# EDGAR Filing Document

**Accession Number:** 0000803013
**File Stem:** 0000035402-26-000440
**Filing Date:** 2026-1
**Character Count:** 176239
**Document Hash:** b74c2d8cbdac2b65de7ba69b306cb74c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000440.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000440

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**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:** 26555379

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Education Fund**

**November 30, 2025**

EDI-NPRT1-0126

1.9901561.104 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 10.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 10.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 10.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 10.0%  |  |  |
| Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028  | 249956 | 251537 |
| American Express Credit Account Master Trust Series 2024-1 Class A, 5.23% 4/15/2029  | 1700000 | 1732616 |
| Bank of America Credit Card Master Trust Series 2025-A1 Class A, 4.31% 5/15/2030  | 2860000 | 2895344 |
| BMW Vehicle Lease Trust Series 2025-1 Class A3, 4.43% 6/26/2028  | 1495000 | 1505921 |
| BofA Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (b) | 113279 | 114118 |
| Capital One Prime Auto Receivables Trust 2023-2 Series 2023-2 Class A3, 5.82% 6/15/2028  | 1211011 | 1225103 |
| Capital One Prime Auto Receivables Trust Series 2024-1 Class A3, 4.62% 7/16/2029  | 1280000 | 1290724 |
| CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028  | 253990 | 257041 |
| CarMax Auto Owner Trust Series 2024-1 Class A3, 4.92% 10/16/2028  | 718618 | 723516 |
| CarMax Auto Owner Trust Series 2024-2 Class A3, 5.5% 1/16/2029  | 232000 | 234785 |
| Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A3, 4.55% 8/12/2030  | 1070000 | 1077267 |
| Carvana Auto Receivables Trust Series 2025-P3 Class A3, 4.04% 11/11/2030  | 1660000 | 1659653 |
| Chase Auto Owner Trust Series 2024-1A Class A3, 5.13% 5/25/2029 (b) | 263144 | 265506 |
| Chase Auto Owner Trust Series 2024-3A Class A3, 5.22% 7/25/2029 (b) | 1277000 | 1291826 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 2135000 | 2208983 |
| Chase Issuance Trust Series 2024-A1 Class A, 4.6% 1/15/2029 (c) | 1892000 | 1908166 |
| Chase Issuance Trust Series 2025-A1 Class A, 4.16% 7/15/2030  | 1797000 | 1815723 |
| Citibank Credit Card Issuance Trust Series 2025-A1 Class A, 4.3% 6/21/2030  | 3410000 | 3452758 |
| Citizens Auto Receivables Trust Series 2024-1 Class A3, 5.11% 4/17/2028 (b) | 614059 | 617197 |
| Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (b) | 334780 | 337069 |
| Citizens Auto Receivables Trust Series 2024-2 Class A4, 5.26% 4/15/2031 (b) | 2500000 | 2544647 |
| Daimler Trucks Retail Trust Series 2024-1 Class A3, 5.49% 12/15/2027  | 854757 | 861821 |
| Dell Equipment Finance Trust Series 2023-2 Class A3, 5.65% 1/22/2029 (b) | 163849 | 164314 |
| Dell Equipment Finance Trust Series 2023-3 Class A3, 5.93% 4/23/2029 (b) | 398810 | 401101 |
| Dell Equipment Finance Trust Series 2024-1 Class A3, 5.39% 3/22/2030 (b) | 497387 | 500824 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (b) | 122384 | 123677 |
| DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (b) | 105000 | 107220 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b) | 635000 | 640617 |
| Ford Credit Auto Owner Trust Series 2023-B Class A3, 5.23% 5/15/2028  | 695458 | 699892 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 710000 | 717770 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class A1, 5.29% 4/15/2029 (b) | 1637000 | 1664868 |
| Fordf Series 2025-1 Class A1, 4.63% 4/15/2030  | 1145000 | 1161238 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-4 Class A3, 5.78% 8/16/2028  | 1000519 | 1010097 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class A1, 5.13% 3/15/2029 (b) | 309000 | 313293 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (b) | 395000 | 400568 |
| Huntington Auto Trust Series 2024-1A Class A3, 5.23% 1/16/2029 (b) | 1780276 | 1797032 |
| Hyundai Auto Receivables Trust Series 2023-B Class A3, 5.48% 4/17/2028  | 180358 | 181667 |
| Hyundai Auto Receivables Trust Series 2025-B Class A3, 4.36% 12/17/2029  | 2020000 | 2038426 |
| Mercedes-Benz Auto Lease Trust Series 2024-A Class A3, 5.32% 1/18/2028  | 370000 | 373674 |
| Mercedes-Benz Auto Lease Trust Series 2025-A Class A3, 4.61% 4/16/2029  | 1375000 | 1392131 |
| Nissan Auto Receivables Owner Trust Series 2023-B Class A3, 5.93% 3/15/2028  | 582109 | 586420 |
| Nissan Master Owner Tr Receivable Series 2024-B Class A, 5.05% 2/15/2029 (b) | 589000 | 596251 |
| Porsche Finl Auto Securitization Tr 2023-2 Series 2023-2A Class A3, 5.79% 1/22/2029 (b) | 337897 | 340601 |
| SBNA Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (b) | 292051 | 293654 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class A3, 4.95% 5/21/2029 (b) | 458740 | 461091 |
| SFS Auto Receivables Securitization Trust Series 2024-2A Class A3, 5.33% 11/20/2029 (b) | 184964 | 186812 |
| T-Mobile US Trust Series 2025-2A Class A, 4.34% 4/22/2030 (b) | 1640000 | 1653158 |
| Tesla Electric Vehicle Trust Series 2023-1 Class A3, 5.38% 6/20/2028 (b) | 790187 | 796009 |
| Tesla Series 2024-A Class A3, 5.3% 6/21/2027 (b) | 443158 | 444609 |
| Toyota Auto Loan Extended Note Trust Series 2022-1A Class A, 3.82% 4/25/2035 (b) | 2500000 | 2492295 |
| Usaa Auto Owner Trust 2023-A Series 2023-A Class A3, 5.58% 5/15/2028 (b) | 348275 | 350490 |
| USB Auto Owner Trust 2025-1 Series 2025-1A Class A3, 4.49% 6/17/2030 (b) | 520000 | 524335 |
| Verizon Master Trust Series 2023-4 Class A1A, 5.16% 6/20/2029  | 1806000 | 1817037 |
| Verizon Master Trust Series 2024-8 Class A1A, 4.62% 11/20/2030  | 1700000 | 1724110 |
| Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A3, 5.48% 12/20/2028  | 4067813 | 4113727 |
| Volkswagen Auto Loan Enhanced Trust Series 2023-1 Class A3, 5.02% 6/20/2028  | 533642 | 536178 |
| Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A3, 4.63% 7/20/2029  | 1720000 | 1740029 |
| Volvo Financial Equipment LLC Series 2024-1A Class A3, 4.29% 10/16/2028 (b) | 136000 | 136462 |
| Wells Fargo Card Issuance Trust Series 2025-A1 Class A, 4.34% 5/15/2030  | 1965000 | 1991157 |
| Wheels Fleet Lease Funding 1 LLC Series 2025-2A Class A1, 4.41% 5/18/2040 (b) | 2150000 | 2165453 |
| Wheels Fleet Lease Funding 1 LLC Series 2025-3A Class A1, 4.08% 9/18/2040 (b) | 1265000 | 1263743 |
| World Omni Auto Receivables Tr 2023-D Series 2023-D Class A3, 5.79% 2/15/2029  | 898957 | 908260 |
| World Omni Auto Receivables Tr Series 2024-A Class A3, 4.86% 3/15/2029  | 1759935 | 1769319 |
| World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028  | 116982 | 117602 |
| World Omni Auto Receivables Trust Series 2024-B Class A3, 5.27% 9/17/2029  | 863000 | 870880 |
| World Omni Automobile Lease Securitization Trust Series 2024-A Class A3, 5.26% 10/15/2027  | 753000 | 758298 |
| TOTAL UNITED STATES |  | 70597710 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $69,815,258) |  | <br> **70597710** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.5%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.5%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Fannie Mae Series 2022-28 Class A, 2.5% 2/25/2052  | 308780 | 295418 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class HP, 4.5% 12/25/2042  | 1723729 | 1734738 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048  | 1193314 | 1204343 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044  | 235135 | 235177 |
| TOTAL UNITED STATES |  | 3469676 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $3,397,052) |  | <br> **3469676** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 2.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.0%  |  |  |
| BANK Series 2017-BNK9 Class ASB, 3.47% 11/15/2054  | 1326594 | 1317845 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 4.7626% 10/15/2036 (b)(c)(d) | 100000 | 99814 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 4.9719% 2/15/2039 (b)(c)(d) | 20287 | 20249 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.2518% 12/15/2039 (b)(c)(d) | 148492 | 147510 |
| BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 4.7094% 10/15/2026 (b)(c)(d) | 71623 | 71445 |
| CD Mortgage Trust Series 2017-CD5 Class AAB, 3.22% 8/15/2050  | 190405 | 188936 |
| Cent Trust Series 2025-CITY Class A, 4.92% 7/10/2040 (b)(c) | 421000 | 428422 |
| DBGS Mortgage Trust Series 2018-C1 Class ASB, 4.302% 10/15/2051  | 2032259 | 2035200 |
| ELP Series 2025-ELP Class A, 4.6039% 11/13/2042 (b) | 309000 | 310366 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K544 Class A2, 4.266% 7/25/2030 (c) | 2080000 | 2106274 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K545 Class A2, 4.29% 7/25/2030  | 1566000 | 1587347 |
| GS Mortgage Securities Trust Series 2016-GS2 Class AAB, 2.922% 5/10/2049  | 24 | 24 |
| GS Mortgage Securities Trust Series 2017-GS7 Class AAB, 3.203% 8/10/2050  | 798721 | 793122 |
| Int Commercial Mortgage Trust Series 2025-PLAZA Class A, 4.8788% 11/5/2037 (b)(c) | 271000 | 273223 |
| JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 Class ASB, 3.9381% 3/10/2052  | 587939 | 586817 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.2542% 5/15/2039 (b)(c)(d) | 445000 | 428951 |
| Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class ASB, 2.624% 2/15/2053  | 1362229 | 1326407 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 4.8042% 11/15/2038 (b)(c)(d) | 167768 | 167612 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.2019% 12/15/2039 (b)(c)(d) | 575000 | 575000 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C50 Class ASB, 3.635% 5/15/2052  | 707465 | 700574 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class ASB, 2.651% 2/15/2053  | 1402292 | 1365798 |
| TOTAL UNITED STATES |  | 14530936 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $14,160,901) |  | <br> **14530936** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 30.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 30.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 30.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Glencore Funding LLC 4.907% 4/1/2028 (b) | 449000 | 457194 |
| CANADA - 1.4%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Rogers Communications Inc 3.2% 3/15/2027  | 19000 | 18749 |
| Consumer Staples - 0.1% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Alimentation Couche-Tard Inc 4.148% 9/29/2028 (b) | 1426000 | 1430146 |
| Energy - 0.5% |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| Canadian Natural Resources Ltd 5% 12/15/2029  | 538000 | 550996 |
| Enbridge Inc 4.2% 11/20/2028  | 969000 | 971439 |
| Enbridge Inc 4.6% 6/20/2028  | 261000 | 263882 |
| Enbridge Inc 5.25% 4/5/2027  | 848000 | 859269 |
| Enbridge Inc 5.3% 4/5/2029  | 708000 | 730827 |
|  |  | 3376413 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Canadian Imperial Bank of Commerce 3.45% 4/7/2027  | 1150000 | 1143077 |
| National Bank of Canada 4.5% 10/10/2029  | 1225000 | 1241159 |
| Toronto Dominion Bank 4.783% 12/17/2029  | 1526000 | 1563980 |
|  |  | 3948216 |
| Industrials - 0.2% |  |  |
| Ground Transportation - 0.2% |  |  |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 1517000 | 1483719 |
| TOTAL CANADA |  | 10257243 |
| FRANCE - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Societe Generale SA 2.797% 1/19/2028 (b)(c) | 950000 | 933306 |
| Societe Generale SA 5.5% 4/13/2029 (b)(c) | 463000 | 474191 |
| TOTAL FRANCE |  | 1407497 |
| GERMANY - 1.4%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Automobiles - 0.4% |  |  |
| Mercedes-Benz Finance North America LLC 4.8% 8/1/2029 (b) | 1800000 | 1838451 |
| Volkswagen Group of America Finance LLC 4.35% 6/8/2027 (b) | 200000 | 200021 |
| Volkswagen Group of America Finance LLC 4.95% 8/15/2029 (b) | 920000 | 931288 |
|  |  | 2969760 |
| Financials - 0.8% |  |  |
| Capital Markets - 0.8% |  |  |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (c) | 3300000 | 3239385 |
| Deutsche Bank AG/New York NY 4.95% 8/4/2031 (c) | 1780000 | 1805810 |
|  |  | 5045195 |
| Industrials - 0.2% |  |  |
| Machinery - 0.2% |  |  |
| Daimler Truck Finance North America LLC 2% 12/14/2026 (b) | 500000 | 489952 |
| Daimler Truck Finance North America LLC 4.95% 1/13/2028 (b) | 605000 | 614016 |
| Daimler Truck Finance North America LLC 5.125% 9/25/2027 (b) | 578000 | 587144 |
|  |  | 1691112 |
| TOTAL GERMANY |  | 9706067 |
| IRELAND - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Consumer Finance - 0.4% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 1/15/2027  | 2500000 | 2547923 |
| Industrials - 0.0% |  |  |
| Transportation Infrastructure - 0.0% |  |  |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (b) | 268000 | 275529 |
| TOTAL IRELAND |  | 2823452 |
| ITALY - 0.1%  |  |  |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| Enel Finance International NV 4.125% 9/30/2028 (b) | 558000 | 558404 |
| JAPAN - 0.4%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| NTT Finance Corp 4.567% 7/16/2027 (b) | 200000 | 201508 |
| NTT Finance Corp 4.62% 7/16/2028 (b) | 200000 | 202790 |
|  |  | 404298 |
| Consumer Staples - 0.1% |  |  |
| Tobacco - 0.1% |  |  |
| Japan Tobacco Inc 4.85% 5/15/2028 (b) | 934000 | 951734 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Mizuho Financial Group Inc 4.711% 7/8/2031 (c) | 1421000 | 1442200 |
| TOTAL JAPAN |  | 2798232 |
| NETHERLANDS - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Cooperatieve Rabobank UA 1.98% 12/15/2027 (b)(c) | 3050000 | 2983038 |
| ING Groep NV 5.335% 3/19/2030 (c) | 1031000 | 1067752 |
|  |  | 4050790 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 8/19/2028  | 473000 | 474379 |
| TOTAL NETHERLANDS |  | 4525169 |
| NORWAY - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| DNB Bank ASA 1.605% 3/30/2028 (b)(c) | 2250000 | 2179979 |
| DNB Bank ASA 4.384% 11/4/2031 (b)(c) | 2100000 | 2097700 |
| TOTAL NORWAY |  | 4277679 |
| SWITZERLAND - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Capital Markets - 0.4% |  |  |
| UBS Group AG 3.091% 5/14/2032 (b)(c) | 250000 | 233046 |
| UBS Group AG 4.703% 8/5/2027 (b)(c) | 2500000 | 2507926 |
| TOTAL SWITZERLAND |  | 2740972 |
| UNITED KINGDOM - 2.6%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Tobacco - 0.2% |  |  |
| BAT Capital Corp 4.7% 4/2/2027  | 801000 | 805822 |
| Imperial Brands Finance PLC 4.5% 6/30/2028 (b) | 679000 | 685411 |
|  |  | 1491233 |
| Financials - 2.3% |  |  |
| Banks - 2.3% |  |  |
| Barclays PLC 2.279% 11/24/2027 (c) | 1300000 | 1275759 |
| Barclays PLC 5.367% 2/25/2031 (c) | 1794000 | 1858729 |
| HSBC Holdings PLC 4.899% 3/3/2029 (c) | 1431000 | 1452519 |
| HSBC Holdings PLC 5.21% 8/11/2028 (c) | 2827000 | 2872483 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 2100000 | 2141600 |
| Lloyds Banking Group PLC 4.818% 6/13/2029 (c) | 2171000 | 2205759 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (c) | 414000 | 421455 |
| NatWest Group PLC 5.115% 5/23/2031 (c) | 2140000 | 2202887 |
| NatWest Markets PLC 5.416% 5/17/2027 (b) | 1800000 | 1836237 |
|  |  | 16267428 |
| Industrials - 0.1% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| BAE Systems PLC 5.125% 3/26/2029 (b) | 546000 | 563473 |
| TOTAL UNITED KINGDOM |  | 18322134 |
| UNITED STATES - 22.4%  |  |  |
| Communication Services - 1.3% |  |  |
| Diversified Telecommunication Services - 0.9% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 2750000 | 2615243 |
| AT&T Inc 4.25% 3/1/2027  | 400000 | 400781 |
| AT&T Inc 4.3% 2/15/2030  | 250000 | 251397 |
| AT&T Inc 4.7% 8/15/2030  | 922000 | 940015 |
| Verizon Communications Inc 2.1% 3/22/2028  | 500000 | 479437 |
| Verizon Communications Inc 2.355% 3/15/2032  | 2000000 | 1767674 |
| Verizon Communications Inc 3% 3/22/2027  | 78000 | 77719 |
|  |  | 6532266 |
| Interactive Media & Services - 0.3% |  |  |
| Meta Platforms Inc 4.2% 11/15/2030  | 980000 | 986812 |
| Meta Platforms Inc 4.6% 11/15/2032  | 1060000 | 1075846 |
|  |  | 2062658 |
| Media - 0.1% |  |  |
| Comcast Corp 2.35% 1/15/2027  | 500000 | 491177 |
| TOTAL COMMUNICATION SERVICES |  | 9086101 |
| Consumer Discretionary - 0.8% |  |  |
| Automobiles - 0.8% |  |  |
| General Motors Financial Co Inc 1.25% 1/8/2026  | 500000 | 498399 |
| General Motors Financial Co Inc 2.35% 2/26/2027  | 3000000 | 2933843 |
| General Motors Financial Co Inc 4.2% 10/27/2028  | 788000 | 788474 |
| Hyundai Capital America 4.3% 9/24/2027 (b) | 1700000 | 1702964 |
|  |  | 5923680 |
| Consumer Staples - 0.6% |  |  |
| Consumer Staples Distribution & Retail - 0.6% |  |  |
| Dollar General Corp 4.625% 11/1/2027  | 2406000 | 2424916 |
| Mars Inc 4.6% 3/1/2028 (b) | 1422000 | 1440339 |
| Mars Inc 4.8% 3/1/2030 (b) | 467000 | 478386 |
|  |  | 4343641 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| MPLX LP 4% 3/15/2028  | 760000 | 757848 |
| ONEOK Inc 4.25% 9/24/2027  | 173000 | 173407 |
| ONEOK Inc 4.4% 10/15/2029  | 180000 | 180561 |
| Targa Resources Corp 4.35% 1/15/2029  | 177000 | 177595 |
| Williams Cos Inc/The 4.625% 6/30/2030  | 410000 | 414680 |
| Williams Cos Inc/The 4.8% 11/15/2029  | 914000 | 932097 |
|  |  | 2636188 |
| Financials - 14.7% |  |  |
| Banks - 5.9% |  |  |
| Bank of America Corp 2.551% 2/4/2028 (c) | 850000 | 834926 |
| Bank of America Corp 2.651% 3/11/2032 (c) | 2750000 | 2534803 |
| Bank of America Corp 4.271% 7/23/2029 (c) | 1000000 | 1006265 |
| Bank of America Corp 4.948% 7/22/2028 (c) | 3750000 | 3802746 |
| Citibank NA 4.576% 5/29/2027  | 2140000 | 2160467 |
| Citigroup Inc 3.07% 2/24/2028 (c) | 3000000 | 2962002 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (c) | 2261000 | 2272276 |
| JPMorgan Chase & Co 2.58% 4/22/2032 (c) | 3000000 | 2755027 |
| JPMorgan Chase & Co 2.947% 2/24/2028 (c) | 3318000 | 3273024 |
| JPMorgan Chase & Co 3.54% 5/1/2028 (c) | 350000 | 347679 |
| JPMorgan Chase & Co 4.851% 7/25/2028 (c) | 3750000 | 3799800 |
| JPMorgan Chase & Co 5.571% 4/22/2028 (c) | 1160000 | 1183137 |
| Morgan Stanley Bank NA 5.016% 1/12/2029 (c) | 1020000 | 1039276 |
| Morgan Stanley Private Bank NA 4.465% 11/19/2031 (c) | 2110000 | 2121540 |
| PNC Financial Services Group Inc/The 5.354% 12/2/2028 (c) | 1020000 | 1045263 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (c) | 773000 | 757241 |
| Santander Holdings USA Inc 6.124% 5/31/2027 (c) | 590000 | 594709 |
| Truist Financial Corp 5.071% 5/20/2031 (c) | 1689000 | 1738341 |
| Wells Fargo & Co 3.526% 3/24/2028 (c) | 3288000 | 3264144 |
| Wells Fargo & Co 4.808% 7/25/2028 (c) | 1250000 | 1263460 |
| Wells Fargo & Co 4.97% 4/23/2029 (c) | 1656000 | 1688486 |
| Wells Fargo & Co 5.244% 1/24/2031 (c) | 937000 | 973629 |
|  |  | 41418241 |
| Capital Markets - 5.1% |  |  |
| Ares Strategic Income Fund 4.85% 1/15/2029 (b) | 1410000 | 1392028 |
| Athene Global Funding 4.721% 10/8/2029 (b) | 1400000 | 1400387 |
| Athene Global Funding 5.38% 1/7/2030 (b) | 2000000 | 2043787 |
| Athene Global Funding 5.516% 3/25/2027 (b) | 2000000 | 2028881 |
| Athene Global Funding 5.583% 1/9/2029 (b) | 505000 | 519311 |
| Bank of New York Mellon 4.729% 4/20/2029 (c) | 659000 | 670682 |
| Equitable America Global Funding 4.65% 6/9/2028 (b) | 826000 | 835023 |
| Equitable America Global Funding 4.95% 6/9/2030 (b) | 1118000 | 1140988 |
| GA Global Funding Trust 5.4% 1/13/2030 (b) | 1173000 | 1206115 |
| Goldman Sachs Group Inc/The 2.64% 2/24/2028 (c) | 2563000 | 2516948 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (c) | 2500000 | 2516301 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (c) | 2000000 | 2021935 |
| HPS Corporate Lending Fund 4.9% 9/11/2028 (b) | 644000 | 639321 |
| HPS Corporate Lending Fund 5.3% 6/5/2027 (b) | 897000 | 901546 |
| Intercontinental Exchange Inc 3.75% 9/21/2028  | 125000 | 124314 |
| Intercontinental Exchange Inc 4% 9/15/2027  | 1981000 | 1983806 |
| Intercontinental Exchange Inc 4.35% 6/15/2029  | 2500000 | 2526237 |
| Morgan Stanley 2.239% 7/21/2032 (c) | 2750000 | 2452646 |
| Morgan Stanley 3.591% 7/22/2028 (c) | 1050000 | 1040298 |
| Morgan Stanley 4.994% 4/12/2029 (c) | 1225000 | 1249450 |
| Morgan Stanley 5.042% 7/19/2030 (c) | 1800000 | 1850391 |
| Morgan Stanley 5.23% 1/15/2031 (c) | 1311000 | 1355997 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 1469000 | 1492186 |
| Sammons Financial Group Global Funding 5.1% 12/10/2029 (b) | 1232000 | 1268923 |
| State Street Corp 4.53% 2/20/2029 (c) | 1015000 | 1026942 |
|  |  | 36204443 |
| Consumer Finance - 0.1% |  |  |
| American Express Co 5.085% 1/30/2031 (c) | 450000 | 465362 |
| Toyota Motor Credit Corp 4.55% 8/9/2029  | 240000 | 244492 |
|  |  | 709854 |
| Financial Services - 0.8% |  |  |
| Corebridge Financial Inc 3.65% 4/5/2027  | 2762000 | 2740685 |
| Corebridge Global Funding 4.85% 6/6/2030 (b) | 2150000 | 2185413 |
| Corebridge Global Funding 4.9% 1/7/2028 (b) | 820000 | 832887 |
|  |  | 5758985 |
| Insurance - 2.8% |  |  |
| Arthur J Gallagher & Co 4.6% 12/15/2027  | 1120000 | 1130836 |
| Equitable Financial Life Global Funding 1.4% 8/27/2027 (b) | 700000 | 669370 |
| Equitable Financial Life Global Funding 4.6% 4/1/2027 (b) | 1220000 | 1227127 |
| Equitable Financial Life Global Funding 5% 3/27/2030 (b) | 886000 | 908211 |
| Jackson National Life Global Funding 4.6% 10/1/2029 (b) | 1897000 | 1909260 |
| Jackson National Life Global Funding 4.7% 6/5/2028 (b) | 1864000 | 1882252 |
| Jackson National Life Global Funding 5.35% 1/13/2030 (b) | 1004000 | 1041235 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (b) | 586000 | 598229 |
| MassMutual Global Funding II 4.85% 1/17/2029 (b) | 2100000 | 2145397 |
| MassMutual Global Funding II 5.1% 4/9/2027 (b) | 1834000 | 1860869 |
| Metropolitan Tower Global Funding 4% 10/1/2027 (b) | 606000 | 606645 |
| Pricoa Global Funding I 4.7% 5/28/2030 (b) | 2140000 | 2180239 |
| RGA Global Funding 4.35% 8/25/2028 (b) | 2100000 | 2108052 |
| RGA Global Funding 5.448% 5/24/2029 (b) | 1055000 | 1093990 |
| Western-Southern Global Funding 4.9% 5/1/2030 (b) | 203000 | 208844 |
|  |  | 19570556 |
| TOTAL FINANCIALS |  | 103662079 |
| Health Care - 0.4% |  |  |
| Biotechnology - 0.0% |  |  |
| Amgen Inc 5.15% 3/2/2028  | 378000 | 386903 |
| Health Care Providers & Services - 0.4% |  |  |
| CVS Health Corp 4.3% 3/25/2028  | 110000 | 110305 |
| Humana Inc 3.7% 3/23/2029  | 2500000 | 2453699 |
|  |  | 2564004 |
| TOTAL HEALTH CARE |  | 2950907 |
| Industrials - 1.2% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| Boeing Co 5.04% 5/1/2027  | 500000 | 504915 |
| Boeing Co 6.259% 5/1/2027  | 150000 | 154099 |
| RTX Corp 5.75% 1/15/2029  | 366000 | 384120 |
|  |  | 1043134 |
| Ground Transportation - 0.0% |  |  |
| Uber Technologies Inc 4.15% 1/15/2031  | 332000 | 330546 |
| Machinery - 0.7% |  |  |
| Ingersoll Rand Inc 5.176% 6/15/2029  | 2100000 | 2177040 |
| Ingersoll Rand Inc 5.197% 6/15/2027  | 2100000 | 2132693 |
| Parker-Hannifin Corp 4.25% 9/15/2027  | 217000 | 218470 |
|  |  | 4528203 |
| Professional Services - 0.0% |  |  |
| Paychex Inc 5.1% 4/15/2030  | 61000 | 62688 |
| Trading Companies & Distributors - 0.4% |  |  |
| Air Lease Corp 2.2% 1/15/2027  | 2530000 | 2471800 |
| TOTAL INDUSTRIALS |  | 8436371 |
| Information Technology - 0.9% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Amphenol Corp 5.05% 4/5/2029  | 430000 | 443213 |
| Dell International LLC / EMC Corp 5% 4/1/2030  | 728000 | 746194 |
|  |  | 1189407 |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| Broadcom Inc 4.15% 2/15/2028  | 1488000 | 1495189 |
| Broadcom Inc 5.05% 7/12/2029  | 1365000 | 1410483 |
|  |  | 2905672 |
| Software - 0.2% |  |  |
| Roper Technologies Inc 1.75% 2/15/2031  | 750000 | 657780 |
| Roper Technologies Inc 4.45% 9/15/2030  | 317000 | 318770 |
| Roper Technologies Inc 4.5% 10/15/2029  | 603000 | 609428 |
|  |  | 1585978 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Hewlett Packard Enterprise Co 4.4% 9/25/2027  | 821000 | 824609 |
| TOTAL INFORMATION TECHNOLOGY |  | 6505666 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP 4.75% 5/15/2030 (b) | 271000 | 275349 |
| Real Estate - 0.3% |  |  |
| Retail REITs - 0.3% |  |  |
| Simon Property Group LP 4.375% 10/1/2030  | 2110000 | 2126967 |
| Utilities - 1.8% |  |  |
| Electric Utilities - 1.5% |  |  |
| Alabama Power Co 3.05% 3/15/2032  | 2526000 | 2349729 |
| Duke Energy Carolinas LLC 4.85% 3/15/2030  | 824000 | 849742 |
| Duke Energy Corp 4.3% 3/15/2028  | 1341000 | 1347662 |
| Duke Energy Florida LLC 4.2% 12/1/2030  | 800000 | 801668 |
| Exelon Corp 2.75% 3/15/2027  | 1006000 | 988130 |
| Exelon Corp 5.15% 3/15/2029  | 381000 | 392344 |
| Georgia Power Co 4.65% 5/16/2028  | 948000 | 963063 |
| Jersey Central Power & Light Co 4.4% 1/15/2031 (b) | 851000 | 848889 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 332000 | 337700 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 355000 | 366993 |
| Southern Co/The 5.5% 3/15/2029  | 900000 | 935509 |
| Virginia Electric and Power Co 2.4% 3/30/2032  | 500000 | 445727 |
|  |  | 10627156 |
| Multi-Utilities - 0.3% |  |  |
| DTE Energy Co 4.95% 7/1/2027  | 574000 | 580994 |
| DTE Energy Co 5.2% 4/1/2030  | 1072000 | 1108629 |
| Public Service Enterprise Group Inc 4.9% 3/15/2030  | 499000 | 511131 |
|  |  | 2200754 |
| TOTAL UTILITIES |  | 12827910 |
| TOTAL UNITED STATES |  | 158774859 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $212,777,058) |  | <br> **216648902** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.1%  |  |  |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2032  | 1421333 | 1348308 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028  | 74966 | 73610 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2032  | 840339 | 803704 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 67916 | 67133 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2029  | 200849 | 197750 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 246037 | 238553 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034  | 23240 | 22811 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 63449 | 62145 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 40082 | 39433 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 294632 | 288095 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 51831 | 50612 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 15972 | 15684 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2035  | 1070183 | 1032874 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034  | 46506 | 45700 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 424511 | 414713 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035  | 100869 | 98794 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2030  | 99592 | 98868 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2028  | 2507 | 2489 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2033  | 199647 | 197890 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 103964 | 103240 |
| Freddie Mac Gold Pool 2.5% 1/1/2028  | 59299 | 58642 |
| Freddie Mac Gold Pool 2.5% 3/1/2032  | 1294012 | 1251742 |
| Freddie Mac Gold Pool 3% 10/1/2035  | 68919 | 66443 |
| Freddie Mac Gold Pool 3% 12/1/2030  | 12290 | 12060 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 856495 | 836853 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 11180 | 10978 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 40871 | 39891 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 292345 | 285891 |
| TOTAL UNITED STATES |  | 7764906 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $7,708,931) |  | <br> **7764906** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 54.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 54.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 54.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 54.7%** |
|  | Yield (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 3.5% 10/31/2027  | 3.58 | 29791000 | 29784018 |
| US Treasury Notes 3.5% 9/30/2029  | 3.94 to 4.31 | 23255100 | 23212405 |
| US Treasury Notes 3.625% 8/31/2027  | 3.61 | 16010900 | 16036542 |
| US Treasury Notes 3.875% 11/30/2027  | 3.78 to 4.01 | 15500000 | 15608984 |
| US Treasury Notes 4% 1/31/2029  | 3.89 | 7781900 | 7893765 |
| US Treasury Notes 4% 2/15/2034  | 3.88 to 4.39 | 11372100 | 11461833 |
| US Treasury Notes 4% 2/29/2028  | 3.81 to 4.16 | 13182500 | 13324624 |
| US Treasury Notes 4% 3/31/2030  | 3.72 to 4.06 | 24909100 | 25327495 |
| US Treasury Notes 4.125% 3/31/2029  | 3.74 to 4.52 | 50769500 | 51719445 |
| US Treasury Notes 4.25% 2/28/2029  | 3.65 to 4.31 | 88381000 | 90345406 |
| US Treasury Notes 4.25% 8/15/2035  | 4.10 | 7542000 | 7688126 |
| US Treasury Notes 4.5% 4/15/2027  | 3.69 to 4.44 | 5660600 | 5729810 |
| US Treasury Notes 4.625% 4/30/2029  | 4.38 to 4.72 | 24600100 | 25463025 |
| US Treasury Notes 4.625% 4/30/2031  | 3.64 to 4.64 | 61510900 | 64442279 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $382,519,861) |  |  | **388037757** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (f)<br>(Cost $5,482,914)<br>| 4.02 | 5481818 | **5482914** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $695,861,975)<br>| <br>**706532801** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%**  | **2340526** |
| **NET ASSETS - 100.0%** | **708873327** |

---

**Legend**

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

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $89,816,359 or 12.7% of net assets.

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

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

(e) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 24241448 | 50749411 | 69507682 | 72704 | (263) | - | 5482914 | 5481818 | 0.0% |
| Total | 24241448 | 50749411 | 69507682 | 72704 | (263) | - | 5482914 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $708872971.92

**Total Liabilities:** $2501287.30

**Net Assets:** $706371684.62

**Cash Not Reported:** $435364.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6376.75579037 | **1-Year:** 77862.49068182 | **5-Year:** 112014.83299245 | **10-Year:** 12273.79572229 | **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 | 0.36%                | 0.37%                | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $231241.58               | $-486085.35                                |
| Month 2  | $910341.17               | $-838881.95                                |
| Month 3  | $549194.13               | $1153468.95                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA GTD MTG PASS THRU CTF                                | FNMA 15YR 3.5% 09/01/2029#AL5878                                                 | CUSIP: 3138ENQ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103964 | PA      | $103239.78    | 0.01%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   5421010 | NS      | $5422094.26   | 0.77%             |  |  |  | No            |                  1 | 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        |     99592 | PA      | $98867.84     | 0.01%             | 2030-11-01      | Fixed         | 0.04%                 | 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        |        24 | PA      | $23.51        | 0.00%             | 2049-05-10      | Fixed         | 0.03%                 | 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        |    246037 | PA      | $238552.96    | 0.03%             | 2031-07-01      | Fixed         | 0.03%                 | 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      | $491177.13    | 0.07%             | 2027-01-15      | Fixed         | 0.02%                 | 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      | $400781.40    | 0.06%             | 2027-03-01      | Fixed         | 0.04%                 | 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      | $347678.94    | 0.05%             | 2028-05-01      | Variable      | 0.04%                 | 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      | $1040298.80   | 0.15%             | 2028-07-22      | Variable      | 0.04%                 | 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        |    424511 | PA      | $414712.91    | 0.06%             | 2032-08-01      | Fixed         | 0.03%                 | 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        |    190405 | PA      | $188936.41    | 0.03%             | 2050-08-15      | Fixed         | 0.03%                 | 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        |    292345 | PA      | $285890.84    | 0.04%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 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        |    798721 | PA      | $793121.51    | 0.11%             | 2050-08-10      | Fixed         | 0.03%                 | 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        |    856495 | PA      | $836852.85    | 0.12%             | 2032-12-01      | Fixed         | 0.03%                 | 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        |   1326594 | PA      | $1317845.20   | 0.19%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP 4% 03/15/2028                                                            | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757847.86    | 0.11%             | 2028-03-15      | Fixed         | 0.04%                 | 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      | $110305.00    | 0.02%             | 2028-03-25      | Fixed         | 0.04%                 | 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      | $1006264.53   | 0.14%             | 2029-07-23      | Variable      | 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        |    840339 | PA      | $803704.06    | 0.11%             | 2032-03-01      | Fixed         | 0.02%                 | 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      | $124313.79    | 0.02%             | 2028-09-21      | Fixed         | 0.04%                 | 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      | $251396.89    | 0.04%             | 2030-02-15      | Fixed         | 0.04%                 | 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        |   2032259 | PA      | $2035200.35   | 0.29%             | 2051-10-15      | Fixed         | 0.04%                 | 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        |     63449 | PA      | $62144.63     | 0.01%             | 2032-12-01      | 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        |    587939 | PA      | $586817.18    | 0.08%             | 2052-03-10      | Fixed         | 0.04%                 | 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        |     51831 | PA      | $50611.51     | 0.01%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C50                          | WELLS FARGO COML MTG TR 2019-C50 3.635% 05/15/2052                               | CUSIP: 95001XAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707465 | PA      | $700574.49    | 0.10%             | 2052-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                | FNMA 15YR 3% 02/01/2033#BM5464                                                   | CUSIP: 3140JACA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294632 | PA      | $288095.10    | 0.04%             | 2033-02-01      | Fixed         | 0.03%                 | 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        |     12290 | PA      | $12060.03     | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | 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        |   1362229 | PA      | $1326407.21   | 0.19%             | 2053-02-15      | Fixed         | 0.03%                 | 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        |   1402292 | PA      | $1365797.80   | 0.19%             | 2053-02-15      | Fixed         | 0.03%                 | 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      | $77719.46     | 0.01%             | 2027-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT CAPITAL CORP 4.7% 04/02/2027                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    801000 | PA      | $805821.84    | 0.11%             | 2027-04-02      | 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      | $504915.22    | 0.07%             | 2027-05-01      | 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      | $2615242.58   | 0.37%             | 2028-02-01      | 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      | $657780.45    | 0.09%             | 2031-02-15      | Fixed         | 0.02%                 | 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      | $669370.56    | 0.09%             | 2027-08-27      | Fixed         | 0.01%                 | 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      | $498398.63    | 0.07%             | 2026-01-08      | Fixed         | 0.01%                 | 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      | $2534803.34   | 0.36%             | 2032-03-11      | Variable      | 0.03%                 | 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      | $479436.68    | 0.07%             | 2028-03-22      | Fixed         | 0.02%                 | 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      | $2755026.66   | 0.39%             | 2032-04-22      | Variable      | 0.03%                 | 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      | $233046.00    | 0.03%             | 2032-05-14      | Variable      | 0.03%                 | 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        |     40871 | PA      | $39890.53     | 0.01%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 2.239%/VAR 07/21/2032                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2452645.97   | 0.35%             | 2032-07-21      | Variable      | 0.02%                 | 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        |     15972 | PA      | $15684.65     | 0.00%             | 2035-02-01      | Fixed         | 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      | $2179979.24   | 0.31%             | 2028-03-30      | Variable      | 0.02%                 | 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      | $99814.20     | 0.01%             | 2036-10-15      | 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        |     71623 | PA      | $71445.11     | 0.01%             | 2026-10-15      | Variable      | 0.05%                 | 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      | $3239384.68   | 0.46%             | 2027-11-16      | Variable      | 0.02%                 | 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      | $167611.54    | 0.02%             | 2038-11-15      | Variable      | 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      | $1275758.84   | 0.18%             | 2027-11-24      | Variable      | 0.02%                 | 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      | $1483718.96   | 0.21%             | 2026-12-02      | Fixed         | 0.02%                 | 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      | $489952.41    | 0.07%             | 2026-12-14      | Fixed         | 0.02%                 | 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      | $2983038.10   | 0.42%             | 2027-12-15      | Variable      | 0.02%                 | 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      | $757241.20    | 0.11%             | 2028-01-06      | Variable      | 0.02%                 | 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      | $445727.42    | 0.06%             | 2032-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | AIR LEASE CORP 2.2% 01/15/2027                                                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2471800.41   | 0.35%             | 2027-01-15      | Fixed         | 0.02%                 | 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      | $2933843.13   | 0.42%             | 2027-02-26      | Fixed         | 0.02%                 | 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      | $933306.25    | 0.13%             | 2028-01-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2516947.99   | 0.36%             | 2028-02-24      | Variable      | 0.03%                 | 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        |     20287 | PA      | $20248.60     | 0.00%             | 2039-02-15      | Variable      | 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      | $834926.49    | 0.12%             | 2028-02-04      | Variable      | 0.03%                 | 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      | $2962002.42   | 0.42%             | 2028-02-24      | Variable      | 0.03%                 | 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      | $3273023.58   | 0.46%             | 2028-02-24      | Variable      | 0.03%                 | 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      | $2349728.09   | 0.33%             | 2032-03-15      | Fixed         | 0.03%                 | 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      | $3264143.42   | 0.46%             | 2028-03-24      | Variable      | 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      | $2453698.98   | 0.35%             | 2029-03-23      | 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      | $1143077.28   | 0.16%             | 2027-04-07      | Fixed         | 0.03%                 | 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      | $1767674.10   | 0.25%             | 2032-03-15      | Fixed         | 0.02%                 | 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      | $428950.90    | 0.06%             | 2039-05-15      | Variable      | 0.05%                 | 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      | $2492295.25   | 0.35%             | 2035-04-25      | 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      | $2526236.75   | 0.36%             | 2029-06-15      | 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      | $1983806.28   | 0.28%             | 2027-09-15      | Fixed         | 0.04%                 | 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      | $200021.65    | 0.03%             | 2027-06-08      | Fixed         | 0.04%                 | 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      | $218470.07    | 0.03%             | 2027-09-15      | Fixed         | 0.04%                 | 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      | $1263460.39   | 0.18%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | 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      | $3799799.33   | 0.54%             | 2028-07-25      | Variable      | 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      | $3802745.21   | 0.54%             | 2028-07-22      | Variable      | 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      | $2507925.55   | 0.36%             | 2027-08-05      | Variable      | 0.05%                 | 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      | $2272276.17   | 0.32%             | 2028-08-04      | Variable      | 0.04%                 | 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      | $2872482.27   | 0.41%             | 2028-08-11      | Variable      | 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      | $1347661.67   | 0.19%             | 2028-03-15      | Fixed         | 0.04%                 | 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      | $2516301.08   | 0.36%             | 2028-08-23      | Variable      | 0.04%                 | 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      | $2424915.95   | 0.34%             | 2027-11-01      | 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        |   1070183 | PA      | $1032873.55   | 0.15%             | 2035-05-01      | Fixed         | 0.03%                 | 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        |     68919 | PA      | $66443.31     | 0.01%             | 2035-10-01      | Fixed         | 0.03%                 | 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      | $15608984.38  | 2.21%             | 2027-11-30      | Fixed         | 0.04%                 | 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      | $1045263.28   | 0.15%             | 2028-12-02      | Variable      | 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      | $988129.78    | 0.14%             | 2027-03-15      | Fixed         | 0.03%                 | 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      | $386902.83    | 0.05%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4% 02/29/2028                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13182500 | PA      | $13324623.83  | 1.89%             | 2028-02-29      | 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        |     59299 | PA      | $58641.62     | 0.01%             | 2028-01-01      | Fixed         | 0.03%                 | 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        |     74966 | PA      | $73609.82     | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | 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        |     67916 | PA      | $67133.41     | 0.01%             | 2028-01-01      | Fixed         | 0.03%                 | 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      | $963063.13    | 0.14%             | 2028-05-16      | Fixed         | 0.05%                 | 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      | $2740684.76   | 0.39%             | 2027-04-05      | Fixed         | 0.04%                 | 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        |    533642 | PA      | $536177.76    | 0.08%             | 2028-06-20      | Fixed         | 0.05%                 | 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        |    163849 | PA      | $164314.37    | 0.02%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                | FANNIE MAE 2.5% 02/25/2052                                                       | CUSIP: 3136BMM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    308780 | PA      | $295418.61    | 0.04%             | 2052-02-25      | 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 4.5% 12/25/2042                                   | CUSIP: 3137H8AZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1723729 | PA      | $1734738.35   | 0.25%             | 2042-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD     | FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048                                     | CUSIP: 3137H8BP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1193314 | PA      | $1204342.88   | 0.17%             | 2048-04-25      | 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 4.5% 10/25/2044                                   | CUSIP: 3137H9AA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    235135 | PA      | $235177.10    | 0.03%             | 2044-10-25      | 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        |   1294012 | PA      | $1251742.03   | 0.18%             | 2032-03-01      | Fixed         | 0.03%                 | 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        |    695458 | PA      | $699891.67    | 0.10%             | 2028-05-15      | Fixed         | 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      | $1817036.83   | 0.26%             | 2029-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                             | FHLG 15YR 3% 02/01/2033#SB0621                                                   | CUSIP: 3132CWVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11180 | PA      | $10978.65     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | 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        |     40082 | PA      | $39432.86     | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | 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        |    100869 | PA      | $98794.19     | 0.01%             | 2035-09-01      | Fixed         | 0.03%                 | 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        |     23240 | PA      | $22810.74     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | 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        |     46506 | PA      | $45700.26     | 0.01%             | 2034-07-01      | Fixed         | 0.03%                 | 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        |    180358 | PA      | $181666.88    | 0.03%             | 2028-04-17      | 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        |    200849 | PA      | $197749.64    | 0.03%             | 2029-01-01      | Fixed         | 0.03%                 | 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        |    122384 | PA      | $123677.29    | 0.02%             | 2028-02-22      | Fixed         | 0.06%                 | 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        |   1421333 | PA      | $1348307.91   | 0.19%             | 2032-01-01      | Fixed         | 0.01%                 | 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      | $18749.23     | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | 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        |    116982 | PA      | $117601.86    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | 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        |      2507 | PA      | $2489.59      | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | 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        |    199647 | PA      | $197890.31    | 0.03%             | 2033-02-01      | 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        |    348275 | PA      | $350489.94    | 0.05%             | 2028-05-15      | Fixed         | 0.06%                 | 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      | $935508.96    | 0.13%             | 2029-03-15      | Fixed         | 0.06%                 | 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      | $2208982.45   | 0.31%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.1% 01/15/2027        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2547922.68   | 0.36%             | 2027-01-15      | Fixed         | 0.06%                 | 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        |   1000519 | PA      | $1010097.30   | 0.14%             | 2028-08-16      | Fixed         | 0.06%                 | 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        |   1211011 | PA      | $1225103.22   | 0.17%             | 2028-06-15      | Fixed         | 0.06%                 | 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        |    398810 | PA      | $401101.48    | 0.06%             | 2029-04-23      | Fixed         | 0.06%                 | 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        |    253990 | PA      | $257041.26    | 0.04%             | 2028-07-17      | 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        |    582109 | PA      | $586419.52    | 0.08%             | 2028-03-15      | Fixed         | 0.06%                 | 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        |    898957 | PA      | $908259.81    | 0.13%             | 2029-02-15      | Fixed         | 0.06%                 | 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        |    337897 | PA      | $340600.92    | 0.05%             | 2029-01-22      | Fixed         | 0.06%                 | 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      | $384119.61    | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | 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        |   4067813 | PA      | $4113726.37   | 0.58%             | 2028-12-20      | 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        |    790187 | PA      | $796008.89    | 0.11%             | 2028-06-20      | 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      | $519311.05    | 0.07%             | 2029-01-09      | Fixed         | 0.06%                 | 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        |    614059 | PA      | $617197.46    | 0.09%             | 2028-04-17      | Fixed         | 0.05%                 | 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        |    458740 | PA      | $461090.64    | 0.07%             | 2029-05-21      | 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      | $2145397.21   | 0.30%             | 2029-01-17      | 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        |    718618 | PA      | $723516.04    | 0.10%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4% 01/31/2029                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7781900 | PA      | $7893764.81   | 1.12%             | 2029-01-31      | Fixed         | 0.04%                 | 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      | $1908166.38   | 0.27%             | 2029-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4% 02/15/2034                                                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10372100 | PA      | $10453942.30  | 1.48%             | 2034-02-15      | Fixed         | 0.04%                 | 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        |   1759935 | PA      | $1769319.04   | 0.25%             | 2029-03-15      | 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        |   1780276 | PA      | $1797032.01   | 0.25%             | 2029-01-16      | Fixed         | 0.05%                 | 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      | $392343.53    | 0.06%             | 2029-03-15      | 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        |  88381000 | PA      | $90345405.60  | 12.79%            | 2029-02-28      | Fixed         | 0.04%                 | 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        |    249956 | PA      | $251537.43    | 0.04%             | 2028-12-15      | Fixed         | 0.05%                 | 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        |    443158 | PA      | $444608.92    | 0.06%             | 2027-06-21      | Fixed         | 0.05%                 | 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      | $1067751.58   | 0.15%             | 2030-03-19      | Variable      | 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      | $596251.36    | 0.08%             | 2029-02-15      | Fixed         | 0.05%                 | 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        |    309000 | PA      | $313293.00    | 0.04%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                             | CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A                              | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    263144 | PA      | $265506.00    | 0.04%             | 2029-05-25      | Fixed         | 0.05%                 | 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      | $563473.86    | 0.08%             | 2029-03-26      | Fixed         | 0.05%                 | 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      | $2028880.86   | 0.29%             | 2027-03-25      | Fixed         | 0.06%                 | 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      | $51719445.07  | 7.32%             | 2029-03-31      | Fixed         | 0.04%                 | 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        |    334780 | PA      | $337069.34    | 0.05%             | 2028-08-15      | Fixed         | 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      | $2544646.50   | 0.36%             | 2031-04-15      | 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      | $1860868.76   | 0.26%             | 2027-04-09      | Fixed         | 0.05%                 | 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      | $443213.30    | 0.06%             | 2029-04-05      | 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      | $859269.10    | 0.12%             | 2027-04-05      | 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      | $730826.83    | 0.10%             | 2029-04-05      | 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        |    497387 | PA      | $500824.12    | 0.07%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4.5% 04/15/2027                                                        | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11660600 | PA      | $11803169.03  | 1.67%             | 2027-04-15      | Fixed         | 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      | $758297.66    | 0.11%             | 2027-10-15      | 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      | $1732616.03   | 0.25%             | 2029-04-15      | Fixed         | 0.05%                 | 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        |    854757 | PA      | $861821.25    | 0.12%             | 2027-12-15      | Fixed         | 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      | $234784.93    | 0.03%             | 2029-01-16      | Fixed         | 0.06%                 | 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      | $1183137.48   | 0.17%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4.625% 04/30/2031                                                      | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53510900 | PA      | $56061028.83  | 7.94%             | 2031-04-30      | Fixed         | 0.05%                 | 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      | $25463025.26  | 3.60%             | 2029-04-30      | 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      | $1664867.96   | 0.24%             | 2029-04-15      | Fixed         | 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      | $107220.42    | 0.02%             | 2029-07-20      | Fixed         | 0.05%                 | 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      | $2132692.53   | 0.30%             | 2027-06-15      | Fixed         | 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      | $2177040.37   | 0.31%             | 2029-06-15      | Fixed         | 0.05%                 | 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      | $2141600.16   | 0.30%             | 2028-05-17      | Variable      | 0.06%                 | 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        |    184964 | PA      | $186812.15    | 0.03%             | 2029-11-20      | 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      | $870879.88    | 0.12%             | 2029-09-17      | Fixed         | 0.05%                 | 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        |    292051 | PA      | $293653.83    | 0.04%             | 2027-11-22      | Fixed         | 0.06%                 | 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      | $1836237.33   | 0.26%             | 2027-05-17      | 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        |    113279 | PA      | $114118.11    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                     | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028                           | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $373673.58    | 0.05%             | 2028-01-18      | Fixed         | 0.05%                 | 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      | $1093990.20   | 0.15%             | 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      | $594709.15    | 0.08%             | 2027-05-31      | Variable      | 0.06%                 | 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      | $1291825.59   | 0.18%             | 2029-07-25      | Fixed         | 0.05%                 | 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      | $587144.02    | 0.08%             | 2027-09-25      | 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      | $598229.18    | 0.08%             | 2027-07-02      | Fixed         | 0.06%                 | 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      | $1410482.56   | 0.20%             | 2029-07-12      | Fixed         | 0.05%                 | 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      | $1850391.41   | 0.26%             | 2030-07-19      | Variable      | 0.05%                 | 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      | $1838450.47   | 0.26%             | 2029-08-01      | Fixed         | 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      | $580994.18    | 0.08%             | 2027-07-01      | Fixed         | 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      | $640616.83    | 0.09%             | 2028-08-21      | Fixed         | 0.05%                 | 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      | $244491.76    | 0.03%             | 2029-08-09      | 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      | $931287.65    | 0.13%             | 2029-08-15      | Fixed         | 0.05%                 | 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      | $932096.66    | 0.13%             | 2029-11-15      | Fixed         | 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      | $1026942.35   | 0.15%             | 2029-02-20      | Variable      | 0.05%                 | 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      | $609428.05    | 0.09%             | 2029-10-15      | Fixed         | 0.04%                 | 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      | $136462.07    | 0.02%             | 2028-10-16      | Fixed         | 0.04%                 | 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      | $173406.95    | 0.02%             | 2027-09-24      | Fixed         | 0.04%                 | 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      | $180560.60    | 0.03%             | 2029-10-15      | Fixed         | 0.04%                 | 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      | $824609.46    | 0.12%             | 2027-09-25      | Fixed         | 0.04%                 | 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      | $23212405.03  | 3.29%             | 2029-09-30      | 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      | $1702964.48   | 0.24%             | 2027-09-24      | Fixed         | 0.04%                 | 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      | $606645.44    | 0.09%             | 2027-10-01      | Fixed         | 0.04%                 | 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      | $1909259.40   | 0.27%             | 2029-10-01      | Fixed         | 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      | $1495188.87   | 0.21%             | 2028-02-15      | Fixed         | 0.04%                 | 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      | $1400387.02   | 0.20%             | 2029-10-08      | 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      | $1241158.52   | 0.18%             | 2029-10-10      | 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      | $717769.89    | 0.10%             | 2029-08-15      | Fixed         | 0.05%                 | 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      | $1740028.71   | 0.25%             | 2029-07-20      | 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      | $1290724.10   | 0.18%             | 2029-07-16      | Fixed         | 0.05%                 | 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      | $1724110.42   | 0.24%             | 2030-11-20      | Fixed         | 0.05%                 | 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      | $421455.03    | 0.06%             | 2028-11-26      | Variable      | 0.05%                 | 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      | $400568.39    | 0.06%             | 2029-11-15      | Fixed         | 0.05%                 | 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      | $154098.74    | 0.02%             | 2027-05-01      | Fixed         | 0.06%                 | 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      | $1268922.67   | 0.18%             | 2029-12-10      | Fixed         | 0.05%                 | 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        |    148492 | PA      | $147510.46    | 0.02%             | 2039-12-15      | Variable      | 0.05%                 | 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      | $574999.66    | 0.08%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TORONTO DOMINION BANK 4.783% 12/17/2029                                          | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1526000 | PA      | $1563980.10   | 0.22%             | 2029-12-17      | 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      | $1130836.18   | 0.16%             | 2027-12-15      | 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      | $2043787.14   | 0.29%             | 2030-01-07      | 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      | $849741.72    | 0.12%             | 2030-03-15      | Fixed         | 0.05%                 | 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      | $1492186.01   | 0.21%             | 2028-01-10      | Fixed         | 0.05%                 | 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      | $1041235.10   | 0.15%             | 2030-01-13      | 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      | $832887.21    | 0.12%             | 2028-01-07      | 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      | $474190.71    | 0.07%             | 2029-04-13      | Variable      | 0.06%                 | 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      | $614015.93    | 0.09%             | 2028-01-13      | Fixed         | 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      | $1206115.44   | 0.17%             | 2030-01-13      | Fixed         | 0.05%                 | 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      | $973629.35    | 0.14%             | 2031-01-24      | 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      | $1355996.52   | 0.19%             | 2031-01-15      | Variable      | 0.05%                 | 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      | $1039276.22   | 0.15%             | 2029-01-12      | Variable      | 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      | $465362.20    | 0.07%             | 2031-01-30      | Variable      | 0.05%                 | 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      | $1108629.16   | 0.16%             | 2030-04-01      | 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      | $1858728.67   | 0.26%             | 2031-02-25      | Variable      | 0.05%                 | 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      | $1452518.88   | 0.21%             | 2029-03-03      | Variable      | 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      | $275348.82    | 0.04%             | 2030-05-15      | 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      | $1440339.36   | 0.20%             | 2028-03-01      | Fixed         | 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      | $478386.03    | 0.07%             | 2030-03-01      | Fixed         | 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      | $511131.02    | 0.07%             | 2030-03-15      | 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      | $25327495.16  | 3.59%             | 2030-03-31      | Fixed         | 0.04%                 | 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      | $275529.46    | 0.04%             | 2030-05-30      | 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      | $908211.30    | 0.13%             | 2030-03-27      | Fixed         | 0.05%                 | 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      | $457193.56    | 0.06%             | 2028-04-01      | 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: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $746193.64    | 0.11%             | 2030-04-01      | Fixed         | 0.05%                 | 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      | $1227126.53   | 0.17%             | 2027-04-01      | Fixed         | 0.05%                 | 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      | $62688.26     | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                         | JAPAN TOBACCO INC 4.85% 05/15/2028 144A                                          | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    934000 | PA      | $951734.10    | 0.13%             | 2028-05-15      | 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      | $1249449.73   | 0.18%             | 2029-04-12      | Variable      | 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      | $670681.66    | 0.09%             | 2029-04-20      | Variable      | 0.05%                 | 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      | $1688486.28   | 0.24%             | 2029-04-23      | Variable      | 0.05%                 | 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      | $2021934.94   | 0.29%             | 2028-04-23      | Variable      | 0.05%                 | 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      | $208844.13    | 0.03%             | 2030-05-01      | Fixed         | 0.05%                 | 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      | $1392131.26   | 0.20%             | 2029-04-16      | 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      | $337700.16    | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | 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      | $366993.19    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | 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      | $1738340.74   | 0.25%             | 2031-05-20      | Variable      | 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      | $1161237.82   | 0.16%             | 2030-04-15      | Fixed         | 0.05%                 | 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      | $2180238.66   | 0.31%             | 2030-05-28      | 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      | $2202887.26   | 0.31%             | 2031-05-23      | Variable      | 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      | $2160466.77   | 0.31%             | 2027-05-29      | Fixed         | 0.05%                 | 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      | $940014.58    | 0.13%             | 2030-08-15      | Fixed         | 0.05%                 | 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      | $1882251.97   | 0.27%             | 2028-06-05      | 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      | $901545.68    | 0.13%             | 2027-06-05      | 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      | $1505920.68   | 0.21%             | 2028-06-26      | Fixed         | 0.04%                 | 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      | $2038425.83   | 0.29%             | 2029-12-17      | Fixed         | 0.04%                 | 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      | $1991156.51   | 0.28%             | 2030-05-15      | Fixed         | 0.04%                 | 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      | $1140987.99   | 0.16%             | 2030-06-09      | 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      | $835023.11    | 0.12%             | 2028-06-09      | Fixed         | 0.05%                 | 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      | $2185412.78   | 0.31%             | 2030-06-06      | 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      | $2895343.88   | 0.41%             | 2030-05-15      | Fixed         | 0.04%                 | 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      | $1077266.91   | 0.15%             | 2030-08-12      | 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      | $524335.40    | 0.07%             | 2030-06-17      | Fixed         | 0.04%                 | 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        |   2171000 | PA      | $2205759.08   | 0.31%             | 2029-06-13      | Variable      | 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      | $263881.63    | 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      | $3452758.33   | 0.49%             | 2030-06-21      | Fixed         | 0.04%                 | 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      | $685410.72    | 0.10%             | 2028-06-30      | Fixed         | 0.04%                 | 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      | $1442199.81   | 0.20%             | 2031-07-08      | Variable      | 0.05%                 | 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      | $414680.72    | 0.06%             | 2030-06-30      | Fixed         | 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      | $428421.60    | 0.06%             | 2040-07-10      | Variable      | 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      | $202790.38    | 0.03%             | 2028-07-16      | 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      | $201508.00    | 0.03%             | 2027-07-16      | Fixed         | 0.05%                 | 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      | $1815723.12   | 0.26%             | 2030-07-15      | Fixed         | 0.04%                 | 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      | $2165452.91   | 0.31%             | 2040-05-18      | 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 VAR 07/25/2030                                    | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2080000 | PA      | $2106274.14   | 0.30%             | 2030-07-25      | Variable      | 0.04%                 | 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      | $1653157.88   | 0.23%             | 2030-04-22      | Fixed         | 0.04%                 | 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      | $1805809.98   | 0.26%             | 2031-08-04      | Variable      | 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      | $1587346.77   | 0.22%             | 2030-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4.25% 08/15/2035                                                       | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7542000 | PA      | $7688126.25   | 1.09%             | 2035-08-15      | Fixed         | 0.04%                 | 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      | $318769.77    | 0.05%             | 2030-09-15      | 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      | $474379.54    | 0.07%             | 2028-08-19      | Fixed         | 0.04%                 | 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      | $2126967.04   | 0.30%             | 2030-10-01      | Fixed         | 0.04%                 | 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      | $2108051.48   | 0.30%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 3.625% 08/31/2027                                                      | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16010900 | PA      | $16036542.42  | 2.27%             | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                          | JERSEY CENTRAL POWR and LIGHT CO 4.4% 01/15/2031 144A                            | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    851000 | PA      | $848889.49    | 0.12%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                | HPS CORPORATE LENDING FUND 4.9% 09/11/2028 144A                                  | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    644000 | PA      | $639321.13    | 0.09%             | 2028-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    332000 | PA      | $330545.54    | 0.05%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                | ARES STRATEGIC INCOME FUND 4.85% 01/15/2029 144A                                 | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1392027.66   | 0.20%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                    | CARVANA AUTO RECEIVABLES TR 2025-P3 A3 4.04% 11/11/2030                          | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1660000 | PA      | $1659652.89   | 0.23%             | 2030-11-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL FINANCE INTL NV 4.125% 09/30/2028 144A                                      | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    558000 | PA      | $558403.94    | 0.08%             | 2028-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                              | ALIMENTATION COUCHE-TARD INC 4.148% 09/29/2028 144A                              | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1426000 | PA      | $1430146.08   | 0.20%             | 2028-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                  | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA VAR 11/05/2037 144A                     | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271000 | PA      | $273223.18    | 0.04%             | 2037-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                  | GENERAL MTRS FINL CO INC 4.2% 10/27/2028                                         | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    788000 | PA      | $788474.18    | 0.11%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 3.5% 10/31/2027                                                        | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29791000 | PA      | $29784017.59  | 4.22%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                          | WHEELS FLEET LEASE FUNDING 1 LLC 25-3A A1 0% 09/18/2040 144A                     | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   1265000 | PA      | $1263742.97   | 0.18%             | 2040-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB BANK ASA 4.384%/VAR 11/04/2031 144A                                          | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2100000 | PA      | $2097699.53   | 0.30%             | 2031-11-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | META PLATFORMS INC 4.2% 11/15/2030                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    980000 | PA      | $986812.39    | 0.14%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | META PLATFORMS INC 4.6% 11/15/2032                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1075845.68   | 0.15%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP 2025-ELP                                              | ELP COML MTG TR 2025-ELP 4.71318% 11/13/2042 144A                                | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309000 | PA      | $310366.46    | 0.04%             | 2042-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                            | TARGA RES CORP 4.35% 01/15/2029                                                  | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177595.50    | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                            | CANADIAN NATL RESOURCES LTD 5% 12/15/2029                                        | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    538000 | PA      | $550996.54    | 0.08%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                            | MORGAN STANLEY PRIVATE BANK NA 4.465%/VAR 11/19/2031                             | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2121540.24   | 0.30%             | 2031-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | ENBRIDGE INC 4.2% 11/20/2028                                                     | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    969000 | PA      | $971439.00    | 0.14%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                   | DUKE ENERGY FLORIDA LLC 4.2% 12/01/2030                                          | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801668.48    | 0.11%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer