consumer Finance - 0.9% |  |  |
| American Express Co 2.55% 3/4/2027  | 54000 | 52377 |
| American Express Co 5.085% 1/30/2031 (c) | 450000 | 456830 |
| Capital One Financial Corp 1.878% 11/2/2027 (c) | 3400000 | 3270125 |
| Capital One Financial Corp 4.985% 7/24/2026 (c) | 2701000 | 2700979 |
| Toyota Motor Credit Corp 4.55% 8/9/2029  | 240000 | 240521 |
|  |  | 6720832 |
| Financial Services - 0.5% |  |  |
| Corebridge Financial Inc 3.65% 4/5/2027  | 2762000 | 2718369 |
| Corebridge Global Funding 4.9% 1/7/2028 (b) | 820000 | 829704 |
|  |  | 3548073 |
| Insurance - 2.5% |  |  |
| Arthur J Gallagher & Co 4.6% 12/15/2027  | 1120000 | 1122593 |
| Equitable Financial Life Global Funding 1.4% 8/27/2027 (b) | 700000 | 651912 |
| Equitable Financial Life Global Funding 1.7% 11/12/2026 (b) | 799000 | 767653 |
| Equitable Financial Life Global Funding 4.6% 4/1/2027 (b) | 1220000 | 1219522 |
| Equitable Financial Life Global Funding 5% 3/27/2030 (b) | 886000 | 891419 |
| Jackson National Life Global Funding 4.6% 10/1/2029 (b) | 1897000 | 1876516 |
| Jackson National Life Global Funding 4.7% 6/5/2028 (b) | 1864000 | 1865850 |
| Jackson National Life Global Funding 5.35% 1/13/2030 (b) | 1004000 | 1024035 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (b) | 586000 | 595785 |
| MassMutual Global Funding II 4.85% 1/17/2029 (b) | 2100000 | 2122391 |
| MassMutual Global Funding II 5.1% 4/9/2027 (b) | 1834000 | 1858502 |
| Metropolitan Tower Global Funding 4% 10/1/2027 (b) | 606000 | 599816 |
| Pricoa Global Funding I 4.7% 5/28/2030 (b) | 2140000 | 2148125 |
| RGA Global Funding 2% 11/30/2026 (b) | 30000 | 28918 |
| RGA Global Funding 5.448% 5/24/2029 (b) | 1055000 | 1083070 |
| Western-Southern Global Funding 4.9% 5/1/2030 (b) | 203000 | 203569 |
|  |  | 18059676 |
| TOTAL FINANCIALS |  | 118668984 |
| Health Care - 0.7% |  |  |
| Biotechnology - 0.1% |  |  |
| Amgen Inc 5.15% 3/2/2028  | 378000 | 384911 |
| Health Care Providers & Services - 0.3% |  |  |
| CVS Health Corp 4.3% 3/25/2028  | 110000 | 108780 |
| Humana Inc 3.7% 3/23/2029  | 2500000 | 2401479 |
|  |  | 2510259 |
| Pharmaceuticals - 0.3% |  |  |
| Bristol-Myers Squibb Co 4.9% 2/22/2027  | 1158000 | 1171361 |
| Bristol-Myers Squibb Co 4.9% 2/22/2029  | 846000 | 861814 |
|  |  | 2033175 |
| TOTAL HEALTH CARE |  | 4928345 |
| Industrials - 1.1% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Boeing Co 5.04% 5/1/2027  | 500000 | 503004 |
| Boeing Co 6.259% 5/1/2027  | 150000 | 154179 |
| RTX Corp 3.95% 8/16/2025  | 116000 | 115762 |
| RTX Corp 5.75% 1/15/2029  | 366000 | 381484 |
|  |  | 1154429 |
| Machinery - 0.6% |  |  |
| Ingersoll Rand Inc 5.176% 6/15/2029  | 2100000 | 2141104 |
| Ingersoll Rand Inc 5.197% 6/15/2027  | 2100000 | 2126146 |
| Parker-Hannifin Corp 4.25% 9/15/2027  | 217000 | 216645 |
|  |  | 4483895 |
| Professional Services - 0.0% |  |  |
| Paychex Inc 5.1% 4/15/2030  | 61000 | 61791 |
| Trading Companies & Distributors - 0.3% |  |  |
| Air Lease Corp 2.2% 1/15/2027  | 2530000 | 2437330 |
| TOTAL INDUSTRIALS |  | 8137445 |
| Information Technology - 1.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Amphenol Corp 5.05% 4/5/2027  | 298000 | 302003 |
| Amphenol Corp 5.05% 4/5/2029  | 430000 | 439584 |
| Dell International LLC / EMC Corp 5% 4/1/2030  | 728000 | 731749 |
|  |  | 1473336 |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| Broadcom Inc 4.15% 2/15/2028  | 1488000 | 1480709 |
| Broadcom Inc 5.05% 7/12/2029  | 1365000 | 1389444 |
|  |  | 2870153 |
| Software - 0.5% |  |  |
| Roper Technologies Inc 1% 9/15/2025  | 2076000 | 2054297 |
| Roper Technologies Inc 1.75% 2/15/2031  | 750000 | 635689 |
| Roper Technologies Inc 4.5% 10/15/2029  | 603000 | 599991 |
|  |  | 3289977 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Hewlett Packard Enterprise Co 4.4% 9/25/2027  | 821000 | 819932 |
| TOTAL INFORMATION TECHNOLOGY |  | 8453398 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP 4.75% 5/15/2030 (b) | 271000 | 272567 |
| Utilities - 1.6% |  |  |
| Electric Utilities - 1.3% |  |  |
| Alabama Power Co 3.05% 3/15/2032  | 2526000 | 2268917 |
| Duke Energy Carolinas LLC 4.85% 3/15/2030  | 824000 | 837051 |
| Duke Energy Corp 4.3% 3/15/2028  | 1341000 | 1337603 |
| Eversource Energy 0.8% 8/15/2025  | 43000 | 42635 |
| Exelon Corp 2.75% 3/15/2027  | 1006000 | 976249 |
| Exelon Corp 5.15% 3/15/2029  | 381000 | 388120 |
| Georgia Power Co 4.65% 5/16/2028  | 948000 | 956751 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 332000 | 334544 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 355000 | 359055 |
| Southern Co/The 3.25% 7/1/2026  | 500000 | 494021 |
| Southern Co/The 5.5% 3/15/2029  | 900000 | 932147 |
| Virginia Electric and Power Co 2.4% 3/30/2032  | 500000 | 426382 |
|  |  | 9353475 |
| Multi-Utilities - 0.3% |  |  |
| DTE Energy Co 4.95% 7/1/2027  | 574000 | 578627 |
| DTE Energy Co 5.2% 4/1/2030  | 1072000 | 1090379 |
| Public Service Enterprise Group Inc 4.9% 3/15/2030  | 499000 | 502400 |
|  |  | 2171406 |
| TOTAL UTILITIES |  | 11524881 |
| TOTAL UNITED STATES |  | 181582586 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $248,189,482) |  | <br> **250393478** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.5%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.5%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.5%  |  |  |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2032  | 1615333 | 1509158 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028  | 101545 | 98896 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2032  | 954021 | 902531 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 101759 | 99866 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2029  | 263221 | 256853 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 283195 | 271736 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034  | 27576 | 26793 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 73072 | 70811 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2036  | 278141 | 260329 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 48040 | 46825 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 333687 | 322762 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 58078 | 56061 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 18784 | 18267 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2036  | 1582527 | 1494039 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2035  | 1178793 | 1114805 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034  | 56025 | 54521 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 479951 | 463549 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035  | 117924 | 114275 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2030  | 121901 | 120077 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2028  | 3570 | 3519 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2033  | 238956 | 234965 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 130322 | 128439 |
| Freddie Mac Gold Pool 2.5% 1/1/2028  | 92229 | 90565 |
| Freddie Mac Gold Pool 2.5% 3/1/2032  | 1465202 | 1401459 |
| Freddie Mac Gold Pool 3% 10/1/2035  | 80172 | 75856 |
| Freddie Mac Gold Pool 3% 12/1/2030  | 14185 | 13778 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 964804 | 931804 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 13101 | 12741 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 45450 | 43844 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 330857 | 319993 |
| TOTAL UNITED STATES |  | 10559117 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $10,584,099) |  | <br> **10559117** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 52.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 52.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 52.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 52.0%** |
|  | Yield (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 2.75% 8/15/2032  | 3.36 to 4.09 | 5035500 | 4587222 |
| US Treasury Notes 3.5% 9/30/2029  | 3.94 to 4.31 | 23255100 | 22855403 |
| US Treasury Notes 3.875% 11/30/2027  | 3.78 to 4.01 | 15500000 | 15498789 |
| US Treasury Notes 4% 1/31/2029  | 3.89 | 11212000 | 11246600 |
| US Treasury Notes 4% 2/15/2034  | 4.25 to 4.39 | 12372100 | 12088412 |
| US Treasury Notes 4% 2/29/2028  | 3.81 to 4.16 | 13182500 | 13225755 |
| US Treasury Notes 4% 3/31/2030  | 3.72 to 4.06 | 17909100 | 17939881 |
| US Treasury Notes 4.125% 10/31/2027  | 3.89 to 4.26 | 22561900 | 22684404 |
| US Treasury Notes 4.125% 3/31/2029  | 3.74 to 4.52 | 50769500 | 51150271 |
| US Treasury Notes 4.125% 7/31/2028  | 4.18 to 4.19 | 7000000 | 7052227 |
| US Treasury Notes 4.25% 2/28/2029  | 4.20 to 4.31 | 61000000 | 61717226 |
| US Treasury Notes 4.375% 11/30/2028  | 4.30 to 4.31 | 14000000 | 14216016 |
| US Treasury Notes 4.375% 5/15/2034  | 4.57 | 2027200 | 2032902 |
| US Treasury Notes 4.5% 4/15/2027  | 3.85 to 4.80 | 24854800 | 25104319 |
| US Treasury Notes 4.625% 2/15/2035  | 4.34 | 2751300 | 2802077 |
| US Treasury Notes 4.625% 4/30/2029  | 4.38 to 4.72 | 24600100 | 25223751 |
| US Treasury Notes 4.625% 4/30/2031  | 3.65 to 4.64 | 26100600 | 26848953 |
| US Treasury Notes 4.875% 10/31/2028  | 3.63 to 4.81 | 35695500 | 36804013 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $370,006,574) |  |  | **373078221** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.4%** | &nbsp;&nbsp;**Money Market Funds - 0.4%** | &nbsp;&nbsp;**Money Market Funds - 0.4%** | &nbsp;&nbsp;**Money Market Funds - 0.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (f)<br>(Cost $3,072,151)<br>| 4.32 | 3071538 | **3072152** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.9%**<br> (Cost $710,738,589)<br>| <br>**716919374** |
| **NET OTHER ASSETS (LIABILITIES) - 0.1%**  | **906435** |
| **NET ASSETS - 100.0%** | **717825809** |

---

**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 $83,734,710 or 11.7% 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) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(f) 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 ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 2063630 | 129382251 | 128373729 | 168496 | - | - | 3072152 | 3071538 | 0.0% |
| Total | 2063630 | 129382251 | 128373729 | 168496 | - | - | 3072152 |  |  |

---

Amounts in the dividend 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. U.S. Treasury Obligations and Non-Convertible Corporate Bonds 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. Asset-Backed Securities, Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - 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 Fund

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $721583315.54

**Total Liabilities:** $6455498.05

**Net Assets:** $715127817.49

**Cash Not Reported:** $644460.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6916.39541014 | **1-Year:** 78006.89755398 | **5-Year:** 113996.69433181 | **10-Year:** 13043.54681396 | **30-Year:** 0.08783691

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

- **3-Month:** 58.83226680 | **1-Year:** 202.08617280 | **5-Year:** 203.44898100 | **10-Year:** 0.18891780 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227568 | 0.49%                | 0.91%                | -0.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $208232.88               | $480915.01                                 |
| Month 2  | $143741.22               | $3643997.56                                |
| Month 3  | $22513.57                | $-4132598.08                               |

### 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        |   1100019 | PA      | $1083436.76   | 0.15%             | 2050-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                       | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027                              | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1091000 | PA      | $1098690.68   | 0.15%             | 2027-12-15      | Fixed         | 0.05%                 | 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      | $2273982.78   | 0.32%             | 2025-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | HYUNDAI CAP AMER 4.3% 09/24/2027 144A                                            | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1677951.71   | 0.23%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 10YR 1.5% 01/01/2032#                                                       | CUSIP: 3140XL7M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1615333 | PA      | $1509157.85   | 0.21%             | 2032-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                            | FHLG 15YR 3% 12/32#G18670                                                        | CUSIP: 3128MMW82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964804 | PA      | $931803.93    | 0.13%             | 2032-12-01      | Fixed         | 0.03%                 | 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      | $2257520.61   | 0.32%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINL AUTO SECURITIZATION TR 2023-2               | PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A                   | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591386 | PA      | $594899.26    | 0.08%             | 2029-01-22      | Fixed         | 0.06%                 | 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      | $651912.34    | 0.09%             | 2027-08-27      | Fixed         | 0.01%                 | 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      | $2647927.77   | 0.37%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2025-A                    | MERCEDES-BENZ AUTO LEASE TRUST 2025-A 4.61% 04/16/2029                           | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1375000 | PA      | $1384324.98   | 0.19%             | 2029-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                           | FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A                             | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   1637000 | PA      | $1660313.66   | 0.23%             | 2029-04-15      | Fixed         | 0.05%                 | 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      | $2559306.34   | 0.36%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.375% 11/30/2028                                                      | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14216015.66  | 1.99%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2023-A                             | USAA AUTO OWNER TRUST 2023-A 5.58% 05/15/2028 144A                               | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    607710 | PA      | $610887.49    | 0.09%             | 2028-05-15      | Fixed         | 0.06%                 | 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      | $3229982.25   | 0.45%             | 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      | $2132320.91   | 0.30%             | 2028-03-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                            | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010186.22   | 0.28%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                       | INGERSOLL RAND INC 5.176% 06/15/2029                                             | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2141103.41   | 0.30%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 24-1                        | DELL EQUIPMENT FINANCE TRUST 24-1 5.39% 03/22/2030 144A                          | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    507000 | PA      | $510923.22    | 0.07%             | 2030-03-22      | Fixed         | 0.05%                 | 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        |     45450 | PA      | $43844.20     | 0.01%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A             | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    581000 | PA      | $585675.71    | 0.08%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                           | PNC FINANCIAL SERVICES GRP INC 5.354%/VAR 12/02/2028                             | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1038506.45   | 0.15%             | 2028-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                    | WELLS FARGO BK NATL ASSN 5.254% 12/11/2026                                       | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1822971.02   | 0.25%             | 2026-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                            | FHLG 15YR 3% 02/01/2033#SB0621                                                   | CUSIP: 3132CWVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13101 | PA      | $12740.77     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                | BOEING CO 6.259% 05/01/2027                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154179.46    | 0.02%             | 2027-05-01      | Fixed         | 0.06%                 | 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      | $2341944.06   | 0.33%             | 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      | $1705727.54   | 0.24%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 08/01/2029 144A                     | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1800181.57   | 0.25%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                      | NATWEST MARKETS PLC 5.416% 05/17/2027 144A                                       | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1832519.23   | 0.26%             | 2027-05-17      | Fixed         | 0.05%                 | 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      | $1337602.98   | 0.19%             | 2028-03-15      | Fixed         | 0.04%                 | 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        |    283195 | PA      | $271735.64    | 0.04%             | 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      | $488880.01    | 0.07%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS GROUP AG 6.373%/VAR 07/15/2026 144A                                          | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $300418.81    | 0.04%             | 2026-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4% 02/15/2034                                                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12372100 | PA      | $12088411.58  | 1.69%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                       | HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029                              | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    334000 | PA      | $336450.59    | 0.05%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP PARIBAS 1.323%/VAR 01/13/2027 144A                                           | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $734380.64    | 0.10%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                      | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1247002.04   | 0.17%             | 2029-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | BARCLAYS PLC 5.367%/VAR 02/25/2031                                               | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1794000 | PA      | $1809515.91   | 0.25%             | 2031-02-25      | Variable      | 0.05%                 | 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      | $2491714.10   | 0.35%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3% 02/01/2035#                                                         | CUSIP: 3140XC4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18784 | PA      | $18267.64     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                   | ROPER TECHNOLOGIES INC 4.5% 10/15/2029                                           | CUSIP: 776696AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    603000 | PA      | $599990.81    | 0.08%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3% 02/01/2031#FS1234                                                   | CUSIP: 3140XGLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48040 | PA      | $46825.57     | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 24-3                              | CHASE AUTO OWNER TRUST 5.22% 07/25/2029 144A                                     | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1277000 | PA      | $1290571.96   | 0.18%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3.5% 02/01/2033#FM9794                                                 | CUSIP: 3140XD3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238956 | PA      | $234964.74    | 0.03%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.5% 04/15/2027                                                        | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33854800 | PA      | $34194670.37  | 4.78%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                 | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $574819.45    | 0.08%             | 2039-12-15      | Variable      | 0.06%                 | 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      | $470289.24    | 0.07%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                       | WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028                                       | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1340937.46   | 0.19%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                         | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                           | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    635000 | PA      | $639140.39    | 0.09%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4% 01/31/2029                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11212000 | PA      | $11246599.56  | 1.57%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.625% 02/15/2035                                                      | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2751300 | PA      | $2802077.17   | 0.39%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1             | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.62% 07/16/2029                    | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1280000 | PA      | $1284574.34   | 0.18%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                        | NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A                          | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    589000 | PA      | $592640.14    | 0.08%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2            | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A              | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189000 | PA      | $190996.09    | 0.03%             | 2029-11-20      | Fixed         | 0.05%                 | 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      | $480860.03    | 0.07%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                | AMGEN INC 5.15% 03/02/2028                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    378000 | PA      | $384911.34    | 0.05%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                          | FORDF 2025-1 A1 4.63% 04/15/2030                                                 | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1145000 | PA      | $1150054.14   | 0.16%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                               | HPS CORPORATE LENDING FUND 5.3% 06/05/2027 144A                                  | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    897000 | PA      | $894959.80    | 0.13%             | 2027-06-05      | Fixed         | 0.05%                 | 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      | $1026594.49   | 0.14%             | 2028-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                           | MORGAN STANLEY BK NA SALT LAKE 5.016%/VAR 01/12/2029                             | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1030247.41   | 0.14%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-A                    | WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029                           | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1962000 | PA      | $1970756.60   | 0.28%             | 2029-03-15      | Fixed         | 0.05%                 | 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      | $2475993.56   | 0.35%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                            | HEWLETT PACKARD ENTERPRISE CO 4.4% 09/25/2027                                    | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    821000 | PA      | $819932.38    | 0.11%             | 2027-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                         | GLENCORE FDG LLC 4.907% 04/01/2028 144A                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    449000 | PA      | $451136.52    | 0.06%             | 2028-04-01      | Fixed         | 0.05%                 | 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      | $916940.26    | 0.13%             | 2028-01-19      | Variable      | 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      | $492955.98    | 0.07%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                    | ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A                                     | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027734.72   | 0.28%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 2.75% 08/15/2032                                                       | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5035500 | PA      | $4587222.47   | 0.64%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1               | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.63% 07/20/2029                      | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1720000 | PA      | $1732164.01   | 0.24%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                           | CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028                                  | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    757000 | PA      | $759759.95    | 0.11%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                             | JACKSON NATL LIFE GLOBAL FDG 4.6% 10/01/2029 144A                                | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1876516.31   | 0.26%             | 2029-10-01      | Fixed         | 0.05%                 | 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      | $42634.62     | 0.01%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                 | TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A                                   | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    808000 | PA      | $814224.02    | 0.11%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                  | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 5% 03/27/2030 144A                       | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    886000 | PA      | $891418.91    | 0.12%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                 | RTX CORP 5.75% 01/15/2029                                                        | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    366000 | PA      | $381483.74    | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                          | WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A                             | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203568.70    | 0.03%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                           | CHEVRON PHIL CHEM LLC /CHEV LP 4.75% 05/15/2030 144A                             | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $272567.85    | 0.04%             | 2030-05-15      | Fixed         | 0.05%                 | 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      | $739507.40    | 0.10%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS GROUP AG 1.305%/VAR 02/02/2027 144A                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1300000 | PA      | $1269925.80   | 0.18%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                 | MET TOWER GLOBAL FUNDING 4% 10/01/2027 144A                                      | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    606000 | PA      | $599816.10    | 0.08%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2020-L4                          | Morgan Stanley Capital I Trust 2020-L4 ASB 2.624% 02/15/2053                     | CUSIP: 61770KAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515187 | PA      | $1447122.78   | 0.20%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                 | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A                  | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    578000 | PA      | $583696.54    | 0.08%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                   | CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A                     | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    764000 | PA      | $767543.97    | 0.11%             | 2028-04-17      | Fixed         | 0.05%                 | 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      | $249589.97    | 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      | $2928692.43   | 0.41%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                             | ENBRIDGE INC 5.3% 04/05/2029                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    708000 | PA      | $723647.32    | 0.10%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 4.994%/VAR 04/12/2029                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1236470.95   | 0.17%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST 5.16% 06/20/2029                                            | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1806000 | PA      | $1818960.58   | 0.25%             | 2029-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                  | BANK OF NEW YORK MELLON 4.729%/VAR 04/20/2029                                    | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    659000 | PA      | $664675.82    | 0.09%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2023-D                    | WORLD OMNI AUTO RECEIVABLES TR 2023-D 5.79% 02/15/2029                           | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1089000 | PA      | $1101041.40   | 0.15%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                 | AMPHENOL CORPORATION NEW 5.05% 04/05/2029                                        | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    430000 | PA      | $439583.67    | 0.06%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1               | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028                      | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    823000 | PA      | $825535.75    | 0.12%             | 2028-06-20      | Fixed         | 0.05%                 | 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      | $3224859.25   | 0.45%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD    | FEDERAL HOME LN MTG MLT CTF GT 4.5% 12/25/2042                                   | CUSIP: 3137H8AZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1977738 | PA      | $1975901.37   | 0.28%             | 2042-12-25      | Fixed         | 0.04%                 | 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      | $28918.65     | 0.00%             | 2026-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                         | GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A                           | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2021219.60   | 0.28%             | 2029-03-15      | Fixed         | 0.05%                 | 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        |    799607 | PA      | $787043.59    | 0.11%             | 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      | $1248472.17   | 0.17%             | 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      | $14461.34     | 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        |     80172 | PA      | $75855.62     | 0.01%             | 2035-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3% 12/01/2032#BM5109                                                   | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73072 | PA      | $70811.07     | 0.01%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                 | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2762000 | PA      | $2718369.32   | 0.38%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                            | FHLG 15YR 3% 12/01/2030#ZS8591                                                   | CUSIP: 3132A9RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14185 | PA      | $13777.54     | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                   | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                     | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    374000 | PA      | $376404.97    | 0.05%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3% 11/01/2034#FS1799                                                   | CUSIP: 3140XG7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27576 | PA      | $26793.61     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                             | ENBRIDGE INC 5.9% 11/15/2026                                                     | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $732126.82    | 0.10%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                          | BAE SYSTEMS PLC 5.125% 03/26/2029 144A                                           | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    546000 | PA      | $556214.99    | 0.08%             | 2029-03-26      | Fixed         | 0.05%                 | 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      | $1841752.25   | 0.26%             | 2026-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                | TORONTO DOMINION BANK 4.783% 12/17/2029                                          | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1526000 | PA      | $1531912.50   | 0.21%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                | HUNTINGTON AUTO TR 2024-1 5.23% 01/16/2029 144A                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1943000 | PA      | $1957605.34   | 0.27%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                            | CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A                              | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302119.68    | 0.04%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2               | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028                      | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4151000 | PA      | $4208138.52   | 0.59%             | 2028-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                | DUKE ENERGY CAROLINAS LLC 4.85% 03/15/2030                                       | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    824000 | PA      | $837051.17    | 0.12%             | 2030-03-15      | Fixed         | 0.05%                 | 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        |    278141 | PA      | $260328.54    | 0.04%             | 2036-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483648.69    | 0.07%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                   | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    414000 | PA      | $417726.49    | 0.06%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                  | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                     | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1192402.02   | 0.17%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                               | PINNACLE WEST CAPITAL CORP 4.9% 05/15/2028                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    332000 | PA      | $334544.38    | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                             | ENBRIDGE INC 5.25% 04/05/2027                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    848000 | PA      | $857926.87    | 0.12%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS GROUP AG 3.091%/VAR 05/14/2032 144A                                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $223798.33    | 0.03%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                        | CHASE ISSUANCE TR VAR 01/16/2029                                                 | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   1892000 | PA      | $1901079.71   | 0.27%             | 2029-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                 | AMPHENOL CORPORATION NEW 5.05% 04/05/2027                                        | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    298000 | PA      | $302002.89    | 0.04%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO CARD ISSUANCE TRUST                          | WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029                                 | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1723000 | PA      | $1740431.42   | 0.24%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 2.5% 01/01/2028#FS3867                                                 | CUSIP: 3140XKJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101759 | PA      | $99866.15     | 0.01%             | 2028-01-01      | Fixed         | 0.03%                 | 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      | $494021.33    | 0.07%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3        | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028               | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    297877 | PA      | $299713.38    | 0.04%             | 2028-06-16      | Fixed         | 0.05%                 | 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        |   1178793 | PA      | $1114804.50   | 0.16%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                 | TOYOTA MOTOR CREDIT CORP 4.55% 08/09/2029                                        | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240521.17    | 0.03%             | 2029-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                           | AMERICAN EXPRESS CR ACC MST TR 5.23% 04/15/2029                                  | CUSIP: 02582JKH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1728671.69   | 0.24%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                 | MASSMUTUAL GLOBAL FDG II 4.85% 01/17/2029 144A                                   | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2122390.64   | 0.30%             | 2029-01-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 2.5% 01/01/2029#                                                       | CUSIP: 3140XLYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263221 | PA      | $256852.91    | 0.04%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                               | FANNIE MAE 2.5% 02/25/2052                                                       | CUSIP: 3136BMM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    343229 | PA      | $322222.90    | 0.05%             | 2052-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                               | KENVUE INC 5.05% 03/22/2028                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1293871.49   | 0.18%             | 2028-03-22      | Fixed         | 0.05%                 | 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      | $2434302.17   | 0.34%             | 2032-03-11      | Variable      | 0.03%                 | 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      | $2956613.85   | 0.41%             | 2026-07-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 2% 02/01/2028#FS3865                                                   | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101545 | PA      | $98896.11     | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2020-C55                         | WELLS FARGO COML MTG TR 2020-C55 2.651% 02/15/2053                               | CUSIP: 95002EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |   1507270 | PA      | $1445463.94   | 0.20%             | 2053-02-15      | Fixed         | 0.03%                 | 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      | $2437330.40   | 0.34%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                 | MARS INC 4.45% 03/01/2027 144A                                                   | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    838000 | PA      | $838811.93    | 0.12%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                        | NATWEST GROUP PLC 1.642%/VAR 06/14/2027                                          | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3197471.64   | 0.45%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                       | S and P GLOBAL INC 2.45% 03/01/2027                                              | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2729564.07   | 0.38%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3.5% 12/01/2028#AV1907                                                 | CUSIP: 3138XDDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3570 | PA      | $3519.66      | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                               | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2050000 | PA      | $1984052.12   | 0.28%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-B                      | FORD CREDIT AUTO OWNER TRUST 2023-B 5.23% 05/15/2028                             | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1110853 | PA      | $1116246.66   | 0.16%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2          | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 5.82% 06/15/2028                 | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1612000 | PA      | $1631685.58   | 0.23%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                         | WILLIAMS COS INC 4.8% 11/15/2029                                                 | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    914000 | PA      | $919092.44    | 0.13%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                 | MASSMUTUAL GLOBAL FDG II 5.1% 04/09/2027 144A                                    | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1858502.68   | 0.26%             | 2027-04-09      | Fixed         | 0.05%                 | 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      | $821551.48    | 0.11%             | 2028-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                            | DTE ENERGY CO 5.2% 04/01/2030                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1090378.66   | 0.15%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3.5% 11/01/2030#AL7688                                                 | CUSIP: 3138EQRJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121901 | PA      | $120076.80    | 0.02%             | 2030-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                             | JACKSON NATL LIFE GLOBAL FDG 4.7% 06/05/2028 144A                                | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1865849.91   | 0.26%             | 2028-06-05      | Fixed         | 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      | $2856158.98   | 0.40%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                      | PUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/2030                                    | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    499000 | PA      | $502400.08    | 0.07%             | 2030-03-15      | Fixed         | 0.05%                 | 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      | $76116.82     | 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        |    701992 | PA      | $696265.92    | 0.10%             | 2052-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                            | FHLG 15YR 2.5% 01/01/2028#SB0799                                                 | CUSIP: 3132CW3G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92229 | PA      | $90565.42     | 0.01%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.375% 05/15/2034                                                      | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2027200 | PA      | $2032901.50   | 0.28%             | 2034-05-15      | Fixed         | 0.04%                 | 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      | $2492586.00   | 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      | $2870124.36   | 0.40%             | 2027-02-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                 | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                         | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173477 | PA      | $173477.09    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                  | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                     | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1219521.94   | 0.17%             | 2027-04-01      | Fixed         | 0.05%                 | 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        |   1704019 | PA      | $1681307.53   | 0.24%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 MTG TR                                      | DBGS 2018-C1 ASB MTG TR ASB 4.302% 10/15/2051                                    | CUSIP: 23307DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2317167 | PA      | $2304297.12   | 0.32%             | 2051-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                         | GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A                           | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1660000 | PA      | $1672696.84   | 0.23%             | 2028-06-15      | Fixed         | 0.05%                 | 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      | $2054296.19   | 0.29%             | 2025-09-15      | Fixed         | 0.01%                 | 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      | $802630.69    | 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 TSFR1M+81.548 1 11/15/2036 144A           | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769105 | PA      | $767182.02    | 0.11%             | 2038-11-15      | Variable      | 0.05%                 | 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      | $197358.62    | 0.03%             | 2027-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.625% 04/30/2029                                                      | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24600100 | PA      | $25223750.91  | 3.53%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                             | COMCAST CORP 2.35% 01/15/2027                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484364.93    | 0.07%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1431000 | PA      | $1434253.38   | 0.20%             | 2029-03-03      | Variable      | 0.05%                 | 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        |    479951 | PA      | $463549.01    | 0.06%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3.5% 09/01/2029#AL5878                                                 | CUSIP: 3138ENQ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130322 | PA      | $128439.17    | 0.02%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD    | FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044                                   | CUSIP: 3137H9AA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    266061 | PA      | $262825.16    | 0.04%             | 2044-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1 3.82% 04/25/2035 144A                | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2469572.75   | 0.35%             | 2035-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                            | FHLG 15YR 2.5% 03/01/2032#SB0878                                                 | CUSIP: 3132CW6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1465202 | PA      | $1401459.48   | 0.20%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                        | STATE STREET CORP 4.53%/VAR 02/20/2029                                           | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1018048.52   | 0.14%             | 2029-02-20      | Variable      | 0.05%                 | 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      | $2499714.20   | 0.35%             | 2026-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                             | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                       | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80803 | PA      | $80499.59     | 0.01%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                        | CHASE ISSUANCE TR 5.08% 09/15/2030                                               | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   2135000 | PA      | $2186678.32   | 0.31%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                      | DELL EQUIPMENT FINANCE TRUST 2023-3 A3 5.93% 04/23/2029 144A                     | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    818488 | PA      | $822880.85    | 0.12%             | 2029-04-23      | Fixed         | 0.06%                 | 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        |    289151 | PA      | $285212.60    | 0.04%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1            | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 4.95% 05/21/2029 144A              | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    585000 | PA      | $586889.61    | 0.08%             | 2029-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                               | CAPITAL ONE FINANCIAL CORP 4.985%/VAR 07/24/2026                                 | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2701000 | PA      | $2700978.85   | 0.38%             | 2026-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                             | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                               | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    586000 | PA      | $595784.77    | 0.08%             | 2027-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                             | ING GROEP NV 5.335%/VAR 03/19/2030                                               | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1031000 | PA      | $1050898.24   | 0.15%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                              | CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029                                      | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232000 | PA      | $235043.12    | 0.03%             | 2029-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.042%/VAR 07/19/2030                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1817876.23   | 0.25%             | 2030-07-19      | Variable      | 0.05%                 | 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      | $494313.83    | 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      | $550786.86    | 0.08%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A     | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027            | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    753000 | PA      | $760128.05    | 0.11%             | 2027-10-15      | Fixed         | 0.05%                 | 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      | $503004.03    | 0.07%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B                    | WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029                           | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    863000 | PA      | $871317.85    | 0.12%             | 2029-09-17      | Fixed         | 0.05%                 | 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      | $3773576.78   | 0.53%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                            | DTE ENERGY CO 4.95% 07/01/2027                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    574000 | PA      | $578627.63    | 0.08%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                    | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028                           | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $373892.59    | 0.05%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                      | AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031                                        | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456829.74    | 0.06%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                         | SOUTHERN COMPANY 5.5% 03/15/2029                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $932146.53    | 0.13%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                              | PAYCHEX INC 5.1% 04/15/2030                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61790.89     | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                        | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                          | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2140000 | PA      | $2148316.25   | 0.30%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.23%/VAR 01/15/2031                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1330368.10   | 0.19%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                 | MARS INC 4.8% 03/01/2030 144A                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    467000 | PA      | $469882.01    | 0.07%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                             | GALLAGHER (ARTHUR J.) and CO 4.6% 12/15/2027                                     | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1122592.70   | 0.16%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                 | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.95% 01/13/2028 144A                   | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    605000 | PA      | $608631.10    | 0.09%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | BARCLAYS PLC T1Y+NA 11/24/2027                                                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1254447.57   | 0.18%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                             | JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A                               | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1024034.60   | 0.14%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                    | JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028                                       | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343594.71    | 0.05%             | 2028-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 3.875% 11/30/2027                                                      | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $15498789.14  | 2.17%             | 2027-11-30      | Fixed         | 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      | $742762.89    | 0.10%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.125% 03/31/2029                                                      | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50769500 | PA      | $51150271.25  | 7.15%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4% 02/29/2028                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13182500 | PA      | $13225755.08  | 1.85%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                              | EXELON CORP 5.15% 03/15/2029                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    381000 | PA      | $388120.49    | 0.05%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                          | PHILIP MORRIS INTL INC 4.75% 02/12/2027                                          | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1514139.94   | 0.21%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                             | Fidelity Cash Central Fund                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3071538 | NS      | $3072152.04   | 0.43%             |  |  |  | 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      | $3768973.80   | 0.53%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                    | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A           | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99563.18     | 0.01%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                         | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                            | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105000 | PA      | $106463.07    | 0.01%             | 2029-07-20      | 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        |   1582527 | PA      | $1494038.68   | 0.21%             | 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      | $122318.65    | 0.02%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST 4.62% 11/20/2030                                            | CUSIP: 92348KDM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1713847.52   | 0.24%             | 2030-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4% 03/31/2030                                                          | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17909100 | PA      | $17939881.27  | 2.51%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                        | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167768 | PA      | $167558.59    | 0.02%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | BROADCOM INC 4.15% 02/15/2028                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1480708.81   | 0.21%             | 2028-02-15      | Fixed         | 0.04%                 | 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      | $2684850.30   | 0.38%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                    | JPMORGAN CHASE and CO 5.571%/VAR 04/22/2028                                      | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1181203.36   | 0.17%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                | ONEOK INC 4.25% 09/24/2027                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171867.19    | 0.02%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                         | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                           | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395000 | PA      | $397334.33    | 0.06%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.125% 10/31/2027                                                      | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22561900 | PA      | $22684404.12  | 3.17%             | 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      | $1129880.00   | 0.16%             | 2027-04-07      | Fixed         | 0.03%                 | 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        |    333687 | PA      | $322762.03    | 0.05%             | 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      | $1458310.56   | 0.20%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1              | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A                | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136000 | PA      | $135709.82    | 0.02%             | 2028-10-16      | Fixed         | 0.04%                 | 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      | $1963371.87   | 0.27%             | 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      | $52377.02     | 0.01%             | 2027-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2131197.29   | 0.30%             | 2028-05-17      | Variable      | 0.06%                 | 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      | $448910.23    | 0.06%             | 2025-07-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    901000 | PA      | $913571.36    | 0.13%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $18587.01     | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.625% 04/30/2031                                                      | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16100600 | PA      | $16562234.47  | 2.32%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                 | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    463000 | PA      | $468599.11    | 0.07%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | CITIGROUP INC 3.07%/VAR 02/24/2028                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2919171.78   | 0.41%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                       | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    937000 | PA      | $950953.08    | 0.13%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                         | GEORGIA POWER CO 4.65% 05/16/2028                                                | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    948000 | PA      | $956750.88    | 0.13%             | 2028-05-16      | Fixed         | 0.05%                 | 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        |    330857 | PA      | $319993.33    | 0.04%             | 2032-07-01      | Fixed         | 0.03%                 | 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      | $678436.11    | 0.09%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                               | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359055.08    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                           | CANADIAN NATL RESOURCES LTD 5% 12/15/2029 144A                                   | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    538000 | PA      | $535874.11    | 0.07%             | 2029-12-15      | Fixed         | 0.05%                 | 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      | $247365.71    | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                        | JAPAN TOBACCO INC 4.892% 05/15/2028 144A                                         | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    934000 | PA      | $942697.68    | 0.13%             | 2028-05-15      | Fixed         | 0.05%                 | 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      | $431650.00    | 0.06%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                             | AT and T INC 4.7% 08/15/2030                                                     | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    922000 | PA      | $924905.12    | 0.13%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                | COREBRIDGE GLOBAL FUNDING 4.9% 01/07/2028 144A                                   | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    820000 | PA      | $829704.19    | 0.12%             | 2028-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                           | CITIBANK NA 4.576% 05/29/2027                                                    | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2143047.02   | 0.30%             | 2027-05-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 | GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 5.78% 08/16/2028        | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1324000 | PA      | $1339742.89   | 0.19%             | 2028-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029                                          | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    846000 | PA      | $861814.39    | 0.12%             | 2029-02-22      | Fixed         | 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      | $108780.19    | 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      | $2492390.43   | 0.35%             | 2025-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 2% 03/01/2032#BM3061                                                   | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954021 | PA      | $902530.50    | 0.13%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1486344.56   | 0.21%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                 | RTX CORP 3.95% 08/16/2025                                                        | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115761.95    | 0.02%             | 2025-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD    | FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048                                     | CUSIP: 3137H8BP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1309332 | PA      | $1308120.26   | 0.18%             | 2048-04-25      | Fixed         | 0.05%                 | 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      | $3270125.37   | 0.46%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                    | ATHENE GLOBAL FUNDING 4.721% 10/08/2029 144A                                     | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1381611.78   | 0.19%             | 2029-10-08      | Fixed         | 0.05%                 | 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        |     58078 | PA      | $56060.56     | 0.01%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                              | CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028                                        | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    321000 | PA      | $325541.41    | 0.05%             | 2028-07-17      | Fixed         | 0.06%                 | 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      | $216645.07    | 0.03%             | 2027-09-15      | Fixed         | 0.04%                 | 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      | $2401478.43   | 0.34%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2023-3                        | GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026                               | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103092 | PA      | $103296.63    | 0.01%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                    | ATHENE GLOBAL FUNDING 5.38% 01/07/2030 144A                                      | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026012.34   | 0.28%             | 2030-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                 | MARS INC 4.6% 03/01/2028 144A                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1428618.78   | 0.20%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                  | NATIONAL BANK OF CANADA 4.5% 10/10/2029                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1225000 | PA      | $1213017.97   | 0.17%             | 2029-10-10      | Fixed         | 0.04%                 | 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      | $3176634.78   | 0.44%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3% 07/01/2034#FM8940                                                   | CUSIP: 3140XC5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56025 | PA      | $54520.98     | 0.01%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                | ONEOK INC 4.4% 10/15/2029                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177120.89    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                      | FORD CREDIT AUTO OWNER TRUST 2024-D 4.84% 08/15/2029                             | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710000 | PA      | $713779.19    | 0.10%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.25% 02/28/2029                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61000000 | PA      | $61717226.41  | 8.63%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                   | 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        |     52972 | PA      | $52873.17     | 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      | $1954990.90   | 0.27%             | 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      | $635689.25    | 0.09%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                    | HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292346 | PA      | $294161.48    | 0.04%             | 2028-04-17      | Fixed         | 0.05%                 | 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      | $426381.71    | 0.06%             | 2032-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | BARCLAYS PLC T1Y+NA 08/09/2026                                                   | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2502223.80   | 0.35%             | 2026-08-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2               | GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.05% 07/20/2026                      | CUSIP: 362548AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    361616 | PA      | $361849.29    | 0.05%             | 2026-07-20      | Fixed         | 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      | $2405809.52   | 0.34%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                            | DLLAA 2023-1A 5.64% 02/22/2028 144A                                              | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    146000 | PA      | $147649.96    | 0.02%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                 | COOPERATIEVE RABOBANK UA 1.98%/VAR 12/15/2027 144A                               | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3050000 | PA      | $2926759.26   | 0.41%             | 2027-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                       | RGA GLOBAL FUNDING 5.448% 05/24/2029 144A                                        | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1083069.53   | 0.15%             | 2029-05-24      | Fixed         | 0.05%                 | 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      | $1981498.08   | 0.28%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                  | SANTANDER HLDGS USA INC 6.124%/VAR 05/31/2027                                    | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    590000 | PA      | $595265.04    | 0.08%             | 2027-05-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                 | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                        | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    181000 | PA      | $181614.28    | 0.03%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP 4% 03/15/2028                                                            | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    760000 | PA      | $749273.99    | 0.10%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                 | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                       | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969371.66    | 0.14%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                             | SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A                               | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331000 | PA      | $333750.21    | 0.05%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-B OWNER TR                  | NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.93% 03/15/2028                         | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    901000 | PA      | $908845.46    | 0.13%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FDG I                                      | PRICOA GLOBAL FDG I 4.7% 05/28/2030 144A                                         | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2148125.00   | 0.30%             | 2030-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                    | ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A                                     | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    505000 | PA      | $515427.16    | 0.07%             | 2029-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                   | CITIZENS AUTO RECEIVABLES TRUST 2024-2 A4 5.26% 04/15/2031 144A                  | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2530744.00   | 0.35%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                            | VOLKSWAGEN GROUP AMER FIN LLC 4.95% 08/15/2029 144A                              | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    920000 | PA      | $912397.80    | 0.13%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                        | DELL INTL/EMC CORP 5% 04/01/2030                                                 | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    728000 | PA      | $731749.70    | 0.10%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                   | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    516000 | PA      | $524741.19    | 0.07%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 3.5% 09/30/2029                                                        | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23255100 | PA      | $22855402.97  | 3.20%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                    | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2957808.64   | 0.41%             | 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      | $2268916.50   | 0.32%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.875% 10/31/2028                                                      | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35695500 | PA      | $36804012.69  | 5.15%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                       | ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028                              | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    321000 | PA      | $322725.05    | 0.05%             | 2028-12-15      | Fixed         | 0.05%                 | 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      | $2498113.30   | 0.35%             | 2027-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                              | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                               | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    268000 | PA      | $268048.24    | 0.04%             | 2030-05-30      | Fixed         | 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      | $1253433.25   | 0.18%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR       | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027               | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2549138.53   | 0.36%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2023-2                                 | DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A                                   | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    417194 | PA      | $418773.05    | 0.06%             | 2029-01-22      | Fixed         | 0.06%                 | 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      | $398812.52    | 0.06%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | TRUIST FINANCIAL CORP 5.071%/VAR 05/20/2031                                      | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1696520.37   | 0.24%             | 2031-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                            | VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A                               | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2521475.15   | 0.35%             | 2026-09-12      | Fixed         | 0.06%                 | 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      | $767652.99    | 0.11%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BA CR CARD TR                                            | BA CR CARD TR 4.98% 11/15/2028                                                   | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3529000 | PA      | $3561352.81   | 0.50%             | 2028-11-15      | Fixed         | 0.05%                 | 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      | $62233.77     | 0.01%             | 2027-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                       | INGERSOLL RAND INC 5.197% 06/15/2027                                             | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2126146.05   | 0.30%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                              | EXELON CORP 2.75% 03/15/2027                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $976248.99    | 0.14%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                       | WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1668324.88   | 0.23%             | 2029-04-23      | Variable      | 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        |    121037 | PA      | $120356.92    | 0.02%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | BROADCOM INC 5.05% 07/12/2029                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1389444.26   | 0.19%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                      | BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A                                    | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126000 | PA      | $127235.75    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.125% 07/31/2028                                                      | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7052226.58   | 0.99%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TESLA 2024-A A3                                          | TESLA 2024-A A3 5.3% 06/21/2027 144A                                             | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    740000 | PA      | $742244.49    | 0.10%             | 2027-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                          | BAE SYSTEMS PLC 5% 03/26/2027 144A                                               | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    587000 | PA      | $591821.07    | 0.08%             | 2027-03-26      | Fixed         | 0.05%                 | 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      | $313962.11    | 0.04%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2027                                          | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1171360.45   | 0.16%             | 2027-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                 | WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029                                       | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5587.22      | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                               | FNMA 15YR 3% 09/01/2035#FS0112                                                   | CUSIP: 3140XFDS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117924 | PA      | $114275.26    | 0.02%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer