# EDGAR Filing Document

**Accession Number:** 0000803013
**File Stem:** 0000035402-25-001377
**Filing Date:** 2025-10
**Character Count:** 142042
**Document Hash:** 3ec346ad03f3b8a4eb235d370e341512
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001377.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001377

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**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:** 251424417

**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 |  |

## 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:** 2025-08-31

**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:** $698698127.80

**Total Liabilities:** $2685826.84

**Net Assets:** $696012300.96

**Cash Not Reported:** $1651047.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6287.82391972 | **1-Year:** 73678.10188608 | **5-Year:** 111232.19420174 | **10-Year:** 13243.55344968 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227568 | 0.91%                | -0.06%               | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $240722.07               | $3516657.01                                |
| Month 2  | $287194.24               | $-3398281.93                               |
| Month 3  | $734668.15               | $4573195.58                                |

### 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        |    950301 | PA      | $939967.42    | 0.14%             | 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      | $1100373.54   | 0.16%             | 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      | $2274918.71   | 0.33%             | 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      | $1698079.63   | 0.24%             | 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        |   1513708 | PA      | $1426203.52   | 0.20%             | 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        |    910822 | PA      | $887872.88    | 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      | $2267445.91   | 0.33%             | 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        |    454441 | PA      | $458572.02    | 0.07%             | 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      | $662282.25    | 0.10%             | 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      | $2712711.18   | 0.39%             | 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      | $1393488.39   | 0.20%             | 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      | $1666843.16   | 0.24%             | 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      | $2594930.86   | 0.37%             | 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        |   5756200 | PA      | $5891560.61   | 0.85%             | 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        |    469945 | PA      | $472999.20    | 0.07%             | 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      | $3257450.08   | 0.47%             | 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      | $2160283.19   | 0.31%             | 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      | $2020964.04   | 0.29%             | 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      | $2169133.03   | 0.31%             | 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      | $511356.25    | 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        |     43280 | PA      | $42144.25     | 0.01%             | 2033-03-01      | Fixed         | 0.03%                 | 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      | $1046273.06   | 0.15%             | 2028-12-02      | Variable      | 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        |     12118 | PA      | $11868.70     | 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      | $154352.57    | 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      | $2416039.89   | 0.35%             | 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      | $1736246.80   | 0.25%             | 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      | $1834429.55   | 0.26%             | 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      | $1838010.22   | 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      | $1347813.59   | 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        |    263481 | PA      | $254946.63    | 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      | $494237.83    | 0.07%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4% 02/15/2034                                                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12372100 | PA      | $12299607.16  | 1.77%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                          | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                  | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    473000 | PA      | $473998.21    | 0.07%             | 2028-08-19      | 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      | $337151.46    | 0.05%             | 2029-02-15      | Fixed         | 0.05%                 | 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      | $1264158.86   | 0.18%             | 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      | $1850352.50   | 0.27%             | 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      | $2511029.93   | 0.36%             | 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        |     17351 | PA      | $16994.27     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC 4.41% 05/18/2040 144A                           | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   2150000 | PA      | $2158821.88   | 0.31%             | 2040-05-18      | Fixed         | 0.04%                 | 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      | $607777.91    | 0.09%             | 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        |     43853 | PA      | $43021.48     | 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      | $1293278.30   | 0.19%             | 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        |    217843 | PA      | $215456.76    | 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        |   3660600 | PA      | $3706214.52   | 0.53%             | 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      | $575000.00    | 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      | $476069.35    | 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      | $1347609.99   | 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      | $641194.49    | 0.09%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 25-B                      | HYUNDAI AUTO RECEIVABLES TRUST 25-B 4.36% 12/17/2029                             | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2020000 | PA      | $2039669.95   | 0.29%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4% 01/31/2029                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11212000 | PA      | $11352587.94  | 1.63%             | 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      | $2845446.18   | 0.41%             | 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      | $1289182.85   | 0.19%             | 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      | $595670.01    | 0.09%             | 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      | $191081.21    | 0.03%             | 2029-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD    | FEDERAL HOME LN MTG MLT CTF GT K545 A2 4.29% 07/25/2030                          | CUSIP: 3137HMCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1566000 | PA      | $1578977.60   | 0.23%             | 2030-07-25      | Fixed         | 0.04%                 | 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      | $486321.25    | 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      | $386830.81    | 0.06%             | 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      | $1161773.45   | 0.17%             | 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      | $901651.37    | 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      | $1037122.42   | 0.15%             | 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      | $1037475.62   | 0.15%             | 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      | $1972147.86   | 0.28%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO CARD ISSUANCE TRUST                          | WELLS FARGO CARD ISSUANCE TRUST 4.34% 05/15/2030                                 | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1965000 | PA      | $1989310.98   | 0.29%             | 2030-05-15      | Fixed         | 0.04%                 | 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      | $2502691.28   | 0.36%             | 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      | $824891.75    | 0.12%             | 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      | $456457.76    | 0.07%             | 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      | $927603.43    | 0.13%             | 2028-01-19      | Variable      | 0.03%                 | 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      | $2034267.38   | 0.29%             | 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        |   2796400 | PA      | $2596391.85   | 0.37%             | 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      | $1738882.50   | 0.25%             | 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      | $761824.66    | 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      | $1910773.89   | 0.27%             | 2029-10-01      | Fixed         | 0.05%                 | 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      | $814372.53    | 0.12%             | 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      | $908458.49    | 0.13%             | 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      | $384195.71    | 0.06%             | 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      | $206945.30    | 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      | $276494.56    | 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      | $745739.52    | 0.11%             | 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      | $1283223.06   | 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      | $604288.24    | 0.09%             | 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        |   1439100 | PA      | $1393840.66   | 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      | $587416.00    | 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      | $768083.58    | 0.11%             | 2028-04-17      | Fixed         | 0.05%                 | 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      | $730780.33    | 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      | $1247754.47   | 0.18%             | 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      | $1819744.56   | 0.26%             | 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      | $669869.71    | 0.10%             | 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        |   1087492 | PA      | $1098735.75   | 0.16%             | 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      | $443391.80    | 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        |    676608 | PA      | $680375.47    | 0.10%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                         | EQUITABLE AMERICA GLOBAL FUNDING 4.65% 06/09/2028 144A                           | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    826000 | PA      | $834078.01    | 0.12%             | 2028-06-09      | 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      | $3252942.29   | 0.47%             | 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        |   1851930 | PA      | $1860545.61   | 0.27%             | 2042-12-25      | Fixed         | 0.04%                 | 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      | $2027929.20   | 0.29%             | 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        |    753833 | PA      | $744935.30    | 0.11%             | 2052-05-15      | Fixed         | 0.04%                 | 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        |     75926 | PA      | $72955.81     | 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        |     68328 | PA      | $66761.40     | 0.01%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2025-2                                 | T-MOBILE US TRUST 2025-2 4.34% 04/22/2030 144A                                   | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1640000 | PA      | $1651161.02   | 0.24%             | 2030-04-22      | Fixed         | 0.04%                 | 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      | $2736600.29   | 0.39%             | 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        |     13219 | PA      | $12940.71     | 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      | $376996.97    | 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        |     25284 | PA      | $24752.46     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | 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      | $563123.42    | 0.08%             | 2029-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                             | ENBRIDGE INC 4.6% 06/20/2028                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    261000 | PA      | $263787.91    | 0.04%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                             | CITIBANK CR CARD ISSUANCE TR 4.3% 06/21/2030                                     | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |   3410000 | PA      | $3443886.19   | 0.49%             | 2030-06-21      | Fixed         | 0.04%                 | 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      | $1559323.98   | 0.22%             | 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      | $1960450.28   | 0.28%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                              | IMPERIAL BRANDS FINANCE PLC 4.5% 06/30/2028 144A                                 | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    679000 | PA      | $683322.50    | 0.10%             | 2028-06-30      | Fixed         | 0.04%                 | 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      | $302739.63    | 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      | $4209770.27   | 0.60%             | 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      | $848332.51    | 0.12%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                           | BMW VEHICLE LEASE TRUST 2025-1 4.43% 06/26/2028                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1495000 | PA      | $1505908.72   | 0.22%             | 2028-06-26      | Fixed         | 0.04%                 | 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      | $420922.16    | 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      | $1216769.42   | 0.17%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                         | NTT FINANCE CORP 4.567% 07/16/2027 144A                                          | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201268.54    | 0.03%             | 2027-07-16      | 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      | $336959.51    | 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      | $861623.35    | 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      | $230108.48    | 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      | $1906811.52   | 0.27%             | 2029-01-15      | Variable      | 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      | $1745325.94   | 0.25%             | 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        |     84132 | PA      | $82881.48     | 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      | $495468.16    | 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        |    242595 | PA      | $244367.48    | 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        |   1123493 | PA      | $1075484.99   | 0.15%             | 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      | $243958.92    | 0.04%             | 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      | $1734276.42   | 0.25%             | 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      | $2147190.93   | 0.31%             | 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        |    231034 | PA      | $226496.80    | 0.03%             | 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        |    326328 | PA      | $310135.51    | 0.04%             | 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      | $1293916.84   | 0.19%             | 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      | $2499563.96   | 0.36%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                         | EQUITABLE AMERICA GLOBAL FUNDING 4.95% 06/09/2030 144A                           | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1140442.15   | 0.16%             | 2030-06-09      | Fixed         | 0.05%                 | 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        |     87822 | PA      | $85915.14     | 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        |   1452444 | PA      | $1409451.25   | 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      | $2462267.35   | 0.35%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                | COREBRIDGE GBL FUNDING 4.85% 06/06/2030 144A                                     | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2187836.32   | 0.31%             | 2030-06-06      | Fixed         | 0.05%                 | 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      | $2748259.14   | 0.39%             | 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        |      3271 | PA      | $3238.88      | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | 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        |    892077 | PA      | $897991.88    | 0.13%             | 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        |   1492451 | PA      | $1511077.94   | 0.22%             | 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      | $930209.56    | 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      | $1863542.84   | 0.27%             | 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      | $830595.60    | 0.12%             | 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      | $1104973.20   | 0.16%             | 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        |    111090 | PA      | $109976.66    | 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      | $1885797.73   | 0.27%             | 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      | $2872013.30   | 0.41%             | 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      | $510194.65    | 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      | $76659.61     | 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        |    645340 | PA      | $643134.00    | 0.09%             | 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        |     74693 | PA      | $73661.26     | 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      | $2066793.75   | 0.30%             | 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      | $2515694.50   | 0.36%             | 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      | $2913610.14   | 0.42%             | 2027-02-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                        | CHASE ISSUANCE TR 4.16% 07/15/2030                                               | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   1797000 | PA      | $1811385.34   | 0.26%             | 2030-07-15      | Fixed         | 0.04%                 | 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        |    169637 | PA      | $170114.04    | 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      | $1227057.65   | 0.18%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BA CR CARD TR                                            | BA CR CARD TR 4.31% 05/15/2030                                                   | CUSIP: 05522RDK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2860000 | PA      | $2892447.27   | 0.42%             | 2030-05-15      | Fixed         | 0.04%                 | 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        |   1532581 | PA      | $1517474.46   | 0.22%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029                                   | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1271000 | PA      | $1288974.77   | 0.19%             | 2029-06-13      | Variable      | 0.05%                 | 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        |   2231216 | PA      | $2230373.43   | 0.32%             | 2051-10-15      | Fixed         | 0.04%                 | 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      | $2073241.12   | 0.30%             | 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      | $805259.53    | 0.12%             | 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        |    763637 | PA      | $763159.88    | 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      | $199443.35    | 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      | $25439962.67  | 3.66%             | 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      | $488735.38    | 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      | $1451512.43   | 0.21%             | 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        |    450653 | PA      | $439216.77    | 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        |    116887 | PA      | $115739.16    | 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        |    250749 | PA      | $249805.25    | 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      | $2489992.75   | 0.36%             | 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        |   1379329 | PA      | $1331143.69   | 0.19%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                               | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1421000 | PA      | $1437350.14   | 0.21%             | 2031-07-08      | Variable      | 0.05%                 | 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      | $1025834.12   | 0.15%             | 2029-02-20      | 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      | $80752.10     | 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      | $2204811.72   | 0.32%             | 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        |    612639 | PA      | $616052.42    | 0.09%             | 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        |    250746 | PA      | $248658.08    | 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        |    559366 | PA      | $562393.15    | 0.08%             | 2029-05-21      | Fixed         | 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      | $598548.81    | 0.09%             | 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      | $1064162.62   | 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      | $235230.53    | 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      | $1843928.82   | 0.26%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002480.54   | 0.14%             | 2029-07-23      | Variable      | 0.04%                 | 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      | $760082.34    | 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      | $504658.21    | 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      | $872237.12    | 0.13%             | 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      | $3799482.19   | 0.55%             | 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      | $581649.59    | 0.08%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                  | SIMON PROPERTY GROUP LP 4.375% 10/01/2030                                        | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2115389.24   | 0.30%             | 2030-10-01      | Fixed         | 0.04%                 | 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      | $374354.75    | 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      | $463797.35    | 0.07%             | 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      | $938194.17    | 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      | $62784.33     | 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      | $2192162.63   | 0.31%             | 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      | $1353212.59   | 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      | $475923.72    | 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      | $1129988.68   | 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      | $613517.04    | 0.09%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | BARCLAYS PLC 2.279%/VAR 11/24/2027                                               | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1268154.19   | 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      | $1041280.05   | 0.15%             | 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      | $346210.66    | 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      | $15586582.07  | 2.24%             | 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      | $753121.44    | 0.11%             | 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      | $51632184.99  | 7.42%             | 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      | $13309175.65  | 1.91%             | 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      | $392042.77    | 0.06%             | 2029-03-15      | 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        |  24236601 | NS      | $24241448.25  | 3.48%             |  |  |  | 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      | $3796412.66   | 0.55%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                     | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                       | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421000 | PA      | $426415.24    | 0.06%             | 2040-07-10      | 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      | $99937.76     | 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      | $107494.20    | 0.02%             | 2029-07-20      | Fixed         | 0.05%                 | 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      | $123764.90    | 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      | $1724518.08   | 0.25%             | 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        |  24909100 | PA      | $25250627.18  | 3.63%             | 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      | $167715.87    | 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      | $1489665.41   | 0.21%             | 2028-02-15      | Fixed         | 0.04%                 | 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      | $1184804.29   | 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      | $173155.97    | 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      | $400337.20    | 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      | $22797213.62  | 3.28%             | 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      | $1140112.19   | 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        |    313587 | PA      | $305967.93    | 0.04%             | 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      | $1473756.44   | 0.21%             | 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      | $136371.46    | 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      | $1976736.29   | 0.28%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                      | AMERICAN EXPRESS CO 2.55% 03/04/2027                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52820.91     | 0.01%             | 2027-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                   | ROPER TECHNOLOGIES INC 4.45% 09/15/2030                                          | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    317000 | PA      | $317654.74    | 0.05%             | 2030-09-15      | Fixed         | 0.04%                 | 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      | $2144053.34   | 0.31%             | 2028-05-17      | Variable      | 0.06%                 | 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      | $913573.96    | 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      | $18694.65     | 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        |  31100600 | PA      | $32423590.29  | 4.66%             | 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      | $473251.00    | 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      | $2946753.57   | 0.42%             | 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      | $967915.71    | 0.14%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                | UST NOTES 4.25% 05/15/2035                                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2077300 | PA      | $2083791.56   | 0.30%             | 2035-05-15      | Fixed         | 0.04%                 | 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      | $962023.99    | 0.14%             | 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        |    311073 | PA      | $303489.39    | 0.04%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD    | FEDERAL HOME LN MTG MLT CTF GT VAR 07/25/2030                                    | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2080000 | PA      | $2096459.46   | 0.30%             | 2030-07-25      | Variable      | 0.04%                 | 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      | $365206.73    | 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      | $548403.89    | 0.08%             | 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      | $250383.47    | 0.04%             | 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      | $950259.85    | 0.14%             | 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      | $432762.50    | 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      | $936066.70    | 0.13%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                | COREBRIDGE GBL FUNDING 4.9% 01/07/2028 144A                                      | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    820000 | PA      | $834662.85    | 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      | $2157200.85   | 0.31%             | 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        |   1237776 | PA      | $1250406.42   | 0.18%             | 2028-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                         | WILLIAMS COS INC 4.625% 06/30/2030                                               | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412157.40    | 0.06%             | 2030-06-30      | Fixed         | 0.05%                 | 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      | $868973.41    | 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      | $109947.92    | 0.02%             | 2028-03-25      | Fixed         | 0.04%                 | 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        |    891560 | PA      | $849908.10    | 0.12%             | 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      | $1494198.67   | 0.21%             | 2028-01-10      | Fixed         | 0.05%                 | 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        |   1250899 | PA      | $1261110.79   | 0.18%             | 2048-04-25      | Fixed         | 0.05%                 | 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      | $1406347.10   | 0.20%             | 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        |     54823 | PA      | $53408.00     | 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        |    309623 | PA      | $313660.42    | 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      | $217764.32    | 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      | $2450237.85   | 0.35%             | 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        |     46948 | PA      | $47006.95     | 0.01%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                         | NTT FINANCE CORP 4.62% 07/16/2028 144A                                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202134.01    | 0.03%             | 2028-07-16      | 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      | $2057465.82   | 0.30%             | 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      | $1439711.96   | 0.21%             | 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      | $1232280.86   | 0.18%             | 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      | $3218961.27   | 0.46%             | 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        |     50659 | PA      | $49657.10     | 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      | $179745.00    | 0.03%             | 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      | $717883.98    | 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      | $62274804.84  | 8.95%             | 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        |     51377 | PA      | $51376.71     | 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      | $1973083.80   | 0.28%             | 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      | $650317.13    | 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        |    234113 | PA      | $235826.00    | 0.03%             | 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      | $438894.24    | 0.06%             | 2032-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                   | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.55% 08/12/2030                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $1080051.47   | 0.16%             | 2030-08-12      | 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      | $2422977.58   | 0.35%             | 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      | $147692.15    | 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      | $2961464.30   | 0.43%             | 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      | $1094600.68   | 0.16%             | 2029-05-24      | Fixed         | 0.05%                 | 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      | $596646.11    | 0.09%             | 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        |    148542 | PA      | $149389.85    | 0.02%             | 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      | $755991.07    | 0.11%             | 2028-03-15      | 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      | $333483.99    | 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        |    779467 | PA      | $785573.71    | 0.11%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                       | RGA GLOBAL FUNDING 4.35% 08/25/2028 144A                                         | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2105829.37   | 0.30%             | 2028-08-25      | Fixed         | 0.04%                 | 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      | $2175078.05   | 0.31%             | 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      | $522475.66    | 0.08%             | 2029-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                           | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1794635.55   | 0.26%             | 2031-08-04      | Variable      | 0.05%                 | 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      | $2546420.75   | 0.37%             | 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      | $931230.54    | 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      | $746119.57    | 0.11%             | 2030-04-01      | Fixed         | 0.05%                 | 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      | $23130648.94  | 3.32%             | 2029-09-30      | Fixed         | 0.04%                 | 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      | $2315250.67   | 0.33%             | 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        |  23363800 | PA      | $24246331.10  | 3.48%             | 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        |    308573 | PA      | $310421.65    | 0.04%             | 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      | $2507008.45   | 0.36%             | 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      | $274986.76    | 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      | $1263355.74   | 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      | $2554673.40   | 0.37%             | 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        |    273475 | PA      | $274658.18    | 0.04%             | 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      | $400497.56    | 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      | $1730458.11   | 0.25%             | 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      | $2528691.03   | 0.36%             | 2026-09-12      | Fixed         | 0.06%                 | 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      | $3567805.24   | 0.51%             | 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      | $62808.70     | 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      | $2135801.87   | 0.31%             | 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      | $985472.77    | 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      | $1687420.71   | 0.24%             | 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        |     60735 | PA      | $60537.05     | 0.01%             | 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      | $1403599.55   | 0.20%             | 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      | $127141.79    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                              | USB AUTO OWNER TRUST 2025-1 4.49% 06/17/2030 144A                                | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    520000 | PA      | $526146.97    | 0.08%             | 2030-06-17      | 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        |    685936 | PA      | $687868.78    | 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      | $593717.15    | 0.09%             | 2027-03-26      | Fixed         | 0.05%                 | 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      | $1172394.79   | 0.17%             | 2027-02-22      | Fixed         | 0.05%                 | 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        |    108828 | PA      | $106332.05    | 0.02%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer